Optimization Online Digest — April 2009

Applications — OR and Management Sciences

Optimal placement of communications relay nodes
Oleg Burdakov, Patrick Doherty, Kaj Holmberg, Per-Magnus Olsson

Option - Alloction funds- Transaction costs
Nader Trabelsi

Applications — Science and Engineering

An Improved Algorithm for the Solution of the Entire Regulation Path of Support Vector Machine
C.J. Ong, Shiyun Shao, Jianbo Yang

Compressed Sensing with Quantized Measurements
Argyrios Zymnis, Stephen Boyd, Emmanuel Candes

Complementarity and Variational Inequalities

A continuation method for nonlinear complementarity problems over symmetric cone
Chek Beng Chua, Peng Yi

Homogeneous Cone Complementarity Problems and $P$ Properties
Lingchen Kong, Levent Tuncel, Naihua Xiu

Convex and Nonsmooth Optimization

A Linearly Convergent Linear-Time First-Order Algorithm for Support Vector Classification with a Core Set Result
Piyush Kumar, E. Alper Yildirim

A Modified Frank-Wolfe Algorithm for Computing Minimum-Area Enclosing Ellipsoidal Cylinders: Theory and Algorithms
S. Damla Ahipasaoglu, Michael J. Todd

NESTA: A Fast and Accurate First-order Method for Sparse Recovery
Stephen Becker, Jerome Bobin, Emmanuel Candes

Global Optimization

Continuous GRASP with a local active-set method for bound-constrained global optimization
Ernest G. Birgin, Erico M. Gozzi, Mauricio G. C. Resende, Ricardo M. A. Silva

Linear, Cone and Semidefinite Programming

Row by row methods for semidefinite programming
Zaiwen Wen, Donald Goldfarb, Shiqian Ma, Katya Scheinberg

Nonlinear Optimization

TRESNEI, a Matlab trust-region solver for systems of nonlinear equalities and inequalities
Benedetta Morini, Margherita Porcelli

A Derivative-Free Algorithm for the Least-square minimization
Hongchao Zhang, Andrew Conn, Katya Scheinberg

Switching stepsize strategies for PDIP
George Tzallas-Regas, Berc Rustem

Robust Optimization

Distributionally Robust Optimization and its Tractable Approximations
Joel Goh, Melvyn Sim

Stochastic Programming

Convergence Rate of Stochastic Gradient Search in the Case of Multiple and Non-Isolated Minima
Vladislav B. Tadic