All Areas Submissions  August 2010
Linear, Cone and Semidefinite Programming
The stateoftheart in conic optimization software
Hans D. Mittelmann
Complementarity and Variational Inequalities
Optimality conditions for various efficient solutions involving coderivatives: from setvalued optimization problems to setvalued equilibrium problems
Truong Xuan Duc Ha
Combinatorial Optimization
Semidefinite Relaxations of Ordering Problems
Philipp Hungerländer, Franz Rendl
Infinite Dimensional Optimization
Solving Infinitedimensional Optimization Problems by Polynomial Approximation
Olivier Devolder, François Glineur, Yurii Nesterov
Convex and Nonsmooth Optimization
Double smoothing technique for infinitedimensional optimization problems with applications to Optimal Control.
Olivier Devolder, François Glineur, Yurii Nesterov
Global Optimization
On convex relaxations for quadratically constrained quadratic programming
Kurt Anstreicher
Nonlinear Optimization
Elementary optimality conditions for nonlinear SDPs
Florian Jarre
Robust Optimization
Generalized Decision Rule Approximations for Stochastic Programming via Liftings
Angelos Georghiou, Wolfram Wiesemann, Daniel Kuhn
Convex and Nonsmooth Optimization
Accelerated BlockCoordinate Relaxation for Regularized Optimization
Stephen Wright
Applications — OR and Management Sciences
Dynamic Portfolio Optimization with Transaction Costs: Heuristics and Dual Bounds
David B. Brown, James E. Smith
Convex and Nonsmooth Optimization
Approximating Stationary Points of Stochastic Mathematical Programs with Equilibrium Constraints via Sample Averaging
Huifu Xu, Jane J. Ye
Linear, Cone and Semidefinite Programming
The Approach of Moments for Polynomial Equations
Monique Laurent, Philipp Rostalski
Applications — OR and Management Sciences
Randomized heuristics for the regenerator location problem
Abraham Duarte, Rafael Martí, Mauricio G.C. Resende, Ricardo M.A. Silva
Robust Optimization
Distributionally Robust Joint Chance Constraints with SecondOrder Moment Information
Steve Zymler, Daniel Kuhn, Berc Rustem
Complementarity and Variational Inequalities
Two stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes
Dali Zhang, Huifu Xu
Linear, Cone and Semidefinite Programming
On Doubly Positive Semidefinite Programming Relaxations
Dongdong Ge, Yinyu Ye
Stochastic Programming
PatternBased Modeling and Solution of Probabilistically Constrained Optimization Problems
Miguel Lejeune
Global Optimization
Some Results on the Strength of Relaxations of Multilinear Functions
James Luedtke, Mahdi Namazifar, Jeff Linderoth
Network Optimization
Robust capacity expansion solutions for telecommunication networks with uncertain demands
F. Babonneau, O. Klopfenstein, A. Ouorou, J.P. Vial
Convex and Nonsmooth Optimization
Iterationcomplexity of blockdecomposition algorithms and the alternating minimization augmented Lagrangian method
Renato D.C. Monteiro, Benar F. Svaiter
Nonlinear Optimization
Convergence rate of inexact proximal point methods with relative error criteria for convex optimization
Renato DC Monteiro, Benar F Svaiter
Convex and Nonsmooth Optimization
New formulas for the Fenchel subdifferential of the conjugate function
Abderrahim Hantoute, Rafael Correa
Applications — Science and Engineering
MultiRTA: A simple yet accurate method for predicting peptide binding affinities for multiple class II MHC allotypes
A.J. Bordner, H.D. Mittelmann
Stochastic Programming
Scenario decomposition of riskaverse multistage stochastic programming problems
Ricardo A. Collado, David Papp, Andrzej Ruszczyński
Convex and Nonsmooth Optimization
Penalty Decomposition Methods for Rank Minimization
Zhaosong Lu, Yong Zhang
Convex and Nonsmooth Optimization
Penalty Decomposition Methods for l0norm minimization
Zhaosong Lu, Yong Zhang
