

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 twophase method for selecting IMRT treatment beam angles: BranchandPrune 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
COINOR METSlib: a Metaheuristics Framework in Modern C++.
Mirko Maischberger
Interdiction Branching
Andrea Lodi, Ted Ralphs, Fabrizio Rossi, Stefano Smriglio
Complementarity and Variational Inequalities
An LPNewton 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
Multitarget Linearquadratic control problem: semiinfinite 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 NormLike 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 ChvátalGomory style operators
Sebastian Pokutta
Unbounded Convex Sets for NonConvex MixedInteger Quadratic Programming
Samuel Burer, Adam Letchford
A (k+1)Slope Theorem for the kDimensional Infinite Group Relaxation
Amitabh Basu, Robert Hildebrand, Matthias Koeppe, Marco Molinaro
Latticefree sets, branching disjunctions, and mixedinteger programming
Sanjeeb Dash, Neil Dobbs, Oktay Gunluk, Tomasz Nowicki, Grzegorz Swirszcz
Orbital shrinking
Matteo Fischetti, Leo Liberti
Mixed nStep MIR Inequalities: Facets for the nMixing Set
Sujeevraja Sanjeevi, Kiavash Kianfar
More BranchandBound Experiments in Convex Nonlinear Integer Programming
Pierre Bonami, Jon Lee, Sven Leyffer, Andreas Wächter
Derivativefree methods for constrained mixedinteger 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 InteriorPoint Algorithms in SDP and Symmetric Cone Programs
Satoshi Kakihara, Atsumi Ohara, Takashi Tsuchiya
Nonlinear Optimization
Trajectoryfollowing methods for largescale 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 LowRank 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 boundconstrained quadratic programming and linear complementarity problems
Daniel Robinson, Liming Feng, Jorge Nocedal, JongShi 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 copulabased heuristic for scenario generation
Michal Kaut
Exploiting structure of autoregressive processes in riskaverse multistage stochastic linear programs
Vincent Guigues, Claudia Sagastizábal
Branchandcut Approaches for Chanceconstrained Formulations of Reliable Network Design Problems
Yongjia Song, James Luedtke
