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 Hĺrdemark
Nonlinear approximations for solving 3Dpacking 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
Informationtheoretic 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, KimChuan 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 NonConvex Quadratic MixedInteger Programming
Christoph Buchheim, Angelika Wiegele
An Effective BranchandBound Algorithm for Convex Quadratic Integer Programming
Christoph Buchheim, Alberto Caprara, Andrea Lodi
An Empirical Evaluation of WalkandRound Heuristics for MixedInteger Linear Programs
KuoLing Huang, Sanjay Mehrotra
A Computational Study of the Cutting Plane Tree Algorithm for General MixedInteger Linear Programs
Binyuan Chen, Simge Kucukyavuz, Suvrajeet Sen
Lower bounds for the ChvátalGomory 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 Candčs, 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
JeanPaul Watson, David Woodruff, William Hart
Inexact Bundle Methods for TwoStage 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 LotSizing Problem with Remanufacturing Options
Mohan Gopaladesikan, Nelson Uhan
Uniform bound on the 1norm of the inverse of lower triangular Toeplitz matrices
Xin Liu, Sean McKee, Jinyun Yuan, Yaxiang Yuan
