Optimization Online Digest — December 2009

Applications — OR and Management Sciences

A Note on Complexity of Traveling Tournament Problem
Rishiraj Bhattacharyya

A Limited Memory Steepest Descent Method
Roger Fletcher

Expected Future Value Decomposition Based Bid Price Generation for Large-Scale Network Revenue Management
L.F. Escudero, J.F. Monge, D. Romero Morales, J. Wang

The Balanced Academic Curriculum Problem Revisited
Marco Chiarandini, Luca Di Gaspero, Stefano Gualandi, Andrea Schaerf

Applications — Science and Engineering

Multidisciplinary Free Material Optimization
J Haslinger, M Kocvara, G Leugering, M Stingl

Metal Artefact Reduction by Least-Squares Penalized-Likelihood Reconstruction with a Fast Polychromatic Projection Model
Benoit Hamelin, Yves Goussard, Jean-Pierre Dussault

A Probabilistic Constraint Approach for Robust Transmit Beamforming
Pei-Jung Chung, Huiqin Du, Jacek Gondzio

On the Effectiveness of Projection Methods for Convex Feasibility
Yair Censor, Wei Chen, Patrick L. Combettes, Ran Davidi, Gabor T. Herman

Combinatorial Optimization

A new lower bound on the independence number of a graph
O. Kettani

Approximating the asymmetric profitable tour
Viet Hung Nguyen, Thi Thu Thuy Nguyen

The minimum spanning tree problem with conflict constraints and its variations
R. Zhang, S. N. Kabadi, A.P. Punnen

Convex and Nonsmooth Optimization

A Proximal Algorithm with Quasi Distance. Application to Habit's Formation
Felipe Garcia Moreno, Paulo Roberto Oliveira, Antoine Soubeyran

Alternating Direction Algorithms for $\ell_1$-Problems in Compressive Sensing
Junfeng Yang, Yin Zhang

Hedge Algorithm and Subgradient Methods
Michel Baes, Michael Buergisser

A Robust Sequential Quadratic Programming Algorithm for Nonconvex, Nonsmooth Constrained Optimization
Frank E. Curtis, Michael L. Overton

Fast Multiple Splitting Algorithms for Convex Optimization
Donald Goldfarb, Shiqian Ma

Fast Alternating Linearization Methods for Minimizing the Sum of Two Convex Functions
Donald Goldfarb, Shiqian Ma

Random Convex Programs
Giuseppe Calafiore

Recovering low-rank and sparse components of matrices from incomplete and noisy observations
Min Tao, Xiaoming Yuan

Integer Programming

On generalized network design polyhedra
Corinne Feremans, Martine Labbe, Adam Letchford, Juan-Jose Salazar-Gonzalez

Binary positive semidefinite matrices and associated integer polytopes
Adam Letchford, Michael Soerensen

Linear, Cone and Semidefinite Programming

Extension of the semidefinite characterization of sum of squares functional systems to algebraic structures
Dávid Papp, Ricardo A. Collado, Farid Alizadeh

Nonlinear Optimization

Using approximate secant equations in limited memory methods for multilevel unconstrained optimization
Serge Gratton, Vincent Malmedy, Philppe L. Toint

A three-term conjugate gradient method with sufficient descent property for unconstrained optimization
Y Narushima, H Yabe, J.A Ford

On affine scaling inexact dogleg methods for bound-constrained nonlinear systems
Stefania Bellavia, Maria Macconi, Sandra Pieraccini

Constrained Dogleg Methods for nonlinear systems with simple bounds
Stefania Bellavia, Maria Macconi, Sandra Pieraccini

Optimization Software and Modeling Systems

Python Optimization Modeling Objects (Pyomo)
William Hart, Jean-Paul Watson, Davie Woodruff

Robust Optimization

A Satisficing Model for Project Selection
Nick Hall, Zhuoyu Long, Jin Qi, Melvyn Sim

Stochastic Programming

Risk-Averse Dynamic Programming for Markov Decision Processes
Andrzej Ruszczynski

Analysis of Stochastic Dual Dynamic Programming Method
Alexander Shapiro