

Optimization Online Digest — June 2010
Applications — OR and Management Sciences
Multistage Stochastic Portfolio Optimisation in Deregulated Electricity Markets Using Linear Decision Rules
Paula Rocha, Daniel Kuhn
Development and Calibration of Currency Market Strategies by Global Optimization
MUSTAFA ONUR ÇAĞLAYAN, JÁNOS D. PINTÉR
Combinatorial Optimization
Coverings and matchings in rpartite hypergraphs
D.S. Altner, J.P. Brooks
Convex and Nonsmooth Optimization
A firstorder primaldual algorithm for convex problems with applications to imaging
Antonin Chambolle, Thomas Pock
Alternating proximal algorithms for constrained variational inequalities. Application to domain decomposition for PDE's
H Attouch, A Cabot, P Frankel, J Peypouquet
A splitting method for separate convex programming with linking linear constraints
Bingsheng He, Tao Min, Xiaoming Yuan
Global Optimization
Explicit Convex and Concave Envelopes through Polyhedral Subdivisions
Mohit Tawarmalani, JeanPhilippe Richard, Chuanhui Xiong
Euclidean Distance Matrix Completion Problems
Hawren Fang, Dianne P. O'Leary
Infinite Dimensional Optimization
Implicit Multifunction Theorems in complete metric spaces
Van Ngai Huynh, Huu Tron Nguyen, Michel Thera
Integer Programming
Symmetryexploiting cuts for a class of mixed0/1 second order cone programs
Sarah Drewes, Sebastian Pokutta
On mixedinteger sets with two integer variables
Sanjeeb Dash, Santanu Dey, Oktay Gunluk
A Faster Algorithm for Quasiconvex Integer Polynomial Optimization
Robert Hildebrand, Matthias Koeppe
New concave penalty functions for improving the Feasibility Pump
Marianna De Santis, Stefano Lucidi, Francesco Rinaldi
Linear, Cone and Semidefinite Programming
Geometry of the Copositive and Completely Positive Cones
Peter J.C. Dickinson
A Short Note on the Interior of the Completely Positive Cone
Peter J.C. Dickinson
On the implementation and usage of SDPT3  a Matlab software package for semidefinitequadraticlinear programming, version 4.0
KimChuan Toh, Michael J. Todd, Reha H. Tutuncu
On the Equivalence of Linear Programming Problems and ZeroSum Games
Ilan Adler
Nonlinear Optimization
Bilevel DerivativeFree Optimization and its Application to Robust Optimization
A. R. Conn, L. N. Vicente
Worst Case Complexity of Direct Search
L. N. Vicente
Copositivity and constrained fractional quadratic problems
Paula Amaral, Immanuel Bomze, Joaquim Júdice
A Retrospective Filter Trust Region Algorithm For Unconstrained Optimization
Yue Lu, Zhongwen Chen
Nonsmooth Lyapunov pairs for infinitedimensional firstorder differential inclusions
Samir ADLY, Abderrahim HANTOUTE, Michel THERA
Beyond symmetric Broyden for updating quadratic models in minimization without derivatives
MJD Powell
A relaxed constant positive linear dependence constraint qualification applied to an augmented Lagrangian method
Roberto Andreani, Gabriel Haeser, Maria Laura Schuverdt, Paulo J.S. Silva
On the Use of Stochastic Hessian Information in Unconstrained Optimization
Richard Byrd, Gillian Chin, Will Neveitt, Jorge Nocedal
A PenaltyInteriorPoint Method for LargeScale Nonlinear Optimization
Frank E. Curtis
Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization
E.G. Birgin, J.M. Martínez
Derivativefree methods for nonlinear programming with general lowerlevel constraints
M.A. DinizEhrhardt, J.M. Martínez, L.G. Pedroso
Robust Optimization
First order dependence on uncertainty sets in robust optimization
C.H. Jeffrey Pang
Other Topics
Direct Multisearch for Multiobjective Optimization
A. L. Custódio, J. F. A. Madeira, A. I. F. Vaz, L. N. Vicente
