Optimization Online Digest — September 2006
Applications — OR and Management Sciences
Large Scale Portfolio Optimization with Piecewise Linear
Transaction Costs
Potaptchik Marina , Levent Tuncel, Henry Wolkowicz
Applications — Science and Engineering
Implementation of a communicationscheme for an explicit FiniteDifference algorithm of higher order for blockstructured domain decompositions
Faroque Hossain
Combinatorial Optimization
An Approximation Algorithm for Constructing Error Detecting Prefix Codes
Artur Pessoa
On the Lovász thetanumber of almost regular graphs with application to ErdösRényi graphs
Etienne De Klerk, Michael W. Newman, Dmitrii V. Pasechnik, Renata Sotirov
Complementarity and Variational Inequalities
Primaldual affine scaling interior point methods for linear complementarity problems
Florian A. Potra
Convex and Nonsmooth Optimization
PROXIMAL THRESHOLDING ALGORITHM FOR MINIMIZATION OVER ORTHONORMAL BASES
Patrick L. Combettes, JeanChristophe Pesquet
Global Optimization
Exploiting symmetries in SDPrelaxations for polynomial optimization
L Jansson, J.B. Lasserre, C. Riener, T. Theobald
Solving molecular distance geometry problems by global optimization algorithms
Andrea Grosso, Marco Locatelli, Fabio Schoen
Speeding up continuous GRASP
Michael J. Hirsch, Panos M. Pardalos, Mauricio G. C. Resende
The complexity of optimizing over a simplex, hypercube or sphere: a short survey
Etienne De Klerk
Integer Programming
Sequence independent lifting for 01 knapsack problems with disjoint cardinality constraints
Bo Zeng, JeanPhilippe Richard
nstep MIR Functions: Facets for Finite and Infinite Group Problems
Kiavash Kianfar, Yahya Fathi
Linear, Cone and Semidefinite Programming
Correlative sparsity in primaldual interiorpoint methods for LP, SDP and SOCP
Kazuhiro Kobayashi, Sunyoung Kim, Masakazu Kojima
Nonlinear Optimization
Modified Cholesky Algorithms: A Catalog with New Approaches
Fang Hawren, O'Leary Dianne
Gradient Projection for General Quadratic Programs
Michael P. Friedlander, Sven Leyffer
Robust Optimization
Selected Topics in Robust Convex Optimization
Aharon BenTal, Arkadi Nemirovski
Stochastic Programming
Cutting planes for multistage stochastic integer programs
Yongpei Guan, Shabbir Ahmed, George L. Nemhauser
Polynomial time algorithms for stochastic uncapacitated lotsizing problems
Yongpei Guan, Andrew Miller
Other Topics
Efficient Evaluation of Polynomials and Their Partial Derivatives in Homotopy Continuation Methods
Masakazu Kojima
A QLearning Algorithm with Continuous State Space
Kengy Barty, Pierre Girardeau, JeanSebastien Roy, Cyrille Strugarek
An Adaptive PrimalDual WarmStart Technique for Quadratic Multiobjective Optimization
Daniel Molz, Christoph Heermann, Joerg Fliege
