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Optimization Online Digest — February 2006

Applications — Science and Engineering

Spectral Bounds for Sparse PCA: Exact & Greedy Algorithms
Baback Moghaddam, Yair Weiss, Shai Avidan

Infinite Dimensional Optimization

Numerical Experiments with universal barrier functions
Leonid Faybusovich, Thanasak Moutonglang, Takashi Tsuchiya

Integer Programming

A Feasibility Pump for Mixed Integer Nonlinear Programs
Pierre Bonami, Gérard Cornuéjols, Andrea Lodi, Francois Margot

Linear, Cone and Semidefinite Programming

Central Paths in Semidefinite Programming, Generalized Proximal Point Method and Cauchy Trajectories in Riemannian Manifolds
J. X. da Cruz Neto, O. P. Ferreira, P. R. Oliveira, R. C. M. Silva

An extension of the standard polynomial-time primal-dual path-following algorithm to the weighted determinant maximization problem with semidefinite constraints
Takashi Tsuchiya, Yu Xia

Algebraic Tail Decay of Condition Numbers for Random Conic Systems under a General Family of Input Distributions
Raphael Hauser, Tobias Muller

Nonlinear Optimization

Second-order convergence properties of trust-region methods using incomplete curvature information, with an application to multigrid optimization
Serge Gratton, Annick Sartenaer, Philippe Toint

A local convergence property of primal-dual methods for nonlinear programming
Paul Armand, Joël Benoist

Optimization Software and Modeling Systems

Benchmark of Some Nonsmooth Optimization Solvers for Computing Nonconvex Proximal Points
Warren Hare, Claudia Sagastizabal

Robust Optimization

A Robust Optimization Framework for Analyzing Distribution Systems with Transshipment
Melvyn Sim, Chou Mabel , Rick So

A Tractable Approximation of Stochastic Programming via Robust Programming
Melvyn Sim, Xin Chen, Jiawei Zhang, Sun Peng

Stochastic Programming

Smooth minimization of two-stage stochastic linear programs
Shabbir Ahmed


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