Optimization Online Digest — November 2006

Applications — OR and Management Sciences

A Data-Driven Approach to Newsvendor Problems
Dimitris Bertsimas, Aurelie Thiele

Hybrid heuristics for the permutation flow shop problem
Martin G. Ravetti, Fabiola G. Nakamura, Claudio N. Meneses, Mauricio G. C. Resende, Geraldo R. Mateus, Panos M. Pardalos

Decentralized Decision-making and Protocol Design for Recycled Material Flows
I-Hsuan Hong, Jane Ammons, Matthew Realff

Capacitated network design using general flow-cutset inequalities
Christian Raack, Arie M.C.A. Koster, Sebastian Orlowski, Roland Wessäly

A Routing and Network Dimensioning Strategy to reduce Wavelength Continuity Conflicts in All-Optical Networks
Arie Koster, Matthias Scheffel

Complementarity and Variational Inequalities

A Globally Convergent Sequential Linear Programming Algorithm for Mathematical Programs with Linear Complementarity Constraints
Etoa Etoa Jean Bosco

CONVERGENCE OF A CLASS OF SEMI-IMPLICIT TIME-STEPPING SCHEMES FOR NONSMOOTH RIGID MULTIBODY DYNAMICS
Bogdan Gavrea, Mihai Anitescu, Florian Potra

Convex and Nonsmooth Optimization

Dini Derivative and a Characterization for Lipschitz and Convex Functions on Riemannian Manifolds
Orizon Ferreira

Linear convergence of a modified Frank-Wolfe algorithm for computing minimum volume ellipsoids
Damla Ahipasaoglu, Peng Sun, Mike Todd

A Proximal Point Algorithm with Bregman Distances for Quasiconvex Optimization over the Positive Orthant
Sissy da S. Souza , P. Roberto Oliveira, J. X. Cruz Neto, A. Soubeyran

Exact regularization of convex programs
Michael P. Friedlander, Paul Tseng

A T-algebraic approach to primal-dual interior-point algorithms
Chek Beng Chua

Global Optimization

Solving systems of nonlinear equations with continuous GRASP
Michael J. Hirsch, Panos M. Pardalos, Mauricio G. C. Resende

Integer Programming

The Mixing-MIR Set with Divisible Capacities
Ming Zhao, Ismael de Farias

Cardinality Cuts: New Cutting Planes for 0-1 Programming
Osman Oguz

Orbital Branching
James Ostrowski, Jeff Linderoth, Fabrizio Rossi, Stefano Smriglio

Orbitopal Fixing
Volker Kaibel, Peinhardt Matthias, Marc E. Pfetsch

Linear, Cone and Semidefinite Programming

A Unified Theorem on SDP Rank Reduction
Anthony Man-Cho So, Yinyu Ye, Jiawei Zhang

Selective Gram-Schmidt orthonormalization for conic cutting surface algorithms
John E. Mitchell, Vasile L. Basescu

Nonlinear Optimization

The Hybrid Maximum Principle is a consequence of Pontryagin Maximum Principle
Andrei Dmitruk, Alexander Kaganovich

A Filter Algorithm for Nonlinear Semidefinite Programming
Walter Gómez, Héctor Ramírez

Inexact SQP Methods for Equality Constrained Optimization
Richard Byrd, Frank Curtis, Jorge Nocedal

On Practical Second-Order Optimality Conditions for Nonlinear Programming
Roberto Andreani, José Mario Martínez, María Laura Schuverdt

SPECTRAL STOCHASTIC FINITE-ELEMENT METHODS FOR PARAMETRIC CONSTRAINED OPTIMIZATION PROBLEMS
Mihai Anitescu

Robust Optimization

Portfolio Selection with Robust Estimates of Risk
Victor DeMiguel, Francisco J. Nogales

Other Topics

A new adaptive algorithm for linear multiobjective programming problems
Sonia Radjef, M.O Bibi, M.S Radjef