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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
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