Optimization Online Digest — March 2008
Applications — OR and Management Sciences
An improved Benders decomposition applied to a multilayer 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 HoltWinters Approach
Gokhan Metan, Aurelie Thiele
An exact algorithm for solving the ring star problem
Safia KedadSidhoum, Viet Hung Nguyen
Combinatorial Optimization
The twostage 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 semiinfinite programming
Filiz Gurtuna
Integer Programming
Water Network Design by MINLP
Cristiana Bragalli, Claudia D'Ambrosio, Jon Lee, Andrea Lodi, Paolo Toth
Disjunctive Cuts for NonConvex 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 MixedInteger 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 NewtonCG Augmented Lagrangian Method for Semidefinite Programming
Xinyuan Zhao, Defeng Sun, KimChuan Toh
Network Optimization
An Efficient Algorithm for Computing Robust Minimum Capacity st Cuts
Doug Altner
Nonlinear Optimization
On mutual impact of numerical linear algebra and largescale optimization with focus on interior point methods
Marco D'Apuzzo, Valentina De Simone, Daniela di Serafino
On the Geometry Phase in ModelBased Algorithms for DerivativeFree Optimization
Giovanni Fasano, Jose Luis Morales, Jorge Nocedal
A subspace minimization method for the trustregion step
Jennifer B. Erway, Philip E. Gill
Constraint propagation on quadratic constraints
Ferenc Domes, Neumaier Arnold
Concave programming for minimizing the zeronorm over polyhedral sets
Francesco Rinaldi, Fabio Schoen, Marco Sciandrone
Robust Optimization
CuttingSet Methods for Robust Convex Optimization with Pessimizing Oracles
Almir Mutapcic, Stephen Boyd
Stochastic Programming
An informationbased approximation scheme for stochastic optimization problems in continuous time
Daniel Kuhn
Epiconvergent 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 FirstPrice Auctions
Giuseppe Lopomo, Leslie Marx, Peng Sun
