External Links

    Journal: Math. Program. Comput.

    Volume 14, Issue 4

    623 -- 672Hamidreza Validi, Austin Buchanan. Political districting to minimize cut edges
    673 -- 697Henrique Becker, Olinto C. B. de Araújo, Luciana S. Buriol. Enhanced formulation for the Guillotine 2D Cutting Knapsack Problem
    699 -- 747Jordan Jalving, Sungho Shin, Victor M. Zavala. A graph-based modeling abstraction for optimization: concepts and implementation in Plasmo.jl
    749 -- 779Francesco Cavaliere, Emilio Bendotti, Matteo Fischetti. An integrated local-search/set-partitioning refinement heuristic for the Capacitated Vehicle Routing Problem
    781 -- 818Melina C. Vidoni, Maria Laura Cunico. On technical debt in mathematical programming: An exploratory study

    Volume 14, Issue 3

    417 -- 450Jian Shen, Jein-Shan Chen, Hou-Duo Qi, Naihua Xiu. A penalized method of alternating projections for weighted low-rank hankel matrix optimization
    451 -- 496João P. Hespanha. $\mathtt {Tenscalc}$: a toolbox to generate fast code to solve nonlinear constrained minimizations and compute Nash equilibria
    497 -- 541Ben Hermans, Andreas Themelis, Panagiotis Patrinos. QPALM: a proximal augmented lagrangian method for nonconvex quadratic programs
    543 -- 591Ching-Pei Lee, Po-Wei Wang, Chih-Jen Lin. Limited-memory common-directions method for large-scale optimization: convergence, parallelization, and distributed optimization
    593 -- 622Akshay Agrawal, Stephen P. Boyd, Deepak Narayanan, Fiodar Kazhamiaka, Matei Zaharia. Allocation of fungible resources via a fast, scalable price discovery method

    Volume 14, Issue 2

    185 -- 221Gregor Hendel. Adaptive large neighborhood search for mixed integer programming
    223 -- 270Meixia Lin, Defeng Sun, Kim-Chuan Toh. An augmented Lagrangian method with constraint generation for shape-constrained convex regression problems
    271 -- 318Morteza Kimiaei, Arnold Neumaier, Behzad Azmi. LMBOPT: a limited memory method for bound-constrained optimization
    319 -- 363Yonggui Yan, Yangyang Xu. Adaptive primal-dual stochastic gradient method for expectation-constrained convex stochastic programs
    365 -- 414Morteza Kimiaei, Arnold Neumaier. Efficient unconstrained black box optimization
    415 -- 416Ignacio Aravena, Anthony Papavasiliou. Correction to: Asynchronous Lagrangian scenario decomposition

    Volume 14, Issue 1

    1 -- 41Kibaek Kim, Brian C. Dandurand. Scalable branching on dual decomposition of stochastic mixed-integer programming problems
    43 -- 84Marc E. Pfetsch, Giovanni Rinaldi, Paolo Ventura. Optimal patchings for consecutive ones matrices
    85 -- 120Alberto Ceselli, Lucas Létocart, Emiliano Traversi. Dantzig-Wolfe reformulations for binary quadratic problems
    121 -- 146Roberto Andreani, Gabriel Haeser, María Laura Schuverdt, Leonardo D. Secchin, Paulo J. S. Silva. On scaled stopping criteria for a safeguarded augmented Lagrangian method with theoretical guarantees
    147 -- 183Robin Verschueren, Gianluca Frison, Dimitris Kouzoupis, Jonathan Frey, Niels van Duijkeren, Andrea Zanelli, Branimir Novoselnik, Thivaharan Albin, Rien Quirynen, Moritz Diehl. acados - a modular open-source framework for fast embedded optimal control
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