Optimization Online Digest — August 2010

Applications — OR and Management Sciences

Dynamic Portfolio Optimization with Transaction Costs: Heuristics and Dual Bounds
David B. Brown, James E. Smith

Randomized heuristics for the regenerator location problem
Abraham Duarte, Rafael Martí, Mauricio G.C. Resende, Ricardo M.A. Silva

Applications — Science and Engineering

MultiRTA: A simple yet accurate method for predicting peptide binding affinities for multiple class II MHC allotypes
A.J. Bordner, H.D. Mittelmann

Combinatorial Optimization

Semidefinite Relaxations of Ordering Problems
Philipp Hungerländer, Franz Rendl

Complementarity and Variational Inequalities

Optimality conditions for various efficient solutions involving coderivatives: from set-valued optimization problems to set-valued equilibrium problems
Truong Xuan Duc Ha

Two stage stochastic equilibrium problems with equilibrium constraints: modeling and numerical schemes
Dali Zhang, Huifu Xu

Convex and Nonsmooth Optimization

Double smoothing technique for infinite-dimensional optimization problems with applications to Optimal Control.
Olivier Devolder, François Glineur, Yurii Nesterov

Accelerated Block-Coordinate Relaxation for Regularized Optimization
Stephen Wright

Approximating Stationary Points of Stochastic Mathematical Programs with Equilibrium Constraints via Sample Averaging
Huifu Xu, Jane J. Ye

Iteration-complexity of block-decomposition algorithms and the alternating minimization augmented Lagrangian method
Renato D.C. Monteiro, Benar F. Svaiter

New formulas for the Fenchel subdifferential of the conjugate function
Abderrahim Hantoute, Rafael Correa

Penalty Decomposition Methods for Rank Minimization
Zhaosong Lu, Yong Zhang

Penalty Decomposition Methods for $l_0$-Norm Minimization
Zhaosong Lu, Yong Zhang

Global Optimization

On convex relaxations for quadratically constrained quadratic programming
Kurt Anstreicher

Some Results on the Strength of Relaxations of Multilinear Functions
James Luedtke, Mahdi Namazifar, Jeff Linderoth

Infinite Dimensional Optimization

Solving Infinite-dimensional Optimization Problems by Polynomial Approximation
Olivier Devolder, François Glineur, Yurii Nesterov

Linear, Cone and Semidefinite Programming

The state-of-the-art in conic optimization software
Hans D. Mittelmann

The Approach of Moments for Polynomial Equations
Monique Laurent, Philipp Rostalski

On Doubly Positive Semidefinite Programming Relaxations
Dongdong Ge, Yinyu Ye

Network Optimization

Robust capacity expansion solutions for telecommunication networks with uncertain demands
F. Babonneau, O. Klopfenstein, A. Ouorou, J.-P. Vial

Nonlinear Optimization

Elementary optimality conditions for nonlinear SDPs
Florian Jarre

Convergence rate of inexact proximal point methods with relative error criteria for convex optimization
Renato DC Monteiro, Benar F Svaiter

Robust Optimization

Generalized Decision Rule Approximations for Stochastic Programming via Liftings
Angelos Georghiou, Wolfram Wiesemann, Daniel Kuhn

Distributionally Robust Joint Chance Constraints with Second-Order Moment Information
Steve Zymler, Daniel Kuhn, Berc Rustem

Stochastic Programming

Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems
Miguel Lejeune

Scenario decomposition of risk-averse multistage stochastic programming problems
Ricardo A. Collado, David Papp, Andrzej Ruszczyński

Other Topics

Computational and Economic Limitations of Dispatch Operations in the Next-Generation Power Grid
Victor Zavala, Audun Botterud, Emil Constantinescu, Jianhui Wang