Optimization Online


Optimization Online Digest — April 2008

Applications — OR and Management Sciences

Geometric Rounding: A Dependent Rounding Scheme for Allocation Problems
Dongdong Ge, Simai He, Yinyu Ye, Zizhuo Wang, Shuzhong Zhang

Parallel Space Decomposition of the Mesh Adaptive Direct Search algorithm
Charles Audet, John E. Dennis, Jr., Sebastien Le Digabel

OrthoMADS: A deterministic MADS instance with orthogonal directions
Mark A. Abramson, Charles Audet, John E. Dennis, Jr., Sebastien Le Digabel

Transfer Pricing in a Global Supply Chain
Sylvain Perron, Pierre Hansen, Sebastien Le Digabel, Nenad Nenad Mladenovic

Passenger Name Record Data Mining Based Cancellation Forecasting for Revenue Management
Dolores Romero Morales, Jingbo Wang

On-line Service Scheduling
Zhenbo Wang, Wenxun Xing, Bo Chen

Iterative Estimation Maximization for Stochastic Linear and Convex Programs with Conditional-Value-at-Risk Constraints
Pu Huang, Dharmashankar Subramanian

Miguel A. Lejeune, Nevena Yakova

Applications — Science and Engineering

General algorithmic frameworks for online problems
Yair Censor, Simeon Reich, Alexander Zaslavski

Dimensionality Reduction for Classification - Comparison of Techniques and Dimension Choice
Frank Plastria, Steven De Bruyne, Emilio Carrizosa

Combinatorial Optimization

A Hybrid Relax-and-Cut/Branch-and-Cut Algorithm for the Degree-Constrained Minimum Spanning Tree Problem
Alexandre Salles da Cunha, Abilio Lucena

Metaheuristic hybridization with GRASP
Mauricio G. C. Resende

Copositive programming motivated bounds on the stability and the chromatic numbers
Igor Dukanovic, Franz Rendl

Convex and Nonsmooth Optimization

Smoothing techniques for computing Nash equilibria of sequential games
Samid Hoda, Andrew Gilpin, Javier Pena

First-order algorithm with $O(ln(1/\epsilon))$ convergence for $\epsilon$-equilibrium in two-person zero-sum games
Andrew Gilpin, Javier Pena, Tuomas Sandholm

On the behavior of subgradient projections methods for convex feasibility problems in Euclidean spaces
Dan Butnariu, Yair Censor, Pini Gurfil, Ethan Hadar

A Coordinate Gradient Descent Method for L_1-regularized Convex Minimization
Sangwoon Yun, Kim-Chuan Toh

Global Optimization

A new method for Value-at-Risk constrained optimization using the Difference of Convex Algorithm (DCA)
David Wozabal

Integer Programming

Maximizing a Class of Submodular Utility Functions
Shabbir Ahmed, Alper Atamturk

On sublattice determinants in reduced bases
Gabor Pataki, Mustafa Tural

Nonlinear Optimization

Accelerated line-search and trust-region methods
P.-A. Absil, K. A. Gallivan

A Primal-Dual Augmented Lagrangian
Philip E. Gill, Daniel P. Robinson

Automatically Assessing the Performance of an Optimization-Based Multigrid Method
Stephen G. Nash, Robert Michael Lewis

Stochastic Programming

Large Deviations of Vector-valued Martingales in 2-Smooth Normed Spaces
Anatoli Juditsky, Arkadi Nemirovski

Other Topics

Parimutuel Betting on Permutations
Shipra Agrawal, Zizhuo Wang, Yinyu Ye

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