Optimization Online


Optimization Online Digest — June 2001

Applications — OR and Management Sciences

An Inventory-Location Model: Formulation, Solution Algorithm and Computational Results
Mark Daskin, Collette Coullard, Z.J. Max Shen

A GRASP with path-relinking for private virtual circuit routing
Mauricio G. C. Resende, Celso C. Ribeiro

On Solving The Progressive Party Problem as a MIP
Erwin Kalvelagen

Convex and Nonsmooth Optimization

Approximating Subdifferentials by Random Sampling of Gradients
James V. Burke, Adrian S. Lewis, Michael L. Overton

Two Numerical Methods for Optimizing Matrix Stability
James V. Burke, Adrian S. Lewis, Michael L. Overton

On the convergence of the central path in semidefinite optimization
Margareta Halicka, Etienne De Klerk, Cornelis Roos

Integer Programming

Sequence independent lifting for mixed-integer programming
Alper Atamturk

Augmented self-concordant barriers and nonlinear optimization problems with finite complexity.
Yurii Nesterov, Jean-Philippe Vial

Linear, Cone and Semidefinite Programming

A Computational Study of a Gradient-Based Log-Barrier Algorithm for a Class of Large-Scale SDPs
Samuel Burer, Renato Monteiro, Yin Zhang

An Interior-Point Perspective on Sensitivity Analysis in Semidefinite Programming
Alper Yildirim

Geometry of Semidefinite Max-Cut Relaxations via Ranks
Miguel F. Anjos, Henry Wolkowicz

Improved complexity for maximum volume inscribed ellipsoids
K.M. Anstreicher

Nonlinear Optimization

Properties of the Log-Barrier Function on Degenerate Nonlinear Programs
Stephen J. Wright, Dominique Orban

Automatic Differentiation Tools in Optimization Software
Jorge More'

Componentwise fast convergence in the solution of full-rank systems of nonlinear equations
N.I.M. Gould, D. Orban, A. Sartenaer, Ph.L. Toint

Stochastic Programming

On a new collection of stochastic linear programming test problems
K. A. Ariyawansa, Andrew J. Felt

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