Optimization Online Digest — March 2008

Applications — OR and Management Sciences

An improved Benders decomposition applied to a multi-layer network design problem
B. Fortz, M. Poss

Tractable Robust Expected Utility and Risk Models for Portfolio Optimization
Karthik Natarajan, Melvyn Sim, Joline Uichanco

Integrated Forecasting and Inventory Control for Seasonal Demand: a Comparison with the Holt-Winters Approach
Gokhan Metan, Aurelie Thiele

An exact algorithm for solving the ring star problem
Safia Kedad-Sidhoum, Viet Hung Nguyen

Combinatorial Optimization

The two-stage recombination operator and its application to the multiobjective 0/1 knapsack problem: a comparative study
B. AGHEZZAF, M. NAIMI

Complementarity and Variational Inequalities

On a class of superlinearly convergent polynomial time interior point methods for sufficient LCP
Florian A. Potra, Josef Stoer

Infinite Dimensional Optimization

Duality of ellipsoidal approximations via semi-infinite programming
Filiz Gurtuna

Integer Programming

Water Network Design by MINLP
Cristiana Bragalli, Claudia D'Ambrosio, Jon Lee, Andrea Lodi, Paolo Toth

Disjunctive Cuts for Non-Convex Mixed Integer Quadratically Constrained Programs
Anureet Saxena, Pierre Bonami, Jon Lee

A Polyhedral Approach to the Single Row Facility Layout Problem
Adam Letchford, Andre Amaral

The Value Function of a Mixed-Integer Linear Program with a Single Constraint
Menal Guzelsoy, Ted Ralphs

Linear, Cone and Semidefinite Programming

Homogeneous algorithms for monotone complementarity problems over symmetric cones
Yoshise Akiko

Parallel implementation of a semidefinite programming solver based on CSDP on a distributed memory cluster
Ivan D. Ivanov, Etienne De Klerk

A Newton-CG Augmented Lagrangian Method for Semidefinite Programming
Xinyuan Zhao, Defeng Sun, Kim-Chuan Toh

Network Optimization

An Efficient Algorithm for Computing Robust Minimum Capacity s-t Cuts
Doug Altner

Nonlinear Optimization

On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods
Marco D'Apuzzo, Valentina De Simone, Daniela di Serafino

On the Geometry Phase in Model-Based Algorithms for Derivative-Free Optimization
Giovanni Fasano, Jose Luis Morales, Jorge Nocedal

A subspace minimization method for the trust-region step
Jennifer B. Erway, Philip E. Gill

Constraint propagation on quadratic constraints
Ferenc Domes, Neumaier Arnold

Concave programming for minimizing the zero-norm over polyhedral sets
Francesco Rinaldi, Fabio Schoen, Marco Sciandrone

Robust Optimization

Cutting-Set Methods for Robust Convex Optimization with Pessimizing Oracles
Almir Mutapcic, Stephen Boyd

Stochastic Programming

An information-based approximation scheme for stochastic optimization problems in continuous time
Daniel Kuhn

Epi-convergent Scenario Generation Method for Stochastic Problems via Sparse Grid
Michael Chen, Sanjay Mehrotra

Other Topics

Information Relaxations and Duality in Stochastic Dynamic Programs
David B. Brown, James E. Smith, Peng Sun

Linear Programming for Mechanism Design: An Application to Bidder Collusion at First-Price Auctions
Giuseppe Lopomo, Leslie Marx, Peng Sun