Optimization Online Digest — February 2001

Applications — OR and Management Sciences

On some difficult linear programs coming from Set Partitioning
Francisco Barahona, ranga anbil

Dimensioning multicast-enabled communications networks
Mikael Prytz, Anders Forsgren

Geometrical Heuristics for Multiprocessor Flowshop Scheduling with Uniform Machines at Each Stage
S.V. Sevastianov

Minimum Risk Arbitrage with Risky Financial Contracts
Mustafa C. Pinar

A 3/2-Approximation algorithm for two-machine flow-shop sequencing subject to release dates
K.N. Kashyrskikh, C.N. Potts, S.V. Sevastianov

Linear time approximation scheme for the multiprocessor open shop problem
S.V. Sevastianov, G.J. Woeginger

Applications — Science and Engineering

WASP: a Wavelet Adaptive Solver for boundary value Problems - Short Reference Manual
Jean-Baptiste Caillau, Joseph Noailles

Near-optimal solutions to large scale facility location problems
Francisco Barahona, Fabian Chudak

Combinatorial Optimization

Solving Steiner tree problems in graphs with Lagrangian relaxation
Laura Bahiense, Francisco Barahona, Oscar Porto

Stable Multi-Sets
Arie M.C.A. Koster, Adrian Zymolka

Probability distribution of solution time in GRASP: An experimental investigation
Renata M. Aiex, Mauricio G. C. Resende, Celso C. Ribeiro

GRASP with path relinking for the three-index assignment problem
Renata M. Aiex, Mauricio G. C. Resende, Panos M. Pardalos, Gerardo Toraldo

Convex and Nonsmooth Optimization

A practical general approximation criterion for methods of multipliers based on Bregman distances
Jonathan Eckstein

Proving strong duality for geometric optimization using a conic formulation
François Glineur

Linear, Cone and Semidefinite Programming

A New and Efficient Large-Update Interior-Point Method for Linear Optimization
J Peng, C Roos, T Terlaky

Strengthened Semidefinite Relaxations via a Second Lifting for the Max-Cut Problem
Miguel F. Anjos, Henry Wolkowicz

Network Optimization

On the min-cut max-flow ratio for multicommodity flows
Oktay Gunluk

Nonlinear Optimization

A BFGS-IP algorithm for solving strongly convex optimization problems with feasibility enforced by an exact penalty approach
Paul Armand, Jean Charles Gilbert, Sophie Jan-Jégou

Feasible Interior Methods Using Slacks for Nonlinear Optimization
Richard H. Byrd, Jorge Nocedal, Richard A. Waltz

Numerical methods for large-scale non-convex quadratic programming
N. I. M. Gould, Ph. L. Toint

A Quadratic Programming Bibliography
N. I. M. Gould, Ph. L. Toint

Stochastic Programming

A Multi-stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty
Shabbir Ahmed, Alan J. King, Gyana Parija

On Robust Optimization of Two-Stage Systems
Samer Takriti, Shabbir Ahmed