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Optimization Online





 

Optimization Online Digest — January 2009

Applications — OR and Management Sciences

Asset-Liability Management Modelling with Risk Control by Stochastic Dominance
Xi Yang, Jacek Gondzio, Andreas Grothey

Applications — Science and Engineering

On the Optimal On-Line Management of Photovoltaic-Hydrogen Hybrid Energy Systems
Victor Zavala, Mihai Anitescu, Theodore Krause

Free Material Optimization with Fundamental Eigenfrequency Constraints.
Michael Stingl, Michal Kocvara, Guenter Leugering

A Fast Moving Horizon Estimation Algorithm Based on Nonlinear Programming Sensitivity
Victor M Zavala, Carl D Laird, Lorenz T Biegler

Convex and Nonsmooth Optimization

Fejer processes with diminishing disturbances and decomposition of constrained nondifferentiable optimization problems
Evgeni A. Nurminski

Identifying Activity
Adrian S. Lewis, Stephen J. Wright

Generic identifiability and second-order sufficiency in tame convex optimization
Jerome Bolte, Aris Daniilidis, Adrian S. Lewis

Nuclear norm minimization for the planted clique and biclique problems
Brendan Ames, Stephen Vavasis

Integer Programming

The replacement problem: A polyhedral and complexity analysis
Torgny Almgren, Niclas Andreasson, Michael Patriksson, Ann-Brith Strömberg, Adam Wojciechowski

Linear, Cone and Semidefinite Programming

A Nonstandard Simplex Algorithm for Linear Programming
Ping-Qi Pan

Nonlinear Optimization

An interior point algorithm for nonlinear minimax problems
Enitan Obasanjo, George Tzallas-Regas, Berc Rustem

The Advanced Step NMPC Controller: Optimality, Stability and Robustness
Victor M Zavala, Lorenz T Biegler

Stochastic Programming

Risk-averse adaptive strategies for large-scale multistage stochastic linear programming
Vincent Guigues, Claudia Sagastizábal

Other Topics

Optimality conditions for several type of efficient solutions of set-valued optimization problems
Xuan Duc Ha Truong

A Logarithmic-Quadratic Proximal Point Scalarization Method for Multiobjective Programming
Ronaldo Gregório, P R Oliveira


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