This is the home page of the Open Journal of Mathematical Optimization, an electronic journal of computer science and mathematics owned by its Editorial Board.

The Open Journal of Mathematical Optimization (OJMO) publishes original and high-quality articles dealing with every aspect of mathematical optimization, ranging from numerical and computational aspects to the theoretical questions related to mathematical optimization problems. The topics covered by the journal are classified into four areas:

  1. Continuous Optimization
  2. Discrete Optimization
  3. Optimization under Uncertainty
  4. Computational aspects and applications

The journal publishes high-quality articles in open access free of charge, meaning that neither the authors nor the readers have to pay to access the content of the published papers, thus adhering to the principles of Fair Open Access. The journal supports open data and open code whenever possible and authors are strongly encouraged to submit code and data sets along with their manuscript.






The 2021 Beale — Orchard-Hays Prize given by MOS has been awarded to a paper published in OJMO:

Giacomo Nannicini. On the implementation of a global optimization method for mixed-variable problems. Open Journal of Mathematical Optimization, Volume 2 (2021), article  no. 1, 25 p. doi : 10.5802/ojmo.3



e-ISSN : 2777-5860

New articles

Equivariant Perturbation in Gomory and Johnson’s Infinite Group Problem. VII. Inverse Semigroup Theory, Closures, Decomposition of Perturbations

In this self-contained paper, we present a theory of the piecewise linear minimal valid functions for the 1-row Gomory–Johnson infinite group problem. The non-extreme minimal valid functions are those that admit effective perturbations. We give a precise description of the space of these perturbations as a direct sum of certain finite- and infinite-dimensional subspaces. The infinite-dimensional subspaces have partial symmetries; to describe them, we develop a theory of inverse semigroups of partial bijections, interacting with the functional equations satisfied by the perturbations. Our paper provides the foundation for grid-free algorithms for the Gomory–Johnson model, in particular for testing extremality of piecewise linear functions whose breakpoints are rational numbers with huge denominators.

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Frameworks and Results in Distributionally Robust Optimization

The concepts of risk aversion, chance-constrained optimization, and robust optimization have developed significantly over the last decade. The statistical learning community has also witnessed a rapid theoretical and applied growth by relying on these concepts. A modeling framework, called distributionally robust optimization (DRO), has recently received significant attention in both the operations research and statistical learning communities. This paper surveys main concepts and contributions to DRO, and relationships with robust optimization, risk aversion, chance-constrained optimization, and function regularization. Various approaches to model the distributional ambiguity and their calibrations are discussed. The paper also describes the main solution techniques used to the solve the resulting optimization problems.

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