Optimization Online Digest — February 2012

Applications — OR and Management Sciences

Layered Formulation for the Robust Vehicle Routing Problem with Time Windows
Agostinho Agra, Marielle Christiansen, Rosa Figueiredo, Lars M. Hvattum, Michael Poss, Cristina Requejo

A Constructive Proof of the Existence of a Utility in Revealed Preference Theory
A Eberhard, D Ralph, J-P Crouzeix

A Branch-and-Price Guided Search Approach to Maritime Inventory Routing
M Hewitt, G Nemhauser, M Savelsbergh, J Song

Improved Load Plan Design Through Integer Programming Based Local Search
A Erera, M Hewitt, M Savelsbergh, Y Zhang

Competitive location in networks with threshold-sensitive customer behaviour
Dolores R. Santos-Peñate, Rafael Suárez-Vega, Pablo Dorta-González

Applications — Science and Engineering

A Fast Algorithm for Constructing Efficient Event-Related fMRI Designs
Ming-Hung Kao, Hans D Mittelmann

Sensitivity analysis for the outages of nuclear power plants
Kengy Barty, J. Frédéric Bonnans, Laurent Pfeiffer

A competitive genetic algorithm for single row facility layout
Ravi Kothari, Diptesh Ghosh

Sparse/Robust Estimation and Kalman Smoothing with Nonsmooth Log-Concave Densities: Modeling, Computation, and Theory
Aleksandr Aravkin, James Burke, Gianluigi Pillonetto

Combinatorial Optimization

Strongly Polynomial Primal-Dual Algorithms for Concave Cost Combinatorial Optimization Problems
Thomas L. Magnanti, Dan Stratila

An aggressive reduction scheme for the simple plant location problem
Adam Letchford, Sebastian Miller

Complementarity and Variational Inequalities

ON REGULARITY CONDITIONS FOR COMPLEMENTARITY PROBLEMS
A. F. Izmailov, A. S. Kurennoy

Convex and Nonsmooth Optimization

Warmstarting the Homogeneous and Self-Dual Interior Point Method for Linear and Conic Quadratic Problems
Anders Skajaa, Erling Andersen, Ye Yinyu

A Stochastic Gradient Method with an Exponential Convergence Rate for Strongly-Convex Optimization with Finite Training Sets
Nicolas Le Roux, Mark Schmidt, Francis Bach

Global Optimization

Proximal Point Method for Minimizing Quasiconvex Locally Lipschitz Functions on Hadamard Manifolds
Erik Alex Papa Quiroz, Paulo Roberto Oliveira

Numerical Optimization of Eigenvalues of Hermitian Matrix Functions
Mustafa Kilic, Emre Mengi, E. Alper Yildirim

Formulas for calculating the extremum ranks and inertias of a four-term quadratic
Tian Yongge

Integer Programming

The Lagrangian Relaxation for the Combinatorial Integral Approximation Problem
Michael N. Jung, Sebastian Sager, Gerhard Reinelt

Branch-and-Price Guided Search for Integer Programs with an Application to the Multicommodity Fixed Charge Network Flow Problem
M Hewitt, G Nemhauser, M Savelsbergh

Non-Convex Mixed-Integer Nonlinear Programming: A Survey
Samuel Burer, Adam Letchford

Linear, Cone and Semidefinite Programming

An upper bound for the number of different solutions generated by the primal simplex method with any selection rule of entering variables
Tomonari Kitahara, Shinji Mizuno

Linear Program Relaxation of Sparse Nonnegative Recovery
Linxia Qin, Naihua Xiu, Lingchen Kong, Yu Li

Addressing rank degeneracy in constraint-reduced interior-point methods for linear optimization
Luke Wnternitz, Andre Tits, P.-A. Absil

A regularised simplex method
Csaba I. Fabian, Krisztian Eretnek, Olga Papp

Network Optimization

D-ADMM: A Communication-Efficient Distributed Algorithm For Separable Optimization
Joao Mota, Joao Xavier, Pedro Aguiar, Markus Pueschel

Nonlinear Optimization

Smoothing SQP Algorithm for Non-Lipschitz Optimization with Complexity Analysis
Wei Bian, Chen Xiaojun

CONJUGATE GRADIENT WITH SUBSPACE OPTIMIZATION
Sahar Karimi, Stephen Vavasis

On spectral properties of steepest descent methods
Roberta De Asmundis, Daniela di Serafino, Filippo Riccio, Gerardo Toraldo

On the convergence of the modified Levenberg-Marquardt method with a nonmonotone second order Armijo type line search
Weijun Zhou

Interior-Point Methods for Nonconvex Nonlinear Programming: Cubic Regularization
Hande Y. Benson, David F. Shanno

Beneath the valley of the noncommutative arithmetic-geometric mean inequality: conjectures, case-studies, and consequences
Benjamin Recht, Christopher Re

Solving trajectory optimization problems via nonlinear programming: the brachistochrone case study
Jean-Pierre Dussault

Optimization Software and Modeling Systems

A Parallel Bundle Method for Asynchronous Subspace Optimization in Lagrangian Relaxation
Frank Fischer, Christoph Helmberg

Stochastic Programming

Exact Penalization, Level Function Method and Modified Cutting-Plane Method for Stochastic Programs with Second Order Stochastic Dominance Constraints
Hailin Sun, Huifu Xu, Rudabeh Meskarian, Yong Wang

Asymptotic Analysis of Sample Average Approximation for Stochastic Optimization Problems with Joint Chance Constraints via CVaR/DC Approximations
Hailin Sun, Huifu Xu, Yong Wang

Decomposition Algorithms with Gomory Cuts for Two-Stage Stochastic Integer Programs
Dinakar Gade, Simge Kucukyavuz, Suvrajeet Sen