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Optimization Online





 

Optimization Online Digest — April 2004

Applications — OR and Management Sciences

Heuristics for the mirrored traveling tournament problem
Celso Ribeiro, Sebastián Urrutia

Routing and wavelength assignment by partition coloring
Thiago Noronha, Celso Ribeiro

Solving diameter constrained minimum spanning tree problems in dense graphs
Andrea Santos, Abílio Lucena, Celso Ribeiro

A hybrid bin-packing heuristic to multiprocessor scheduling
Adriana Alvim, Celso Ribeiro

SDP vs. LP relaxations for the moment approach in some performance evaluation problems
J.B. Lasserre, T. Prieto-Rumeau

Applications — Science and Engineering

A randomized heuristic for scene recognition by graph matching
Maria Claudia Boeres, Celso Ribeiro, Isabelle Bloch

Semidefinite descriptions of cones defining spectral mask constraints
Leonid Faybusovich

Three-dimensional quasi-static frictional contact by using second-order cone linear complementarity problem
Y. Kanno, J.A.C. Martins, A. Pinto da Costa

A Local Convergence Analysis of Bilevel Decomposition Algorithms
Angel-Victor DeMiguel, Walter Murray

Convex and Nonsmooth Optimization

A matrix generation approach for eigenvalue optimization
Mohammad R Oskoorouchi, Jean-Louis Goffin

Global Optimization

A comparison of complete global optimization solvers
Arnold Neumaier, Oleg Shcherbina, Waltraud Huyer, Tamas Vinko

Linear, Cone and Semidefinite Programming

On Implementing Self-Regular Proximity Based Feasible IPMs
Xiaohang Zhu, Jiming Peng, Tamás Terlaky, Guoqing Zhang

An Extension of Sums of Squares Relaxations to Polynomial Optimization Problems over Symmetric Cones
Masakazu Kojima, Masakazu Muramatsu

Solving some special cases of Inexact Linear Programming problems via cutting plane methods.
Walter Gomez, Juan Alfredo Gomez

An Iterative Solver-Based Infeasible Primal-Dual Path-Following Algorithm for Convex QP
Zhaosong Lu, Renato Monteiro, Jerome O'Neal

Nonlinear Optimization

Solving Nonlinear Portfolio Optimization Problems with the Primal-Dual Interior Point Method
Jacek Gondzio, Andreas Grothey

An interior-point method for MPECs based on strictly feasible relaxations
Angel-Victor DeMiguel, Michael Friedlander, Francisco Javier Nogales, Stefan Scholtes

On the Relationship between Bilevel Decomposition Algorithms and Direct Interior-Point Methods
Angel-Victor DeMiguel, Francisco Javier Nogales

Stochastic Programming

Mean-risk objectives in stochastic programming
Shabbir Ahmed


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