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Optimization Online





 

All Areas Submissions - July 2009

Nonlinear Optimization
A Combined Class of Self-Scaling and Modified Quasi-Newton Methods
Mehiddin Al-Baali, Humaid Khalfan

Linear, Cone and Semidefinite Programming
The Farkas Lemma Revisited
S.S. Kutateladze

Stochastic Programming
Convergence and Convergence Rate of Stochastic Gradient Search in the Case of Multiple and Non-Isolated Extrema
Vladislav Tadic

Stochastic Programming
Sample Average Approximation for Stochastic Dominance Constrained Programs
Jian Hu, Tito Homem-de-Mello , Sanjay Mehrotra

Integer Programming
Old Wine in a New Bottle: The MILP Road to MIQCP
Samuel Burer, Anureet Saxena

Nonlinear Optimization
An Augmented Lagrangian Approach for Sparse Principal Component Analysis
Zhaosong Lu, Yong Zhang

Convex and Nonsmooth Optimization
An Implementable Proximal Point Algorithmic Framework for Nuclear Norm Minimization
Yong-Jin Liu, Defeng Sun, Kim-Chuan Toh

Applications — Science and Engineering
Band Gap Optimization of Two-Dimensional Photonic Crystals Using Semidefinite Programming and Subspace Methods
Han Men, Ngoc-Cuong Nguyen, Robert M. Freund, Pablo A. Parrilo, Jaume Peraire

Linear, Cone and Semidefinite Programming
On the Accuracy of Uniform Polyhedral Approximations of the Copositive Cone
E. Alper Yildirim

Applications — Science and Engineering
"Block-Iterative and String-Averaging Projection Algorithms in Proton Computed Tomography Image Reconstruction"
Scott Penfold, Reinhard Schulte, Yair Censor, Vladimir Bashkirov, Scott McAllister, Keith Schubert, Anatoly Rozenfeld

Convex and Nonsmooth Optimization
"A Note on the Behavior of the Randomized Kaczmarz Algorithm of Strohmer and Vershynin"
Yair Censor, Gabor Herman, Ming Jiang

Integer Programming
Basis Reduction, and the Complexity of Branch-and-Bound
Gabor Pataki, Mustafa Tural

Linear, Cone and Semidefinite Programming
Semidefinite programming and sums of hermitian squares of noncommutative polynomials
Igor Klep, Janez Povh

Nonlinear Optimization
"Seminorm-induced oblique projections for sparse nonlinear convex feasibility problems"
Alexander Segal, Yair Censor

Nonlinear Optimization
"On String-Averaging for Sparse Problems and On the Split Common Fixed Point Problem"
Yair Censor, Alexander Segal

Linear, Cone and Semidefinite Programming
A new semidefinite programming hierarchy for cycles in binary matroids and cuts in graphs
Joăo Gouveia, Monique Laurent, Pablo A. Parrilo, Rekha Thomas

Complementarity and Variational Inequalities
Uniform nonsingularity and complementarity problems over symmetric cones
Chek Beng Chua, Huiling Lin, Peng Yi

Applications — OR and Management Sciences
The mesh adaptive direct search algorithm for periodic variables
Charles Audet, Sébastien Le Digabel

Applications — OR and Management Sciences
NOMAD: Nonsmooth Optimization with the MADS algorithm
Sébastien Le Digabel

Robust Optimization
Robust Optimization Made Easy with ROME
Joel Goh, Melvyn Sim

Integer Programming
Disjunctive cuts for non-convex MINLP
Pietro Belotti

Linear, Cone and Semidefinite Programming
Facial reduction algorithms for conic optimization problems
Hayato Waki, Masakazu Muramatsu

Convex and Nonsmooth Optimization
Composite Proximal Bundle Method
Claudia Sagastizabal

Linear, Cone and Semidefinite Programming
SFSDP: a Sparse Version of Full SemiDefinite Programming Relaxation for Sensor Network Localization Problems
Sunyoung Kim, Masakazu Kojima, Hayato Waki, Makoto Yamashita

Applications — OR and Management Sciences
On the Solution of Complementarity Problems Arising in American Options Pricing
L. Feng, V. Linetsky, J.L Morales, J. Nocedal

Convex and Nonsmooth Optimization
SINCO - a greedy coordinate ascent method for sparse inverse covariance selection problem
Katya Scheinberg, Irina Rish


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