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Optimization Online





 

Optimization Online Digest — July 2008

Applications — OR and Management Sciences

Closed-form solutions to static-arbitrage 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 L1-Minimization:
Yin Zhang

Combinatorial Optimization

Branch-and-Price for Large-Scale 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 semi-algebraic geometry and polynomial optimization
Jean B. Lasserre

An infeasible interior-point algorithm with full Nesterov-Todd step for second-order cone programming
Liu Zhongyi

Representation of nonnegative convex polynomials
Jean B. Lasserre

An Infeasible Interior-Point Algorithm with Full Nesterov-Todd Step for Semidefinite Programming
Zhongyi Liu

A Fast Algorithm for Edge-Preserving Variational Multichannel Image Restoration
Junfeng Yang, Wotao Yin, Yin Zhang, Yilun Wang

Iteration-complexity of first-order penalty methods
Guanghui Lan, Renato Monteiro

A Full-Nesterov-Todd-Step Primal-Dual Infeasible Interior-Point Algorithm for Second-Order Cone Optimization
M. Zangiabadi, C. Roos

Global Optimization

A stochastic algorithm for function minimization
SU DONGCAI, DONG JUNWEI, ZHENG ZUDUO

On Non-Convex Quadratic Programming with Box Constraints
Samuel Burer, Adam Letchford

Infinite Dimensional Optimization

Semi-infinite 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 Full-Newton step $O(n)$ Infeasible Interior-Point Algorithm for Semidefinite Optimization
Hossein Mansouri, Cornelis Roos

A new class of large neighborhood path-following 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 Interior-Point Algorithm with full-Newton Step for Linear Optimization
H. Mansouri, M. Zangiabadi, Y. Bai, C. Roos

Nonlinear Optimization

Numerical Experience with a Recursive Trust-Region Method for Multilevel Nonlinear Optimization
Serge Gratton, Melodie Mouffe, Annick Sartenaer, Philippe L Toint, Dimitri Tomanos

Group sparsity via linear-time 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
Jean-Paul Watson, Roger J.-B. Wets, David L. Woodruff

Multi-stage Stochastic Linear Programming: An Approach by Events
C. Beltran-Royo, L. F. Escudero, R. E. Rodriguez-Ravines


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