Optimization Online Digest — May 2012

Applications — OR and Management Sciences

Open versus closed loop capacity equilibria in electricity markets under perfect and oligopolistic competition
S. Wogrin, B. F. Hobbs, D. Ralph , E. Centeno, J. Barquín

Applications — Science and Engineering

A discrete L-curve for the regularization of ill-posed inverse problems
Germana Landi

Optimal synthesis in the Reeds and Shepp problem with a onesided variation of velocity
Andrey Dmitruk, Ivan Samylovskiy

Combinatorial Optimization

A Probabilistic Model for Minmax Regret in Combinatorial Optimization
Karthik Natarajan, Dongjian Shi, Kim Chuan Toh

Evolutionary Dynamic Optimization: A Survey of the State of the Art
Trung Thanh Nguyen, Shengxiang Yang, Juergen Branke

Continuous Dynamic Constrained Optimisation – The Challenges
Nguyen Trung Thanh, Xin Yao

Complementarity and Variational Inequalities

An efficient matrix splitting method for the second-order cone complementarity problem
Zhang Leihong, Yang Weihong

Weighted complementarity problems - a new paradigm for computing equilibria
Florian Potra

Convex and Nonsmooth Optimization

Error Forgetting of Bregman Iteration
Wotao Yin, Stanley Osher

When is a gap function good for error bounds?
Joydeep Dutta

Tilt stability, uniform quadratic growth, and strong metric regularity of the subdifferential.
Dmitriy Drusvyatskiy, Adrian S. Lewis

Sparse Approximation via Penalty Decomposition Methods
Zhaosong Lu, Yong Zhang

Einstein-Hessian barriers on convex cones
Roland Hildebrand

Convergence and Perturbation Resilience of Dynamic String-Averaging Projection Methods
Yair Censor, Alexander J. Zaslavski

Global Optimization

Multi-Variate McCormick Relaxations
Angelos Tsoukalas, Alexander Mitsos

Infinite Dimensional Optimization

First and second order optimality conditions for optimal control problems of state constrained integral equations
J. Frederic Bonnans, Constanza De La Vega, Xavier Dupuis

Integer Programming

Covering Linear Programming with Violations
Feng Qiu, Shabbir Ahmed, Santanu S. Dey, Laurence Wolsey

Forbidding extreme points from the 0-1 hypercube
Gustavo Angulo, Shabbir Ahmed, Santanu S. Dey

An Exact Algorithm for Quadratic Integer Minimization using Nonconvex Relaxations
Christoph Buchheim, Marianna De Santis, Laura Palagi, Mauro Piacentini

Linear, Cone and Semidefinite Programming

The simplex method and the diameter of a 0-1 polytope
Tomonari Kitahara, Shinji Mizuno

On bounded rank positive semidefinite matrix completions of extreme partial correlation matrices
Marianna Eisenberg-Nagy, Monique Laurent, Antonios Varvitsiotis

On the non-homogeneity of completely positive cones
M. Seetharama Gowda, Roman Sznajder

On the bilinearity rank of a proper cone and Lyapunov-like transformations
M. Seetharama Gowda, Jiyuan Tao

Analytical formulas for calculating extremal ranks and inertias of quadratic matrix-valued functions
Tian Yongge

Polytopes of Minimum Positive Semidefinite Rank
João Gouveia, Richard Z. Robinson, Rekha R. Thomas

Network Optimization

Minimum Cost Flow Problems with Value-at-Risk and Conditional Value-at-Risk Flow Losses under Topological Uncertainty
Qipeng P. Zheng, Siqian Shen

Nonlinear Optimization

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

Study of a primal-dual algorithm for equality constrained minimization
Paul Armand, Joël Benoist, Michel Bouard

AINVk: a Class of Approximate Inverse Preconditioners based on Krylov-subspace methods, for Large Indefinite Linear Systems
Giovanni Fasano, Massimo Roma

Bilevel optimization problems with vectorvalued objective functions in both levels
Stephan Dempe, Susanne Franke

Decomposition of Risk Measures
Alois Pichler, Georg Pflug

Sensitivity analysis for relaxed optimal control problems with final-state constraints
J. Frédéric Bonnans, Laurent Pfeiffer, Oana Silvia Serea

Optimization Software and Modeling Systems

Do You Trust Derivatives or Differences?
Stefan M. Wild, Jorge J. Moré

Tolerances
Harvey Greenberg

Stochastic Programming

Scenario Trees – A Process Distance Approach
Alois Pichler, Raimund Kovacevic

Other Topics

On Traveling Salesman Games with Asymmetric Costs
Alejandro Toriello, Nelson A. Uhan