Optimization Online


Optimization Online Digest — June 2004

Applications — OR and Management Sciences

Solving the Vehicle Routing Problem with Stochastic Demands using the Cross Entropy Method
Krishna Chepuri, Tito Homem-de-Mello

A Global Optimization Problem in Portfolio Selection
Michael Bartholomew-Biggs, Stephen Kane

Robust Capacity Expansion of Transit Networks
Fernando Ordonez, Jiamin Zhao

Applications — Science and Engineering

Fuzzy Modeling with Adaptive Simulated Annealing
Hime Aguiar e Oliveira Jr.

Convex and Nonsmooth Optimization

Stationarity and Regularity of Set Systems
Alexander Kruger

Variational Analysis of Functions of the Roots of Polynomials
James Burke, Adrian Lewis, Michael Overton

Global Optimization

Optimizing Preventive Maintenance Models
Michael Bartholomew-Biggs, Bruce Christianson, Ming Zuo

Integer Programming

Solving Lift-and-Project Relaxations of Binary Integer Programs
Samuel Burer, Dieter Vandenbussche

Linear, Cone and Semidefinite Programming

Primal-Dual Interior-Point Algorithms for Semidefinite Optimization Based on a Simple Kernel Function
G. Q. Wang, Y. Q. Bai, C. Roos

Invariance and efficiency of convex representations
Chek Beng Chua, Levent Tuncel

Nonlinear Optimization

A modified nearly exact method for solving low-rank trust region subproblem
Zhaosong Lu, Renato Monteiro

On the Relationship Between Convergence Rates of Discrete and Continuous Dynamical Systems
Raphael Hauser, Jelena Nedic

Necessary and Sufficient Optimality Conditions for Mathematical Programs with Equilibrium Constraints
Jane Ye

Additional properties of shifted valiable metric methods.
Jan Vlcek, Ladislav Luksan

Stochastic Programming

Solving Multistage Asset Investment Problems by the Sample Average Approximation Method
Jorgen Blomvall, Alexander Shapiro

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