Top Publications Research group: Operations Research
TiSEM is pleased to announce these recent (2020-2023) publications in top journals.
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 Research. https://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), 335-349. https://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), 1017-1043. https://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, 85-113. https://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), 2612-2632. https://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), 1344-1378. https://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), 665-685. https://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, 79-109. https://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), 196-210. https://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), 443-460. https://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 |