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Optimization Online





 

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

Branch-Cut-and-Propagate for the Maximum k-Colorable Subgraph Problem with Symmetry
Tim Januschowski, Marc E. Pfetsch

Dippy -- a simplified interface for advanced mixed-integer programming
Michael O'Sullivan, Cameron Walker, Qi-Shan Lim, Stuart Mitchell

Complementarity and Variational Inequalities

Variational Convergence of Bifunctions: Motivating Applications
Alejandro Jofré, Roger J-B 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 Chebyschev-Rosenbrock 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 Mini-Batches
Ofer Dekel, Ran Gilad-Bachrach, 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 mixed-integer techniques
Florin Stoican, Ionela Prodan, Sorin Olaru

Reformulating mixed-integer 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 relaxation-type algorithm for linear programming
Sergei Chubanov

Preprocessing and Reduction for Degenerate Semidefinite Programs
Yuen-Lam Cheung, Simon Schurr, Henry Wolkowicz

Interior-Point 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 Primal-dual Interior Point Method for Nonlinear Semi-definite 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 Gauss-Newton trust-region method for nonlinear least-squares 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 mid-term 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 Multi-Criteria Optimization
Rasmus Bokrantz, Anders Forsgren


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