

Optimization Online Digest — August 2012
Applications — OR and Management Sciences
THE MULTI–FACILITY LOCATION PROBLEM: A PROBABILISTIC DECOMPOSITION METHOD
Cem Iyigun, Adi BenIsrael
Optimal Execution Under Jump Models For Uncertain Price Impact
Somayeh Moazeni, Thomas F. Coleman, Yuying Li
Solving Security Constrained Optimal Power Flow Problems by a Structure Exploiting Interior Point Method
Naiyuan Chiang, Andreas Grothey
A Dynamic Traveling Salesman Problem with Stochastic Arc Costs
Alejandro Toriello, William B. Haskell, Michael Poremba
Applications — Science and Engineering
Treatment Planning Optimization for VolumetricModulated Arc Therapy (VMAT): Heuristic Approaches
Kerem Akartunali, Vicky MakHau
Fast and Robust Recursive Algorithms for Separable Nonnegative Matrix Factorization
Nicolas Gillis, Stephen A. Vavasis
Learning Circulant Sensing Kernels
Yangyang Xu, Wotao Yin, Stanley Osher
Matrixfree Interior Point Method for Compressed Sensing Problems
Kimon Fountoulakis, Jacek Gondzio, Pavel Zhlobich
Hankel Matrix Rank Minimization with Applications to System Identification and Realization
Maryam Fazel, Ting Kei Pong, Defeng Sun, Paul Tseng
Complementarity and Variational Inequalities
A NewtonFixed Point Homotopy Algorithm for Nonlinear Complementarity Problems with Generalized Monotonicity
YunChol Jong
Convex and Nonsmooth Optimization
Some criteria for error bounds in set optimization
Duc Ha Truong Xuan
An adaptive accelerated firstorder method for convex optimization
Renato D. C. Monteiro, Camilo Ortiz, Benar F. Svaiter
Bounds on Eigenvalues of Matrices Arising from InteriorPoint Methods
Chen Greif, Erin Moulding, Dominique Orban
CHARACTERIZATIONS OF FULL STABILITY IN CONSTRAINED OPTIMIZATION
Boris MORDUKHOVICH, Terry ROCKAFELLAR, Ebrahim SARABI
An Efficient Augmented Lagrangian Method with Applications to Total Variation Minimization
Chengbo Li, Wotao Yin, Hong Jiang, Yin Zhang
A Newton’s method for the continuous quadratic knapsack problem
Roberto Cominetti, Walter F. Mascarenhas, Paulo J. S. Silva
A Fair, Sequential Multiple Objective Optimization Algorithm
Can Kizilkale
On the Global and Linear Convergence of the Generalized Alternating Direction Method of Multipliers
Wei Deng, Wotao Yin
Fast global convergence of gradient methods for highdimensional statistical recovery
Alekh Agarwal, Sahand Negahban, Martin Wainwright
Primaldual subgradient method for HugeScale Linear Conic Problems
Yurii Nesterov, Sergey Shipirko
Epiconvergent Smoothing with Applications to Convex Composite Functions
James V. Burke, Tim Hoheisel
Global Optimization
An Efficient Global Optimization Algorithm for Nonlinear SumofRatios Problems
YunChol Jong
Integer Programming
On valid inequalities for quadratic programming with continuous variables and binary indicators
Hongbo Dong, Jeff Linderoth
Approximating the solution for the multiparametric 01mixed integer linear programming problem with interval data
Alejandro Crema, Edgar Hugo Peraza, Fernando Crema
An OuterInner Approximation for separable MINLPs
Hassan Hijazi, Pierre Bonami, Adam Ouorou
Integer Factorization is in P
Yuly Shipilevsky
Linear, Cone and Semidefinite Programming
Convex computation of the region of attraction of polynomial control systems
Didier Henrion, Milan Korda
On Families of Quadratic Surfaces Having Fixed Intersections with Two Hyperplanes
Pietro Belotti, Julio C. Góez, Imre Pólik, Ted Ralphs, Tamás Terlaky
Mean squared error minimization for inverse moment problems
Didier Henrion, JeanBernard Lasserre, Martin Mevissen
Convergence Analysis of an Inexact Feasible Interior Point Method for Convex Quadratic Programming
Jacek Gondzio
Nonlinear Optimization
A method for weighted projections to the positive definite cone
Tuomo Valkonen
A Block Coordinate Descent Method for MultiConvex Optimization with Applications to Nonnegative Tensor Factorization and Completion
Yangyang Xu, Wotao Yin
A ProbabilisticDriven Search Algorithm for solving a Class of Optimization Problems
Nguyen Huu Thong
On the Exhaustivity of Simplicial Partitioning
Peter J.C. Dickinson
Approximation of Matrix Rank Function and Its Application to Matrix Rank Minimization
Chengjin Li
Scalable Nonlinear Programming Via Exact Differentiable Penalty Functions and TrustRegion Newton Methods
Victor M Zavala, Mihai Anitescu
Stochastic Programming
Bounds for nested law invariant coherent risk measures
Linwei Xin, Alexander Shapiro
Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach
Panos Parpas, Ustun Berk, Webster Mort
On solving multistage stochastic programs with coherent risk measures
A. B. Philpott, V. L. de Matos, E. C. Finardi
Computational aspects of riskaverse optimisation in twostage stochastic models
Csaba Fabian
SDDP for multistage stochastic linear programs based on spectral risk measures
Vincent Guigues, Werner Romisch
