Optimization Online Digest — September 2005

Applications — OR and Management Sciences

An efficient algorithm for the earliness-tardiness scheduling problem
Francis Sourd, Safia Kedad-Sidhoum

The multi-item capacitated lot-sizing problem with setup times and shortage costs
Nabil Absi, Safia Kedad-Sidhoum

Pricing a class of exotic options via moments and SDP relaxations
Jean B. Lasserre, Thomas Prieto-Rumeau, Mihail Zervos

Applications — Science and Engineering

Blind Source Separation using Relative Newton Method combined with Smoothing Method of Multipliers
Michael Zibulevsky

Support Vector Machine via Sequential Subspace Optimization
Guy Narkiss, Michael Zibulevsky

Efficient Robust Optimization for Robust Control with Constraints
PJ Goulart, EC Kerrigan, D Ralph

Combinatorial Optimization

Embedded in the Shadow of the Separator
Frank Göring, Christoph Helmberg, Markus Wappler

Global Optimization

Simulated Entropy and Global Minimization
Asaad M. Sultan, Andrew B. Templeman

A sum of squares approximation of nonnegative polynomials
Jean B. Lasserre

SOS approximation of polynomials nonnegative on a real algebraic set
Jean B. Lasserre

Integer Programming

The polar of a simple mixed-integer set
Ming Zhao, Ismael de Farias

Linear, Cone and Semidefinite Programming

Postponing the Choice of the Barrier Parameter in Mehrotra-Type Predictor-Corrector Algorithms
Maziar Salahi, Tama's Terlaky

An Exact Primal-Dual Penalty Method Approach to Warmstarting Interior-Point Methods for Linear Programming
Hande Benson, David Shanno

Anstreicher-Terlaky type monotonic simplex algorithms for linear feasibility problems
Illés Tibor, Bilen Filiz, Csizmadia Zsolt

Semidefinite Optimization Approaches for Satisfiability and Maximum-Satisfiability Problems
Miguel F. Anjos

Computational NETLIB experience with a dense projected gradient sagitta method
Ángel Santos-Palomo, Pablo Guerrero-García

Variational Two-electron Reduced Density Matrix Theory for Many-electron Atoms and Molecules: Implementation of the Spin- and Symmetry-adapted T2 Condition through First-order Semidefinite Programming
David A. Mazziotti

A Homogeneous Model for Mixed Complementarity Problems over Symmetric Cones
Yedong Lin, Akiko Yoshise

Implementation of a Primal-Dual Method for SDP on a Parallel Architecture
Brian Borchers, Joseph Young

A strong bound on the integral of the central path curvature and its relationship with the iteration complexity of primal-dual path-following LP algorithms
Renato D. C. Monteiro, Takashi Tsuchiya

Nonlinear Optimization

Nonlinear optimal control: Numerical approximations via moments and LMI-relaxations
Jean B. Lasserre, Christophe Prieur, Didier Henrion

Other Topics

A Note on Multiobjective Optimization and Complementarity Constraints
Sven Leyffer