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Optimization Online





 

All Areas Submissions - February 2009

Stochastic Programming
Risk-averse adaptive strategies for large-scale multistage stochastic linear programming
Vincent Guigues, Claudia Sagastizábal

Nonlinear Optimization
Self-correcting geometry in model-based algorithms for derivative-free unconstrained optimization
Katya Scheinberg, Philippe L. Toint

Convex and Nonsmooth Optimization
An interior-point Lagrangian decomposition method for separable convex optimization
Ion Necoara, Johan Suykens

Robust Optimization
Primal and dual linear decision rules in stochastic and robust optimization
Daniel Kuhn, Wolfram Wiesemann, Angelos Georghiou

Convex and Nonsmooth Optimization
Application of a smoothing technique to decomposition in convex optimization
Ion Necoara, Johan Suykens

Applications — OR and Management Sciences
New Convex Relaxations for Quadratic Asignment Problems
Xiaoxue Li, Hans Mittelmann, Jiming Peng

Applications — OR and Management Sciences
Modeling the Mobile Oil Recovery Problem as a Multiobjective Vehicle Routing Problem
Andréa Santos, Christophe Duhamel, Dario Aloise

Applications — OR and Management Sciences
High accuracy semidefinite programming bounds for kissing numbers
Hans D. Mittelmann, Frank Vallentin

Complementarity and Variational Inequalities
A New Relaxation Scheme for Mathematical Programs with Equilibrium Constraints
Sonja Veelken, Michael Ulbrich

Nonlinear Optimization
The Integer Approximation Error in Mixed-Integer Optimal Control
Sebastian Sager, Hans Georg Bock, Moritz Diehl

Convex and Nonsmooth Optimization
Equivalence of Convex Problem Geometry and Computational Complexity in the Separation Oracle Model
Robert Freund, Jorge Vera

Convex and Nonsmooth Optimization
Improved algorithms for convex minimization in relative scale
Peter Richtarik

Nonlinear Optimization
An Interior-Point Algorithm for Large-Scale Nonlinear Optimization with Inexact Step Computations
Frank E Curtis, Olaf Schenk, Andreas Waechter

Applications — Science and Engineering
High accuracy semidefinite programming bounds for kissing numbers
Hans D. Mittelmann, Frank Vallentin

Convex and Nonsmooth Optimization
A GSS method for oblique l_1 Procrustes problems
Claudio Bogani, Maria Grazia Gasparo, Alessandra Papini

Nonlinear Optimization
The Constant Rank Condition is a second order constraint qualification
Roberto Andreani, Carlos Eugenio Echagüe, María Laura Schuverdt

Other Topics
Decomposition of large-scale stochastic optimal control problems
Kengy Barty, Pierre Carpentier, Pierre Girardeau

Nonlinear Optimization
On solving trust-region and other regularised subproblems in optimization
Sue Dollar, Nick Gould, Daniel Robinson

Nonlinear Optimization
An Active Set Strategy for Solving Optimization Problems with up to 200,000,000 Nonlinear Constraints
Klaus Schittkowski

Linear, Cone and Semidefinite Programming
User's Manual for SparseCoLO: Conversion Methods for Sparse Conic-form Linear Optimization Problems
K. Fujisawa, S. Kim, M. Kojima, Y. Okamoto, M. Yamashita

Integer Programming
The master equality polyhedron with multiple rows
Sanjeeb Dash, Ricardo Fukasawa, Oktay Gunluk

Nonlinear Optimization
An adaptive cubic regularisation algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity
Coralia Cartis, Nick Gould, Philippe Toint

Combinatorial Optimization
Relating max-cut problems and binary linear feasibility problems
Florian Jarre

Nonlinear Optimization
Transformations enabling to construct limited-memory Broyden class methods
Jan Vlcek, Ladislav Luksan

Nonlinear Optimization
Limited-memory projective variable metric methods for unconstrained minimization
Jan Vlcek, Ladislav Luksan

Nonlinear Optimization
Computational experience with modified conjugate gradient methods for unconstrained optimization
Ladislav Luksan, Ctirad Matonoha, Jan Vlcek

Nonlinear Optimization
Interior-point method for nonlinear programming with complementarity constraints
Ladislav Luksan, Ctirad Matonoha, Jan Vlcek

Convex and Nonsmooth Optimization
Error bounds: necessary and sufficient conditions
Marian J. Fabian, Ren\'e Henrion, Alexander Y. Kruger, Ji\v{r}\'i V. Outrata

Applications — OR and Management Sciences
On the Role of the Norm Constraint in Portfolio Selection
Jun-ya Gotoh, Akiko Takeda

Linear, Cone and Semidefinite Programming
Numerical block diagonalization of matrix $*$-algebras with application to semidefinite programming
Etienne De Klerk, Cristian Dobre, Dmitrii V. Pasechnik


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