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    30 June 2014, Volume 2 Issue 2
    Continuous Optimization
    On the Linear Convergence of the Approximate Proximal Splitting Method for Non-smooth Convex Optimization
    Mojtaba Kadkhodaie · Maziar Sanjabi ·Zhi-Quan Luo
    2014, 2(2):  123-142.  doi:10.1007/s40305-014-0047-x
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    Consider the problem of minimizing the sum of two convex functions,
    one being smooth and the other non-smooth. In this paper, we introduce a general
    class of approximate proximal splitting (APS) methods for solving such minimization
    problems. Methods in the APS class include many well-known algorithms
    such as the proximal splitting method, the block coordinate descent method (BCD),
    and the approximate gradient projection methods for smooth convex optimization.
    We establish the linear convergence of APS methods under a local error bound
    assumption. Since the latter is known to hold for compressive sensing and sparse
    group LASSO problems, our analysis implies the linear convergence of the BCD
    method for these problems without strong convexity assumption.

    Conditional Quadratic Semidefinite Programming:Examples and Methods
    Hou-Duo Qi
    2014, 2(2):  143-170.  doi:10.1007/s40305-014-0048-9
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    The conditional quadratic semidefinite programming (cQSDP) refers to
    a class of matrix optimization problems whose matrix variables are required to be
    positive semidefinite on a subspace, and the objectives are quadratic. The chief
    purpose of this paper is to focus on two primal examples of cQSDP: the problem of
    matrix completion/approximation on a subspace and the Euclidean distance matrix
    problem. For the latter problem, we review some classical contributions and
    establish certain links among them. Moreover, we develop a semismooth Newton
    method for a special class of cQSDP and establish its quadratic convergence under
    the condition of constraint nondegeneracy. We also include an application in calibrating
    the correlation matrix in Libor market models. We hope this work will
    stimulate new research in cQSDP.

    Equivalence and Strong Equivalence Between the Sparsest and Least l_1-Norm Nonnegative Solutions of Linear Systems and Their Applications
    Yun-Bin Zhao
    2014, 2(2):  171-194.  doi:10.1007/s40305-014-0043-1
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    Many practical problems can be formulated as ‘0-minimization problems
    with nonnegativity constraints, which seek the sparsest nonnegative solutions
    to underdetermined linear systems. Recent study indicates that l_1-minimization is
    efficient for solving ‘0-minimization problems. From a mathematical point of view,
    however, the understanding of the relationship between l_0- and l_1-minimization
    remains incomplete. In this paper, we further address several theoretical questions
    associated with these two problems. We prove that the fundamental strict complementarity
    theorem of linear programming can yield a necessary and sufficient
    condition for a linear system to admit a unique least  l_1-norm nonnegative solution.
    This condition leads naturally to the so-called range space property (RSP) and the

    "full-column-rank’’ property, which altogether provide a new and broad understanding
    of the equivalence and the strong equivalence between l_0- and l_1-minimization.
    Motivated by these results, we introduce the concept of ‘‘RSP of order K’’
    that turns out to be a full characterization of uniform recovery of all K-sparse
    nonnegative vectors. This concept also enables us to develop a nonuniform recovery
    theory for sparse nonnegative vectors via the so-called weak range space property.

    Optimization Methods for Mixed Integer Weakly Concave Programming Problems
    Zhi-you Wu · Fu-sheng Ba i· Yong-jian Yang · Feng Jiang
    2014, 2(2):  195-222.  doi:DOI10.1007/s40305-014-0046-y
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    In this paper, we consider a class of mixed integer weakly concave
    programming problems (MIWCPP) consisting of minimizing a difference of a
    quadratic function and a convex function. A new necessary global optimality
    conditions for MIWCPP is presented in this paper. A new local optimization method
    for MIWCPP is designed based on the necessary global optimality conditions,
    which is different from the traditional local optimization method. A global optimization
    method is proposed by combining some auxiliary functions and the new
    local optimization method. Furthermore, numerical examples are also presented to
    show that the proposed global optimization method for MIWCPP is efficient.

    Proximal-Based Pre-correction Decomposition Method for Structured Convex Minimization Problems
    Yuan-Yuan Huang · San-Yang Liu
    2014, 2(2):  223-236.  doi:10.1007/s40305-014-0042-2
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    This paper presents two proximal-based pre-correction decomposition
    methods for convex minimization problems with separable structures. The methods,
    derived from Chen and Teboulle’s proximal-based decomposition method and He’s
    parallel splitting augmented Lagrangian method, remain the nice convergence
    property of the proximal point method and could compute variables in parallel like
    He’s method under the prediction-correction framework. Convergence results are
    established without additional assumptions. And the efficiency of the proposed
    methods is illustrated by some preliminary numerical experiments.

    Combining Clustered Adaptive Multistart and Discrete Dynamic Convexized Method for the Max-Cut Problem
    Geng Lin · Wen-Xing Zhu
    2014, 2(2):  237-262.  doi:10.1007/s40305-014-0045-z
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    Given an undirected graph with edge weights, the max-cut problem is to find a
    partition of the vertices into twosubsets, such that the sumof theweights of the edges crossing
    different subsets ismaximized.Heuristics based on auxiliary function can obtain high-quality
    solutions of the max-cut problem, but suffer high solution cost when instances grow large. In
    this paper, we combine clustered adaptive multistart and discrete dynamic convexized
    method to obtain high-quality solutions in a reasonable time. Computational experiments on
    two sets of benchmark instances from the literature were performed. Numerical results and
    comparisons with some heuristics based on auxiliary function show that the proposed
    algorithm is much faster and can obtain better solutions. Comparisons with several state-ofthe-
    science heuristics demonstrate that the proposed algorithm is competitive.

    Discrete Optimization
    Herscovici’s Conjecture on the Product of the Thorn Graphs of the Complete Graphs
    Dong-Lin Hao · Ze-Tu Gao · Jian-Hua Yin
    2014, 2(2):  263-270.  doi:10.1007/s40305-014-0044-0
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    Given a distribution of pebbles on the vertices of a connected graph G, a
    pebbling move on G consists of taking two pebbles off one vertex and placing one
    on an adjacent vertex. The t-pebbling number ftðGÞ of a simple connected graph G
    is the smallest positive integer such that for every distribution of ftðGÞ pebbles on
    the vertices of G, we can move t pebbles to any target vertex by a sequence of
    pebbling moves. Graham conjectured that for any connected graphs G and H,
    f1ðG  HÞ 6 f1ðGÞf1ðHÞ. Herscovici further conjectured that fstðG  HÞ 6
    fsðGÞftðHÞ for any positive integers s and t. Wang et al. (Discret Math, 309: 3431–
    3435, 2009) proved that Graham’s conjecture holds when G is a thorn graph of a
    complete graph and H is a graph having the 2-pebbling property. In this paper, we
    further show that Herscovici’s conjecture is true when G is a thorn graph of a
    complete graph and H is a graph having the 2t-pebbling property.