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Optimization Online





 

All Areas Submissions - August 2012

Convex and Nonsmooth Optimization
Complexity Analysis of Interior Point Algorithms for Non-Lipschitz and Nonconvex Minimization
Wei Bian, Xiaojun Chen, Yinyu Ye

Stochastic Programming
Dual-level scenario trees - Scenario generation and applications in energy planning
Michal Kaut, Kjetil T. Midthun, Adrian S. Werner, Asgeir Tomasgard, Lars Hellemo, Marte Fodstad

Convex and Nonsmooth Optimization
Some criteria for error bounds in set optimization
Duc Ha Truong Xuan

Stochastic Programming
Bounds for nested law invariant coherent risk measures
Linwei Xin, Alexander Shapiro

Convex and Nonsmooth Optimization
An adaptive accelerated first-order method for convex optimization
Renato D. C. Monteiro, Camilo Ortiz, Benar F. Svaiter

Applications — OR and Management Sciences
THE MULTI–FACILITY LOCATION PROBLEM: A PROBABILISTIC DECOMPOSITION METHOD
Cem Iyigun, Adi Ben-Israel

Applications — Science and Engineering
Treatment Planning Optimization for Volumetric-Modulated Arc Therapy (VMAT): Heuristic Approaches
Kerem Akartunali, Vicky Mak-Hau

Applications — Science and Engineering
Fast and Robust Recursive Algorithms for Separable Nonnegative Matrix Factorization
Nicolas Gillis, Stephen A. Vavasis

Stochastic Programming
Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach
Panos Parpas, Ustun Berk, Webster Mort

Nonlinear Optimization
A method for weighted projections to the positive definite cone
Tuomo Valkonen

Linear, Cone and Semidefinite Programming
Convex computation of the region of attraction of polynomial control systems
Didier Henrion, Milan Korda

Convex and Nonsmooth Optimization
Bounds on Eigenvalues of Matrices Arising from Interior-Point Methods
Chen Greif, Erin Moulding, Dominique Orban

Complementarity and Variational Inequalities
A Newton-Fixed Point Homotopy Algorithm for Nonlinear Complementarity Problems with Generalized Monotonicity
Yun-Chol Jong

Linear, Cone and Semidefinite Programming
On Families of Quadratic Surfaces Having Fixed Intersections with Two Hyperplanes
Pietro Belotti, Julio C. Góez, Imre Pólik, Ted Ralphs, Tamás Terlaky

Convex and Nonsmooth Optimization
CHARACTERIZATIONS OF FULL STABILITY IN CONSTRAINED OPTIMIZATION
Boris MORDUKHOVICH, Terry ROCKAFELLAR, Ebrahim SARABI

Nonlinear Optimization
A Block Coordinate Descent Method for Multi-Convex Optimization with Applications to Nonnegative Tensor Factorization and Completion
Yangyang Xu, Wotao Yin

Applications — Science and Engineering
Learning Circulant Sensing Kernels
Yangyang Xu, Wotao Yin, Stanley Osher

Applications — OR and Management Sciences
Optimal Execution Under Jump Models For Uncertain Price Impact
Somayeh Moazeni, Thomas F. Coleman, Yuying Li

Convex and Nonsmooth Optimization
An Efficient Augmented Lagrangian Method with Applications to Total Variation Minimization
Chengbo Li, Wotao Yin, Hong Jiang, Yin Zhang

Stochastic Programming
On solving multistage stochastic programs with coherent risk measures
A. B. Philpott, V. L. de Matos, E. C. Finardi

Integer Programming
On valid inequalities for quadratic programming with continuous variables and binary indicators
Hongbo Dong, Jeff Linderoth

Convex and Nonsmooth Optimization
A Newton’s method for the continuous quadratic knapsack problem
Roberto Cominetti, Walter F. Mascarenhas, Paulo J. S. Silva

Nonlinear Optimization
A Probabilistic-Driven Search Algorithm for solving a Class of Optimization Problems
Nguyen Huu Thong

Nonlinear Optimization
On the Exhaustivity of Simplicial Partitioning
Peter J.C. Dickinson

Stochastic Programming
Computational aspects of risk-averse optimisation in two-stage stochastic models
Csaba Fabian

Convex and Nonsmooth Optimization
A Fair, Sequential Multiple Objective Optimization Algorithm
Can Kizilkale

Nonlinear Optimization
Approximation of Matrix Rank Function and Its Application to Matrix Rank Minimization
Chengjin Li

Nonlinear Optimization
SCALABLE NONLINEAR PROGRAMMING VIA EXACT DIFFERENTIABLE PENALTY FUNCTIONS AND TRUST-REGION NEWTON METHODS
Victor M Zavala, Mihai Anitescu

Convex and Nonsmooth Optimization
On the Global and Linear Convergence of the Generalized Alternating Direction Method of Multipliers
Wei Deng, Wotao Yin

Convex and Nonsmooth Optimization
Fast global convergence of gradient methods for high-dimensional statistical recovery
Alekh Agarwal, Sahand Negahban, Martin Wainwright

Integer Programming
Approximating the solution for the multiparametric 0-1-mixed integer linear programming problem with interval data
Alejandro Crema, Edgar Hugo Peraza, Fernando Crema

Integer Programming
An Outer-Inner Approximation for separable MINLPs
Hassan Hijazi, Pierre Bonami, Adam Ouorou

Applications — Science and Engineering
Matrix-free Interior Point Method for Compressed Sensing Problems
Kimon Fountoulakis, Jacek Gondzio, Pavel Zhlobich

Applications — OR and Management Sciences
Solving Security Constrained Optimal Power Flow Problems by a Structure Exploiting Interior Point Method
Naiyuan Chiang, Andreas Grothey

Stochastic Programming
SDDP for multistage stochastic linear programs based on spectral risk measures
Vincent Guigues, Werner Romisch

Linear, Cone and Semidefinite Programming
Mean squared error minimization for inverse moment problems
Didier Henrion, Jean-Bernard Lasserre, Martin Mevissen

Global Optimization
An Efficient Global Optimization Algorithm for Nonlinear Sum-of-Ratios Problems
Yun-Chol Jong

Applications — Science and Engineering
Hankel Matrix Rank Minimization with Applications to System Identification and Realization
Maryam Fazel, Ting Kei Pong, Defeng Sun, Paul Tseng

Linear, Cone and Semidefinite Programming
Convergence Analysis of an Inexact Feasible Interior Point Method for Convex Quadratic Programming
Jacek Gondzio

Applications — Science and Engineering
Note: Optimal non-homogeneous composites for dynamic loading revisited
Rouhollah Tavakoli

Convex and Nonsmooth Optimization
Primal-dual subgradient method for Huge-Scale Linear Conic Problems
Yurii Nesterov, Sergey Shipirko

Integer Programming
Integer Factorization is in P
Yuly Shipilevsky

Convex and Nonsmooth Optimization
Epi-convergent Smoothing with Applications to Convex Composite Functions
James V. Burke, Tim Hoheisel


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