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Optimization Online





 

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 Beltran-Royo, Miguel Constantino

GRASP with path-relinking for the generalized quadratic assignment problem
G.R. Mateus, M.G.C. Resende, R.M.A. Silva

A multi-population genetic algorithm for a constrained two-dimensional 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 Foley-Sammon discriminant analysis
Lei-Hong Zhang, Li-Zhi Liao, Michael K. Ng

Infinite Dimensional Optimization

Optimal control of a parabolic equation with time-dependent 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 Interior-Point Methods
G. Gu, C. Roos

Full Nesterov-Todd Step Interior-Point Methods for Symmetric Optimization
G. Gu, M. Zangiabadi, C. Roos

Semidefinite Programming Approaches to Distance Geometry Problems
Pratik Biswas

Optimizing a Polyhedral-Semidefinite 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 multi-objective 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 right-hand 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 Lopez-Calva, Jorge Nocedal

Robust Optimization

Short Sales in Log-Robust 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 per-scenario constraints
MIhai Anitescu, Birge John

On a time consistency concept in risk averse multi-stage stochastic programming
Alexander Shapiro

Other Topics

VERSIONS OF THE EKELAND VARIATIONAL PRINCIPLE FOR APPROXIMATE HENIG PROPER MINIMIZERS AND APPROXIMATE SUPER MINIMIZERS OF A SET-VALUED MAP INVOLVING CODERIVATIVES
Xuan Duc Ha Truong


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