Optimization Online Digest — November 2003

Applications — OR and Management Sciences

Two new proofs of Afriat's theorem
A. Fostel, H.E. Scarf, M.J. Todd

A Statistical Test for Comparing Success Rates
Eric Taillard

Applications — Science and Engineering

Characterizing polynomials with roots in a semi-algebraic set
Jean B. Lasserre

Quadratic interior-point methods in statistical disclosure control
Jordi Castro

A New Computational Approach to Density Estimation with Semidefinite Programming
Tadayoshi Fushiki , Shingo Horiuchi, Takashi Tsuchiya

Combinatorial Optimization

Computational Complexity, Fairness, and the Price of Anarchy of the Maximum Latency Problem
Jose R. Correa, Andreas S. Schulz, Nicolas E. Stier Moses

Global Optimization

Local optima smoothing for global optimization
Bernardetta Addis, Marco Locatelli, Fabio Schoen

Fuzzy Control of Stochastic Global Optimization Algorithms and Very Fast Simulated Reannealing
Hime Aguiar e O. Jr.

Linear, Cone and Semidefinite Programming

Convergence Analysis of a Long-Step Primal-Dual Infeasible Interior-Point LP Algorithm Based on Iterative Linear Solvers
Renato D.C. Monteiro, Jerome O'Neal

Sums of Squares Relaxations of Polynomial Semidefinite Programs
Masakazu Kojima

On the optimal parameter of a self-concordant barrier over a symmetric cone
Domingos M. Cardoso, Luís A. Vieira

A Parallel Primal-Dual Interior-Point Method for Semidefinite Programs Using Positive Definite Matrix Completion
Kazuhide Nakata, Makoto Yamashita, Katsuki Fujisawa, Masakazu Kojima

Convergence of infeasible-interior-point methods for self-scaled conic programming
Bharath Kumar Rangarajan, Michael Todd

An Adaptive Self-Regular Proximity Based Large-Update IPM for LO
Maziar Salahi, Tama's Terlaky

Nonlinear Optimization

Optimal Direct Determination of Sparse Jacobian Matrices
Shahadat Hossain, Trond Steihaug

An interior-point L1-penalty method for nonlinear optimization
N. I. M. Gould, D. Orban, Ph. L. Toint

Optimization Software and Modeling Systems

GAMS/LGO Nonlinear Solver Suite: Key Features, Usage, and Numerical Performance
Janos D. Pinter