Optimization Online Digest — May 2009
Applications — OR and Management Sciences
A VaR BlackLitterman Model for the Construction of Absolute Return FundofFunds
Miguel Lejeune
Applications — Science and Engineering
The L1norm bestfit hyperplane problem
J.P. Brooks, J.H. Dula
Fast Generation of Potentials for SelfAssembly of Particles
Philip du Toit, Katalin Grubits, Jerrold Marsden, Sorin Costiner
Combinatorial Optimization
Graph Realizations Associated with Minimizing the Maximum Eigenvalue of the Laplacian
Frank Göring, Christoph Helmberg, Susanna Reiss
Convex and Nonsmooth Optimization
Continuity of setvalued maps revisited in the light of tame geometry
Aris Daniilidis, C.H. Jeffrey Pang
Iterationcomplexity of firstorder augmented Lagrangian methods for convex programming
Guanghui Lan, Renato D.C. Monteiro
Cutting Plane Methods and Subgradient Methods
John E. Mitchell
Eigenvalue techniques for proving bounds for convex objective, nonconvex programs
Daniel Bienstock
Analysis and Generalizations of the Linearized Bregman Method
Wotao Yin
Global Optimization
On convex relaxations of quadrilinear terms
Sonia Cafieri, Jon Lee, Leo Liberti
Integer Programming
Constrained Infinite Group Relaxations of MIPs
Santanu Dey, Laurence Wolsey
Strengthening latticefree cuts using nonnegativity
Ricardo Fukasawa, Oktay Gunluk
Valid inequalities and BranchandCut for the Clique Pricing Problem
Géraldine Heilporn, Martine Labbé, Patrice Marcotte, Gilles Savard
Linear, Cone and Semidefinite Programming
A Numerical Algorithm for BlockDiagonal Decomposition of Matrix *Algebras, Part II: General Algorithm
Takanori Maehara, Kazuo Murota
Explicit Sensor Network Localization using Semidefinite Representations and Clique Reductions
Nathan Krislock, Henry Wolkowicz
Covariance regularization in inverse space
Genta Ueno, Takashi Tsuchiya
Stochastic Programming
Stochastic Nash Equilibrium Problems: Sample Average Approximation and Applications
Huifu Xu, Zhang Dali
Other Topics
An Inexact PPABased Alternating Directions Method For Finding Nash Bargaining Solution of Alternating Offers
Zheng Peng
