Optimization Online Digest — February 2007

Applications — OR and Management Sciences

Probabilistic Choice Models for Product Pricing using Reservation Prices
Romy Shioda, Levent Tuncel, B Hui

The wireless network jamming problem
Clayton W. Commander, Panos M. Pardalos, Valeriy Ryabchenko, Stan Uryasev, Grigoriy Zrazhevsky

Reverse-Engineering Banks' Financial Strength Ratings Using Logical Analysis of Data
Peter L. Hammer, Alexander Kogan, Miguel A. Lejeune

Applications — Science and Engineering

Measures with zeros in the inverse of their moment matrix
J.W. Helton, J.B. Lasserre, M. Putinar

Efficient Formulations for the Multi-Floor Facility Layout Problem with Elevators
Marc Goetschalckx, Takashi Irohara

Combinatorial Optimization

Polynomial time algorithms to approximate mixed volumes within a simply exponential factor
Leonid Gurvits

Inverse Bottleneck Optimization Problems under Weighted Hamming Distance
Xiucui Guan, Jianzhong Zhang

Simple Explicit Formula for Counting Lattice Points of Polyhedra
J.B. Lasserre, E.S. Zeron

Improving Benders Decomposition Using a Genetic Algorithm
Chandra Poojari, John Beasley

The operator $\Psi$ for the Chromatic Number of a Graph
Nebojsa Gvozdenovic, Monique Laurent

Computing the $\psi$ and $\Psi$ semidefinite programming bounds for the chromatic number
Nebojsa Gvozdenovic, Monique Laurent

Convex and Nonsmooth Optimization

Optimal data fitting: a moment approach
Dimitris Bertsimas, Xuan Vinh Doan, Jean Lasserre

Multivariate exponential integral approximations: a moment approach
Dimitris Bertsimas, Xuan Vinh Doan, Jean Lasserre

Separation of convex polyhedral sets with uncertain data
Milan Hladik

Global Optimization

Computable representations for convex hulls of low-dimensional quadratic forms
Kurt Anstreicher, Samuel Burer

Sufficient Conditions for a Real Polynomial to be a Sum of Squares
J.B. Lasserre

Integer Programming

Lattice based extended formulations for integer linear equality systems
Karen Aardal, Laurence A. Wolsey

Solving the uncapacitated facility location problem with semi-Lagrangian relaxation
C. Beltran-Royo, J.-Ph. Vial, A. Alonso-Ayuso

A Lifted Linear Programming Branch-and-Bound Algorithm for Mixed Integer Conic Quadratic Programs
Juan Pablo Vielma, Shabbir Ahmed, George L. Nemhauser

On a Generalization of the Master Cyclic Group Polyhedron
Sanjeeb Dash , Ricardo Fukasawa, Oktay Gunluk

Linear, Cone and Semidefinite Programming

Mehrotra-type predictor-corrector algorithms revisited
Maziar Salahi, Tamas Terlaky

Self-Concordant Barriers for Convex Approximations of Structured Convex Sets
Levent Tuncel, A. Nemirovski

Nonlinear Optimization

Data Assimilation in Weather Forecasting: A Case Study in PDE-Constrained Optimization
M. Fisher, J. Nocedal, Y. Tremolet, S.J. Wright

A conic duality Frank--Wolfe type theorem via exact penalization in quadratic optimization
Werner Schachinger, Immanuel M. Bomze

Robust Optimization

Experiments in Robust Portfolio Optimization
Daniel Bienstock

Stochastic Programming

A Stochastic Algorithm for Engineering Optimization Problems
Thong Nguyen Huu, Hao Tran Van

MIP Reformulations of the Probabilistic Set Covering Problem
Anureet Saxena, Vineet Goyal, Miguel A. Lejeune

An Exact Solution Approach for Portfolio Optimization Problems under Stochastic and Integer Constraints
Pierre Bonami, Miguel A. Lejeune

Other Topics

Multi-objective branch-and-bound. Application to the bi-objective spanning tree problem.
Francis Sourd, Olivier Spanjaard