Optimization Online Digest — November 2009
Applications — OR and Management Sciences
A MultiProduct RiskAverse Newsvendor with Law Invariant Coherent Measures of Risk
Sungyong Choi, Andrzej Ruszczyński, Yao Zhao
A riskaverse newsvendor with law invariant coherent measures of risk
Sungyong Choi, Andrzej Ruszczyński
Applications — Science and Engineering
Tightened L0 Relaxation Penalties for Classification
Noam Goldberg, Jonathan Eckstein
Concrete Structure Design Using MixedInteger Nonlinear Programming with Complementarity Constraints
Andres Guerra, Alexandra Newman, Sven Leyffer
Asymptotic expansion for the solution of a penalized control constrained semilinear elliptic problems
J.F. Bonnans, F.J. Silva
Combinatorial Optimization
A simple branching scheme for Vertex Coloring Problems
Stefano Gualandi, Federico Malucelli
Complementarity and Variational Inequalities
An L1 Elastic InteriorPoint Method for Mathematical Programs with Complementarity Constraints
Zoumana Coulibaly, Dominique Orban
Convex and Nonsmooth Optimization
PARNES: A rapidly convergent algorithm for accurate recovery of sparse and approximately sparse signals
Ming Gu, LekHeng Lim, Cinna Julie Wu
Alternating direction algorithms for total variation deconvolution in image reconstruction
Min Tao, junfeng yang
Alternating directions based contraction method for generally separable linearly constrained convex programming problems
Bingsheng He, Min Tao, Minghua Xu, Xiaoming Yuan
Identifying Active Manifolds in Regularization Problems
Warren Hare
Global Optimization
Most tensor problems are NP hard
Christopher Hillar, LekHeng Lim
On convex envelopes and underestimators for bivariate functions
Marco Locatelli, Fabio Schoen
Integer Programming
A Time Bucket Formulation for the TSP with Time Windows
Sanjeeb Dash, Oktay Gunluk, Andrea Lodi, Andrea Tramontani
An Improved BranchandBound Method for Maximum Monomial Agreement
Eckstein Eckstein, Noam Goldberg
nstep Mingling Inequalities: New Facets for the MixedInteger Knapsack Set
Alper Atamturk, Kiavash Kianfar
The McfSeparator – Detecting and Exploiting MultiCommodity Flow Structures in MIPs
Tobias Achterberg, Christian Raack
Linear, Cone and Semidefinite Programming
A Facial Reduction Algorithm for Finding Sparse SOS Representations
Hayato Waki, Masakazu Muramatsu
Local quadratic convergence of polynomialtime interiorpoint
methods for conic optimization problem
Yu. Nesterov, L. Tuncel
Copositive Programming  a Survey
Mirjam Duer
Enclosing Ellipsoids and Elliptic Cylinders of Semialgebraic Sets and Their Application to Error Bounds in Polynomial Optimization
Masakazu Kojima, Yamashita Makoto
Nonlinear Optimization
A Factorization with Update Procedures for a KKT Matrix Arising in Direct Optimal Control
Christian Kirches, Hans Georg Bock, Johannes P. Schlöder, Sebastian Sager
A new sequential optimality condition for constrained optimization and algorithmic consequences
Roberto Andreani , José Mario Martínez, Benar F. Svaiter
Data Fitting and Experimental Design in Dynamical Systems with EASYFIT ModelDesign
Klaus Schittkowski
A Collection of 1,300 Dynamical Systems for Testing Data Fitting, Optimal Control, Experimental Design, Identification, Simulation or Similar Software  User's Guide
Klaus Schittkowski
A sufficiently exact inexact Newton step based on reusing matrix information
Anders Forsgren
On nonlinear optimization since 1959
MJD Powell
Optimization Software and Modeling Systems
An Updated Set of 306 Test Problems for Nonlinear Programming with Validated Optimal Solutions
Klaus Schittkowski
MathOptimizer: A nonlinear optimization package for Mathematica users
Frank J. Kampas , János D. Pintér
Stochastic Programming
MultiObjective Stochastic Linear Programming with General form of Distributions
Vincent Charles , S.I. Ansari, M.M Khalid
Other Topics
Competitive subset selection with two agents
Gaia Nicosia, Andrea Pacifici, Ulrich Pferschy
