All Areas Submissions - August 2011

Convex and Nonsmooth Optimization
Twice differentiable characterizations of convexity notions for functions on full dimensional convex sets
Oliver Stein

Applications — Science and Engineering
An algorithm for the choice of the regularization parameter in inverse problems in imaging
Elena Loli Piccolomini, Fabiana Zama

Convex and Nonsmooth Optimization
Efficient Serial and Parallel Coordinate Descent Methods for Huge-Scale Truss Topology Design
Peter Richtarik, Martin Takac

Convex and Nonsmooth Optimization
A Complementarity Partition Theorem for Multifold Conic Systems
Javier Peña, Vera Roshchina

Robust Optimization
A Polynomial-Time Solution Scheme for Quadratic Stochastic Programs
Paula Rocha, Daniel Kuhn

Applications — Science and Engineering
A proximal point algorithm for sequential feature extraction applications
Xuan Vinh Doan, Kim-Chuan Toh, Stephen Vavasis

Convex and Nonsmooth Optimization
An Alternating Direction Method for Total Variation Denoising
Zhiwei (Tony) Qin, Donald Goldfarb, Shiqian Ma

Nonlinear Optimization
A conjugate directions approach to improve the limited-memory BFGS method
Jan Vlcek, Ladislav Luksan

Nonlinear Optimization
Optimality conditions of the nonlinear programming on Riemannian manifolds
Wei Hong Yang, Leihong Zhang

Global Optimization
A Python/C library for bound-constrained global optimization with continuous GRASP
Ricardo M.A. Silva, Mauricio G.C. Resende, Panos M. Pardalos, Michael J. Hirsch

Stochastic Programming
Decision Making under Uncertainty when Preference Information is Incomplete
Benjamin Armbruster, Erick Delage

Linear, Cone and Semidefinite Programming
A tractable semidefinite programming relaxation for the graph partition problem
Sotirov

Convex and Nonsmooth Optimization
Inexact and accelerated proximal point algorithms
Saverio Salzo, Silvia Villa

Nonlinear Optimization
Proximal point method on Finslerian manifolds and the "Effort-Accuracy" Trade off
João X. da Cruz Neto, Paulo R. Oliveira, Pedro A. Soares Jr, Antoine Soubeyran

Stochastic Programming
Sell or Hold: a simple two-stage stochastic combinatorial optimization problem
Qie He, Shabbir Ahmed, George L. Nemhauser

Global Optimization
Efficient implementation of a modified and relaxed hybrid steepest-descent method for a type of variational inequality
xu haiwen

Convex and Nonsmooth Optimization
Accelerated and Inexact forward-backward algorithms
Silvia Villa, Saverio Salzo, Luca Baldassarre, Alessandro Verri

Robust Optimization
Optimal Job Scheduling with Day-ahead Price and Random Local Distributed Generation: A Two-stage Robust Approach
Anna Danandeh, Long Zhao, Bo Zeng, Mehrnaz Abdollahian

Convex and Nonsmooth Optimization
On smooth relaxations of obstacle sets
Oliver Stein, Paul Steuermann

Convex and Nonsmooth Optimization
Generalized Forward-Backward Splitting
Hugo Raguet, Jalal Fadili, Gabriel Peyré

Linear, Cone and Semidefinite Programming
A Proof by the Simplex Method for the Diameter of a (0,1)-Polytope
Tomonari Kitahara, Shinji Mizuno

Linear, Cone and Semidefinite Programming
Sampling with respect to a class of measures arising in second-order cone optimization with rank constraints
Leonid Faybusovich

Linear, Cone and Semidefinite Programming
Infeasibility certificates for linear matrix inequalities
Igor Klep, Markus Schweighofer

Global Optimization
Constrained Derivative-Free Optimization on Thin Domains
J. M. Martínez, F. N. C. Sobral

Complementarity and Variational Inequalities
Weak and Strong Convergence of Algorithms for the Split Common Null Point Problem
Charles Byrne, Yair Censor, Aviv Gibali, Simeon Reich

Convex and Nonsmooth Optimization
A relaxed customized proximal point algorithm for separable convex programming
Cai Xingju, Gu Guoyong, He Bingsheng, Yuan Xiaoming

Integer Programming
Cuts over Extended Formulations by Flow Discretization
Eduardo Uchoa