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Optimization Online





 

Optimization Online Digest — December 2006

Combinatorial Optimization

Approximation algorithms for metric tree cover and generalized tour and tree covers
Viet Hung Nguyen

Convex and Nonsmooth Optimization

Convex sets with lifted semidefinite representation
Jean B. Lasserre

Norm-induced densities and testing the boundedness of a convex set
Alexandre Belloni

On the Closedness of the Linear Image of a Closed Convex Cone
Gabor Pataki

Global Optimization

Global minimization using an Augmented Lagrangian method with variable lower-level constraints
Ernesto G. Birgin, Christodoulos A. Floudas, José Mario Martínez

Infinite Dimensional Optimization

Sensitivity analysis in linear semi-infinite programming via partitions
Miguel A. Goberna, Tamás Terlaky, Maxim I. Todorov

Linear, Cone and Semidefinite Programming

A PARALLEL conic interior point decomposition approach for block-angular semidefinite programs
Kartik Krishnan Sivaramakrishnan

Primal-dual first-order methods with ${\cal O}(1/\epsilon)$ iteration-complexity for cone programming
Guanghui Lan, Zhaosong Lu, Renato D.C. Monteiro

Optimal Embeddings of Distance Regular Graphs into Euclidean Spaces
Frank Vallentin

Sensor Network Localization, Euclidean Distance Matrix Completions, and Graph Realization
Yichuan Ding, Nathan Krislock, Jiawei Qian, Henry Wolkowicz

Recursive Construction of Optimal Self-Concordant Barriers for Homogeneous Cones
Olena Shevchenko

Finding a point in the relative interior of a polyhedron
Coralia Cartis, Nicholas I M Gould

Nonlinear Optimization

A New Unblocking Technique to Warmstart Interior Point Methods based on Sensitivity Analysis
Jacek Gondzio, Andreas Grothey

Global convergence of slanting filter methods for nonlinear programming
Elizabeth W. Karas, Ana Paula Oening, Ademir A. Ribeiro

Optimization Software and Modeling Systems

VSDP: Verified SemiDefinite Programming
Christian Jansson

Kestrel: An Interface from Optimization Modeling Systems to the NEOS Server
Elizabeth D. Dolan, Robert Fourer, Jean-Pierre Goux, Todd S. Munson, Jason Sarich

Robust Optimization

Cascading – An adjusted exchange method for robust conic programming
Ralf Werner

A New Cone Programming Approach for Robust Portfolio Selection
Zhaosong Lu

Stochastic Programming

StAMPL: A Filtration-Oriented Modeling Tool for Stochastic Programming
Robert Fourer, Leo Lopes

Extending Algebraic Modelling Languages for Stochastic Programming
Christian Valente, Gautam Mitra, Mustapha Sadki, Robert Fourer


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