Optimization Online


Optimization Online Digest — September 2012

Applications — OR and Management Sciences

A concentrated Cauchy distribution with finite moments

Improved Bounds for RIC in Compressed Sensing
Shenglong Zhou, Lingchen Kong, Naihua Xiu, ,

Applications — Science and Engineering

Linearizing the Method of Conjugate Gradients
Serge Gratton, David Titley-Peloquin, Philippe Toint, Jean Tshimanga Ilunga

Conjugate-gradients versus multigrid solvers for diffusion-based correlation models in data assimilation
Serge Gratton, Philippe Toint, Jean Tshimanga Ilunga

On RIC bounds of Compressed Sensing Matrices for Approximating Sparse Solutions Using Lq Quasi Norms
Hsia Yong, Sheu Ruey-Lin

Variable Neighborhood Search for parameter tuning in Support Vector Machines
Emilio Carrizosa, Martín-Barragán Belén, Romero Morales Dolores

Convex and Nonsmooth Optimization

On Stable Piecewise Linearization and Generalized Algorithmic Differentiation
Andreas Griewank

Erratum to: ``On the set-semidefinite representation of nonconvex quadratic programs over arbitrary feasible sets'' [Optim. Letters, 2012]
Peter J.C. Dickinson, Gabriele Eichfelder, Janez Povh

Second-order variational analysis and characterizations of tilt-stable optimal solutions in finite and infinite dimensions
Boris Mordukhovich, Nghia Tran

Gradient consistency for integral-convolution smoothing functions
James V. Burke, Tim Hoheisel, Christian Kanzow

Compressed Sensing Off the Grid
Gongguo Tang, Badri Narayan Bhaskar, Parikshit Shah, Benjamin Recht

Alternating Proximal Gradient Method for Convex Minimization
Shiqian Ma

Convergence rate and iteration complexity on the alternating direction method of multipliers with a substitution procedure for separable convex programming
Bingsheng He, Min Tao, Xiaoming Yuan

Iterative Reweighted Minimization Methods for $l_p$ Regularized Unconstrained Nonlinear Programming
Zhaosong Lu

Global Optimization

Branch-and-Lift Algorithm for Deterministic Global Optimization in Nonlinear Optimal Control
Boris Houska, Benoit Chachuat

Integer Programming

Automatic Dantzig-Wolfe Reformulation of Mixed Integer Programs
Martin Bergner, Alberto Caprara, Alberto Ceselli, Fabio Furini, Marco Lübbecke, Enrico Malaguti, Emilio Traversi

Linear, Cone and Semidefinite Programming

A Quadratically Constrained Quadratic Optimization Model for Completely Positive Cone Programming
Naohiko Arima, Sunyoung Kim, Masakazu Kojima

Improving an interior-point approach for large block-angular problems by hybrid preconditioners
Silvana Bocanegra, Jordi Castro, Aurelio R.L. Oliveira

Nonlinear Optimization

Primal-dual relations between the central path and the Levenberg-Marquardt trajectory: a warm starting in convex programming
Roger Behling, Clovis Gonzaga, Gabriel Haeser

On the complexity of the steepest-descent with exact linesearches
Coralia Cartis, Nick Gould, Philippe Toint

How much patience do you have? A worst-case perspective on smooth nonconvex optimization
Coralia Cartis, Nick Gould, Philippe Toint

Low-rank matrix completion via trust-regions on the Grassmann manifold
Nicolas Boumal, P.-A. Absil

Global convergence of trust-region algorithms for constrained minimization without derivatives
Paulo D. Conejo, Elizabeth W. Karas, Lucas G. Pedroso, Ademir A. Ribeiro, Mael Sachine

On Perspective Functions and Vanishing Constraints in Mixed-Integer Nonlinear Optimal Control
Michael N. Jung, Christian Kirches, Sebastian Sager

Robust Optimization

Pareto Efficiency in Robust Optimization
Dan Iancu, Nikolaos Trichakis

Risk Analysis 101: fooled by local robustness ... again!
Moshe Sniedovich

Pricing Conspicuous Consumption Products in Recession Periods with Uncertain Strength
Tony Huschto, Sebastian Sager

Stochastic Programming

Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method
Christian Wolf, Achim Koberstein

Threshold Boolean Form for Joint Probabilistic Constraints with Random Technology Matrix
Alexander Kogan, Miguel Lejeune

Are Quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
Holger Heitsch, Hernan Leovey, Werner Romisch

Other Topics

Equilibria on the Day-Ahead Electricity Market
Margarida Carvalho, João Pedro Pedroso

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