

Optimization Online Digest — July 2008
Applications — OR and Management Sciences
Closedform solutions to staticarbitrage upper bounds on basket options
Javier Pena, Juan Vera, Luis Zuluaga
Applications — Science and Engineering
On fast integration to steady state and earlier times
Uri Ascher, Kees van den Doel, Hui Huang, Benar Svaiter
On Theory of Compressive Sensing via L1Minimization:
Yin Zhang
Combinatorial Optimization
BranchandPrice for LargeScale Capacitated Hub Location Problems with Single Assignment
Ivan Contreras, Juan A. Díaz, Elena Fernández
GRASP: Advances and applications
Mauricio G. C. Resende, Celso C. Ribeiro
GRASP
Mauricio G. C. Resende, Celso C. Ribeiro
GRASP: Basic components and enhancements
Paola Festa, Mauricio G. C. Resende
Hybrid GRASP heuristics
Paola Festa, Mauricio G. C. Resende
Further results on knapsack tightening with guaranteed bounds
Daniel Bienstock, Benjamin McClosky
Nonlinear optimization for matroid intersection and extensions
Yael Berstein, Jon Lee, Shmuel Onn, Robert Weismantel
Convex and Nonsmooth Optimization
Convexity in semialgebraic geometry and polynomial optimization
Jean B. Lasserre
An infeasible interiorpoint algorithm with full NesterovTodd step for secondorder cone programming
Liu Zhongyi
Representation of nonnegative convex polynomials
Jean B. Lasserre
An Infeasible InteriorPoint Algorithm with Full NesterovTodd Step for Semidefinite Programming
Zhongyi Liu
A Fast Algorithm for EdgePreserving Variational Multichannel Image Restoration
Junfeng Yang, Wotao Yin, Yin Zhang, Yilun Wang
Iterationcomplexity of firstorder penalty methods
Guanghui Lan, Renato Monteiro
A FullNesterovToddStep PrimalDual Infeasible InteriorPoint Algorithm for SecondOrder Cone Optimization
M. Zangiabadi, C. Roos
Global Optimization
A stochastic algorithm for function minimization
SU DONGCAI, DONG JUNWEI, ZHENG ZUDUO
On NonConvex Quadratic Programming with Box Constraints
Samuel Burer, Adam Letchford
Infinite Dimensional Optimization
Semiinfinite programming, duality, discretization and optimality conditions
Alexander Shapiro
Integer Programming
Extended Formulations for Packing and Partitioning Orbitopes
Yuri Faenza, Volker Kaibel Kaibel
The Submodular Knapsack Polytope
Alper Atamturk, Vishnu Narayanan
Branching proofs of infeasibility in low density subset sum problems
Gabor Pataki, Mustafa Tural
Linear, Cone and Semidefinite Programming
A New FullNewton step $O(n)$ Infeasible InteriorPoint Algorithm for Semidefinite Optimization
Hossein Mansouri, Cornelis Roos
A new class of large neighborhood pathfollowing interior point algorithms for semidefinite optimization with $O(\sqrt{n}\log{\frac{{\rm Tr}(X^0S^0)}{\epsilon}})$ iteration complexity
Yang Li, Tamas Terlaky
An Infeasible InteriorPoint Algorithm with fullNewton Step for Linear Optimization
H. Mansouri, M. Zangiabadi, Y. Bai, C. Roos
Nonlinear Optimization
Numerical Experience with a Recursive TrustRegion Method for Multilevel Nonlinear Optimization
Serge Gratton, Melodie Mouffe, Annick Sartenaer, Philippe L Toint, Dimitri Tomanos
Group sparsity via lineartime projection
Ewout van den Berg, Mark Schmidt, Michael P. Friedlander, Kevin Murphy
Robust Optimization
Asymmetry and Ambiguity in Newsvendor Models
Karthik Natarajan, Melvyn Sim, Joline Uichanco
Stochastic Programming
Scalable Heuristics for Stochastic Programming with Scenario Selection
JeanPaul Watson, Roger J.B. Wets, David L. Woodruff
Multistage Stochastic Linear Programming: An Approach by Events
C. BeltranRoyo, L. F. Escudero, R. E. RodriguezRavines
