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, Cheng-Lung Wu

Simultaneous Pursuit of Out-of-Sample Performance and Sparsity in Index Tracking Portfolios
Akiko Takeda, Mahesan Niranjan, Jun-ya 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 semi-infinite and infinite programs with Lipschitzian data
Boris Mordukhovich, Nghia Tran

A randomized Mirror-Prox method for solving structured large-scale matrix saddle-point 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 Douglas-Rachford 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 primal-dual splitting method for convex optimization involving Lipschitzian, proximable and linear composite terms
Laurent Condat

Error bounds for vector-valued 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 semi-infinite 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 Sherali-Adams Relaxation
James Ostrowski

Linear, Cone and Semidefinite Programming

Improved Column Generation for Highly Degenerate Master Problems
Jacques Desrosiers, Jean-Bertrand 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, Jean-Pierre Dussault

High order Halley type directions
Bilel Kchouk, Jean-Pierre Dussault

Modifications of the limited-memory BNS method for better satisfaction of previous quasi-Newton 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 Trend-following 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