Optimization Online Digest — December 2008
Applications — OR and Management Sciences
A parallel between two classes of pricing problems in transportation and economics
Géraldine Heilporn, Martine Labbé, Patrice Marcotte, Gilles Savard
Applications — Science and Engineering
Optimal structure of gas transmission trunklines
J. Frédéric Bonnans, Jean André
Hybrid MPI/OpenMP parallel support vector machine training
Kristian Woodsend, Jacek Gondzio
Combinatorial Optimization
Effective formulation reductions for the quadratic assignment problem
Huizhen Zhang, Cesar BeltranRoyo, Miguel Constantino
GRASP with pathrelinking for the generalized quadratic assignment problem
G.R. Mateus, M.G.C. Resende, R.M.A. Silva
A multipopulation genetic algorithm for a constrained twodimensional orthogonal packing problem
José F. Gonçalves, Mauricio G. C. Resende
Minimal Spanning Trees with Conflict Graphs
Andreas Darmann, Ulrich Pferschy, Joachim Schauer
Convex and Nonsmooth Optimization
Nonsmooth Optimization via BFGS
Adrian S. Lewis, Michael L. Overton
Behavior of BFGS with an Exact Line Search on Nonsmooth Examples
Adrian S. Lewis, Michael L. Overton
Approximate Level Method
Peter Richtarik
Global Optimization
Fast Algorithms for the generalized FoleySammon discriminant analysis
LeiHong Zhang, LiZhi Liao, Michael K. Ng
Infinite Dimensional Optimization
Optimal control of a parabolic equation with timedependent state constraints
J. Frédéric Bonnans, Pascal Jaisson
Integer Programming
Reformulations in Mathematical Programming: Symmetry
Leo Liberti
Linear, Cone and Semidefinite Programming
Counter Example to A Conjecture on Infeasible InteriorPoint Methods
G. Gu, C. Roos
Full NesterovTodd Step InteriorPoint Methods for Symmetric Optimization
G. Gu, M. Zangiabadi, C. Roos
Semidefinite Programming Approaches to Distance Geometry Problems
Pratik Biswas
Optimizing a PolyhedralSemidefinite Relaxation of Completely Positive Programs
Samuel Burer
Simultaneously solving seven optimization problems in relative scale
Peter Richtarik
Theta Bodies for Polynomial Ideals
João Gouveia, Pablo A. Parrilo, Rekha R. Thomas
Exploiting Sparsity in Linear and Nonlinear Matrix Inequalities via Positive Semidefinite Matrix Completion
Sunyoung Kim, Masakazu Kojima, Martin Mevissen, Makoto Yamashita
Network Optimization
Solving multiobjective network flow problems with an interior point method
Margarida Fonseca, José Rui Figureira, Mauricio G. C. Resende
OSPF Routing with Optimal Oblivious Performance Ratio Under Polyhedral Demand Uncertainty
Aysegul Altin, Pietro Belotti, Mustafa Pinar
Nonlinear Optimization
On a class of limited memory preconditioners for large scale linear systems with multiple righthand sides
Serge Gratton, Annick Sartenaer, jean Tshimanga Ilunga
A Sequential Quadratic Programming Algorithm with an Additional Equality Constrained Phase
Jose Luis Morales, Jorge Nocedal, Yuchen Wu
A second derivative SQP method: local convergence
Nicholas I. M. Gould, Daniel P. Robinson
A Line Search Exact Penalty Method Using Steering Rules
Richard Byrd, Gabriel LopezCalva, Jorge Nocedal
Robust Optimization
Short Sales in LogRobust Portfolio Management
Ban Kawas, Aurelie Thiele
Robust Portfolio Optimization with Derivative Insurance Guarantees
Steve Zymler, Berc Rustem, Daniel Kuhn
Stochastic Programming
Convergence of stochastic average approximation for stochastic optimization problems with mixed expectation and perscenario constraints
MIhai Anitescu, Birge John
On a time consistency concept in risk averse multistage stochastic programming
Alexander Shapiro
Other Topics
VERSIONS OF THE EKELAND VARIATIONAL PRINCIPLE FOR APPROXIMATE HENIG PROPER MINIMIZERS AND APPROXIMATE SUPER MINIMIZERS OF A SETVALUED MAP INVOLVING CODERIVATIVES
Xuan Duc Ha Truong
