Optimization Online


Optimization Online Digest — July 2004

Applications — OR and Management Sciences

A p-Median Model for Assortment and Trim Loss Minimization with an Application to the Glass Industry
Claudio Arbib, Fabrizio Marinelli

Time Offset Optimization in Digital Broadcasting
Carlo Mannino, Fabrizio Rossi, Antonio Sassano, Stefano Smriglio

Recovering Risk-Neutral Probability Density Functions from Options Prices using Cubic Splines
Ana M. Monteiro, Reha H. Tütüncü, Luís N. Vicente

Security-constrained transmission planning: A mixed-integer disjunctive approach
G. C. Oliveira, S. Binato, L. Bahiense, L. Thomé, M. V. Pereira

Applications — Science and Engineering

Constrained optimization in seismic reflection tomography: an SQP augmented Lagrangian approach
F. Delbos, J.Ch. Gilbert, R. Glowinski, D. Sinoquet

Combinatorial Optimization

On cost matrices with two and three distinct values of Hamiltonian paths and cycles
Santosh N. Kabadi, Abraham P. Punnen

Convex and Nonsmooth Optimization

Steered sequential projections for the inconsistent convex feasibility problem
Yair Censor, Alvaro R. De Pierro, Maorun Zaknoon

Symmetry Points of Convex Set: Basic Properties and Computational Complexity
Alexandre Belloni, Robert M. Freund

Linear, Cone and Semidefinite Programming

A direct formulation for sparse PCA using semidefinite programming
A d'Aspremont, L. El Ghaoui, M. I. Jordan, G. R. G. Lanckriet

Computational Enhancements in Low-Rank Semidefinite Programming
Samuel Burer, Changhui Choi

On exploiting structure induced when modelling an intersection of cones in conic optimization
Erling D. Andersen

Nonlinear Optimization

Convergence analysis of a primal-dual interior-point method for nonlinear programming
Igor Griva, David Shanno, Robert Vanderbei

A primal-dual nonlinear rescaling method with dynamic scaling parameter update
Igor Griva, Roman Polyak

Numerical experiments with an interior-exterior point method for nonlinear programming
Igor Griva

Subspace trust-region methods for large bound-constrained nonlinear equations
Stefania Bellavia, Benedetta Morini

  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository


Coordinator's Board
Classification Scheme
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Programming Society