Optimization Online


Optimization Online Digest — May 2013

Applications — OR and Management Sciences

Practical Multi-objective Programming
Isaac Siwale

Solution of Nonlinear Equations via Optimization
Isaac Siwale

An interior proximal point method with phi-divergence for Equilibrium Problems
Paulo Oliveira, Paulo Santos, Afonso Silva, Arnaldo Brito

A Strong Preemptive Relaxation for Weighted Tardiness and Earliness/Tardiness Problems on Unrelated Parallel Machines
Halil Sen, Kerem Bulbul

Strategic Health Workforce Planning
Weihong Hu, Mariel S. Lavieri, Alejandro Toriello, Xiang Liu

An FPTAS for Capacity Constrained Assortment Optimization
Antoine Desir, Vineet Goyal

Credit Price Optimisation within Retail Banking
T. De la Rey, S.E. Terblanche

Applications — Science and Engineering

Adaptive Observations And Multilevel Optimization In Data Assimilation
Serge Gratton, Monserrat Rincon-Camacho, Philippe L. Toint

Combinatorial Optimization

Acceleration and Stabilization Techniques for Column Generation Applied to Capacitated Resource Management Problems
Alper Uygur

Handelman's hierarchy for the maximum stable set problem
Monique Laurent, Zhao Sun

Complementarity and Variational Inequalities

Nonlinear Equilibrium for optimal resource allocation
Roman Polyak

Convex and Nonsmooth Optimization

The proximal-proximal gradient algorithm
Ting Kei Pong

Asen L. Dontchev

Minimal Residual Methods for Complex Symmetric, Skew Symmetric, and Skew Hermitian Systems
Sou-Cheng Choi

Lagrangian Transformation and Interior Ellipsoid Methods in Convex Optimization
Roman Polyak

A proximal technique for computing the Karcher mean of symmetric positive definite matrices
Ronaldo Malheiros Gregório, Paulo Roberto Oliveira

On the Complexity Analysis of Randomized Block-Coordinate Descent Methods
Zhaosong Lu, Lin Xiao

Robust convex relaxation for the planted clique and densest k-subgraph problems
Brendan Ames

Level Bundle Methods for Constrained Convex Optimization with Various Oracles
Wim van Ackooij , Welington de Oliveira

Nonsmooth Optimization Using Uncontrolled Inexact Information
Jérôme Malick, Welington de Oliveira, sofia Zaourar

On full Jacobian decomposition of the augmented Lagrangian method for separable convex programming
Bingsheng He, Liusheng Hou, Xiaoming Yuan

The Complexity of Large-scale Convex Programming under a Linear Optimization Oracle
Guanghui Lan

Global Optimization

Efficient random coordinate descent algorithms for large-scale structured nonconvex optimization
Ion Necoara, Andrei Patrascu

Nonmonotone line search methods with variable sample size
Nataša Krejić, Nataša Krklec Jerinkić

New and Improved Conditions for Uniqueness of Sparsest Solutions of Underdetermined Linear Systems
Y Zhao

Integer Programming

Cutting-planes for optimization of convex functions over nonconvex sets
Daniel Bienstock, Alexander Michalka

Using diversification, communication and parallelism to solve mixed-integer linear programs
Rodolfo Carvajal, Shabbir Ahmed, George Nemhauser, Kevin Furman, Vikas Goel, Yufen Shao

Linear, Cone and Semidefinite Programming

On a generalization of P'olya's and Putinar-Vasilescu's Positivstellens\"atze
Peter J.C. Dickinson, Janez Povh

Worst-Case Results For Positive Semidefinite Rank
Jo\~ao Gouveia, Richard Z. Robinson, Rekha R. Thomas

Updating LU Factors of LP Simplex Bases
Sande Gordon

Nonlinear Optimization

An Inexact Sequential Quadratic Optimization Algorithm for Large-Scale Nonlinear Optimization
Frank E Curtis, Travis C Johnson, Daniel P Robinson, Andreas Waechter

Incremental Accelerated Gradient Methods for SVM Classification: Study of the Constrained Approach
Nicolas Couellan, Sophie Jan

An example of slow convergence for Newton's method on a function with globally Lipschitz continuous Hessian
Coralia Cartis, Nicholas I.M. Gould, Philippe L. Toint

A filter method with unified step computation for nonlinear optimization
Nicholas I. M. Gould, Yueling Loh, Daniel P. Robinson

A Linesearch-based Derivative-free Approach for Nonsmooth Optimization
Giovanni Fasano, Giampaolo Liuzzi, Stefano Lucidi, Francesco Rinaldi

A matrix-free approach to build band preconditioners for large-scale bound-constrained optimization
Valentina De Simone, Daniela di Serafino

Dual equilibrium problems: how a succession of aspiration points converges to an equilibrium
Felipe Garcia Moreno, Paulo Roberto Oliveira, Antoine Soubeyran

Second-order necessary conditions in Pontryagin form for optimal control problems
J. Frederic Bonnans, Xavier Dupuis, Laurent Pfeiffer

Second-order sufficient conditions for strong solutions to optimal control problems
J. Frederic Bonnans, Xavier Dupuis, Laurent Pfeiffer

An inexact and nonmonotone proximal method for smooth unconstrained minimization
S. A. Santos, R. C. M. Silva

Efficient tridiagonal preconditioner for the matrix-free truncated Newton method
Ladislav Luksan, Jan Vlcek

Optimization Software and Modeling Systems

CUTEst: a Constrained and Unconstrained Testing Environment with safe threads
Nicholas Gould, Dominique Orban, Philippe Toint

Computing in Operations Research using Julia
Miles Lubin, Iain Dunning

Robust Optimization

Asymptotic Convergence Analysis for Distributional Robust Optimization and Equilibrium Problems
Hailin Sun, Huifu Xu

Robustness to Dependency in Portfolio Optimization Using Overlapping Marginals
Xiaobo Li, Karthik Natarajan, Xuan Vinh Doan

CVaR Approximations for Minimax and Robust Convex Optimization
Edward Anderson, Huifu Xu, Dali Zhang

Stochastic Programming

Kusuoka Representations of Coherent Risk Measures in General Probability Spaces
Nilay Noyan, Gabor Rudolf

Other Topics

Generalized vector-valued proximal point algorithm in multi-objective optimization
R.A. Rocha, P.R. Oliveira, R. Gregório, M. Souza

A Trust-Region Method for Unconstrained Multiobjective Problems with Applications in Satisficing Processes
Kely Diana Villacorta, Paulo Roberto Oliveira, Antoine Soubeyran

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