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Optimization Online





 

Optimization Online Digest — November 2008

Applications — OR and Management Sciences

A Unified Approach for Cycle Service Levels
Miguel Lejeune

Optimization of Real Asset Portfolio using a Coherent Risk Measure: Application to Oil and Energy Industries
Sergio Bruno, Claudia Sagastizábal

Applications — Science and Engineering

Support vector machines with the ramp loss and the 0-1 loss
J.P. Brooks

Consideration of Gas Supply Contracts with Take-or-pay Clauses in the Brazilian Long-term Energy Planning
Leonardo A. M. Moraes, Claudia Sagastizábal, Maria Elvira P. Maceira

Sensitivity analysis of the optimal solutions to Huff-type competitive location and design problems
Boglárka Tóth, Frank Plastria, José Fernández, Blas Pelegrín

Generalized power method for sparse principal component analysis
Michel Journee, Yurii Nesterov, Peter Richtarik, Rodolphe Sepulchre

Combinatorial Optimization

Fibonacci Index and Stability Number of Graphs: a Polyhedral Study
V. Bruyčre, H. Mélot

Efficient high-precision dense matrix algebra on parallel architectures for nonlinear discrete optimization
John Gunnels, Jon Lee, Susan Margulies

Minimizing the sum of weighted completion times in a concurrent open shop
Monaldo Mastrolilli, Maurice Queyranne, Andreas S. Schulz, Ola Svensson, Nelson A. Uhan

Complementarity and Variational Inequalities

Proximal-like contraction methods for monotone variational inequalities in a unified framework
Bingsheng He, Li-Zhi Liao, Xiang Wang

Convex and Nonsmooth Optimization

A full-Newton step infeasible interior-point algorithm for linear programming based on a kernel function
Zhongyi Liu

Incremental-like Bundle Methods with Application to Energy Planning
Grégory Emiel, Claudia Sagastizábal

Fixed point and Bregman iterative methods for matrix rank minimization
Shiqian Ma, Donald Goldfarb, Lifeng Chen

Adaptive First-Order Methods for General Sparse Inverse Covariance Selection
Zhaosong Lu

A Randomized Cutting Plane Method with Probabilistic Geometric Convergence
Fabrizio Dabbene, Pavel S. Shcherbakov, Boris T. Polyak

Global Optimization

A genetic algorithm for a global optimization problem arising in the detection of gravitational waves
Daniela di Serafino, Susana Gomez, Leopoldo Milano, Filippo Riccio, Gerardo Toraldo

Global Optimization for the Design of Space Trajectories
Bernardetta Addis, Andrea Cassioli, Marco Locatelli, Fabio Schoen

Integer Programming

Cutting Plane Algorithms for 0-1 Programming Based on Cardinality Cuts
osman oguz

Convex Relaxations of Non-Convex Mixed Integer Quadratically Constrained Programs: Projected Formulations
Anureet Saxena, Pierre Bonami, Jon Lee

Reformulations and Algorithms for the Optimization of Switching Decisions in Nonlinear Optimal Control
Sebastian Sager

Network Optimization

Bidirectional A* Search on Time-Dependent Road Networks
Giacomo Nannicini, Daniel Delling, Dominik Schultes, Leo Liberti

Core Routing on Dynamic Time-Dependent Road Networks
Daniel Delling, Giacomo Nannicini

Nonlinear Optimization

Proximal Methods for Nonlinear Programming: Double Regularization and Inexact Subproblems
Jonathan Eckstein, Paulo J.S. Silva

Nonlinear Stepsize Control, Trust Regions and Regularizations for Unconstrained Optimization
Philippe Toint

Approximating Hessians in multilevel unconstrained optimization
Vincent Malmedy, Philippe L. Toint

A proximal method for composite minimization
A.S. Lewis, S.J. Wright

Robust Optimization

A Linear Storage-Retrieval Policy for Robust Warehouse Management
Marcus Ang, Yun Fong Lim, Melvyn Sim

Stochastic Programming

A Cutting Surface Method for Uncertain Linear Programs with Polyhedral Stochastic Dominance Constraints
Tito Homem-de-Mello, Sanjay Mehrotra

Optimal Scenario Tree Reduction for Stochastic Streamflows in Power Generation Planning Problems
W.L. Oliveira, C. Sagastizábal, D.D.J. Penna, M.E.P. Mceira, J.M. Damazio


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