Optimization Online


Optimization Online Digest — March 2012

Applications — OR and Management Sciences

Efficient Cardinality/Mean-Variance Portfolios
R. P. Brito, L. N. Vicente

Stochastic Optimization Approach to Water Management in Cooling-Constrained Power Plants
Juan M. Salazar, Urmila Diwekar, Emil Constantinescu, Victor M. Zavala

Economic and Environmental Analysis of Photovoltaic Energy Systems via Robust Optimization
Shimpei Okido, Akiko Takeda

Scatter search algorithms for the single row facility layout problem
Ravi Kothari, Diptesh Ghosh

Flow shop scheduling with peak power consumption constraints
K. Fang, N. A. Uhan, F. Zhao, J. W. Sutherland

Robust Decision Making using a Risk-Averse Utility Set
Jian Hu, Sanjay Mehrotra

A distribution-free risk-reward newsvendor model: Extending Scarf's min-max order formula
Donglei Du, Qiaoming Han, Luis Zuluaga

Applications — Science and Engineering

MILP formulation for islanding of power networks
Paul Trodden, Waqquas Bukhsh, Andreas Grothey, Ken McKinnon

Approximate Maximum Principle for Discrete Approximations of Optimal Control Systems with Nonsmooth Objectives and Endpoint Constraints
Boris Mordukhovich, Ilya Shvartsman

Combinatorial Optimization

Compact formulations of the Steiner traveling salesman problem and related problems
Adam Letchford, Saeideh Nasiri, Dirk Theis

A Dynamic Programming Heuristic for the Quadratic Knapsack Problem
Adam Letchford, Franklin Djeumou Fomeni

Exact Algorithms for Combinatorial Optimization Problems with Submodular Objective Functions
Frank Baumann, Sebastian Berckey, Christoph Buchheim

Convex and Nonsmooth Optimization

Reweighted $\ell_1$-Minimization for Sparse Solutions to Underdetermined Linear Systems
Yun-Bin Zhao, Duan Li

Level Bundle Methods for oracles with on-demand accuracy
Welington Oliveira, Claudia Sagastiz√°bal

Boris Mordukhovich, Nghia Tran

Learning how to play Nash, potential games and alternating minimization method for structured nonconvex problems on Riemannian manifolds
J.X. da Cruz Neto, P.R. Oliveira, P.A. Soares Jr., A. Soubeyran

A Proximal-Gradient Homotopy Method for the Sparse Least-Squares Problem
Lin Xiao, Tong Zhang

Packing Ellipsoids with Overlap
Caroline Uhler, Stephen Wright

Infinite Dimensional Optimization

How to Solve a Semi-infinite Optimization Problem
Oliver Stein

Integer Programming

Bilevel Programming and the Separation Problem
Andrea Lodi, Ted Ralphs, Gerhard Woeginger

What Could a Million Cores Do To Solve Integer Programs?
Thorsten Koch, Ted Ralphs, Yuji Shinano

Solving Mixed-Integer Nonlinear Programs by QP-Diving
Ashutosh Mahajan, Sven Leyffer, Christian Kirches

Linear, Cone and Semidefinite Programming

Irreducible elements of the copositive cone
Peter J.C. Dickinson, Mirjam DŁr, Luuk Gijben, Roland Hildebrand

Logarithmic barriers for sparse matrix cones
Martin Andersen, Joachim Dahl, Lieven Vandenberghe

Scaling relationship between the copositive cone and Parrilo's first level approximation
Dickinson Peter J.C., Duer Mirjam, Luuk Gijben, Roland Hildebrand

Complexity of the positive semidefinite matrix completion problem with a rank constraint
Marianna Eisenberg-Nagy, Monique Laurent, Antonios Varvitsiotis

Nonlinear Optimization

Global convergence and the Powell singular function
Trond Steihaug, Sara Suleiman

About Relaxing the Mangasarian-Fromovitz Constraint Qualification
Alexander Kruger, Leonid Minchenko, Jiri Outrata

On the evaluation complexity of cubic regularization methods for potentially rank-deficient nonlinear least-squares problems and its relevance to constrained nonlinear optimization
Coralia Cartis, Nicholas I M Gould, Philippe L Toint

On optimizing the sum of the Rayleigh quotient and the generalized Rayleigh quotient on the unit sphere
Zhang Leihong

A Low-Memory Approach For Best-State Estimation Of Hidden Markov Models With Model Error
Mihai Anitescu, Xiaoyan Zeng, Emil Constantinescu

Limited Memory Block Krylov Subspace Optimization for Computing Dominant Singular Value Decompositions

New updates of incomplete LU factorizations and applications to large nonlinear systems
Stefania Bellavia, Benedetta Morini, Margherita Porcelli

Optimization Software and Modeling Systems

Customizing the Solution Process of COIN-ORís Linear Solvers with Python
Mehdi Towhidi, Dominique Orban

Other Topics

On Differentiability Properties of Player Convex Generalized Nash Equilibrium Problems
Nadja Harms, Christian Kanzow, Oliver Stein

Risk-Averse Control of Undiscounted Transient Markov Models
Ozlem Cavus, Andrzej Ruszczynski

Simultaneous approximation of multi-criteria submodular function maximization
Donglei Du, Li Yu, Naihua Xiu, Dachuan Xu

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