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 LegendreFenchel Conjugate of the Product of Two positive definite Quadratic Forms
Yunbin Zhao
Solving logdeterminant optimization problems by a NewtonCG primal proximal point algorithm
Chengjing Wang, Defeng Sun, KimChuan Toh
Integer Programming
The Delivery Man Problem with Time Windows
Géraldine Heilporn, JeanFrançois 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. Schlöder, 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, JeanPierre Dussault
A globally convergent modified conjugategradient linesearch algorithm with inertia controlling
Wenwen Zhou, Joshua D. Griffin, Ioannis G. Akrotirianakis
Robust Optimization
On the Power of Robust Solutions in TwoStage Stochastic and Adaptive Optimization Problems
Dimitris Bertsimas, Vineet Goyal
Stochastic Programming
Necessary Optimality Conditions for twostage Stochastic Programs with Equilibrium Constraints
Huifu Xu, Jane J. Ye
TwoStage Quadratic Integer Programs with Stochastic RightHand 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. Graña Drummond
