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Optimization Online





 

Optimization Online Digest — February 2005

Applications — OR and Management Sciences

An Optimization Approach to Computing the Implied Volatility of American Options
Arun Sen

Combinatorial Optimization

Finding optimal realignments in sports leagues using a branch-and-cut-and-price approach
Xiaoyun Ji, John E Mitchell

Convex and Nonsmooth Optimization

Analysis of a Belgian Chocolate Stabilization Problem
James V. Burke, Didier Henrion, Adrian S. Lewis, Michael L. Overton

Global Optimization

Global Optimization Toolbox for Maple: An Introduction with Illustrative Applications
Janos D. Pinter, David Linder, Paulina Chin

Integer Programming

On separating cover inequalities for the multidimensional knapsack problem
Tolga Bektas, Osman Oguz

Linear, Cone and Semidefinite Programming

A Full-Newton Step $O(n)$ Infeasible Interior-Point Algorithm for Linear Optimization
Kees Roos

Towards a practical parallelisation of the simplex method
Julian Hall

Some Disadvantages of a Mehrotra-Type Primal-Dual Corrector Interior Point Algorithm for Linear Programming
Coralia Cartis

Large-scale semidefinite programs in electronic structure calculation
Mituhiro Fukuda, Bastiaan J. Braams, Maho Nakata, Michael L. Overton, Jerome K. Percus, Makoto Yamashita , Zhengji Zhao

Behavioral Measures and their Correlation with IPM Iteration Counts on Semi-Definite Programming Problems
Robert M. Freund, Fernando Ordonez, Kim Chuan Toh

Network Optimization

Provisioning Virtual Private Networks under traffic uncertainty
A. Altin, E. Amaldi, P. Belotti, M. C. Pinar

Nonlinear Optimization

Active Set Identification in Nonlinear Programming
Christina Oberlin, Stephen Wright

On the control of an evolutionary equilibrium in micromagnetics
Michal Kocvara, Martin Kruzik, Jiri V. Outrata

Sensitivity analysis in convex quadratic optimization: simultaneous perturbation of the objective and right-hand-side vectors
Alireza Ghaffari Hadigheh, Oleksandr Romanko, Tamas Terlaky

NOTE ON PAN'S SECOND-ORDER QUASI-NEWTON UPDATES
Zhang Leihong, Pan Pingqi

Optimization Software and Modeling Systems

NONLINEAR OPTIMIZATION IN MODELING ENVIRONMENTS: Software Implementations for Compilers, Spreadsheets, Modeling Languages, and Integrated Computing Systems
JÁNOS D. PINTÉR

Robust Optimization

Two-Stage Robust Network Flow and Design under Demand Uncertainty
Alper Atamturk, Muhong Zhang


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