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Optimization Online





 

Optimization Online Digest — July 2011

Applications — OR and Management Sciences

A Moment Approach to Pricing Exotic Options Under Regime-Switching
Jonathan Li, Roy Kwon

Applications — Science and Engineering

Benders Decomposition for the Two-Stage Security Constrained Robust Unit Commitment Problem
Ruiwei Jiang, Muhong Zhang, Guang Li, Yongpei Guan

Combinatorial Optimization

Complexity results for the gap inequalities for the max-cut problem
Laura Galli, Konstantinos Kaparis, Adam N. Letchford

Branch and cut algorithms for detecting critical nodes in undirected graphs
Marco Di Summa, Andrea Grosso, Marco Locatelli

Removing critical nodes from a graph: complexity results and polynomial algorithms for the case of bounded treewidth
Bernardetta Addis, Marco Di Summa, Andrea Grosso

Complementarity and Variational Inequalities

On the O(1/t) convergence rate of the projection and contraction methods for variational inequalities with Lipschitz continuous monotone operators
Bingsheng He

Convex and Nonsmooth Optimization

Iteration Complexity of Randomized Block-Coordinate Descent Methods for Minimizing a Composite Function
Peter Richtarik, Martin Takac

The mesh adaptive direct search algorithm with treed Gaussian process surrogates
Robert B. Gramacy, Sébastien Le Digabel

Fast First-Order Methods for Stable Principal Component Pursuit
Necdet Serhat Aybat, Donald Goldfarb, Garud Iyengar

Approximation of rank function and its application to the nearest low-rank correlation matrix
shujun Bi, shaohua Pan

Infeasible-Point Subgradient Algorithm and Computational Solver Comparison for l1-Minimization
Dirk A. Lorenz, Marc E. Pfetsch, Andreas M. Tillmann

Manifold Identification in Dual Averaging for Regularized Stochastic Online Learning
Sangkyun Lee, Stephen Wright

A quadratically convergent Newton method for vector optimization
L. M. Grana Drummond, F. M. P. Raupp, B. F. Svaiter

Twice differentiable characterizations of convexity notions for functions on full dimensional convex sets
Oliver Stein

Global Optimization

Line search methods with variable sample size for unconstrained optimization
Nataša Krejić, Nataša Krklec

Representing quadratically constrained quadratic programs as generalized copositive programs
Samuel Burer, Hongbo Dong

Global optimization of expensive black box problems with a known lower bound
Andrea Cassioli, Fabio Schoen

Infinite Dimensional Optimization

Quadratic order conditions for bang-singular extremals
M. Soledad Aronna, J. Frederic Bonnans, Andrei V. Dmitruk, Pablo A. Lotito

Integer Programming

Solving Mixed Integer Bilinear Problems using MIP formulations
Akshay Gupte, Shabbir Ahmed, Myun Seok Cheon, Santanu S. Dey

Column Generation for Extended Formulations
Ruslan Sadykov, Francois Vanderbeck

Strong Dual for Conic Mixed-Integer Programs
Santanu S. Dey, Diego A. Moran R., Juan Pablo Vielma

On the generation of symmetry breaking constraints for mathematical programs
Leo Liberti, James Ostrowski

Algorithimic and Complexity Results for Cutting Planes Derived from Maximal Lattice-Free Convex Sets
Amitabh Basu, Robert Hildebrand, Matthias Koeppe

Linear, Cone and Semidefinite Programming

Lower bounds for the maximum number of solutions generated by the simplex method
Tomonari Kitahara, Shinji Mizuno

Nonlinear Optimization

A Note About The Complexity Of Minimizing Nesterov's Smooth Chebyshev-Rosenbrock Function
Coralia Cartis, Nicholas I. M. Gould, Philippe L. Toint

Two new weak constraint qualifications and applications
Roberto Andreani, Gabriel Haeser, María Laura Schuverdt, Paulo J. S. Silva

Convergence of the restricted Nelder-Mead algorithm in two dimensions
Jeffrey Lagarias, Bjorn Poonen, Margaret Wright

Stochastic Programming

Probabilistic Set Covering with Correlations
Shabbir Ahmed, Dimitri Papageorgiou

Other Topics

Sharing Isn't Easy: On Strategyproof Mechanisms for Sharing the Costs of Linear Programs
Nelson A. Uhan


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