Research at TiSEM

Get inspired by Economics and Business

Check out the research special of New Scientist magazine

Top Publications Research group: Operations Research

TiSEM is pleased to announce these recent (2020-2024) publications in top journals.

Delorme, M. & Wagenaar, J. C. (Accepted/In Press). Exact decomposition approaches for a single container loading problem with stacking constraints and medium-sized weakly heterogeneous items. Omega: International journal of management science, 125, 103039.  https://doi.org/10.1016/j.omega.2024.103039
De Meijer, F. & Sotirov, R., (Accepted/In Press). The Chvátal-Gomory procedure for integer SDPs with applications in combinatorial optimization. Mathematical Programming.
Herings, P.J.J., (Accepted/In Press). Expectational equilibria in many-to-one matching models with contracts. Journal of Economic Theory.
Laurent, M., Polak, S. & Vargas, L., (Accepted/In Press). Semidefinite approximations for bicliques and biindependent pairs. Mathematics of Operations Research.
Schoot Uiterkamp, M., (Accepted/In Press). A characterization of simultaneous optimization, majorization, and (bi)submodular polyhedra. Mathematics of Operations Research.
Laeven, R.J.A., Schoenmakers, J.G.M., Schweizer, N. & Stadje, M.A. (Accepted/In Press). Robust multiple stopping — A duality approach. Mathematics of Operations Research.
De Meijer, F. & Sotirov, R. (Accepted/In Press). On integrality in semidefinite programming for discrete optimization. SIAM Journal on Optimization.  
Balter, A., Chau, K.W. & Schweizer, N. (2024). Comparative risk aversion vs. threshold choice in the Omega ratio. Omega: International Journal of Management Science, 123, 102992. https://doi.org/10.1016/j.omega.2023.102992 
Zamani, M., Abbaszadehpeivasti, H. & de Klerk, E. (Accepted/In Press). The exact worst-case convergence rate of the alternating direction method of multipliers. Mathematical Programming
Brosch, D. & Polak, S. (Accepted/In Press). New lower bounds on crossing number of $K_{m,n}$ from semidefinite programming. Mathematical Programming
Wagenaar, J., Fragkos, I. & Faro, W.L.C. (2023). Transportation asset acquisition under a newsvendor model with cutting-stock restrictions: Approximation and decomposition algorithms. Transportation Science, 57(3), 778-795. https://doi.org/10.1287/trsc.2023.1201 
Sinjorgo, L. & Sotirov, R. (Accepted/In Press). On solving the MAX-SAT using sum of squares. INFORMS Journal on Computing
Morandi, N., Leus, R., Matuschke, J. & Yaman, H. (2023). The traveling salesman problem with drones: The benefits of retraversing the arcs. Transportation Science. https://doi.org/10.1287/trsc.2022.0230 
Korda, M., Laurent, M., Magron, V. & Steenkamp. A. (Accepted/In Press). Exploiting ideal-sparsity in the generalized moment problem with application to matrix factorization ranks. Mathematical Programming
Csoka, P. & Herings, J-J. (2023). Uniqueness of clearing payment matrices in financial networks. Mathematics of Operations Researchhttps://doi.org/10.1287/moor.2023.1354
Cardinaels, E., Borst, S. & Van Leeuwaarden, J. (2022), Heavy-traffic universality of redundancy systems with assignment constraints. Operations Research. https://doi.org/10.1287/opre.2022.2385
Hu, H. Sotirov, R. & Wolkowicz, H. (2023). Facial reduction for symmetry reduced semidefinite and doubly nonnegative programs. Mathematical Programming, 200, 475-529. https://doi.org/10.1007/s10107-022-01890-9https://doi.org/10.1007/s10107-022-01890-9
Barkel, M. & Delorme, M. (2023). Arcflow formulations and constraint generation frameworks for the two-bar charts packing problem. INFORMS Journal on Computing, 35(2), 475-494. https://doi.org/10.1287/ijoc.2022.1256
Henrion, D., Kirschner, F., de Klerk, E., Korda, M., Lasserre, J.B. & Magron, V. (2023). Revisiting semidefinite programming approaches to options pricing: Complexity and computational perspectives. INFORMS Journal on Computing, 35(2), 335-349https://doi.org/10.1287/ijoc.2022.1220
Laurent, M. & Vargas, L.F. (2023). Exactness of Parrilo's conic approximations for copositive matrices and associated low order bounds for the stability number of a graph. Mathematics of Operations Research, 48(2), 1017-1043https://doi.org/10.1287/moor.2022.1290
Balter, A., Schweizer, N. & Vera J.C. (2023). Contingent capital with stock price triggers in interbank networks. Mathematics of Operations Research, 48(1), 520-543.  https://doi.org/10.1287/moor.2022.1278
Zamani, M., & Hladic, M. (2023). Error bounds and a condition number for the absolute value. Mathematical Programming, 198, 85-113https://doi.org/10.1007/s10107-021-01756-6
Kirschner, F. & de Klerk, E. (2023). Construction of multivariate polynomial approximation kernels via semidefinite programming. SIAM Journal on Optimization, 33(2), 513-537. https://doi.org/10.1137/22M1494476 
Kleer, P. (2022). Sampling from the Gibbs distribution in congestion games. Mathematics of Operations Research. https://doi.org/10.1287/moor.2022.1322
Delorme, M., Garcia, S., Gondzio, J., Kalcsics, J., Manlove, D. & Pettersson, W. (2022). New algorithms for hierarchical optimization in kidney exchange programmes. Operations Research. https://doi.org/10.1287/opre.2022.2374
Laurent, M. & Vargas, L.F. (2022). Finite convergence of sum-of-squares hierarchies for the stability number of a graph. SIAM Journal on Optimization, 32(2), 491-518. https://doi.org/10.1137/21M140345X
Slot, L. (2022). Sum-of-squares hierarchies for polynomial > optimization and the Christoffel-Darboux kernel. SIAM Journal on Optimization, 32(4), 2612-2632https://doi.org/10.1137/21M1458338
Delorme, M. & Santini, A. (2022). Energy-efficient automated vertical farms. Omega, 109, 102611. https://doi.org/10.1016/j.omega.2022.102611
Van Eekelen, W., Den Hertog, D. & van Leeuwaarden, J.S.H. (2022). MAD dispersion measure makes extremal queue analysis simple. INFORMS Journal on Computing, 34(3), 1681-1692. https://doi.org/10.1287/ijoc.2021.1130
Herings, P.J-J. & Zhan, Y. (2022). The computation of pairwise stable networks. Mathematical Programming. https://doi.org/10.1007/s10107-022-01791-x
Sinjorgo, L. & Sotirov, R. (2022). On the generalized $\vartheta$-number and related problems for highly symmetric graphs. SIAM Journal on Optimization, 32(2), 1344-1378https://doi.org/10.1137/21M1414620
Amanatidis, G., Kleer, P. & Schäfer, G. (2022). Budget-feasible mechanism design for non-monotone submodular objectives: Offline and online. Mathematics of Operations Research, 47(3), 2286-2309. https://doi.org/10.1287/moor.2021.1208
Wissing, P., & Van Dam, E. (2022). Spectral fundamentals and characterizations of signed directed graphs. Journal of Combinatorial Theory, Series A, 187, 105573. https://doi.org/10.1016/j.jcta.2021.105573
Sotirov, R., Kuryatnikova, O., & Vera, J. (2022). The maximum $k$-colorable subgraph problem and related problems. INFORMS Journal on Computing, 34(1), 656-669. https://doi.org/10.1287/ijoc.2021.1086
Badenbroek, R. & de Klerk, E. (2022).  Complexity analysis of a sampling-based interior point method for convex optimization. Mathematics of Operations Research, 47(1), 779-811. https://doi.org/10.1287/moor.2021.1150
Slot, L., & Laurent, M. (2022). Improved convergence analysis of Lasserre's measure -based upper bounds for polynomial minimization on compact sets. Mathematical Programming, 193, 831-871. https://doi.org/10.1007/s10107-020-01468-3
De Klerk, E., & Laurent, M. (2022). Convergence analysis of a Lasserre hierarchy of upper bounds for polynomial minimization on the sphere. Mathematical Programming, 193(2), 665-685https://doi.org/10.1007/s10107-019-01465-1
Merzifonluoglu, Y., & Geunes, J. (2021). The risk-averse static stochastic knapsack problem. INFORMS Journal on Computing, 33(3), 931-948. https://doi.org/10.1287/ijoc.2020.0972
Badenbroek, R., & De Klerk, E. (2021). An analytic center cutting plane method to determine complete positivity of a matrix. INFORMS Journal on Computing, 34(2), 1115-1125. https://doi.org/10.1287/ijoc.2021.1108
Brosch, D., Laurent, M., & Steenkamp, A. (2021). Optimizing hypergraph-based polynomials modeling job-occupancy in queueing with redundancy scheduling. Siam Journal on Optimization, 31(3), 2227-2254. https://doi.org/10.1287/ijoc.2021.1108
Grass, D., Feichtinger, G., Kort, P., & Seidl, A. (2021). Why (some) abnormal problems are "normal". Systems & Control Letters, 154, 104971. https://doi.org/10.1016/j.sysconle.2021.104971
Pena, J.F., Vera, J.C., & Zuluaga, L.F. (2021). New characterizations of Hoffman constants for systems of linear constraints. Mathematical Programming, 187, 79-109https://doi.org/10.1007/s10107-020-01473-6
Zhen, J., de Ruiter, F.J.C.T., Roos, E., & den Hertog, D. (2021). Robust optimization for models with uncertain SOC and SDP constraints. INFORMS Journal on Computing, 34(1), 196-210https://doi.org/10.1287/ijoc.2020.1025
De Meijer, F., & Sotirov, R. (2021). SDP-based bounds for the Quadratic Cycle Cover Problem via cutting plane augmented Lagrangian methods and reinforcement learning. INFORMS Journal on Computing, 33(4), 1262-1276. https://doi.org/10.1287/ijoc.2021.1075
Slot, L. & Laurent, M. (2021). Near-optimal analysis of Lasserre's univariate measure-based bounds for multivariate polynomial optimization. Mathematical Programming, 188(2), 443-460https://doi.org/10.1007/s10107-020-01586-y
Wissing, P., & van Dam, E. (2020). The negative tetrahedron and the first infinite family of connected digraphs that are strongly determined by the Hermitian spectrum. Journal of Combinatorial Theory, Series A, 173, 105232. https://doi.org/10.1016/j.jcta.2020.105232
Mukherjee, D., Borst, S., van Leeuwaarden, J., & Whiting, P. (2020). Asymptotic optimality of power-of-d load balancing in large-scale systems. Mathematics of Operations Research, 45(4), 1535-1571. https://doi.org/10.1287/moor.2019.1042
Roos, E., & den Hertog, D. (2020). Reducing conservatism in robust optimization. INFORMS Journal on Computing, 32(4), 1109-1127. https://doi.org/10.1287/ijoc.2019.0913
Hu, H., & Sotirov, R. (2020). On solving the quadratic shortest path problem. INFORMS Journal on Computing, 32(2), 219-233. https://doi.org/10.1287/ijoc.2018.0861
Xia, W., Vera, J. C., & Zuluaga, L. F. (2020). Globally solving non-convex quadratic programs via linear integer programming techniques. INFORMS Journal on Computing, 32(1), 40-56. https://doi.org/10.1287/ijoc.2018.0883
de Klerk, E., & Laurent, M. (2020). Worst-case examples for Lasserre's measure-based hierarchy for polynomial optimization on the hypercube. Mathematics of Operations Research, 45(1), 86-98. https://doi.org/10.18287/moor.2018.0983
de Klerk, E., Kuhn, D., & Postek, K. (2020). Distributionally robust optimization with polynomial densities: theory, models and algorithms. Mathematical Programming, 181, 265-296. https://doi.org/10.1007/s10107-019-01429-5