Papers and Abstracts Related to the Grad Optimization Seminar Fall/08

1. Myths and Counterexamples

   in: Linear Programming; Mixed Integer Programming; Nonlinear Programming

2. Matrix Completion Problems

   1. Exact matrix completion via convex optimization, 2008 (pdf), by Candes and Recht.
      Related papers: Robust SDP for sensor localization; Sensor network localization and EDM.

3. Finance

   1. Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters (pdf), by Somayeh Moazeni, Thomas F. Coleman, and Yuying Li.

4. Minimal Rank Problems

   1. Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization (pdf), by Benjamin Recht, Maryam Fazel, Pablo A. Parrilo.
      abstract

5. Relaxations of Hard Problems

   1. Copositive and Semidefinite Relaxations of the Quadratic Assignment Problem (pdf) by Janez Povh and Franz Rendl.
      abstract; Related papers: copositive representation of binary ....QPs (Burer); SDP relaxations of QAP (Zhao et al). Related talks: MOPTA: completely positive ... (Rendl) (pdf); ETHO: copositive ... (Rendl) (pdf);

6. Stability/Cone Programming

   1. Stability of closedness of convex cones under linear mappings (pdf), by J.M. Borwein and W.B. Moors.
      abstract

7. Further Papers

   1. regularization; symmetry in SDP