Optimization Online


Optimization Online Digest — August 2004

Applications — OR and Management Sciences

Leader-Follower Equilibria for Electric Power and NO_x Allowances Markets
Yihsu Chen, Benjamin Hobbs, Sven Leyffer, Todd Munson

Robust Profit Opportunities in Risky Financial Portfolios
Mustafa C. Pinar, Reha H. Tutuncu

Reduction Tests for the Prize-Collecting Steiner Problem
Eduardo Uchoa

Applications — Science and Engineering

Second-order Cone Programming Methods for Total Variation-based Image Restoration
Donald Goldfarb, Wotao Yin

Combinatorial Optimization

Single Machine Scheduling with Precedence Constraints
José R. Correa, Andreas S. Schulz

Faster approximation algorithms for packing and covering problems
Daniel Bienstock, Garud Iyengar

Note: A Graph-Theoretical Approach to Level of Repair Analysis
G Gutin, A Rafiey, A Yeo, M Tso

A GRASP algorithm for the multi-objective knapsack problem
Dalessandro Vianna, José Elias Arroyo

Complex Quadratic Optimization and Semidefinite Programming
Shuzhong Zhang, Yongwei Huang

Domination between traffic matrices
Gianpaolo Oriolo

$\epsilon$-Optimization Schemes and $L$-Bit Precision: Alternative Perspectives for Solving Combinatorial Optimization Problems
James B. Orlin, Andreas S. Schulz, Sudipta Sengupta

Convex and Nonsmooth Optimization

Dynamic Bundle Methods: Application to Combinatorial Optimization
Alexandre Belloni, Claudia Sagastizábal

Global Optimization

A Trust-Region Algorithm for Global Optimization
Bernardetta Addis, Sven Leyffer

Convergence Analysis of the DIRECT Algorithm
D. E. Finkel, C. T. Kelley

Integer Programming

Approximate fixed-rank closures of set covering problems
Daniel Bienstock, Mark Zuckerberg

Linear, Cone and Semidefinite Programming

Adaptive Large Neighborhood Self-Regular Predictor-Corrector IPMs for LO
Maziar Salahi, Tama's Terlaky

Sensitivity analysis in linear optimization: Invariant support set intervals
Alireza Ghaffari Hadigheh, Tama's Terlaky

Interior Point Trajectories and a Homogeneous Model for Nonlinear Complementarity Problems over Symmetric Cones
Akiko Yoshise

Erik Alex Quiroz, Paulo Roberto Oliveira

Interior point methods for large-scale linear programming
John E. Mitchell, Kris Farwell, Daryn Ramsden

Dual versus primal-dual interior-point methods for linear and conic programming
M. J. Todd

Network Optimization

Solving large scale linear multicommodity flow problems with an active set strategy and Proximal-ACCPM
Frédéric Babonneau, Olivier du Merle, Jean-Philippe Vial

Efficiency and Fairness of System-Optimal Routing with User Constraints
Andreas S. Schulz, Nicolás E. Stier-Moses

Nonlinear Optimization

Recursive Trust-Region Methods for Multilevel Nonlinear Optimization (Part I): Global Convergence and Complexity
Serge Gratton, Annick Sartenaer, Philippe Toint

Sensitivity of trust-region algorithms on their parameters
Nick Gould, Dominique Orban, Annick Sartenaer, Philippe Toint

Performance of CONDOR, a Parallel, Constrained extension of Powell's UOBYQA algorithm. Experimental results and comparison with the DFO algorithm.
Frank Vanden Berghen, Hugues Bersini

Alireza Ghaffari Hadigheh, Tamas Terlaky

Robust Optimization

Stochastic p-Robust Location Problems
Lawrence V. Snyder, Mark S. Daskin

Adjustable Robust Optimization Models for Nonlinear Multi-Period Optimization
Akiko Takeda, Shunsuke Taguchi, Reha H. Tutuncu

Stochastic Programming

Stochastic Programming with Equilibrium Constraints
Alexander Shapiro

Other Topics

Aggregation in Stochastic Dynamic Programming
Theodore Lambert, Marina Epelman, Robert L. Smith

A fictitious play approach to large-scale optimization
Theodore Lambert, Marina A. Epelman, Robert L. Smith

Optimizing Call Center Staffing using Simulation and Analytic Center Cutting Plane Methods
Julius Atlason, Marina Epelman, Shane Henderson

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