Optimization Online Digest — February 2009

Applications — OR and Management Sciences

New Convex Relaxations for Quadratic Asignment Problems
Xiaoxue Li, Hans Mittelmann, Jiming Peng

Modeling the Mobile Oil Recovery Problem as a Multiobjective Vehicle Routing Problem
Andréa Santos, Christophe Duhamel, Dario Aloise

High accuracy semidefinite programming bounds for kissing numbers
Hans D. Mittelmann, Frank Vallentin

On the Role of the Norm Constraint in Portfolio Selection
Jun-ya Gotoh, Akiko Takeda

Applications — Science and Engineering

High accuracy semidefinite programming bounds for kissing numbers
Hans D. Mittelmann, Frank Vallentin

Combinatorial Optimization

Relating max-cut problems and binary linear feasibility problems
Florian Jarre

Complementarity and Variational Inequalities

A New Relaxation Scheme for Mathematical Programs with Equilibrium Constraints
Sonja Veelken, Michael Ulbrich

Convex and Nonsmooth Optimization

An interior-point Lagrangian decomposition method for separable convex optimization
Ion Necoara, Johan Suykens

Application of a smoothing technique to decomposition in convex optimization
Ion Necoara, Johan Suykens

Equivalence of Convex Problem Geometry and Computational Complexity in the Separation Oracle Model
Robert Freund, Jorge Vera

Improved algorithms for convex minimization in relative scale
Peter Richtarik

A GSS method for oblique l_1 Procrustes problems
Claudio Bogani, Maria Grazia Gasparo, Alessandra Papini

Error bounds: necessary and sufficient conditions
Marian J. Fabian, Ren\'e Henrion, Alexander Y. Kruger, Ji\v{r}\'i V. Outrata

Global Optimization

TOWARDS THE GLOBAL SOLUTION OF THE MAXIMAL CORRELATION PROBLEM
LEIHONG ZHANG, LIZHI LIAO, LIMING SUN

Integer Programming

The master equality polyhedron with multiple rows
Sanjeeb Dash, Ricardo Fukasawa, Oktay Gunluk

Linear, Cone and Semidefinite Programming

User's Manual for SparseCoLO: Conversion Methods for Sparse Conic-form Linear Optimization Problems
K. Fujisawa, S. Kim, M. Kojima, Y. Okamoto, M. Yamashita

Numerical block diagonalization of matrix $*$-algebras with application to semidefinite programming
Etienne De Klerk, Cristian Dobre, Dmitrii V. Pasechnik

Nonlinear Optimization

Self-correcting geometry in model-based algorithms for derivative-free unconstrained optimization
Katya Scheinberg, Philippe L. Toint

The Integer Approximation Error in Mixed-Integer Optimal Control
Sebastian Sager, Hans Georg Bock, Moritz Diehl

An Interior-Point Algorithm for Large-Scale Nonlinear Optimization with Inexact Step Computations
Frank E Curtis, Olaf Schenk, Andreas Waechter

The Constant Rank Condition is a second order constraint qualification
Roberto Andreani, Carlos Eugenio Echagüe, María Laura Schuverdt

On solving trust-region and other regularised subproblems in optimization
Sue Dollar, Nick Gould, Daniel Robinson

An Active Set Strategy for Solving Optimization Problems with up to 200,000,000 Nonlinear Constraints
Klaus Schittkowski

An adaptive cubic regularisation algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity
Coralia Cartis, Nick Gould, Philippe Toint

Transformations enabling to construct limited-memory Broyden class methods
Jan Vlcek, Ladislav Luksan

Limited-memory projective variable metric methods for unconstrained minimization
Jan Vlcek, Ladislav Luksan

Computational experience with modified conjugate gradient methods for unconstrained optimization
Ladislav Luksan, Ctirad Matonoha, Jan Vlcek

Interior-point method for nonlinear programming with complementarity constraints
Ladislav Luksan, Ctirad Matonoha, Jan Vlcek

Robust Optimization

Primal and dual linear decision rules in stochastic and robust optimization
Daniel Kuhn, Wolfram Wiesemann, Angelos Georghiou

Other Topics

Decomposition of large-scale stochastic optimal control problems
Kengy Barty, Pierre Carpentier, Pierre Girardeau