Optimization Online Digest — May 2011

Applications — OR and Management Sciences

Optimal construction of a fund of funds
Petri Hilli, Matti Koivu, Teemu Pennanen

A Polyhedral Study of Multi-Echelon Lot Sizing with Intermediate Demands
Minjiao Zhang, Simge Kucukyavuz, Hande Yaman

The Reliable Hub-and-spoke Design Problem: Models and Algorithms
Yu An, Yu Zhang, Bo Zeng

Applications — Science and Engineering

Hierarchical Classification via Orthogonal Transfer
Dengyong Zhou, Lin Xiao, Mingrui Wu

Neighborhood based heuristics for a Two-level Hierarchical Location Problem with modular node capacities
Bernardetta Addis, Giuliana Carello, Alberto Ceselli

DIFFERENCE FILTER PRECONDITIONING FOR LARGE COVARIANCE MATRICES
Michael Stein, Jie Chen, Mihai Anitescu

A stochastic multiscale model for electricity generation capacity expansion
Panos Parpas, Mort Webster

Convex and Nonsmooth Optimization

Structured Sparsity via Alternating Directions Methods
Zhiwei (Tony) Qin, Donald Goldfarb

Reduce-or-Retreat Methods in Optimization
Adam Levy

An Accelerated Hybrid Proximal Extragradient Method for Convex Optimization and its Implications to Second-Order Methods
Renato D C Monteiro, Benar F Svaiter

Implementation of a block-decomposition algorithm for solving large-scale conic semidefinite programming problems
Renato D. C. Monteiro, Camilo Ortiz, Benar B. F. Svaiter

Dependence of bilevel programming on irrelevant data
Stephan Dempe, Sebastian Lohse

Integration formulas via the Legendre-Fenchel Subdifferential of nonconvex functions
Rafael Correa, Garcia Yboon, Abderrahim Hantoute

Positive polynomials on unbounded equality-constrained domains
Javier Pena, Juan Vera, Luis Zuluaga

Generalized Bundle Methods for Sum-Functions with ``Easy'' Components: Applications to Multicommodity Network Design
Antonio Frangioni, Enrico Gorgone

Global Optimization

Optimization and homotopy methods for the Gibbs free energy of magmatic mixtures
Andrea Cassioli, Luca Consolini, Marco Locatelli, Antonella Longo

Integer Programming

Sampling Decisions in Optimum Experimental Design in the Light of Pontryagin's Maximum Principle
Sebastian Sager

A Polyhedral Study of the Semi-Continuous Knapsack Problem
Ismael de Farias, Ming Zhao

An Outer-Inner Approximation for separable MINLPs
Hassan Hijazi, Pierre Bonami, Adam Ouorou

Linear, Cone and Semidefinite Programming

A Computational Study for the Single-Row Facility Layout Problem
Philipp Hungerländer, Franz Rendl

On the Computational Complexity of Membership Problems for the Completely Positive Cone and its Dual
P.J.C. Dickinson, L. Gijben

Nonlinear Optimization

A short derivation of the Kuhn-Tucker conditions
Yoshihiro Tanaka

A Matrix-Free Approach For Solving The Gaussian Process Maximum Likelihood Problem
Mihai Anitescu, Jie Chen, Lei Wang

On Nesterov's Smooth Chebyshev-Rosenbrock Function
Florian Jarre

Efficient Direct Multiple Shooting for Nonlinear Model Predictive Control on Long Horizons
Christian Kirches, Leonard Wirsching, Hans Georg Bock, Johannes P. Schlöder

Stochastic Programming

Stochastic programs without duality gaps
Teemu Pennanen, Ari-Pekka Perkki\

A Branch-and-Cut Decomposition Algorithm for Solving General Chance-Constrained Mathematical Programs
James Luedtke

Distributionally robust workforce scheduling in call centers with uncertain arrival rates
Shuangqing Liao, Christian van Delft, Jean-Philippe Vial

Other Topics

Optimality conditions of set-valued optimization problem involving relative algebraic interior in ordered linear spaces
Zhou Zhi-Ang , Yang Xin-Min , Peng Jian-Wen