Optimization Online Digest — November 2009

Applications — OR and Management Sciences

A Multi-Product Risk-Averse Newsvendor with Law Invariant Coherent Measures of Risk
Sungyong Choi, Andrzej Ruszczyński, Yao Zhao

A risk-averse 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 Mixed-Integer 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 Interior-Point 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, Lek-Heng 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, Lek-Heng 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 Branch-and-Bound Method for Maximum Monomial Agreement
Eckstein Eckstein, Noam Goldberg

n-step Mingling Inequalities: New Facets for the Mixed-Integer Knapsack Set
Alper Atamturk, Kiavash Kianfar

The Mcf-Separator – Detecting and Exploiting Multi-Commodity 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 polynomial-time interior-point 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 EASY-FIT 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

Multi-Objective 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