Optimization Online Digest — February 2011
Applications — OR and Management Sciences
Stochastic Optimization for Power System Configuration with Renewable Energy in Remote Areas
Ludwig Kuznia, Bo Zeng, Grisselle Centeno, Zhixin Miao
A stabilized model and an efficient solution method for the yearly optimal power management
Vincent Guigues
Combinatorial Optimization
BranchCutandPropagate for the Maximum kColorable Subgraph Problem with Symmetry
Tim Januschowski, Marc E. Pfetsch
Dippy  a simplified interface for advanced mixedinteger programming
Michael O'Sullivan, Cameron Walker, QiShan Lim, Stuart Mitchell
Complementarity and Variational Inequalities
Variational Convergence of Bifunctions: Motivating Applications
Alejandro Jofré, Roger JB Wets
Convex and Nonsmooth Optimization
An Alternating Direction Algorithm for Matrix Completion with Nonnegative Factors
Yangyang Xu, Wotao Yin, Zaiwen Wen, Yin Zhang
There is no variational characterization of the cycles in the method of periodic projections
J.B. Baillon, P. L. Combettes, R. Cominetti
SOME REGULARITY RESULTS FOR THE PSEUDOSPECTRAL ABSCISSA AND PSEUDOSPECTRAL RADIUS OF A MATRIX
Mert Gurbuzbalaban, Michael L. Overton
On Nesterov's Nonsmooth ChebyschevRosenbrock Functions
Mert Gurbuzbalaban, Michael L. Overton
The dimension of semialgebraic subdifferential graphs.
Dmitriy Drusvyatskiy, Alexander D. Ioffe, Adrian S. Lewis
Optimal Distributed Online Prediction using MiniBatches
Ofer Dekel, Ran GiladBachrach, Ohad Shamir, Lin Xiao
Global Optimization
Globally Solving Nonconvex Quadratic Programming Problems via Completely Positive Programming
Jieqiu Chen, Samuel Burer
Integer Programming
On the hyperplanes arrangements in mixedinteger techniques
Florin Stoican, Ionela Prodan, Sorin Olaru
Reformulating mixedinteger quadratically constrained quadratic programs
Adam Letchford, Laura Galli
Integer Factorization is in P
Yuly Shipilevsky
Bound reduction using pairs of linear inequalities
Pietro Belotti
Linear, Cone and Semidefinite Programming
On the Number of Solutions Generated by the Dual Simplex Method
Tomonari Kitahara, Shinji Mizuno
On the Number of Solutions Generated by Dantzig's Simplex Method for LP with Bounded Variables
Tomonari Kitahara, Tomomi Matsui, Shinji Mizuno
A polynomial relaxationtype algorithm for linear programming
Sergei Chubanov
Preprocessing and Reduction for Degenerate Semidefinite Programs
YuenLam Cheung, Simon Schurr, Henry Wolkowicz
InteriorPoint Algorithms for a Generalization of Linear Programming and Weighted Centering
Kurt Anstreicher
Network Optimization
A Polyhedral Study of the Capacity Formulation of the Multilayer Network Design Problem
Sara Mattia
Nonlinear Optimization
A Note on Superlinear Convergence of a Primaldual Interior Point Method for Nonlinear Semidefinite Programming
Chee Khian Sim
On the evaluation complexity of composite function minimization with applications to nonconvex nonlinear programming
C Cartis, N I M Gould, Ph L Toint
Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection
Vincent Guigues
Updating the regularization parameter in the adaptive cubic regularization algorithm
Nick Gould, Margherita Porcelli, Philippe Toint
On the convergence of an inexact GaussNewton trustregion method for nonlinear leastsquares problems with simple bounds
Margherita Porcelli
Robust Optimization
Affine recourse for the robust network design problem: between static and dynamic routing
Michael Poss, Christian Raack
Models and Algorithms for Distributionally Robust Least Squares Problems
Sanjay Mehrotra, He Zhang
Robust Energy Cost Optimization of Water Distribution System with Uncertain Demand
Alexander Goryashko, Arkadi Nemirovski
Robust Production Management
Vincent Guigues
Robust midterm power generation management
Vincent Guigues, René Aid, Papa Momar Ndiaye, François Oustry, François Romanet
Cutset Inequalities for Robust Network Design
Arie M.C.A. Koster, Manuel Kutschka, Christian Raack
Recoverable Robust Knapsacks: $\Gamma$Scenarios
Christina Büsing, Arie M.C.A. Koster, Manuel Kutschka
Recoverable Robust Knapsack: the Discrete Scenario Case
Christina Büsing, Arie M.C.A. Koster, Manuel Kutschka
Stochastic Programming
Stochastic Variational Inequalities:Residual Minimization Smoothing/Sample Average approximations
Xiaojun Chen, Roger Wets, Yanfang Zhang
Mean and covariance matrix adaptive estimation for a weakly stationary process. Application in stochastic optimization.
Vincent Guigues
Other Topics
A Dual Algorithm For Approximating Pareto Sets in Convex MultiCriteria Optimization
Rasmus Bokrantz, Anders Forsgren
