Optimization Online Digest — August 2009

Applications — OR and Management Sciences

Stochastic Sequencing and Scheduling of an Operating Room
Camilo Mancilla, Robert H. Storer

Applications — Science and Engineering

Transmission Expansion Planning with Re-design
Luciano S. Moulin, Michael Poss, Claudia Sagastizábal

Prediction of the binding affinities of peptides to class II MHC using a regularized thermodynamic model
Andrew J. Bordner, Hans D. Mittelmann

Code verification by static analysis: a mathematical programming approach
Jeremy Leconte, Stephane Le Roux, Leo Liberti, Fabrizio Marinelli

Compressed Sensing: How sharp is the RIP?
Jeffrey Blanchard, Coralia Cartis, Jared Tanner

Phase Transitions for Greedy Sparse Approximation Algorithms
Jeffrey Blanchard, Coralia Cartis, Jared Tanner, Andrew Thompson

Combinatorial Optimization

GRASP with path relinking heuristics for the antibandwidth problem
Abraham Duarte, Rafael Martí, Mauricio G. C. Resende, Ricardo M. A. Silva

Trioid: A generalization of matroid and the associated polytope
Santosh Kabadi, Abraham Punnen

Convex and Nonsmooth Optimization

Estimate sequence methods: extensions and approximations
Michel Baes

Stability of error bounds for semi-infinite convex constraint systems
Huynh Van Ngai, Alexander Y. Kruger, Michel Th\'era

Global Optimization

Standard Bi-Quadratic Optimization Problems and Unconstrained Polynomial Reformulations
Immanuel M. Bomze, Chen Ling, Liqun Qi, Xinzhen Zhang

Integer Programming

MIXED ZERO-ONE LINEAR PROGRAMS UNDER OBJECTIVE UNCERTAINTY: A COMPLETELY POSITIVE REPRESENTATION
Karthik Natarajan, Teo Chung-Piaw, Zheng Zhichao

A note on Burer's copositive representation of mixed-binary QPs
Immanuel Bomze, Florian Jarre

On the connection of the Sherali-Adams closure and border bases
Sebastian Pokutta, Andreas S. Schulz

A new LP algorithm for precedence constrained production scheduling
Daniel Bienstock, Mark Zuckerberg

Finite Disjunctive Programming Characterizations for General Mixed-Integer Linear Programs
Binyuan Chen, Simge Kucukyavuz, Suvrajeet Sen

Linear, Cone and Semidefinite Programming

On the computational complexity of gap-free duals for semidefinite programming
Imre Pólik, Tamás Terlaky

Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming
Hiroshi Yamashita, Hiroshi Yabe

Alternating Direction Augmented Lagrangian Methods for semidefinite programming
Zaiwen Wen, Donald Goldfarb, Wotao Yin

Curve Search, Part II: Convex Quadratic Program
Yaguang Yang

Arc-Search Path-Following Interior-Point Algorithms for Linear Programming
Yaguang Yang

Building a completely positive factorization
Immanuel Bomze

Nonlinear Optimization

Quasi-Newton methods on Grassmannians and multilinear approximations of tensors
Berkant Savas, Lek-Heng Lim

All roads lead to Newton: Feasible second-order methods for equality-constrained optimization
P.-A. Absil, Jochen Trumpf, Robert Mahony, Ben Andrews

Robust Optimization

Worst-Case Value-at-Risk of Non-Linear Portfolios
Steve Zymler, Daniel Kuhn, Berc Rustem

Stochastic Programming

Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition
Naomi Miller, Andrzej Ruszczynski