Optimization Online


Optimization Online Digest — August 2012

Applications — OR and Management Sciences

Cem Iyigun, Adi Ben-Israel

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 Volumetric-Modulated Arc Therapy (VMAT): Heuristic Approaches
Kerem Akartunali, Vicky Mak-Hau

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

Matrix-free 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 Newton-Fixed Point Homotopy Algorithm for Nonlinear Complementarity Problems with Generalized Monotonicity
Yun-Chol Jong

Convex and Nonsmooth Optimization

Some criteria for error bounds in set optimization
Duc Ha Truong Xuan

An adaptive accelerated first-order method for convex optimization
Renato D. C. Monteiro, Camilo Ortiz, Benar F. Svaiter

Bounds on Eigenvalues of Matrices Arising from Interior-Point Methods
Chen Greif, Erin Moulding, Dominique Orban


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 high-dimensional statistical recovery
Alekh Agarwal, Sahand Negahban, Martin Wainwright

Primal-dual subgradient method for Huge-Scale Linear Conic Problems
Yurii Nesterov, Sergey Shipirko

Epi-convergent Smoothing with Applications to Convex Composite Functions
James V. Burke, Tim Hoheisel

Global Optimization

An Efficient Global Optimization Algorithm for Nonlinear Sum-of-Ratios Problems
Yun-Chol 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 0-1-mixed integer linear programming problem with interval data
Alejandro Crema, Edgar Hugo Peraza, Fernando Crema

An Outer-Inner 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, Jean-Bernard 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 Multi-Convex Optimization with Applications to Nonnegative Tensor Factorization and Completion
Yangyang Xu, Wotao Yin

A Probabilistic-Driven 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 Trust-Region 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 risk-averse optimisation in two-stage stochastic models
Csaba Fabian

SDDP for multistage stochastic linear programs based on spectral risk measures
Vincent Guigues, Werner Romisch

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