Optimization Online


Optimization Online Digest — December 2007

Applications — OR and Management Sciences

What Shape is your Conjugate? A Survey of Computational Convex Analysis and its Applications
Yves Lucet

Applications — Science and Engineering

Intensity based Three-Dimensional Reconstruction with Nonlinear Optimization
C. Hopfgartner, M. Gugat, G. Leugering, J. Hornegger

Complementarity and Variational Inequalities

Fischer-Burmeister Complementarity Function on Euclidean Jordan Algebras
Lingchen Kong, Levent Tun¸cel, Naihua Xiu

Convex and Nonsmooth Optimization

Nonsmooth Optimization for Production Theory
Yoshihiro Tanaka

Global Optimization

A Level-Value Estimation Algorithm and Its Stochastic Implementation for Global Optimization
Peng Zheng

Approximability results for Linear Multiplicative Programming
Daniele Depetrini, Marco Locatelli

Integer Programming

Parallel Approximation, and Integer Programming Reformulation
Gabor Pataki, Mustafa Tural

Linear, Cone and Semidefinite Programming

On semidefinite programming relaxations of the traveling salesman problem
Etienne De Klerk, Dmitrii V. Pasechnik, Renata Sotirov

Block-diagonal semidefinite programming hierarchies for 0/1 programming
N. Gvozdenovic, M. Laurent, F. Vallentin

An Information Geometric Approach to Polynomial-time Interior-point Algorithms: Complexity Bound via Curvature Integral
Ohara Atsumi, Takashi Tsuchiya

Limiting behavior and analyticity of weighted central paths in semidefinite programming
Maria Trnovska, Margareta Halicka

Nonlinear Optimization

LANCELOt_simple, a simple interface to LANCELOT B
Nick Gould, Dominique Orban, Philippe Toint

Optimization Software and Modeling Systems

LIBOPT - An environment for testing solvers on heterogeneous collections of problems - The manual, version 2.0
J. Charles Gilbert, Xavier Jonsson

Robust Optimization

A Log-Robust Optimization Approach to Portfolio Management
Ban Kawas, Aurelie Thiele

Stochastic Programming

Sample Complexity of Smooth Stochastic Optimization
Benjamin Armbruster

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