Optimization Online Digest — February 2004

Applications — OR and Management Sciences

Stable Matchings for Three-Sided Systems
Somdeb Lahiri

Optimal Pricing Policies for Perishable Products
Miguel F Anjos, Russell C H Cheng, Christine S M Currie

Combinatorial Optimization

Batched Bin Packing
Gregory Gutin, Tommy Jensen, Anders Yeo

The Complexity of Maximum Matroid-Greedoid Intersection and Weighted Greedoid Maximization
Taneli Mielikäinen, Esko Ukkonen

Integer Programming

Cover Inequalities for Binary-Integer Knapsack Constraints
Lejeune Miguel, Ruszczynski Andrzej

Linear, Cone and Semidefinite Programming

An $O(\sqrt{n}\log \frac{(x^0)^Ts^0}{\epsilon})$ iteration primal-dual path-following method, based on wide neighborhoods and large updates, for monotone linear complementarity problems
Wenbao Ai, Shuzhong Zhang

Nonlinear Optimization

A filter-trust-region method for unconstrained optimization
Nick Gould, Caroline Sainvitu, Philippe Toint

Stochastic Programming

Optimization of Convex Risk Functions
Andrzej Ruszczynski, Alexander Shapiro

Portfolio Optimization with Stochastic Dominance Constraints
Darinka Dentcheva, Andrzej Ruszczynski

Convexification of Stochastic Ordering
Darinka Dentcheva, Andrzej Ruszczynski

Conditional Risk Mappings
Andrzej Ruszczynski, Alexander Shapiro