Optimization Online


Optimization Online Digest — July 2009

Applications — OR and Management Sciences

The mesh adaptive direct search algorithm for periodic variables
Charles Audet, Sébastien Le Digabel

NOMAD: Nonsmooth Optimization with the MADS algorithm
Sébastien Le Digabel

On the Solution of Complementarity Problems Arising in American Options Pricing
L. Feng, V. Linetsky, J.L Morales, J. Nocedal

Applications — Science and Engineering

Band Gap Optimization of Two-Dimensional Photonic Crystals Using Semidefinite Programming and Subspace Methods
Han Men, Ngoc-Cuong Nguyen, Robert M. Freund, Pablo A. Parrilo, Jaume Peraire

"Block-Iterative and String-Averaging Projection Algorithms in Proton Computed Tomography Image Reconstruction"
Scott Penfold, Reinhard Schulte, Yair Censor, Vladimir Bashkirov, Scott McAllister, Keith Schubert, Anatoly Rozenfeld

Complementarity and Variational Inequalities

Uniform nonsingularity and complementarity problems over symmetric cones
Chek Beng Chua, Huiling Lin, Peng Yi

Convex and Nonsmooth Optimization

An Implementable Proximal Point Algorithmic Framework for Nuclear Norm Minimization
Yong-Jin Liu, Defeng Sun, Kim-Chuan Toh

"A Note on the Behavior of the Randomized Kaczmarz Algorithm of Strohmer and Vershynin"
Yair Censor, Gabor Herman, Ming Jiang

Composite Proximal Bundle Method
Claudia Sagastizabal

SINCO - a greedy coordinate ascent method for sparse inverse covariance selection problem
Katya Scheinberg, Irina Rish

Global Optimization

Machine Learning for Global Optimization
Andrea Cassioli, David Di Lorenzo, Marco Locatelli, Fabio Schoen, Marco Sciandrone

Integer Programming

Old Wine in a New Bottle: The MILP Road to MIQCP
Samuel Burer, Anureet Saxena

Basis Reduction, and the Complexity of Branch-and-Bound
Gabor Pataki, Mustafa Tural

Disjunctive cuts for non-convex MINLP
Pietro Belotti

Linear, Cone and Semidefinite Programming

The Farkas Lemma Revisited
S.S. Kutateladze

On the Accuracy of Uniform Polyhedral Approximations of the Copositive Cone
E. Alper Yildirim

Semidefinite programming and sums of hermitian squares of noncommutative polynomials
Igor Klep, Janez Povh

A new semidefinite programming hierarchy for cycles in binary matroids and cuts in graphs
Joăo Gouveia, Monique Laurent, Pablo A. Parrilo, Rekha Thomas

Facial reduction algorithms for conic optimization problems
Hayato Waki, Masakazu Muramatsu

SFSDP: a Sparse Version of Full SemiDefinite Programming Relaxation for Sensor Network Localization Problems
Sunyoung Kim, Masakazu Kojima, Hayato Waki, Makoto Yamashita

Nonlinear Optimization

A Combined Class of Self-Scaling and Modified Quasi-Newton Methods
Mehiddin Al-Baali, Humaid Khalfan

An Augmented Lagrangian Approach for Sparse Principal Component Analysis
Zhaosong Lu, Yong Zhang

"Seminorm-induced oblique projections for sparse nonlinear convex feasibility problems"
Alexander Segal, Yair Censor

"On String-Averaging for Sparse Problems and On the Split Common Fixed Point Problem"
Yair Censor, Alexander Segal

Robust Optimization

Robust Optimization Made Easy with ROME
Joel Goh, Melvyn Sim

Stochastic Programming

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

Sample Average Approximation for Stochastic Dominance Constrained Programs
Jian Hu, Tito Homem-de-Mello , Sanjay Mehrotra

  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository


Coordinator's Board
Classification Scheme
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Programming Society