All Areas Submissions - June 2009

Linear, Cone and Semidefinite Programming
Covariance regularization in inverse space
Genta Ueno, Takashi Tsuchiya

Integer Programming
Valid inequalities and Branch-and-Cut for the Clique Pricing Problem
Géraldine Heilporn, Martine Labbé, Patrice Marcotte, Gilles Savard

Applications — OR and Management Sciences
A VaR Black-Litterman Model for the Construction of Absolute Return Fund-of-Funds
Miguel Lejeune

Global Optimization
On convex relaxations of quadrilinear terms
Sonia Cafieri, Jon Lee, Leo Liberti

Other Topics
An Inexact PPA-Based Alternating Directions Method For Finding Nash Bargaining Solution of Alternating Offers
Zheng Peng

Integer Programming
Split Rank of Triangle and Quadrilateral Inequalities
Santanu Dey, Quentin Louveaux

Applications — Science and Engineering
Control problems with mixed constraints and application to an optimal investment problem
J. Frédéric Bonnans, Dan Tiba

Convex and Nonsmooth Optimization
An Approximate Lagrange Multiplier Rule
Joydeep Dutta, Suvendu Pattanaik, Michel Thera

Stochastic Programming
A Hierarchy of Bounds for Stochastic Mixed-Integer Programs
Burhaneddin Sandikci, Nan Kong, Andrew Schaefer

Integer Programming
On Solving Single-objective Fuzzy Integer Linear Fractional Programs
Omar Saad, Eman Abdelellah

Linear, Cone and Semidefinite Programming
Interior Proximal Algorithm with Variable Metric for Second-Order Cone Programming: Applications to Structural Optimization and Support Vector Machines
Felipe Alvarez, Julio López, Hector Ramírez

Combinatorial Optimization
Solving large p-median problems using a Lagrangean heuristic
Andréa Cynthia Santos

Complementarity and Variational Inequalities
An inexact parallel splitting augmented Lagrangian method for large system of linear equations
Zheng Peng, BS Goh, DH Wu

Convex and Nonsmooth Optimization
Rank-Sparsity Incoherence for Matrix Decomposition
Venkat Chandrasekaran, Sujay Sanghavi, Pablo A. Parrilo, Alan S. Willsky

Complementarity and Variational Inequalities
Stability for solution of Differential Variational Inequalitiy
Jianxun Zhao

Nonlinear Optimization
Starting-Point Strategies for an Infeasible Potential Reduction Method
Marco D'Apuzzo, Valentina De Simone, Daniela di Serafino

Convex and Nonsmooth Optimization
Convergence of fixed point continuation algorithms for matrix rank minimization
Donald Goldfarb, Shiqian Ma

Integer Programming
Lifting Group Inequalities and an Application to Mixing Inequalities
Santanu Dey, Laurence Wolsey

Applications — Science and Engineering
On-Line Nonlinear Programmings as a Generalized Equation
Victor M. Zavala, Mihai Anitescu

Linear, Cone and Semidefinite Programming
Approximating semidefinite packing problems
G. Iyengar, D. J. Phillips, C. Stein

Convex and Nonsmooth Optimization
A First-Order Smoothed Penalty Method for Compressed Sensing
Necdet Serhat Aybat, Garud Iyengar

Applications — Science and Engineering
Reconstruction of CT Images from Parsimonious Angular Measurements via Compressed Sensing
Necdet Serhat Aybat, Amit Chakraborty

Convex and Nonsmooth Optimization
Trace Norm Regularization: Reformulations, Algorithms, and Multi-task Learning
Ting Kei Pong, Paul Tseng, Shuiwang Ji, Jieping Ye

Nonlinear Optimization
On Sequential Optimality Conditions
Roberto Andreani , Gabriel Haeser , José M. Martínez

Robust Optimization
A Hierarchy of Near-Optimal Policies for Multi-stage Adaptive Optimization
Dimitris Bertsimas, Dan Iancu, Pablo Parrilo

Combinatorial Optimization
A Branch-and-Cut-and-Price Algorithm for Vertex-Biconnectivity Augmentation
Ivana Ljubic

Integer Programming
Nonlinear Integer Programming
Raymond Hemmecke, Matthias Koeppe, Jon Lee, Robert Weismantel

Linear, Cone and Semidefinite Programming
On Cone of Nonsymmetric Positive Semidefinite Matrices
Wang Yingnan, Xiu Naihua, Han Jiye

Global Optimization
An algorithmic framework for MINLP with separable non-convexity
Claudia D'Ambrosio, Jon Lee, Andreas Waechter

Nonlinear Optimization
A new bound on the multipliers given by Caratheodory's theorem and a result on the internal penalty method
Gabriel Haeser

Convex and Nonsmooth Optimization
About Stationarity and Regularity in Variational Analysis
Alexander Kruger