

Optimization Online Digest — December 2011
Applications — OR and Management Sciences
A Security Framework for Smart Metering with Multiple Data Consumers
Cristina Rottondi, Giacomo Verticale, Antonio Capone
Optimizing Trading Decisions for Hydro Storage Systems using Approximate Dual Dynamic Programming
Nils Loehndorf, David Wozabal, Stefan Minner
The recoverable robust tail assignment problem
Gary Froyland, Stephen J Maher, ChengLung Wu
Simultaneous Pursuit of OutofSample Performance and Sparsity in Index Tracking Portfolios
Akiko Takeda, Mahesan Niranjan, Junya Gotoh, Yoshinobu Kawahara
Applications — Science and Engineering
Optimizing the Spectral Radius
Yurii Nesterov, Vladimir Protasov
Models for managing the impact of an epidemic
Daniel Bienstock, A. Cecilia Zenteno
Combinatorial Optimization
The Asymmetric Quadratic Traveling Salesman Problem
Anja Fischer
Complementarity and Variational Inequalities
A Family of Newton Methods for Nonsmooth Constrained Systems with Nonisolated Solutions
Francisco Facchinei, Andreas Fischer, Markus Herrich
Convex and Nonsmooth Optimization
Subdifferentials of nonconvex supremum functions and their applications to semiinfinite and infinite programs with Lipschitzian data
Boris Mordukhovich, Nghia Tran
A randomized MirrorProx method for solving structured largescale matrix saddlepoint problems
Michel Baes, Michael Bürgisser, Arkadi Nemirovski
Hedge algorithm and Dual Averaging schemes
Michel Baes, Michael Bürgisser
DC approach to regularity of convex multifunctions with applications to infinite systems
Boris Mordukhovich, Nghia Tran
On convergence rate of the DouglasRachford operator splitting method
Bingsheng He, Xiaoming Yuan
Strong formulations for convex functions over nonconvex sets
Daniel Bienstock, Alexander Michalka
Continuous convex sets and zero duality gap for convex programs
Emil ERNST, Michel VOLLE
Zero duality gap for convex programs: a general result
Emil ERNST, Michel VOLLE
Closed means continuous iff polyhedral: a converse of the GKR theorem
Emil ERNST
A primaldual splitting method for convex optimization involving Lipschitzian, proximable and linear composite terms
Laurent Condat
Error bounds for vectorvalued functions on metric spaces
Ewa M. Bednarczuk, Alexander Y. Kruger
Stationarity and regularity of infinite collections of sets
Alexander Y. Kruger, Marco A. López
Stationarity and regularity of infinite collections of sets. Applications to infinitely constrained optimization
Alexander Y. Kruger, Marco A. López
About error bounds in metric spaces
Marian J. Fabian, Rene Henrion, Alexander Y. Kruger, Jirı V. Outrata
Some remarks on stability of generalized equations
Rene Henrion, Alexander Y. Kruger, Jirı V. Outrata
Global Optimization
A branch and bound algorithm for the global optimization of Hessian Lipschitz continuous functions
Jaroslav Fowkes, Nicholas Gould, Chris Farmer
Proximal Methods with Bregman Distances to Solve VIP on Hadamard manifolds
E.A. Papa Quiroz, P.R. Oliveira
Infinite Dimensional Optimization
A lifting method for generalized semiinfinite programs based on lower level Wolfe duality
Moritz Diehl, Boris Houska, Oliver Stein, Paul Steuermann
Metric regularity of the sum of multifunctions and applications
van Ngai Huynh, Huu Tron Nguyen, Michel Thera
Integer Programming
Using Symmetry to Optimize Over the SheraliAdams Relaxation
James Ostrowski
Linear, Cone and Semidefinite Programming
Improved Column Generation for Highly Degenerate Master Problems
Jacques Desrosiers, JeanBertrand Gauthier, Marco Lübbecke
The Gram dimension of a graph
Monique Laurent, Antonios Varvitsiotis
Nonlinear Optimization
On the Difficulty of Deciding Asymptotic Stability of Cubic Homogeneous Vector Fields
Amir Ali Ahmadi
A new family of high order directions for unconstrained optimization inspired by Chebyshev and Shamanskii methods
Bilel Kchouk, JeanPierre Dussault
High order Halley type directions
Bilel Kchouk, JeanPierre Dussault
Modifications of the limitedmemory BNS method for better satisfaction of previous quasiNewton conditions
Jan Vlcek, Ladislav Luksan
A NEW PROBABILISTIC ALGORITHM FOR SOLVING NONLINEAR EQUATIONS SYSTEMS
Nguyen Huu Thong, Tran Van Hao
The Lagrange method and SAO with bounds on the dual variables
MJD Powell
A preconditioning framework for sequences of diagonally modified linear systems arising in optimization
Stefania Bellavia, Valentina De Simone, Daniela di Serafino, Benedetta Morini
Global Convergence of a General Filter Algorithm Based on an Efficiency Condition of the Step
Gislaine Aparecida Periçaro, Ademir Alves Ribeiro, Elizabeth Wegner Karas
Parallel algebraic multilevel Schwarz preconditioners for elliptic PDE systems
Alfio Borzì, Valentina De Simone, Daniela di Serafino
Robust Optimization
Robust and Trendfollowing Student's t Kalman Smoothers
Aleksandr Y. Aravkin, James V. Burke, Gianluigi Pillonetto
The Decision Rule Approach to Optimisation under Uncertainty: Methodology and Applications in Operations Management
Angelos Georghiou, Wolfram Wiesemann, Daniel Kuhn
