Optimization Online Digest — September 2005
Applications — OR and Management Sciences
An efficient algorithm for the earlinesstardiness scheduling problem
Francis Sourd, Safia KedadSidhoum
The multiitem capacitated lotsizing problem with setup times and shortage costs
Nabil Absi, Safia KedadSidhoum
Pricing a class of exotic options via moments and SDP relaxations
Jean B. Lasserre, Thomas PrietoRumeau, 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 mixedinteger set
Ming Zhao, Ismael de Farias
Linear, Cone and Semidefinite Programming
Postponing the Choice of the Barrier Parameter in MehrotraType PredictorCorrector Algorithms
Maziar Salahi, Tama's Terlaky
An Exact PrimalDual Penalty Method Approach to Warmstarting InteriorPoint Methods for Linear Programming
Hande Benson, David Shanno
AnstreicherTerlaky type monotonic simplex algorithms for linear feasibility problems
Illés Tibor, Bilen Filiz, Csizmadia Zsolt
Semidefinite Optimization Approaches for Satisfiability and MaximumSatisfiability Problems
Miguel F. Anjos
Computational NETLIB experience with a dense projected gradient sagitta method
Ángel SantosPalomo, Pablo GuerreroGarcía
Variational Twoelectron Reduced Density Matrix Theory for Manyelectron Atoms and Molecules: Implementation of the Spin and Symmetryadapted T2 Condition through Firstorder Semidefinite Programming
David A. Mazziotti
A Homogeneous Model for Mixed Complementarity Problems over Symmetric Cones
Yedong Lin, Akiko Yoshise
Implementation of a PrimalDual 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 primaldual pathfollowing LP algorithms
Renato D. C. Monteiro, Takashi Tsuchiya
Nonlinear Optimization
Nonlinear optimal control: Numerical approximations via moments and LMIrelaxations
Jean B. Lasserre, Christophe Prieur, Didier Henrion
Other Topics
A Note on Multiobjective Optimization and Complementarity
Constraints
Sven Leyffer
