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Optimization Online Digest — May 2005

Applications — Science and Engineering

A Framework for Kernel Regularization with Applications to Protein Clustering
Fan Lu, Sunduz Keles, Stephen J. Wright, Grace Wahba

Regularization Using a Parameterized Trust Region Subproblem
Oleg Grodzevich, Henry Wolkowicz

Clustering via Minimum Volume Ellipsoids
Romy Shioda, Levent Tuncel

Iterative regularization in intensity-modulated radiation therapy optimization
Fredrik Carlsson, Anders Forsgren

Convex and Nonsmooth Optimization

A second-order cone cutting surface method: complexity and application
Mohammad R. Oskoorouchi, John E. Mitchell

Global Optimization

Transposition theorems and qualification-free optimality conditions
Hermann Schichl, Arnold Neumaier

Integer Programming

Compact linearization for bilinear mixed-integer problems
Leo Liberti

The Clique Partition Problem with Minimum Clique Size Requirement
Xiaoyun Ji, John E Mitchell

Parsimonious Binary-Encoding in Integer Programming
Don Coppersmith, Jon Lee

Linear, Cone and Semidefinite Programming

An Explicit Semidefinite Characterization of Satisfiability for Tseitin Instances
Miguel F. Anjos

Projective Pre-Conditioners for Improving the Behavior of a Homogeneous Conic Linear System
Alexandre Belloni, Robert M. Freund

Nonlinear Optimization

On the convergence rate of the Cauchy algorithm in the l2 norm
Elizabeth W. Karas, Alessandra M. Mota, Ademir A. Ribeiro

Interior-Point l_2 Penalty Methods for Nonlinear Programming with Strong Global Convergence Properties
Lifeng Chen, Donald Goldfarb

An Extension of the Conjugate Directions Method With Orthogonalization to Large-Scale Problems With Bound Constraints
Edouard Boudinov, Arkadiy Manevich

Robust Optimization

Stochastic Programming: Convex Approximation and Modified Linear Decision Rule
Xin Chen, Melvyn Sim, Peng Sun, Jiawei Zhang

Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems
Aharon Ben-Tal, Stephen Boyd, Arkadi Nemirovski

Stochastic Programming

Linear Stochastic Fractional Programming with Sum-of-Probabilistic-Fractional Objective
V Charles, D Dutta

Non-Linear Stochastic Fractional Programming Models of Financial Derivatives
V Charles, D Dutta

Other Topics

Optimal Information Monitoring Under a Politeness Constraint
Jonathan Eckstein, Avigdor Gal, Sarit Reiner

Temporal difference learning with kernels for pricing american-style options
Kengy Barty, Jean-Sebastien Roy, Cyrille Strugarek


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