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Optimization Online





 

Optimization Online Digest — March 2007

Applications — OR and Management Sciences

E-model for Transportation Problem of Linear Stochastic Fractional Programming
V Charles

Competitive location under time-varying demand
Emilio Carrizosa, José F. Gordillo, Dolores R. Santos-Peñate

Recruiting Suppliers for Reverse Production Systems: an MDP Heuristics Approach
Wuthichai Wongthatsanekorn, Matthew Realff, Jane Ammons

Pricing A Class of Multiasset Options using Information on Smaller Subsets of Assets
Karthik Natarajan

REVERSE-ENGINEERING COUNTRY RISK RATINGS: COMBINATORIAL NON-RECURSIVE MODEL
Peter L. Hammer, Alexander Kogan, Miguel A. Lejeune

An estimation-free, robust CVaR portfolio allocation model
Carlos Jabbour, Javier F. Pena, Juan C. Vera, Luis F. Zuluaga

Efficiency of Maximum Likelihood Estimators under Different Censored Sampling Schemes for Rayleigh Distribution
Abd-Elfattah A.M., Amal S. Hassan, Ziedan D. M.

Applications — Science and Engineering

Optimization of forming load and variables in deep drawing process for automotive cup using Genetic Algorithm
Ganesh Kakandikar, Vilas Nandedkar

A strengthened formulation for the open pit mine production scheduling problem
Natashia Boland, Christopher Fricke, Gary Froyland

Combinatorial Optimization

Hyperplane Arrangements with Large Average Diameter
Antoine Deza, Feng Xie

Complementarity and Variational Inequalities

On the Global Solution of Linear Programs with Linear Complementarity Constraints
Jing Hu, John E. Mitchell, Jong-Shi Pang, Kristin P. Bennett, Gautam Kunapuli

Using exact penalties to derive a new equation reformulation of KKT systems associated to variational inequalities
Thiago A. de André, Paulo J. S. Silva

The Variational Inequality Approach for Solving Spatial Auction Problems with Joint Constraints
Igor Konnov

Convex and Nonsmooth Optimization

One Class Nonsmooth Dyscrete Step Control Problem
Shahlar Maharramov

Approximate Primal Solutions and Rate Analysis in Dual Subgradient Methods
Angelia Nedich, Asuman Ozdaglar

An Augmented Primal-Dual Method for Linear Conic Programs
Florian Jarre, Franz Rendl

Global Optimization

Jamming communication networks under complete uncertainty
Clayton W. Commander, Panos M. Pardalos, Valeriy Ryabchenko, Oleg Shylo, Stan Uryasev, Grigoriy Zrazhevsky

Integer Programming

MIR Closures of Polyhedral Sets
Sanjeeb Dash, Oktay Gunluk, Andrea Lodi

MINLP Strengthening for Separable Convex Quadratic Transportation-Cost UFL
Oktay Gunluk, Jon Lee, Robert Weismantel

A Persistency Model and Its Applications in Choice Modeling
Karthik Natarajan, Song Miao, Teo Chung-Piaw

Linear, Cone and Semidefinite Programming

Nested Pricing in the Simplex Algorithm
Ping-Qi Pan

An EP theorem for dual linear complementarity problem
Illés Tibor , Marianna Nagy, Tamás Terlaky

Nonlinear Optimization

On large scale unconstrained optimization problems and higher order methods
GEIR GUNDERSEN, TROND STEIHAUG

Survey of Derivative Free Optimization Methods based on Interpolation
Bulent Karasozen

Derivative Free Optimization Methods for Optimizing Stirrer Configurations
Bulent Karasozen, Omur Ugur, Michael Schaefer, Kerim Yapici

A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties
Xinwei Liu, Yaxiang Yuan

Optimization Software and Modeling Systems

LIBOPT - An environment for testing solvers on heterogeneous collections of problems
J. Charles Gilbert, Xavier Jonsson

Stochastic Programming

A Short Note on the Probabilistic Set Covering Problem
Anureet Saxena

Other Topics

A novel elitist multiobjective optimization algorithm: multiobjective extremal optimization
Min-Rong Chen, Yong-Zai Lu

A new method for solving linear fractional programming problems
said tantawy


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