Publications in 2018

[1] Samuel Baugh and Michael L Stein. “Computationally efficient spatial modeling using recursive skeletonization factorizations”. In: Spatial Statistics 27 (2018), pp. 18–30.

[2] El Houcine Bergou, Youssef Diouane, Vyacheslav Kungurtsev, and Cl ́ement W. Royer. “A stochastic Levenberg-Marquardt method using random models with application to data assimilation“. Submitted, arXiv:1807.02176. 2018.

[3] El Houcine Bergou, Youssef Diouane, Vyacheslav Kungurtsev, and Cl ́ement W. Royer. “A subsampling line-search method with second-order results“. Submitted, arXiv:1810.07211. 2018.

[4] Merve Bodur and James Luedtke. “Two-stage linear decision rules for multi-stage stochastic programming”. In: Mathematical Programming, Series B (2018). doi: 10.1007/ s10107-018-1339-4.

[5] N. Boland, J. Christiansen, B. Dandurand, A. Eberhard, J. Linderoth, J. Luedtke, and F. Oliveira. “Combining Progressive Hedging with a Frank-Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming”. In: SIAM Journal on Optimization 28.2 (2018), pp. 1312–1336.

[6] P. Bonami, O. Gunluk, and J. Linderoth. “Globally Solving Nonconvex Quadratic Programming Problems with Box Constraints via Integer Programming Methods”. In: Mathematical Programming Computation 10.3 (2018), pp. 333–382.

[7] K. Chen, Q. Li, J. Lu, and S. J. Wright. “Random sampling and efficient algorithms for multiscale PDEs“. Technical Report arXiv:1807.08848. University of Wisconsin-Madison, 2018.

[8] H. Dong, K. Chen, and J. Linderoth. “Regularization vs. Relaxation: A Convexification Perspective of Statistical Variable Selection“. Submitted. 2018.

[9] M. C. Ferris, O. Huber, and Y. Kim. “Solving stochastic equilibria: EMP, Selkie, and optimal value functions”. In: Oberwolfach Reports 38 (2018). doi: 10.4171/OWR/2018/38.

[10] Christopher J Geoga, Charlotte L Haley, Andrew R Siegel, and Mihai Anitescu. “Frequency– wavenumber spectral analysis of spatio-temporal flows”. In: Journal of Fluid Mechanics 848 (2018), pp. 545–559.

[11] M. Habibian, G. Zakeri, A. Downward, M. F. Anjos, and M. Ferris. “Co-optimization of demand response and interruptible load reserve offers for a price-making major consumer”. In: Energy Systems (Nov. 2018), p. 127.

[12] M. Hamzeei and J. Luedtke. “Service network design with equilibrium-driven demands”. In: IISE Transactions 50 (2018), pp. 959–969.

[13] B. Hu, S. J. Wright, and L. Lessard. “Dissipativity Theory for Accelerating Stochastic Variance Reduction: A Unified Analysis of SVRG and Katyusha Using Semidefinite Programs”. In: Proceedings of the 35th International Conference on Machine Learning, ICML 2018. Stockholm, 2018, pp. 2043–2052.

[14] Kibaek Kim, Mihai Anitescu, and Victor M Zavala. “An Asynchronous Decomposition Algorithm for Security Constrained Unit Commitment Under Contingency Events”. In: 2018 Power Systems Computation Conference (PSCC). IEEE. 2018, pp. 1–8.

[15] Kibaek Kim, Audun Botterud, and Feng Qiu. “Temporal decomposition for improved unit commitment in power system production cost modeling”. In: IEEE Transactions on Power Systems 33.5 (2018), pp. 5276–5287.

[16] C.-p. Lee, C. H. Lim, and S. J. Wright. “A distributed quasi-Newton algorithm for empirical risk minimization with nonsmooth regularization”. In: Proceedings of the 24th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining. ACM, 2018, pp. 1646–1655.

[17] C.-p. Lee and S. J. Wright. “Random permutations fix a worst case for cyclic coordinate descent”. In: IMA Journal of Numerical Analysis 39 (July 2018). To appear in IMA Journal on Numerical Analysis, pp. 1246–1275.

[18] D. A. Maldonado, M. Schanen, and M. Anitescu. “Uncertainty Propagation in Power System Dynamics with the Method of Moments”. In: 2018 IEEE Power Energy Society General Meeting (PESGM). Aug. 2018, pp. 1–5. doi: 10.1109/PESGM.2018.8586023.

[19] Michael O’Neill and Stephen J. Wright. “Behavior of accelerated gradient methods near critical points of nonconvex problems”. In: Mathematical Programming, Series B (2018)

[20] B. Park, M. C. Ferris, and C. L. DeMarco. “Sparse tableau approach for power system analysis and design”. In: North American Power Symposium (NAPS), IEEE (2018). doi: 10.1109/NAPS.2018.8600643.

[21] C. G. Petra, F. Qiang, M. Lubin, and J. Huchette. “On efficient Hessian computation using the edge pushing algorithm in Julia”. In: Optimization Methods and Software 33.4-6 (2018), pp. 1010–1029. doi: 10.1080/10556788.2018.1480625.

[22] Jacob Price and Panos Stinis. “Renormalization and blow-up for the 3D Euler equations“. arXiv:1805.08766. 2018.

[23] J. Pulsipher and V.M. Zavala. “A Mixed-Integer Conic Programming Formulation for Computation of the Flexibility Index under Multivariate Gaussian Uncertainty”. In: Computers & Chemical Engineering 119.2 (2018), pp. 302–308.

[24] Cl´ement W. Royer and Stephen J. Wright. “Complexity analysis of second-order line-search algorithms for smooth nonconvex optimization”. In: SIAM Journal on Optimization 28.2 (2018), pp. 1448–1477. doi: 10.1137/17M1134329.

[25] M. Schanen, F. Gilbert, C. G. Petra, and M. Anitescu. “Toward Multiperiod AC-Based Contingency Constrained Optimal Power Flow at Large Scale”. In: 2018 Power Systems Computation Conference (PSCC). June 2018, pp. 1–7

[26] Wanting Xu and Mihai Anitescu. “Exponentially accurate temporal decomposition for long-horizon linear-quadratic dynamic optimization”. In: SIAM Journal on Optimization 28.3 (2018), pp. 2541–2573.

[27] X. Zhang, X. Zhu, and S. J. Wright. “Training Set Debugging Using Trusted Items”. In AAAI Conference on Artificial Intelligence. AAAI, 2018.

[28] Junbo Zhao, Shaobu Wang, Lamine Mili, Brett Amidan, Renke Huang, and Zhenyu Huang. “A Robust State Estimation Framework Considering Measurement Correlations and Imperfect Synchronization”. In: IEEE Transactions on Power Systems 33.4 (July 2018), pp. 4604–4613.