Optimization Online Digest — June 2009

Applications — Science and Engineering

Control problems with mixed constraints and application to an optimal investment problem
J. Frédéric Bonnans, Dan Tiba

On-Line Nonlinear Programming as a Generalized Equation
Victor M. Zavala, Mihai Anitescu

Reconstruction of CT Images from Parsimonious Angular Measurements via Compressed Sensing
Necdet Serhat Aybat, Amit Chakraborty

Combinatorial Optimization

Solving large p-median problems using a Lagrangean heuristic
Andréa Cynthia Santos

A Branch-and-Cut-and-Price Algorithm for Vertex-Biconnectivity Augmentation
Ivana Ljubic

Complementarity and Variational Inequalities

An inexact parallel splitting augmented Lagrangian method for large system of linear equations
Zheng Peng, BS Goh, DH Wu

Stability for solution of Differential Variational Inequalitiy
Jianxun Zhao

Convex and Nonsmooth Optimization

An Approximate Lagrange Multiplier Rule
Joydeep Dutta, Suvendu Pattanaik, Michel Thera

Rank-Sparsity Incoherence for Matrix Decomposition
Venkat Chandrasekaran, Sujay Sanghavi, Pablo A. Parrilo, Alan S. Willsky

Convergence of fixed point continuation algorithms for matrix rank minimization
Donald Goldfarb, Shiqian Ma

A First-Order Smoothed Penalty Method for Compressed Sensing
Necdet Serhat Aybat, Garud Iyengar

Trace Norm Regularization: Reformulations, Algorithms, and Multi-task Learning
Ting Kei Pong, Paul Tseng, Shuiwang Ji, Jieping Ye

About Stationarity and Regularity in Variational Analysis
Alexander Kruger

Global Optimization

An algorithmic framework for MINLP with separable non-convexity
Claudia D'Ambrosio, Jon Lee, Andreas Waechter

Integer Programming

Split Rank of Triangle and Quadrilateral Inequalities
Santanu Dey, Quentin Louveaux

On Solving Single-objective Fuzzy Integer Linear Fractional Programs
Omar Saad, Eman Abdelellah

Lifting Group Inequalities and an Application to Mixing Inequalities
Santanu Dey, Laurence Wolsey

Nonlinear Integer Programming
Raymond Hemmecke, Matthias Koeppe, Jon Lee, Robert Weismantel

Linear, Cone and Semidefinite Programming

Interior Proximal Algorithm with Variable Metric for Second-Order Cone Programming: Applications to Structural Optimization and Support Vector Machines
Felipe Alvarez, Julio López, Hector Ramírez

Approximating semidefinite packing problems
G. Iyengar, D. J. Phillips, C. Stein

Nonlinear Optimization

Starting-Point Strategies for an Infeasible Potential Reduction Method
Marco D'Apuzzo, Valentina De Simone, Daniela di Serafino

On Sequential Optimality Conditions
Roberto Andreani , Gabriel Haeser , José M. Martínez

A new bound on the multipliers given by Caratheodory's theorem and a result on the internal penalty method
Gabriel Haeser

Robust Optimization

A Hierarchy of Near-Optimal Policies for Multi-stage Adaptive Optimization
Dimitris Bertsimas, Dan Iancu, Pablo Parrilo

Stochastic Programming

A Hierarchy of Bounds for Stochastic Mixed-Integer Programs
Burhaneddin Sandikci, Nan Kong, Andrew Schaefer