Optimization Online Digest — May 2009

Applications — OR and Management Sciences

A VaR Black-Litterman Model for the Construction of Absolute Return Fund-of-Funds
Miguel Lejeune

Applications — Science and Engineering

The L1-norm best-fit hyperplane problem
J.P. Brooks, J.H. Dula

Fast Generation of Potentials for Self-Assembly 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 set-valued maps revisited in the light of tame geometry
Aris Daniilidis, C.H. Jeffrey Pang

Iteration-complexity of first-order 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 lattice-free cuts using non-negativity
Ricardo Fukasawa, Oktay Gunluk

Valid inequalities and Branch-and-Cut for the Clique Pricing Problem
Géraldine Heilporn, Martine Labbé, Patrice Marcotte, Gilles Savard

Linear, Cone and Semidefinite Programming

A Numerical Algorithm for Block-Diagonal 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 PPA-Based Alternating Directions Method For Finding Nash Bargaining Solution of Alternating Offers
Zheng Peng