[solved]Yun not programmable via WiFi but works with WiFi

Sorry for the ambiguous subject but I'm also very ambiguous about what's going on.
I just purchased an Arduino Yun board. I have plugged a microSD and formatted it using YunDiskSpaceExpander provided in the tutorial. Only after that I flashed the 1.5.3 image on the board, at least that's what I think so, and

root@Arduino:~# cat /etc/arduino/openwrt-yun-release
built=Fri Nov 14 03:53:51 CET 2014

I can use the Wifi functionality through many examples but cannot program the board over WiFi. The Console Blinking example works well with ssh through my computer and my phone, and using the Bridge example I can read and set all pins using any web browser.
I can program the board using micro-B USB connection and ethernet but the Wireless address does not show up in Tools>Ports (see attachment).
Thank you for your time.

nonkreon:
I have plugged a microSD and formatted it using YunDiskSpaceExpander provided in the tutorial. Only after that I flashed the 1.5.3 image on the board

That might be a problem. When I was on the OpenWRT website looking at the details of the root file system overlay feature that is used by the Yun disk expander sketch, there was a warning about upgrading the on-board flash after expanding the root file system. During booting, the Linux kernel is loaded into memory from the internal on-board flash memory, and part way through the process it switches over from using the internal flash to the external SD card. Upgrading the internal flash after expanding the disk can put a new version of the kernel into memory, while the old version utilities on the SD card are expecting the old kernel.

Near as I can tell. If you upgrade the internal flash, you have to redo the disk expander process. While this may be an issue, this may not be your problem since I would think you'd have a lot more issues than just loading a sketch.

I can program the board using micro-B USB connection and ethernet but the Wireless address does not show up in Tools>Ports (see attachment).

For the Yun to show up on the IDE menu, a packet broadcast from the Yun needs to be received by the IDE. I have a similar situation as you: shows up with Ethernet, but not WiFi. In my case, it's because my computer is on Ethernet, and the WiFi is from an access point hanging off the Ethernet. When the Yun is on the Ethernet, it's the same network segment, the broadcast goes through, and the board shows up in the IDE. But when the a Yun is on WiFi, the broadcast goes over the wireless, but doesn't pass through the access point onto the Ethernet, so the board doesn't show up. If I switch my computer from Ethernet to WiFi, the Yun shows up (but then disappears if the Yun is on Ethernet.)

Perhaps something like this is happening to you?

Thank you ShapeShifter for your kind response. I didn't think my simple setup would pose any problem but let me explain it then:
I have a WiFi router connected via ethernet to my desktop computer. I have set up the Yun via the simple configuration page to use the Router's WiFi. The Yun is assigned two different IP addresses when ethernet is also connected, one for ethernet and one for wifi. In the examples I have mentioned above I actually didn't connect the ethernet and programmed the router via USB and executed commands using the WiFi IP address, and programmed using ethernet during my trials too.
My desktop does not have WiFi but does it matter? Do I need a 802.11 device to program Yun wirelessly?
Thank you very much

Ok, following your suggestion I set up Arduino IDE on my mother's WiFi-enabled laptop and powered on the board. I could program the board using WiFi! Then I connected the board's ethernet and was still able to program it over wireless but the ethernet port did not show up in connections.
Thank you for your time and patience.

nonkreon:
I have a WiFi router connected via ethernet to my desktop computer. I have set up the Yun via the simple configuration page to use the Router's WiFi.

Yes, a different hardware configuration than what I have set up, but the same result. The WiFi and Ethernet may be addressed as the same network, but they are two separate segments connected by your router. Packets addressed from one segment to the other get retransmitted by your router, but broadcasts don't make the leap between segments.

This means that you can access the Yun over the WiFi using its address, and it works. If it knew the Yun's address, the IDE could also access the Yun to program it over the WiFi. But there is no way to manually specify a remote Yun's address in the IDE. The only way to select a Yun over WiFi is to pick it off of the board list menu, and the only way it shows up on that menu is if the IDE receives a broadcast from the Yun. It's basically a situation where the IDE could access it if it knew its address, but it can't see that address because it's on a different network segment.

It's working as designed, unfortunately the design has an annoying limitation.