Optimization Online Digest — July 2011
Applications — OR and Management Sciences
A Moment Approach to Pricing Exotic Options Under RegimeSwitching
Jonathan Li, Roy Kwon
Applications — Science and Engineering
Benders Decomposition for the TwoStage Security Constrained Robust Unit Commitment Problem
Ruiwei Jiang, Muhong Zhang, Guang Li, Yongpei Guan
Combinatorial Optimization
Complexity results for the gap inequalities for the maxcut 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 BlockCoordinate 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 FirstOrder Methods for Stable Principal Component Pursuit
Necdet Serhat Aybat, Donald Goldfarb, Garud Iyengar
Approximation of rank function and its application to the nearest lowrank correlation matrix
shujun Bi, shaohua Pan
InfeasiblePoint Subgradient Algorithm and Computational Solver Comparison for l1Minimization
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 bangsingular 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 MixedInteger 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 LatticeFree 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 ChebyshevRosenbrock 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 NelderMead 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
