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Optimization Online





 

Optimization Online Digest — July 2006

Applications — OR and Management Sciences

WAVELET DECOMPOSITION VIA THE STANDARD TABLEAU SIMPLEX METHOD OF LINEAR PROGRAMMING
G Yarmish

Static-arbitrage bounds on the prices of basket options via linear programming
Javier Pena, Juan Vera, Luis Zuluaga

An efficient method to compute traffic assignment problems with elastic demands
Frédéric Babonneau, Jean-Philippe Vial

Applications — Science and Engineering

Semidefinite Programming Based Algorithms for Sensor Network Localization
Pratik Biswas, Tzu-Chen Liang, Ta-Chung Wang, Yinyu Ye

Theory of Semidefinite Programming for Sensor Network Localization
Anthony So, Yinyu Ye

Infinite Dimensional Optimization

Stability and Sensitivity Analysis for Optimal Control Problems with a First-order State Constraint having (nonessential) Touch Points
J.F. Bonnans, A. Hermant

Integer Programming

Two step MIR inequalities for mixed-integer programs
Sanjeeb Dash, Marcos Goycoolea, Oktay Gunluk

Two step MIR inequalities for mixed-integer programs
Sanjeeb Dash, Marcos Goycoolea, Oktay Gunluk

Linear, Cone and Semidefinite Programming

On the Convergence of the Entropy-Exponential Penalty Trajectories and Generalized Proximal Point Methods in Semidefinite Optimization
O. P. Ferreira, P. R. Oliveira, R. C. M. Silva

Network Optimization

Sum of Squares Method for Sensor Network Localization
Jiawang Nie

Nonlinear Optimization

Variational Problems in Quasi-Newton Methods
Osman Guler, Filiz Gurtuna, Olena Shevchenko

A Proximal Point Algorithm with phi-Divergence to Quasiconvex Programming
F. G. M. Cunha, J. X. da Cruz Neto, P. R. Oliveira

Alternating projections on manifolds
Adrian Lewis, Jerome Malick

Stochastic Programming

On complexity of Shmoys - Swamy class of two-stage linear stochastic programming problems
Arkadi Nemirovski, Alexander Shapiro

Other Topics

A Path to the Arrow-Debreu Competitive Market Equilibrium
Yinyu Ye


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