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Optimization Online





 

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 r-partite hypergraphs
D.S. Altner, J.P. Brooks

Convex and Nonsmooth Optimization

A first-order primal-dual 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, Jean-Philippe Richard, Chuanhui Xiong

Euclidean Distance Matrix Completion Problems
Haw-ren 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

Symmetry-exploiting cuts for a class of mixed-0/1 second order cone programs
Sarah Drewes, Sebastian Pokutta

On mixed-integer sets with two integer variables
Sanjeeb Dash, Santanu Dey, Oktay Gunluk

A Faster Algorithm for Quasi-convex 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 semidefinite-quadratic-linear programming, version 4.0
Kim-Chuan Toh, Michael J. Todd, Reha H. Tutuncu

On the Equivalence of Linear Programming Problems and Zero-Sum Games
Ilan Adler

Nonlinear Optimization

Bilevel Derivative-Free 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 infinite-dimensional first-order 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 Penalty-Interior-Point Method for Large-Scale Nonlinear Optimization
Frank E. Curtis

Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization
E.G. Birgin, J.M. Martínez

Derivative-free methods for nonlinear programming with general lower-level constraints
M.A. Diniz-Ehrhardt, 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


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