Optimization Online Digest — September 2010

Applications — OR and Management Sciences

Sensitivity to constraints in blackbox optimization
Charles Audet, John E. Dennis, Jr., Sébastien Le Digabel

Safe Feature Elimination in Sparse Supervised Learning
Laurent El Ghaoui, Vivian Viallon, Tarek Rabbani

Applications — Science and Engineering

Exploiting empty spaces of a partially loaded container by adding virtual items
Giorgio Fasano, Maria Chiara Vola

Minimax optimization for handling range and setup uncertainties in proton therapy
Albin Fredriksson, Anders Forsgren, Björn Hårdemark

Non-linear approximations for solving 3D-packing MIP models: a heuristic approach
Giorgio Fasano

Complementarity and Variational Inequalities

The Split Variational Inequality Problem
Yair Censor, Aviv Gibali, Simeon Reich

Convex and Nonsmooth Optimization

Information-theoretic lower bounds on the oracle complexity of convex optimization
Alekh Agarwal, Peter L Bartlett, Pradeep Ravikumar, Martin J Wainwright

Interior Point Methods for Computing Optimal Designs
Zhaosong Lu, Ting Kei Pong

An accelerated inexact proximal point algorithm for convex minimization
Bingsheng He, Xiaoming Yuan

An Introduction to a Class of Matrix Cone Programming
Chao Ding, Defeng Sun, Kim-Chuan Toh

Global Optimization

A polynomial case of cardinality constrained quadratic optimization problem
Jianjun Gao, Duan Li

Integer Programming

Inclusion Certificates and Simultaneous Convexification of Functions
Mohit Tawarmalani

Semidefinite Relaxations for Non-Convex Quadratic Mixed-Integer Programming
Christoph Buchheim, Angelika Wiegele

An Effective Branch-and-Bound Algorithm for Convex Quadratic Integer Programming
Christoph Buchheim, Alberto Caprara, Andrea Lodi

An Empirical Evaluation of Walk-and-Round Heuristics for Mixed-Integer Linear Programs
Kuo-Ling Huang, Sanjay Mehrotra

A Computational Study of the Cutting Plane Tree Algorithm for General Mixed-Integer Linear Programs
Binyuan Chen, Simge Kucukyavuz, Suvrajeet Sen

Lower bounds for the Chvátal-Gomory closure in the 0/1 cube
Sebastian Pokutta, Gautier Stauffer

Linear, Cone and Semidefinite Programming

Parallel solver for semidefinite programming problem having sparse Schur complement matrix
Makoto Yamashita, Katsuki Fujisawa, Mituhiro Fukuda, Kazuhide Nakata, Maho Nakata

On duality gap in linear conic problems
C. Zalinescu

Burer's Key Assumption for Semidefinite and Doubly Nonnegative Relaxations
Florian Jarre

Templates for Convex Cone Problems with Applications to Sparse Signal Recovery
Stephen Becker, Emmanuel Candès, Michael Grant

Nonlinear Optimization

Methods for Convex and General Quadratic Programming
Philip E. Gill, Elizabeth Wong

Robust Optimization

Energy Security: a robust optimization approach to design a robust European energy supply via TIAM
F Babonneau, A Kanudia, L Labriet, R Loulou, JP Vial

Consistency of robust optimization
Ralf Werner

Stochastic Programming

PySP: Modeling and Solving Stochastic Programs in Python
Jean-Paul Watson, David Woodruff, William Hart

Inexact Bundle Methods for Two-Stage Stochastic Programming
Welington Oliveira, Claudia Sagastizábal, Susana Scheimberg

Convex duality in stochastic programming and mathematical finance
Teemu Pennanen

Other Topics

Cost Sharing for the Economic Lot-Sizing Problem with Remanufacturing Options
Mohan Gopaladesikan, Nelson Uhan

Uniform bound on the 1-norm of the inverse of lower triangular Toeplitz matrices
Xin Liu, Sean McKee, Jinyun Yuan, Yaxiang Yuan