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Optimization Online





 

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 communication-scheme for an explicit Finite-Difference algorithm of higher order for block-structured domain decompositions
Faroque Hossain

Combinatorial Optimization

An Approximation Algorithm for Constructing Error Detecting Prefix Codes
Artur Pessoa

On the Lovász theta-number of almost regular graphs with application to Erdös--Rényi graphs
Etienne De Klerk, Michael W. Newman, Dmitrii V. Pasechnik, Renata Sotirov

Complementarity and Variational Inequalities

Primal-dual 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, Jean-Christophe Pesquet

Global Optimization

Exploiting symmetries in SDP-relaxations 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 0-1 knapsack problems with disjoint cardinality constraints
Bo Zeng, Jean-Philippe Richard

n-step MIR Functions: Facets for Finite and Infinite Group Problems
Kiavash Kianfar, Yahya Fathi

Linear, Cone and Semidefinite Programming

Correlative sparsity in primal-dual interior-point methods for LP, SDP and SOCP
Kazuhiro Kobayashi, Sunyoung Kim, Masakazu Kojima

Nonlinear Optimization

Modified Cholesky Algorithms: A Catalog with New Approaches
Fang Haw-ren, O'Leary Dianne

Gradient Projection for General Quadratic Programs
Michael P. Friedlander, Sven Leyffer

Robust Optimization

Selected Topics in Robust Convex Optimization
Aharon Ben-Tal, Arkadi Nemirovski

Stochastic Programming

Cutting planes for multi-stage stochastic integer programs
Yongpei Guan, Shabbir Ahmed, George L. Nemhauser

Polynomial time algorithms for stochastic uncapacitated lot-sizing problems
Yongpei Guan, Andrew Miller

Other Topics

Efficient Evaluation of Polynomials and Their Partial Derivatives in Homotopy Continuation Methods
Masakazu Kojima

A Q-Learning Algorithm with Continuous State Space
Kengy Barty, Pierre Girardeau, Jean-Sebastien Roy, Cyrille Strugarek

An Adaptive Primal-Dual Warm-Start Technique for Quadratic Multiobjective Optimization
Daniel Molz, Christoph Heermann, Joerg Fliege


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