On Mathematical Programming (ISMP 2015), the Most Important Meeting of the Mathematical Optimization Society (MOS)
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TABLE OF CONTENTS i PROGRAM COMMITTEE LOCAL ORGANIZING COMMITTEE Welcome from the Chair ii Chair Chair Schedule of Daily Events and Sessions iii Gérard P. Cornuéjols François Margot Carnegie Mellon University Carnegie Mellon University Cluster Chairs v USA Speaker Information vi Egon Balas Egon Balas Carnegie Mellon University Internet Access vii Carnegie Mellon University USA Lorenz T. Biegler Conference Mobile App vii Carnegie Mellon University Xiaojun Chen Where to go for Lunch vii The Hong Kong Polytechnic University Gérard P. Cornuéjols Opening Ceremony & Reception viii China Carnegie Mellon University Conference Cruise & Banquet ix Monique Laurent Iganacio E. Grossmann CWI Amsterdam Carnegie Mellon University Plenary & Semi-Plenary Lectures x The Netherlands John Hooker Exhibitors xv Sven Leyffer Carnegie Mellon University Master Track Schedules xvii Argonne National Laboratory USA Fatma Kilinç-Karzan Floor Plans xxii Carnegie Mellon University Arkadi Nemirovski Georgia Institute of Technology Javier F. Peña USA Carnegie Mellon University Technical Sessions 1 Monday 1 Jorge Nocedal Oleg A. Prokopyev Northwestern University University of Pittsburgh Tuesday 41 USA Kirk Pruhs Wednesday 71 Andrzej Ruszczy´nski University of Pittsburgh Rutgers University Thursday 101 USA Nikolaos V. Sahinidis Friday 140 Carnegie Mellon University Claudia Sagastizábal IMPA Rio de Janeiro (Visiting Researcher) Andrew J. Schaefer Brazil University of Pittsburgh Session Chair Index 168 David P. Williamson Michael A. Trick Author Index 170 Cornell University Carnegie Mellon University Session Index 180 USA Willem-Jan van Hoeve Laurence Wolsey Carnegie Mellon University Université Catholique de Louvain Belgium ii WELCOME FROM THE CHAIR Tepper School of Business Carnegie Mellon University 5000 Forbes Ave Pittsburgh, PA 15213-3890 It is a pleasure to welcome you to the 22nd International Symposium on Mathematical Programming (ISMP 2015), the most important meeting of the Mathematical Optimization Society (MOS). Over the past 10 years, the triennial ISMP meetings have grown significantly, and the 2015 edition will feature roughly 1,500 technical presentations covering all aspects of mathematical optimization. The expertise of the INFORMS staff in managing the administration of the conference has been a tremendous help, as well as the use of INFORMS' web registration and abstract processing infrastructure. The local organization has been a joint venture of the University of Pittsburgh and Carnegie Mellon University. Despite having campuses located side by side and having together more than 35,000 students, it proved impossible to organize ISMP on campus(es). We hope that the conference hotel in downtown Pittsburgh will prove convenient and comfortable. Don't forget that the universities are a short bus ride from the conference and visiting them could give you a different feel for Pittsburgh than your downtown experience. Pittsburgh is a pleasant city to live in, but discovering its most attractive sides requires some effort. Its many ethnic neighborhoods, each with a specific atmosphere, are worth a look. You might be aware that Pittsburgh has been a movie set for several blockbuster films ("Batman: The Dark Knight Rises" is the most recent one), and the number and diversity of cultural events offering is remarkable for a city its size. The faint of heart might want to avoid some local delicacies (e.g., a sandwich of fried bologna, egg, french fries, and cole slaw), but good Italian, Polish, and Hungarian dishes can be found (even if you are Italian, Polish, or Hungarian). We hope that you will find the Symposium both enjoyable and valuable. François Margot Tepper School of Business Carnegie Mellon University DAILY EVENTS AND SESSIONS iii SUNDAY, JULY 12 3:00pm-6:00pm Registration Grand Ballroom Foyer NOTE: 6:00pm-7:30pm Opening Ceremony Grand Ballroom All events are held in the Wyndham 7:30pm-9:00pm Welcome Reception Kings Garden Ballroom Grand Pittsburgh unless otherwise indicated. For technical session rooms, see the Track Schedule on pages xvii-xxi. MONDAY, JULY 13 8:00am-5:30pm Registration Grand Ballroom Foyer 9:00am-5:30pm Exhibits Grand Ballroom Foyer BADGES REQUIRED FOR TECHNICAL SESSIONS 9:00am-9:50am Plenary: Jim Geelen Grand Ballroom 1 & 2 ISMP 2015 badges must be worn to all 9:50am-10:20am Coffee Break Grand Ballroom Foyer sessions and events. Attendees without 10:20am-11:50am Technical Sessions (MB) Lobby & Ballroom Levels badges will be directed to the registra- 11:50am-1:10pm Lunch Break (on your own) tion desk to register and pick up their badges. All attendees, including speakers, 1:10pm-2:40pm Technical Sessions (MC) Lobby & Ballroom Levels cluster chairs and session chairs, must 2:45pm-4:15pm Technical Sessions (MD) Lobby & Ballroom Levels register and pay the registration fee. 4:15pm-4:35pm Coffee Break Grand Ballroom Foyer 4:35pm-5:25pm Semi-Plenary: Roberto Cominetti Grand Ballroom 1 COFFEE BREAKS 4:35pm-5:25pm Semi-Plenary: Pascal van Hentenryck Grand Ballroom 2 All coffee breaks will be held in the 5:30pm-7:00pm Technical Sessions(MF) Lobby & Ballroom Levels Grand Ballroom Foyer of the Wyndham Hotel. TUESDAY, JULY 14 8:00am-5:30pm Registration Grand Ballroom Foyer 9:00am-5:30pm Exhibits Grand Ballroom Foyer 9:00am-9:50am Plenary: Laurent El Ghaoui Grand Ballroom 1 & 2 9:50am-10:20am Coffee Break Grand Ballroom Foyer 10:20am-11:50am Technical Sessions (TB) Lobby & Ballroom Levels 11:50am-1:10pm Lunch Break (on your own) 1:10pm-2:40pm Technical Sessions (TC) Lobby & Ballroom Levels 2:45pm-4:15pm Technical Sessions (TD) Lobby & Ballroom Levels 4:15pm-4:35pm Coffee Break Grand Ballroom Foyer 4:35pm-5:25pm Semi-Plenary: Samuel Burer Grand Ballroom 1 4:35pm-5:25pm Semi-Plenary: Asu Özdaglar Grand Ballroom 2 5:30pm-6:30pm MOS Business Meeting (open to all) Kings Garden 5 6:45pm-8:00pm Optimization Discussion Group Kings Garden 4 Sponsor: INFORMS Optimization Society (open to all) iv DAILY EVENTS AND SESSIONS WEDNESDAY, JULY 15 8:00am-5:30pm Registration Grand Ballroom Foyer 9:00am-4:45pm Exhibits Grand Ballroom Foyer 9:00am-9:50am Plenary: Stephen Wright Grand Ballroom 1 & 2 9:50am-10:20am Coffee Break Grand Ballroom Foyer 10:20am-11:50am Technical Sessions (WB) Lobby & Ballroom Levels 11:50am-1:10pm Lunch Break (on your own) 1:10pm-2:40pm Technical Sessions (WC) Lobby & Ballroom Levels 2:45pm-4:15pm Technical Sessions (WD) Lobby & Ballroom Levels 4:15pm-4:35pm Coffee Break Grand Ballroom Foyer 4:35pm-5:25pm Semi-Plenary: Michele Conforti Grand Ballroom 1 4:35pm-5:25pm Semi-Plenary: Tamara G. Kolda Grand Ballroom 2 5:30pm-6:20pm Tseng Memorial Lecture Grand Ballroom 1 6:50pm-10:00pm Conference Cruise & Banquet Wyndham Lobby Meet in the lobby at 6:50pm for walk to boat THURSDAY, JULY 16 8:00am-5:30pm Registration Grand Ballroom Foyer 9:00am-9:50am Plenary: Daniel Kuhn Grand Ballroom 1 & 2 9:50am-10:20am Coffee Break Grand Ballroom Foyer 10:20am-11:50am Technical Sessions (ThB) Lobby & Ballroom Levels 11:50am-1:10pm Lunch Break (on your own) 1:10pm-2:40pm Technical Sessions (ThC) Lobby & Ballroom Levels 2:45pm-4:15pm Technical Sessions (ThD) Lobby & Ballroom Levels 4:15pm-4:35pm Coffee Break Grand Ballroom Foyer 4:35pm-5:25pm Semi-Plenary: Andrea Lodi Grand Ballroom 1 4:35pm-5:25pm Semi-Plenary: Werner Römisch Grand Ballroom 2 5:30pm-7:00pm Technical Sessions (ThF) Lobby & Ballroom Levels FRIDAY, JULY 17 8:00am-4:30pm Registration Grand Ballroom Foyer 9:00am-9:50am Plenary: Daniel Spielman Grand Ballroom 1 & 2 9:50am-10:20am Coffee Break Grand Ballroom Foyer 10:20am-11:50am Technical Sessions (FB) Lobby & Ballroom Levels 11:50am-1:10pm Lunch Break (on your own) 1:10pm-2:40pm Technical Sessions (FC) Lobby & Ballroom Levels 2:45pm-4:15pm Technical Sessions (FD) Lobby & Ballroom Levels 4:15pm-4:35pm Coffee Break Grand Ballroom Foyer 4:35pm-5:25pm Semi-Plenary: Frank Vallentin Grand Ballroom 1 4:35pm-5:25pm Semi-Plenary: Ya-xiang Yuan Grand Ballroom 2 CLUSTER CHAIRS v Approximation and Online Finance and Economics Logistics Traffic and PDE-Constrained Algorithms Pavlo Krokhmal Transportation Optimization and Multi- Clifford Stein University of Iowa Patrice Marcotte Level/Multi-Grid Methods Columbia University USA Université de Montréal Matthias Heinkenschloss USA Karl Schmedders Canada Rice University David B. Shmoys Universität Zürich Huseyin Topaloglu USA Cornell University Switzerland Cornell University Michael Hintermüller USA USA Humboldt-Universität Berlin Game Theory Germany Combinatorial Optimization Shuchi Chawla Mixed-Integer Nonlinear Volker Kaibel Univ. of Wisconsin-Madison Programming Robust Optimization Otto-von-Guericke-Universität USA Sven Leyffer Dimitris Bertsimas Magdeburg Nicole Immorlica Argonne National Laboratory Mass. Institute of Technology Germany Microsoft Research New England USA USA Andreas S. Schulz USA Jeffrey T. Linderoth Dick den Hertog Mass.Institute of Technology Univ. of Wisconsin-Madison Tilburg University USA Global Optimization USA The Netherlands Jean-Philippe P. Richard Complementarity and University of Florida Multi-Objective Optimization Sparse Optimization Variational Inequalities USA Matthias Ehrgott and Applications Michael C. Ferris Mohit Tawarmalani Lancaster University Maryam Fazel Univ.of Wisconsin-Madison Purdue University United Kingdom University of Washington USA USA Kaisa Miettinen USA Jong-Shi Pang Univeristy of Jyväskylä Michael P. Friedlander Univ. of Southern California Implementations and Software Finland University of California-Davis USA Ted Ralphs USA Lehigh University