Optimization Online


Optimization Online Digest — September 2009

Applications — OR and Management Sciences

Applying a global optimisation algorithm to Fund of Hedge Funds portfolio optimisation
Bernard Minsky, M Obradovic, Qi Tang, Rishi Thapar

Performance Evaluation of Cooperative Forwarding Schemes in Wireless Networks with General Topology and Multiple Traffic Flows: an Optimization Approach
Antonio Capone, Stefano Gualandi, Di Yuan

A continuous model for open pit mine planning
Felipe Alvarez, Jorge Amaya, Andreas Griewank, Nikolai Strogies

Applications — Science and Engineering

Compressed Sensing via Iterative Support Detection
Yilun Wang, Wotao Yin

Chebyshev approximation of the null function by an affine combination of complex exponential functions
Paul Armand, Joel Benoist, Elsa Bousquet

Molecular distance geometry methods: from continuous to discrete
Leo Liberti, Carlile Lavor, Antonio Mucherino, Nelson Maculan

Combinatorial Optimization

A Comparison of Lower Bounds for the Symmetric Circulant Traveling Salesman Problem
Etienne De Klerk, Cristian Dobre

Resource Allocation with Time Intervals
Andreas Darmann, Ulrich Pferschy, Joachim Schauer

Convex and Nonsmooth Optimization

Alternating Direction Methods for Sparse Covariance Selection
Xiaoming Yuan

The Legendre-Fenchel Conjugate of the Product of Two positive definite Quadratic Forms
Yunbin Zhao

Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm
Chengjing Wang, Defeng Sun, Kim-Chuan Toh

Integer Programming

The Delivery Man Problem with Time Windows
GÚraldine Heilporn, Jean-Franšois Cordeau, Gilbert Laporte

Perspective Reformulation and Applications
Oktay Gunluk, Jeff Linderoth

Solving Large Steiner Triple Covering Problems
James Ostrowski, Jeff Linderoth, Fabrizio Rossi, Stefano Smriglio

Linear, Cone and Semidefinite Programming

On the Central Paths and Cauchy Trajectories in Semidefinite Programming
Julio Lopez, Hector Ramirez C.

Improved semidefinite programming bounds for quadratic assignment problems with suitable symmetry
Etienne de Klerk, Renata Sotirov

Nonlinear Optimization

Block Structured Quadratic Programming for the Direct Multiple Shooting Method for Optimal Control
Christian Kirches, Hans Georg Bock, Johannes P. Schl÷der, Sebastian Sager

Further Study on Strong Lagrangian Duality Property for Invex Programs via Penalty Functions
J. Zhang, X. X. Huang

On the Stopping Criterion for Numerical Methods Used to Solve Linear Systems with Additive Gaussian Noise
Benoit Hamelin, Yves Goussard, Jean-Pierre Dussault

A globally convergent modified conjugate-gradient line-search algorithm with inertia controlling
Wenwen Zhou, Joshua D. Griffin, Ioannis G. Akrotirianakis

Robust Optimization

On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems
Dimitris Bertsimas, Vineet Goyal

Stochastic Programming

Necessary Optimality Conditions for two-stage Stochastic Programs with Equilibrium Constraints
Huifu Xu, Jane J. Ye

Two-Stage Quadratic Integer Programs with Stochastic Right-Hand Sides
Osman Y Ozaltin, Oleg A Prokopyev, Andrew J Schaefer

Other Topics

On the convergence of the projected gradient method for vector optimization
Ellen H. Fukuda, L. M. Gra˝a Drummond

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