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Optimization Online





 

Optimization Online Digest — September 2011

Applications — OR and Management Sciences

Robust management and pricing of LNG contracts with cancellation options
Vincent Guigues, Claudia Sagastizábal, Jorge Zubelli

Stochastic approaches for solving Rapid Transit Network Design models with random demand
Gemayqzel bouza, Ángel Marín

Applications — Science and Engineering

A two-phase method for selecting IMRT treatment beam angles: Branch-and-Prune and local neighborhood search
Gino Lim, Wenhua Cao

Optimal synthesis in the Reeds and Shepp problem with a free final direction
Andrey Dmitruk, Ivan Samylovskiy

Compressive Sensing Based High Resolution Channel Estimation for OFDM System
Jia Jasmine Meng, Wotao Yin, Yingying Li, Nam Tuan Nguyen, Zhu Han

Combinatorial Optimization

A General Framework for Designing Approximation Schemes for Combinatorial Optimization Problems with Many Objectives Combined Into One
Shashi Mittal, Andreas S. schulz

On Minimum Changeover Cost Arborescences
Stefano Gualandi, Giulia Galbiati, Francesco Maffioli

COIN-OR METSlib: a Metaheuristics Framework in Modern C++.
Mirko Maischberger

Interdiction Branching
Andrea Lodi, Ted Ralphs, Fabrizio Rossi, Stefano Smriglio

Complementarity and Variational Inequalities

An LP-Newton Method: Nonsmooth Equations, KKT Systems, and Nonisolated Solutions
Francisco Facchinei, Andreas Fischer, Markus Herrich

Convex and Nonsmooth Optimization

An inexact accelerated proximal gradient method for large scale linearly constrained convex SDP
K.F. Jiang, D.F. Sun, K.C. Toh

On the O(1/t) convergence rate of alternating direction method
Bingsheng He, Xiaoming Yuan

Multi-target Linear-quadratic control problem: semi-infinite interval
L. Faybusovich, T Mouktonglang

Decomposition methods based on projected gradient for network equilibrium problems
Andrea Cassioli, David Di Lorenzo, Marco Sciandrone

A First Order Method for Finding Minimal Norm-Like Solutions of Convex Optimization Problems
Amir Beck, Shoham Sabach

On the connection of facially exposed, and nice cones
Gabor Pataki

Linearized Alternating Direction Method with Gaussian Back Substitution for Separable Convex Programming
Bingsheng He, Xiaoming Yuan

Integer Programming

Strong Branching Inequalities for Convex Mixed Integer Nonlinear Programs
Mustafa Kılınç, Jeff Linderoth, James Luedtke, Andrew Miller

Lower bounds for Chvátal-Gomory style operators
Sebastian Pokutta

Unbounded Convex Sets for Non-Convex Mixed-Integer Quadratic Programming
Samuel Burer, Adam Letchford

A (k+1)-Slope Theorem for the k-Dimensional Infinite Group Relaxation
Amitabh Basu, Robert Hildebrand, Matthias Koeppe, Marco Molinaro

Lattice-free sets, branching disjunctions, and mixed-integer programming
Sanjeeb Dash, Neil Dobbs, Oktay Gunluk, Tomasz Nowicki, Grzegorz Swirszcz

Orbital shrinking
Matteo Fischetti, Leo Liberti

Mixed n-Step MIR Inequalities: Facets for the n-Mixing Set
Sujeevraja Sanjeevi, Kiavash Kianfar

More Branch-and-Bound Experiments in Convex Nonlinear Integer Programming
Pierre Bonami, Jon Lee, Sven Leyffer, Andreas Wächter

Derivative-free methods for constrained mixed-integer optimization
Giampaolo Liuzzi, Stefano Lucidi, Francesco Rinaldi

Linear, Cone and Semidefinite Programming

Properties of a Cutting Plane Method for Semidefinite Programming
Kartik K. Sivaramakrishnan, John E. Mitchell

A smooth perceptron algorithm
Negar Soheili, Javier Pena

Curvature Integrals and Iteration Complexities in SDP and Symmetric Cone Programs
Satoshi Kakihara, Atsumi Ohara, Takashi Tsuchiya

Information Geometry and Interior-Point Algorithms in SDP and Symmetric Cone Programs
Satoshi Kakihara, Atsumi Ohara, Takashi Tsuchiya

Nonlinear Optimization

Trajectory-following methods for large-scale degenerate convex quadratic programming
Nick Gould, Dominique Orban, Daniel Robinson

Adjoint Sensitivity Analysis for Numerical Weather Prediction: Applications to Power Grid Optimization
Alexandru Cioaca, Victor M. Zavala, Emil M. Constantinescu

An FPTAS for Optimizing a Class of Low-Rank Functions Over a Polytope
Shashi Mittal, Andreas S. Schulz

Global Convergence of General Filter Algorithms
Gislaine Aparecida Periçaro, Ademir Alves Ribeiro, Elizabeth Wegner Karas

A short note on the global convergence of the unmodified PRP method
Weijun Zhou

Subspace accelerated matrix splitting algorithms for bound-constrained quadratic programming and linear complementarity problems
Daniel Robinson, Liming Feng, Jorge Nocedal, Jong-Shi Pang

Optimization Software and Modeling Systems

PuLP: A Linear Programming Toolkit for Python
Stuart Mitchell, Michael O'Sullivan, Iain Dunning

Robust Optimization

Robust Network Design: Formulations, Valid Inequalities, and Computations
Arie M.C.A. Koster, Manuel Kutschka, Christian Raack

Stochastic Programming

On Kusuoka representation of law invariant risk measures
Alexander Shapiro

A copula-based heuristic for scenario generation
Michal Kaut

Exploiting structure of autoregressive processes in risk-averse multistage stochastic linear programs
Vincent Guigues, Claudia Sagastizábal

Branch-and-cut Approaches for Chance-constrained Formulations of Reliable Network Design Problems
Yongjia Song, James Luedtke


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