All Areas Submissions - August 2010

Linear, Cone and Semidefinite Programming
The state-of-the-art in conic optimization software
Hans D. Mittelmann

Complementarity and Variational Inequalities
Optimality conditions for various efficient solutions involving coderivatives: from set-valued optimization problems to set-valued equilibrium problems
Truong Xuan Duc Ha

Combinatorial Optimization
Semidefinite Relaxations of Ordering Problems
Philipp Hungerländer, Franz Rendl

Infinite Dimensional Optimization
Solving Infinite-dimensional Optimization Problems by Polynomial Approximation
Olivier Devolder, François Glineur, Yurii Nesterov

Convex and Nonsmooth Optimization
Double smoothing technique for infinite-dimensional 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 Block-Coordinate 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 Second-Order 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
Pattern-Based 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
Iteration-complexity of block-decomposition 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 risk-averse 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 l0-norm minimization
Zhaosong Lu, Yong Zhang