Friday, May 14

MS56
Modeling with Linear, Convex-Quadratic and Semidefinite Programming - Part II of II

(For description, see Part I, MS44)

4:15 PM-5:45 PM
Room: Capitol South

Organizers: Farid Alizadeh
Rutgers University
Lieven Vandenberghe
University of California, Los Angeles

4:15-4:40 A Cutting Plane Algorithm based on the Spectral Bundle Method

Christoph Helmberg, Konrad-Zuse-Zentrum für Informationstechnik Berlin, Germany

4:45-5:10 Different Formulations of Truss Topology Design Problems and Their Merits

Ulf Brännlund, Royal Institute of Technology, Stockholm, Sweden

5:15-5:40 Sharp Bounds in Probability and Finance: A Convex Optimization Approach

Dimitris Bertsimas and Ioana Popescu, Massachusetts Institute of Technology

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tjf, 1/19/99, MMD, 1/27/99