%%% %%% This is a bibliography on optimization. %%% %%% It is available in a searchable form at %%% http://liinwww.ira.uka.de/bibliography/Math/optim.html %%% %%% The references are drawn from journals, from email announcements, %%% and also from elsewhere. %%% %%% The main areas of representation are %%% interior point methods and integer programming. %%% There are also papers on other areas in optimization %%% as well as on other topics, such as matrix theory. %%% %%% Many of the interior point references from the early 1990's %%% are not in this bibliography, and they can be found in %%% Eberhard Kranich's bibliography. %%% %%% %%% A very partial list of sites of online journals: %%% %%% Mathematical Programming: %%% 1999-current: %%% http://link.springer-ny.com/link/service/journals/10107/index.htm %%% 1995-98: %%% http://www.sciencedirect.com/ (click on "group-wide login" if your %%% library subscribes, and click %%% on sensible choices thereafter) %%% %%% SIAM Journals: %%% http://www.siam.org/journals/journals.htm %%% %%% INFORMS Journals: %%% http://pubsonline.informs.org/ %%% %%% Journal on Computing, issues from Vol 1 to Vol 9: %%% available via the "Back Issues" link at the JOC web site, %%% http://joc.pubs.informs.org/ %%% %%% OR Letters, European Journal of OR, Computers and OR, %%% Discrete Optimization: %%% http://www.sciencedirect.com/ (click on "group-wide login" if your %%% library subscribes, and click %%% on sensible choices thereafter) %%% or %%% http://www.elsevier.nl/homepage/sae/orms/orms.sht %%% %%% Journal of the ACM: %%% http://www.acm.org/pubs/contents/journals/jacm/ %%% %%% Journal of Global Optimization: %%% http://kapis.www.wkap.nl/kapis/CGI-BIN/WORLD/journalhome.htm?0925-5001 %%% %%% Computational Optimization and Applications: %%% http://kapis.www.wkap.nl/kapis/CGI-BIN/WORLD/journalhome.htm?0926-6003 %%% %%% Mathematical Methods of Operations Research: %%% http://link.springer-ny.com/link/service/journals/00186/index.htm %%% %%% Journal of Applied Mathematics and Decision Sciences: %%% http://fims-www.massey.ac.nz/maths/jamds/ %%% %%% Journal of Parallel and Distributed Computing: %%% http://www.academicpress.com/www/journal/pc.htm %%% %%% For computer science references, check out the Hypertext Bibliography %%% Project at: %%% http://theory.lcs.mit.edu/~dmjones/hbp/ %%% %%% My university keeps a list of online journals: %%% http://www.lib.rpi.edu/dept/library/html/resources/ejournals/index.html %%% %%% %%% John Mitchell %%% Math Sciences %%% Rensselaer Polytechnic Institute %%% Troy, NY 12180 %%% USA %%% %%% http://www.rpi.edu/~mitchj %%% %%% %%% This material is based in part upon work supported by the %%% National Science Foundation under Grant Numbers CCR-9901822, %%% DMS-0317323, and DMS-0715446. %%% %%% Any opinions, findings, and conclusions or recommendations expressed in %%% this material are those of the author(s) and do not necessarily %%% reflect the views of the National Science Foundation. %%% %%% %%% %%% %%% Journal title abbreviations: %%% @string{aam = "Acta Applied Mathematics"} @string{aeqm = "Aequationes Mathematicae"} @string{aor = "Annals of Operations Research"} @string{amo = "Applied Mathematics and Optimization"} @string{anm = "Applied Numerical Mathematics"} @string{as = "Annals of Statistics"} @string{bioin = "Bioinformatics"} @string{comb = "Combinatorica"} @string{cmm = "Computational Mathematics and Modeling"} @string{coap = "Computational Optimization and Applications"} @string{cce = "Computers and Chemical Engineering"} @string{cie = "Computers and Industrial Engineering"} @string{cor = "Computers and Operations Research"} @string{dam = "Discrete Applied Mathematics"} @string{dm = "Discrete Mathematics"} @string{do = "Discrete Optimization"} @string{dmgt = "Discussiones Mathematicae Graph Theory"} @string{ejor = "European Journal of Operational Research"} @string{endm = "Electronic Notes in Discrete Mathematics"} @string{fcm = "Foundations of Computational Mathematics"} @string{gaa = "Journal of Graph Algorithms and Applications"} @string{ieeesigmag = "IEEE Signal Processing Magazine"} @string{ieeeSMC = "IEEE Transactions on Systems, Man, and Cybernetics"} @string{ieeeSMCC = "IEEE Transactions on Systems, Man, and Cybernetics, Part C: Applications and Reviews"} @string{ieeeCAD = "IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems"} @string{ieeeAC = "IEEE Transactions on Automatic Control"} @string{ieeeIT = "IEEE Transactions on Information Theory"} @string{ieeePS = "IEEE Transactions on Power Systems"} @string{iiet = "IIE Transactions"} @string{ijor = "International Journal of Operational Research"} @string{isor = "Information Systems and Operational Research"} @string{ijpam = "International Journal of Pure and Applied Mathematics"} @string{infor = "INFOR: Information Systems and Operational Research"} @string{jacm = "Journal of the ACM"} @string{jco = "Journal of Combinatorial Optimization"} @string{joc = "INFORMS Journal on Computing"} @string{jcam = "Journal of Computational and Applied Mathematics"} @string{jogo = "Journal of Global Optimization"} @string{jmaa = "Journal of Mathematical Analysis and Applications"} @string{jmlr = "Journal of Machine Learning Research"} @string{jorsj = "Journal of the Operations Reseach Society of Japan"} @string{jota = "Journal of Optimization Theory and Applications"} @string{lncs = "Lecture Notes in Computer Science"} @string{laa = "Linear Algebra and its Applications"} @string{mgtsci = "Management Science"} @string{ml = "Machine Learning"} @string{mp = "Mathematical Programming"} @string{mathprog = "Mathematical Programming"} @string{mpc = "Mathematical Programming Computation"} @string{mmor = "Mathematical Methods of Operations Research"} @string{mor = "Mathematics of Operations Research"} @string{nrl = "Naval Research Logistics"} @string{nrlq = "Naval Research Logistics Quarterly"} @string{nse = "Networks and Spatial Economics"} @string{nyt = "New York Times"} @string{opte = "Optimization and Engineering"} @string{ol = "Optimization Letters"} @string{or = "Operations Research"} @string{orl = "Operations Research Letters"} @string{ol = "Optimization Letters"} @string{oms = "Optimization Methods and Software"} @string{ORSAjoc = "ORSA Journal on Computing"} @string{pjo = "Pacific Journal of Optimization"} @string{pre = "Physical Review E"} @string{pmb = "Physics in Medicine and Biology"} @string{procIEEE = "Proceedings of the IEEE"} @string{qf = "Quantitative Finance"} @string{svva = "Set-Valued and Variational Analysis"} @string{siap = "SIAM Journal on Applied Mathematics"} @string{sicomp = "SIAM Journal on Computing"} @string{sicon = "SIAM Journal on Control and Optimization"} @string{sidm = "SIAM Journal on Discrete Mathematics"} @string{siis = "SIAM Journal on Imaging Science"} @string{simax = "SIAM Journal on Matrix Analysis and Applications"} @string{sina = "SIAM Journal on Numerical Analysis"} @string{siopt = "SIAM Journal on Optimization"} @string{sina = "SIAM Journal on Numerical Analysis"} @string{sissc = "SIAM Journal on Scientific and Statistical Computing"} @string{sisc = "SIAM Journal on Scientific Computing"} @string{sirev = "SIAM Review"} @string{toms = "ACM Transactions on Mathematical Software"} @string{tor = "Transactions on Operational Research"} @string{transci = "Transportation Science"} %%% %%% %%% %%% @article{aardal1, AUTHOR = {K. Aardal}, TITLE = {Capacitated facility location: separation algorithms and computational experience}, JOURNAL = mathprog, YEAR = 1998, VOLUME = 81, PAGES = {149--175} } @article{aardal2, AUTHOR = {K. Aardal and R. E. Bixby and C. A. J. Hurkens and A. K. Lenstra and J. W. Smeltink}, TITLE = {Market split and basis reduction: towards a solution of the {C}ornu\'ejols-{D}awande instances}, JOURNAL = joc, YEAR = 2000, VOLUME = 12, NUMBER = 3, PAGES = {192--202} } @article{aardal3, AUTHOR = {K. Aardal and C. A. J. Hurkens and A. K. Lenstra}, TITLE = {Solving a system of linear diophantine equations with lower and upper bounds on the variables}, JOURNAL = mor, YEAR = 2000, VOLUME = 25, NUMBER = 3, PAGES = {427--442} } @article{aardal4, AUTHOR = {K. Aardal and R. R. Thomas}, TITLE = {Preface: algebraic and geometric methods in discrete optimization}, JOURNAL = mathprog, YEAR = 2003, VOLUME = 96, NUMBER = 2, PAGES = {179} } @article{aardal5, AUTHOR = {K. Aardal and C. Hurkens and J. K. Lenstra and S. Tiourine}, TITLE = {Algorithms for radio link frequency assignment: the {CALMA} project}, JOURNAL = or, YEAR = 2002, VOLUME = 50, NUMBER = 6, PAGES = {968--980} } @book{aarts1, EDITOR = {E. Aarts and J. K. Lenstra}, TITLE = {Local search in combinatorial optimization}, YEAR = 1998, PUBLISHER= {John Wiley and Sons}, ADDRESS = {Chichester, England}, URL={http://www.wiley.co.uk or http://www.wiley.com} } @article{abbas1, AUTHOR = {A. E. Abbas and S. P. Holmes}, TITLE = {Bioinformatics and management science: some common tools and techniques}, JOURNAL = or, YEAR = 2004, VOLUME = 52, NUMBER = 2, PAGES = {165--190} } @book{abello1, EDITOR = {J. Abello and P. M. Pardalos and M. G. C. Resende}, TITLE = {Handbook of Massive Data Sets}, YEAR = 2002, MONTH = {May}, PUBLISHER= {Kluwer Academic Publishers}, ADDRESS = {Dordrecht, The Netherlands}, URL={http://www.research.att.com/~mgcr/hmds.html}} @article{aboudi1, AUTHOR = {R. Aboudi and \.{A}.\ Hallefjord and K. J\"{o}rnsten}, TITLE = {A facet generation and relaxation technique applied to an assignment problem with side constraints}, JOURNAL = ejor, VOLUME = 50, YEAR = 1991, PAGES = {335--344} } @article{abramson1, AUTHOR = {M. A. Abramson and C. Audet and J. E. Dennis, Jr}, TITLE = {Generalized pattern searches with derivative information}, JOURNAL = mp, VOLUME = 100, YEAR = 2004, NUMBER = 1, PAGES = {3--25} } @article{abramson1, AUTHOR = {M. A. Abramson}, TITLE = {Second-order behavior of pattern search}, JOURNAL = siopt, VOLUME = 16, YEAR = 2006, NUMBER = 2, PAGES = {515--530} } @article{acevedo1, AUTHOR = {J. Acevedo and E. N. Pistikopoulos}, TITLE = {An algorithm for multiparametric mixed-integer linear programming problems}, YEAR = 1999, JOURNAL = orl, VOLUME = {24(3)}, PAGES = {139--148} } @article{MIPLIB2003, AUTHOR = {T. Achterberg and T. Koch and A. Martin}, TITLE = {{MIPLIB} 2003}, JOURNAL = orl, YEAR = 2006, VOLUME = 34, NUMBER = 4, PAGES = {361--372}, NOTE = {Problems available at {\em http://miplib.zib.de} } } @article{achterbergMPC09, AUTHOR = {T. Achterberg}, TITLE = {{SCIP}: solving constraint integer programs}, YEAR = 2009, JOURNAL = mpc, VOLUME = 1, NUMBER = 1, PAGES = {1--41}} @article{achterberg1, AUTHOR = {T. Achterberg and T. Koch and A. Martin}, TITLE = {Branching rules revisited}, YEAR = 2005, JOURNAL = orl, VOLUME = 33, NUMBER = 1, PAGES = {42--54}} @phdthesis{Achterberg.thesis, AUTHOR = {T. Achterberg}, TITLE = {Constraint integer programming}, YEAR = 2007, SCHOOL = {Technische University Berlin}} @article{adam1, AUTHOR = {N. B. Adam and J. C. Wortmann}, TITLE = {Security-control methods for statistical databases: a comparative study}, JOURNAL = {ACM Computing Surveys}, YEAR = 1989, VOLUME = 21, NUMBER = 4, PAGES = {515--556}, URL={http://portal.acm.org} } @article{adams1, AUTHOR = {W. P. Adams and J. B. Lassiter and H. D. Sherali}, TITLE = {Persistency in 0-1 polynomial programming}, YEAR = 1998, JOURNAL = mor, VOLUME = 23, PAGES = {359--389} } @article{adams2, AUTHOR = {W. P. Adams and P. M. Dearing}, TITLE = {On the equivalence between roof duality and Lagrangian duality for unconstrained 0-1 quadratic programming problems}, JOURNAL = dam, VOLUME = 48, YEAR = 1994, PAGES = {1--20} } @article{adams3, AUTHOR = {W. P. Adams and A. Billionnet and A. Sutter}, TITLE = {Unconstrained 0-1 optimization and Lagrangian relaxation}, JOURNAL = dam, VOLUME = 29, YEAR = 1990, PAGES = {131--142} } @article{adams4, AUTHOR = {W. P. Adams and H. D. Sherali}, TITLE = {Linearization strategies for a class of zero-one mixed integer programming problems}, YEAR = 1990, JOURNAL = or, VOLUME = 38, NUMBER = 2, PAGES = {217--226} } @article{adcock1, AUTHOR = {C. J. Adcock and N. Meade}, TITLE = {A simple algorithm to incorporate transactions costs in quadratic optimization}, JOURNAL = ejor, YEAR = 1994, VOLUME = 79, NUMBER = 1, PAGES = {85--94}, ABSTRACT= {Abstract: Quantitative fund management invariably involves portfolio performance being measured in terms of a quadratic objective function (due to the inclusion of variance terms as a measure of risk). Periodically, the constituents of the fund are adjusted to improve performance. This adjustment incurs a transaction cost which is a modulus function of the changes in holdings. Thus the fund manager wishes to minimise a combined quadratic and modulus function. This paper presents a new approach to deal with the minimisation of this hybrid function, using a well tried quadratic programming algorithm. The new algorithm is demonstrated using a tactical asset allocation problem and an equity index tracking fund. Author Keywords: FINANCE, QUADRATIC PROGRAMMING, PORTFOLIO SELECTION, MAD ESTIMATION} } @article{adelman1, AUTHOR = {D. Adelman and G. L. Nemhauser and M. Padron and R. Stubbs and R. Pandit}, TITLE = {Allocating fibers in cable manufacturing}, JOURNAL = {Manufacturing and Service Operations Management}, VOLUME = 1, YEAR = 1999, PAGES = {21--35} } @article{adjiman1, AUTHOR = {C. S. Adjiman and I. P. Androulakis and C. A. Floudas}, TITLE = {Global optimization of {MINLP} problems in process synthesis and design}, JOURNAL = cce, YEAR = 1997, VOLUME = 21, PAGES = {S445--S450} } @article{adjiman2, AUTHOR = {C. S. Adjiman and I. P. Androulakis and C. A. Floudas}, TITLE = {A global optimization method, $\alpha${BB}, for general twice-differentiable constrained {NLPs} --- {I}. {Theoretical} advances}, JOURNAL = cce, YEAR = 1998, VOLUME = 22, NUMBER = 9, PAGES = {1137--1158} } @article{adjiman3, AUTHOR = {C. S. Adjiman and I. P. Androulakis and C. A. Floudas}, TITLE = {A global optimization method, $\alpha${BB}, for general twice-differentiable constrained {NLPs} --- {II}. {Implementation} and computational results}, JOURNAL = cce, YEAR = 1998, VOLUME = 22, NUMBER = 9, PAGES = {1159--1179} } @article{adjiman4, AUTHOR = {C. S. Adjiman and C. A. Floudas}, TITLE = {Rigorous convex underestimators for general twice-differentiable problems}, JOURNAL = jogo, YEAR = 1996, VOLUME = 9, PAGES = {23--40} } @article{AKRV, AUTHOR = {I. Adler and M. G. C. Resende and G. Veiga and N. K. Karmarkar}, TITLE = {An implementation of {K}armarkar's algorithm for linear programming}, JOURNAL = mathprog, VOLUME = {44(3)}, YEAR = 1989, PAGES = {297--335} } @article{AKRV2, AUTHOR = {I. Adler and N. K. Karmarkar and M. G. C. Resende and G. Veiga}, TITLE = {Data structures and programming techniques for the implementation of {K}armarkar's algorithm}, YEAR = 1989, JOURNAL = ORSAjoc, VOLUME = {1(2)}, PAGES = {84--106} } @article{AdMon1, AUTHOR = {I. Adler and R. D. C. Monteiro}, TITLE = {Limiting behavior of the affine scaling continuous trajectories for linear programming problems}, JOURNAL = mathprog, YEAR = 1991, VOLUME = {50(1)}, PAGES = {29--51} } @article{adler4, AUTHOR = {I. Adler and A. L. Erera and D. S. Hochbaum and E. V. Olinick}, TITLE = {Baseball, optimization, and the world wide web}, JOURNAL = {Interfaces}, YEAR = 2002, VOLUME = 32, NUMBER = 2, PAGES = {12--22}}, @techreport{afkhamie1, AUTHOR = {K. H. Afkhamie and Z.-Q. Luo and K. M. Wong}, TITLE = {Interior point column generation algorithms for adaptive filtering}, YEAR = 1997, MONTH = {June}, INSTITUTION={Electrical and Computer Engineering, McMaster University}, ADDRESS = {Hamilton, Ontario, L8S 4L7, Canada}, URL={ http://www.crl.mcmaster.ca/People/Faculty/Luo/luo.publications} } @article{afkhamie2, AUTHOR = {K. H. Afkhamie and Z.-Q. Luo and K. M. Wong}, TITLE = {Adaptive linear filtering using interior point optimization techniques}, JOURNAL = {IEEE Transactions on Signal Processing}, YEAR = 2000, VOLUME = 48, NUMBER = 6, PAGES = {1637--1648} } @article{agarwal1, AUTHOR = {Y. K. Agarwal}, TITLE = {Design of capacitated multicommodity networks with multiple facilities}, JOURNAL = or, VOLUME = 50, NUMBER = 2, YEAR = 2002, PAGES = {333--344} } @article{aggarwal1, AUTHOR = {C. C. Aggarwal and J. B. Orlin and R. P. Tai}, TITLE = {Optimized crossover for the independent set problem}, JOURNAL = or, VOLUME = 45, YEAR = 1997, PAGES = {226--234}, KEYWORDS= {genetic algorithms} } @article{spaggarwal1, AUTHOR = {S. P. Aggarwal}, TITLE = {Indefinite quadratic fractional programming with a quadratic constraint}, JOURNAL = {Cahiers du Centre d\'etudes de recherche op\'erationnelle}, YEAR = 1973, VOLUME = 15, PAGES = {405--410} } @article{spaggarwal2, AUTHOR = {S. P. Aggarwal}, TITLE = {Quadratic fractional functionals programming}, JOURNAL = {Cahiers du Centre d\'etudes de recherche op\'erationnelle}, YEAR = 1973, VOLUME = 15, PAGES = {157--165} } @article{aghezzaf1, AUTHOR = {E. H. Aghezzaf and T. L. Magnanti and L. A. Wolsey}, TITLE = {Optimizing constrained subtrees of trees}, JOURNAL = mathprog, VOLUME = 71, YEAR = 1995, PAGES = {113--126} } @article{ahipasaoglu1, AUTHOR = {S. D. Ahipa\c{s}ao\u{g}lu and E. A. Y{\i}ld{\i}r{\i}m}, TITLE = {Identification and elimination of interior points for the minimum enclosing ball problem}, YEAR = 2009, JOURNAL = siopt, VOLUME = 19, NUMBER = 3, PAGES = {1392--1396}} @techreport{ahmed1, AUTHOR = {S. Ahmed and A. J. King and G. Parija}, TITLE = {A Multi-stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty}, INSTITUTION={School of Industrial and Systems Engineering, Georgia Institute of Technology}, YEAR = 2000, ADDRESS = {Atlanta, GA}, URL={http://www.optimization-online.org/DB_HTML/2001/02/271.html} } @techreport{ahmed2, AUTHOR = {S. Ahmed and A. Shapiro}, TITLE = {The Sample Average Approximation Method for Stochastic Programs with Integer Recourse}, INSTITUTION={School of Industrial and Systems Engineering, Georgia Institute of Technology}, YEAR = 2002, ADDRESS = {Atlanta, GA}, URL={http://www.isye.gatech.edu/~sahmed/research.html or http://www.isye.gatech.edu/~sahmed/saasip.pdf} } @article{ahmed3, AUTHOR = {S. Ahmed}, TITLE = {Convexity and decomposition of mean-risk objectives in stochastic programs}, JOURNAL = mp, VOLUME = 106, YEAR = 2006, NUMBER = 3, PAGES = {433--446}, URL={http://www.isye.gatech.edu/~sahmed/research.html or http://www.isye.gatech.edu/~sahmed/sprisk.pdf or http://www.optimization-online.org/DB_HTML/2004/04/859.html } } @article{ahmed4, AUTHOR = {S. Ahmed and M. Tawarmalani and N. V. Sahinidis}, TITLE = {A finite branch-and-bound algorithm for two-stage stochastic integer programs}, JOURNAL = mp, VOLUME = 100, YEAR = 2004, NUMBER = 2, PAGES = {355--377}, URL={http://www.isye.gatech.edu/~sahmed/research.html} } @incollection{ahmed5, AUTHOR = {S. Ahmed and A. Shapiro}, TITLE = {Solving chance-constrained stochastic programs via sampling and integer programming}, YEAR = 2008, BOOKTITLE= {TutORials in Operations Research}, PUBLISHER= {INFORMS}, EDITOR = {Z. L. Chen and S. Raghavan}, CHAPTER = 12, PAGES = {261--269} } @book{AHO, AUTHOR = {A. V. Aho and J. E. Hopcroft and J. D. Ullman}, TITLE = {The Design and Analysis of Computer Algorithms}, PUBLISHER = {Addison-Wesley}, YEAR = 1974, ADDRESS = {Reading, MA} } @book{ahuja1, AUTHOR = {R. K. Ahuja and T. L. Magnanti and J. B. Orlin}, TITLE = {Network Flows}, YEAR = 1993, PUBLISHER= {Prentice Hall}, ADDRESS = {Englewood Cliffs, New Jersey} } @article{ahuja2, AUTHOR = {R. K. Ahuja and J. B. Orlin}, TITLE = {Equivalence of the primal and dual simplex algorithms for the maximum flow problem}, JOURNAL = orl, VOLUME = 20, YEAR = 1997, PAGES = {101--108} } @article{ahuja3, AUTHOR = {R. K. Ahuja and J. B. Orlin}, TITLE = {Inverse optimization}, YEAR = 2001, JOURNAL = or, VOLUME = 49, NUMBER = 5, PAGES = {771--783} } @article{ahuja4, AUTHOR = {R. K. Ahuja and J. B. Orlin}, TITLE = {A fast scaling algorithm for minimizing separable convex functions subject to chain constraints}, YEAR = 2001, JOURNAL = or, VOLUME = 49, NUMBER = 5, PAGES = {784--789} } @article{ahuja5, AUTHOR = {R. K. Ahuja and J. B. Orlin and D. Sharma}, TITLE = {A composite very large-scale neighborhood structure for the capacitated minimum spanning tree problem}, JOURNAL = orl, VOLUME = 31, NUMBER = 3, YEAR = 2003, PAGES = {185--194} } @article{ahuja6, AUTHOR = {R. K. Ahuja and J. B. Orlin and D. Sharma}, TITLE = {Multi-exchange neighborhood structures for the capacitated minimum spanning tree problem}, JOURNAL = mathprog, VOLUME = 91, NUMBER = 1, YEAR = 2001, PAGES = {71--97} } @article{ahuja7, AUTHOR = {R. K. Ahuja and J. Liu and J. B. Orlin and D. Sharma and L. A. Shughart}, TITLE = {Solving real-life locomotive-scheduling problems}, JOURNAL = transci, VOLUME = 39, NUMBER = 4, YEAR = 2005, PAGES = {503--517} } @techreport{aiex1, AUTHOR = {R. M. Aiex and M. G. C. Resende and C. C. Ribeiro}, TITLE = {Probability distribution of solution time in GRASP: An experimental investigation}, YEAR = 2000, MONTH = {October}, INSTITUTION={AT\& T Labs Research}, NUMBER = {00.7.2}, ADDRESS = {Florham Park, NJ}, URL={http://www.optimization-online.org/DB_HTML/2001/02/278.html} } @techreport{aiex2, AUTHOR = {R. M. Aiex and and S. Binato and M. G. C. Resende}, TITLE = {Parallel {GRASP} with path-relinking for job shop scheduling}, YEAR = 2001, MONTH = {November}, INSTITUTION={AT\& T Labs Research}, ADDRESS = {Florham Park, NJ}, URL={http://www.optimization-online.org/DB_HTML/2001/11/396.html} } @inproceedings{aiex3, author = {R.M. Aiex and P.M. Pardalos and L.S. Pitsoulis and M.G.C. Resende}, title = {{A GRASP for computing approximate solutions for the three-index assignment problem}}, booktitle = {{Proceedings of Parallel and Distributed Processing}}, series = {Lecture Notes in Computer Science}, volume = {1080}, pages = {504}, year = {2000} } @article{aiex4, author = {R.M. Aiex and P.M. Pardalos and M.G.C. Resende and G. Toraldo}, title = {{GRASP} with path-relinking for three-index assignment}, journal = joc, year = {2005}, VOLUME=17, NUMBER=2, PAGES={224--247} } @article{akker1, AUTHOR = {Akker, J. M. van der and C. P. M. van Hoesel and M. P. W. Savelsbergh}, TITLE = {A polyhedral approach to single-machine scheduling problems}, JOURNAL = mathprog, VOLUME = 85, NUMBER = 3, YEAR = 1999, PAGES = {541--572}, URL={http://http://www2.isye.gatech.edu/~mwps/publications/} } @article{akker2, AUTHOR = {Akker, J. M. van der and C. A. J. Hurkens and M. P. W. Savelsbergh}, TITLE = {Time-indexed formulations for machine scheduling problems: column generation}, JOURNAL = joc, VOLUME = 12, NUMBER = 2, YEAR = 2000, PAGES = {111--124}, URL={http://http://www2.isye.gatech.edu/~mwps/publications/} } @article{akker3, AUTHOR = {Akker, J. M. van der and J. A. Hoogeveen and S. 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Cayirci}, TITLE = {A survey on sensor networks}, JOURNAL = {IEEE Communications Magazine}, YEAR = 2002, VOLUME = 40, NUMBER = 8, PAGES = {102--114}, URL={http://ieeexplore.ieee.org/xpls/abs_all.jsp?tp=&isnumber=22021&arnumber=1024422} } @article{albareda1, AUTHOR = {M. Albareda-Sambola and M. H. Van Der Vlerk and E. Fern\'andez}, TITLE = {Exact Solutions to a Class of Stochastic Generalized Assignment Problems}, YEAR = 2006, JOURNAL = ejor, VOLUME = 173, NUMBER = 2, PAGES = {465--487}, URL={http://mally.eco.rug.nl/index.html?publications.html} } @article{albers1, AUTHOR = {S. Albers}, TITLE = {Online algorithms: a survey}, YEAR = 2003, JOURNAL = mathprog, VOLUME = 97, NUMBER = {1--2}, PAGES = {3--26} } @incollection{albers2, AUTHOR = {S. Albers}, TITLE = {Online algorithms}, YEAR = 2006, BOOKTITLE= {Interactive computation: the new paradigm}, EDITOR = {D. Q. Goldin and S. A. Smolka and P. 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SDP is a generalization of linear programming to the space of block diagonal, symmetric, positive semidefinite matrices. The main routine implements a primal-dual Mehrotra predictor-corrector scheme based on the XZ+ZX search direction. We also provide certain specialized routines, one to solve SDP's with only diagonal constraints, and one to compute the Lovasz theta function of a graph, using the XZ search direction. Routines are also provided to determine whether an SDP is primal or dual degenerate, and to compute the condition number of an SDP. The code optionally uses MEX files for improved performance; binaries are available for several platforms. Benchmarks show that the codes provide highly accurate solutions to a wide variety of problems.} } @techreport{alizadeh5, AUTHOR = {F. Alizadeh and S. 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Andersen}, TITLE = {The {APOS} linear programming solver: an implementation of the homogeneous algorithm}, YEAR = 1997, MONTH = {April}, NUMBER = 9337, INSTITUTION={CORE, Universite Catholique de Louvain}, ADDRESS = {Belgium}, URL={ftp://www.samnet.ou.dk/pub/papers/eda/papers/aposlp.ps.gz or: http://www.samnet.ou.dk/~eda} } @techreport{andersen9, AUTHOR = {E. D. Andersen and Y. Ye}, TITLE = {Combining interior-point and pivoting algorithms for linear programming}, YEAR = 1994, MONTH = {May}, INSTITUTION={Department of Management, Odense University}, ADDRESS = {Campusvej 55, DK-5230 Odense M, Denmark} } @techreport{andersen10, AUTHOR = {K. D. Andersen and E. 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Overton}, TITLE = {An Efficient Primal-Dual Interior-Point Method for Minimizing a Sum of Euclidean Norms}, YEAR = 1998, MONTH = {August}, INSTITUTION={Courant Institute, New York University}, ADDRESS = {New York}, URL= {http://www.cs.nyu.edu/cs/faculty/overton/papers/psfiles/sumnorms.ps.gz} } @incollection{JEM_ART, AUTHOR = {E. D. Andersen and J. E. Mitchell and C. Roos and T. Terlaky}, TITLE = {A homogenized cutting plane method to solve the convex feasibility problem}, YEAR = 2001, BOOKTITLE= {Optimization Methods and Applications}, EDITOR = {X. Q. Yang {\em et al.}}, PUBLISHER= {Kluwer Academic Publishers}, ADDRESS = {Dordrecht, The Netherlands}, CHAPTER = 10, PAGES = {167--190}, URL={http://www.rpi.edu/~mitchj/papers/feashomog.html} } @article{andersen14, AUTHOR = {E. D. Andersen and C. Roos and T. 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Wolkowicz}, TITLE = {A semidefinite programming approach for the nearest correlation matrix problem}, YEAR = 2003, MONTH = {September}, INSTITUTION={Combinatorics and Optimization, University of Waterloo}, ADDRESS = {Waterloo, Ontario, N2L 3G1 Canada}, URL={http://www.optimization-online.org/DB_HTML/2003/09/729.html} } @article{anjos5, AUTHOR = {M. F. Anjos}, TITLE = {An improved semidefinite programming relaxation for the satisfiability problem}, YEAR = 2005, JOURNAL=mathprog, VOLUME = 102, NUMBER = 3, PAGES = {589--608}, URL={http://www.optimization-online.org/DB_HTML/2003/06/673.html} } @article{anjos6, AUTHOR = {M. F. Anjos and S. Burer}, TITLE = {On handling free variables in interior-point methods for conic linear optimization}, JOURNAL = siopt, YEAR = 2007, VOLUME = 18, NUMBER = 4, PAGES = {1310--1325}, URL={http://mfa.research.uwaterloo.ca/ }} @article{anjos7, AUTHOR = {M. F. Anjos and A. 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Anstreicher}, TITLE = {A combined {P}hase {I}-{P}hase {II} algorithm for linear programming}, JOURNAL = mathprog, YEAR = 1989, VOLUME = {43(2)}, PAGES = {209--223} } @article{Ans4, AUTHOR = {K. M. Anstreicher}, TITLE = {The worst-case step in {K}armarkar's algorithm}, JOURNAL = mor, YEAR = 1989, VOLUME = {14(2)}, PAGES = {294--302} } @article{Ans5, AUTHOR = {K. M. Anstreicher}, TITLE = {A strengthened acceptance criterion for approximate projections in {K}armarkar's algorithm}, JOURNAL = orl, YEAR = 1986, VOLUME = {5}, PAGES = {211--214} } @article{Ans6, AUTHOR = {K. M. Anstreicher}, TITLE = {A standard form variant, with safeguarded linesearch, for the modified {K}armarkar's algorithm}, JOURNAL = mathprog, YEAR = 1990, VOLUME = {47(3)}, PAGES = {337--351} } @article{Ans7, AUTHOR = {K. M. Anstreicher}, TITLE = {On the performance of {K}armarkar's algorithm over a sequence of iterations}, JOURNAL = siopt, YEAR = 1991, VOLUME = {1(1)}, PAGES = {22--29} } @article{Ans8, AUTHOR = {K. M. Anstreicher}, TITLE = {On monotonicity in the scaled potential algorithm for linear programming}, YEAR = 1991, JOURNAL = laa, VOLUME = 152, PAGES = {223--232} } @article{anstreicher9, AUTHOR = {K. M. Anstreicher}, TITLE = {Volumetric path following algorithms for linear programming}, YEAR = 1997, JOURNAL = mathprog, VOLUME = 76, PAGES = {245--263} } @article{anstreicher10, AUTHOR = {K. M. Anstreicher}, TITLE = {On {Vaidya}'s volumetric cutting plane method for convex programming}, JOURNAL = mor, YEAR = 1997, VOLUME = 22, NUMBER = 1, PAGES = {63--89}, URL={ftp://col.biz.uiowa.edu/pub/papers/volume3.ps} } @techreport{anstreicher11, AUTHOR = {K. M. Anstreicher}, TITLE = {Large step volumetric potential reduction algorithms for linear programming}, YEAR = 1994, MONTH = {May}, NOTE={Revised: July 5, 1995; to appear in {\em Annals of Operations Research}}, INSTITUTION= {Department of Management Sciences, University of Iowa}, ADDRESS = {Iowa City, Iowa 52242}, URL={ftp://col.biz.uiowa.edu/pub/papers/volume1.ps} } @article{AnsBosch, AUTHOR = {K. M. Anstreicher and R. Bosch}, TITLE = {Long steps in a {$O(n^3L)$} algorithm for linear programming}, JOURNAL = mathprog, YEAR = 1992, VOLUME = {54(3)}, PAGES = {} } @article{anstreicher12, AUTHOR = {K. M. Anstreicher and T. Terlaky}, TITLE = {A Monotonic Build-Up Simplex Algorithm For Linear Programming}, JOURNAL = or, VOLUME = 42, YEAR = 1994, PAGES = {556--561} } @techreport{anstreicher13, AUTHOR = {K. M. Anstreicher and M. Fampa}, TITLE = {A Long-Step Path Following Algorithm for Semidefinite Programming Problems}, YEAR = 1995, INSTITUTION= {Department of Management Sciences, University of Iowa}, ADDRESS = {Iowa City, Iowa 52242} } @techreport{anstreicher14, AUTHOR = {K. M. Anstreicher}, TITLE = {Potential Reduction Algorithms}, YEAR = 1995, NOTE = {To appear in {\em Interior Point Methods in Mathematical Programming}, T. Terlaky, editor (Kluwer, 1996)}, INSTITUTION= {Department of Management Sciences, University of Iowa}, ADDRESS = {Iowa City, Iowa 52242}, URL={ftp://col.biz.uiowa.edu/pub/papers} } @article{anstreicher15, AUTHOR = {K. M. Anstreicher}, TITLE = {Towards a Practical Volumetric Cutting Plane Method for Convex Programming}, YEAR = 1999, JOURNAL = siopt, VOLUME = 9, NUMBER = 1, PAGES = {190--206}, ABSTRACT={We consider the volumetric cutting plane method for finding a point in a convex set $\Ccal\subset\Re^n$ that is characterized by a separation oracle. We prove polynomiality of the algorithm with each added cut placed directly through the current point, and show that this ``central cut" version of the method can be implemented using no more than $25n$ constraints at any time.}, URL={ftp://col.biz.uiowa.edu/pub/papers/volume4.ps} } @article{anstreicher16, AUTHOR = {K. M. Anstreicher}, TITLE = {Ellipsoidal Approximations of Convex Sets Based on the Volumetric Barrier}, JOURNAL = mor, YEAR = 1999, VOLUME = {24(1)}, PAGES = {193--203}, ABSTRACT={ Let $\Ccal\subset\Re^n$ be a convex set. We assume that $\infnorm{x}\le 1$ for all $x\in\Ccal$, and that $\Ccal$ contains a ball of radius $1/R$. For $x\in\Re^n$, $r\in\Re$, and $B$ an $n\times n$ positive definite matrix, let $E(x,B,r)=\set{y\suchthat (y-x)\tran B (y-x)\le r^2}$. A $\beta$-{\it rounding} of $\Ccal$ is an ellipsoid $E(x,B,r)$ such that $E(x,B,r/\beta)\subset\Ccal\subset E(x,B,r)$. In the case that $\Ccal$ is characterized by a separation oracle, it is well known that an $O(n^{3/2})$-rounding of $\Ccal$ can be obtained using the shallow cut ellipsoid method in $O(n^3\ln(nR))$ oracle calls. We show that a modification of the volumetric cutting plane method obtains an $O(n^{3/2})$-rounding of $\Ccal$ in $O(n^2\ln(nR))$ oracle calls. We also consider the problem of obtaining an $O(n)$-rounding of $\Ccal$ when $\Ccal$ has an explicit polyhedral description. Our analysis uses a new characterization of circumscribing ellipsoids centered at, or near, the volumetric center of a polyhedral set.}, URL={ftp://col.biz.uiowa.edu/pub/papers/volume5.ps} } @article{anstreicher17, AUTHOR = {K. M. Anstreicher}, TITLE = {Linear Programming in $O([n^3/\ln n]L)$ Operations}, YEAR = 1999, JOURNAL = siopt, VOLUME = {9(4)}, PAGES = {803--812}, ABSTRACT={ We show that the complexity to solve linear programming problems, using standard linear algebra, can be reduced to $O([n^3/\ln n]L)$ operations, where $n$ is the number of variables in a standard form problem with integer data of bit size $L$. Our technique combines partial updating with a preconditioned conjugate gradient method, in a scheme first suggested by Nesterov and Nemirovskii.}, URL={ftp://col.biz.uiowa.edu/pub/papers/pcglp.ps} } @article{anstreicher18, AUTHOR = {K. M. Anstreicher}, TITLE = {The volumetric barrier for semidefinite programming}, YEAR = 2000, JOURNAL = mor, VOLUME = 25, NUMBER = 3, PAGES = {365--380}, ABSTRACT={ We consider the volumetric barrier for semidefinite programming, or "generalized" volumetric barrier, as introduced by Nesterov and Nemirovskii. We extend several fundamental properties of the volumetric barrier for a polyhedral set to the semidefinite case. Our analysis facilitates a simplified proof of self-concordancy for the semidefinite volumetric barrier, as well as for the combined volumetric-logarithmic barrier for semidefinite programming. For both of these barriers we obtain self-concordancy parameters equal to those previously shown to hold in the polyhedral case.}, URL={ftp://col.biz.uiowa.edu/pub/papers/volume6.ps} } @techreport{anstreicher19, AUTHOR = {K. M. Anstreicher}, TITLE = {On the Equivalence of Convex Programming Bounds for Boolean Quadratic Programming}, YEAR = 1998, MONTH = {May}, INSTITUTION= {Department of Management Sciences, University of Iowa}, ADDRESS = {Iowa City, Iowa 52242}, ABSTRACT={ Recent papers have shown the equivalence of several tractable bounds for Boolean quadratic programming. In this note we give simplified proofs for these results, and also show that all of the bounds considered are simultaneously attained by one diagonal perturbation of the quadratic form.}, URL={ftp://col.biz.uiowa.edu/pub/papers/bqp.ps} } @techreport{anstreicher20, AUTHOR = {K. M. Anstreicher and H. Wolkowicz}, TITLE = {On Lagrangian Relaxation of Quadratic Matrix Constraints}, YEAR = 1998, MONTH = {June}, INSTITUTION= {Department of Combinatorics and Optimization, University of Waterloo}, ADDRESS = {Waterloo, Ontario N2L 3G1, Canada}, URL={http://orion.uwaterloo.ca/~hwolkowi/henry/reports/qqplagrng.ps.gz} } @techreport{anstreicher21, AUTHOR = {K. M. Anstreicher and X. Chen and H. Wolkowicz and Y.-X. Yuan}, TITLE = {Strong Duality for a Trust-Region Type Relaxation of the Quadratic Assignment Problem}, YEAR = 1998, MONTH = {July}, NUMBER = {CORR 98--31}, INSTITUTION= {Department of Combinatorics and Optimization, University of Waterloo}, ADDRESS = {Waterloo, Ontario N2L 3G1, Canada}, URL={http://orion.uwaterloo.ca/~hwolkowi/henry/reports/sdptrsqap.ps.gz} } @article{anstreicher22, AUTHOR = {K. M. Anstreicher}, TITLE = {The Volumetric Barrier for Convex Quadratic Constraints}, JOURNAL = mp, VOLUME = 100, NUMBER = 3, YEAR = 2004, PAGES = {613--622}, URL={http://www.biz.uiowa.edu/faculty/anstreicher/volume7.ps} } @article{anstreicher23, AUTHOR = {K. M. Anstreicher and M. H. Wright}, TITLE = {A Note on the Augmented Hessian When the Reduced Hessian is Semidefinite}, JOURNAL = siopt, VOLUME = 11, NUMBER = 1, YEAR = 2001, PAGES = {243--253}, URL={http://www.biz.uiowa.edu/faculty/anstreicher/augment.ps} } @article{anstreicher24, AUTHOR = {K. M. Anstreicher}, TITLE = {Eigenvalue bounds versus semidefinite relaxations for the quadratic assignment problem}, JOURNAL = siopt, VOLUME = 11, NUMBER = 1, YEAR = 2001, PAGES = {254--265}, URL={http://www.biz.uiowa.edu/faculty/anstreicher/qapeig.ps} } @article{anstreicher25, AUTHOR = {K. M. Anstreicher and N. W. Brixius}, TITLE = {A New Bound for the Quadratic Assignment Problem Based on Convex Quadratic Programming}, YEAR = 2001, JOURNAL = mathprog, VOLUME = 89, NUMBER = 3, PAGES = {341--357}, URL={http://www.biz.uiowa.edu/faculty/anstreicher/qapqp.ps} } @article{anstreicher26, AUTHOR = {K. M. Anstreicher and J. Ji and F. A. Potra and Y. Ye}, TITLE = {Probabilistic analysis of an infeasible-interior-point algorithm for linear programming}, JOURNAL = mor, YEAR = 1999, VOLUME = {24(1)}, PAGES = {176--192} } @article{anstreicher27, AUTHOR = {K. M. Anstreicher and M. Fampa and J. Lee and J. Williams}, TITLE = {Using continuous nonlinear relaxation to solve constrained maximum-entropy sampling problems}, JOURNAL = mathprog, YEAR = 1999, VOLUME = {85(2)}, PAGES = {221--240} } @article{anstreicher28, AUTHOR = {K. M. Anstreicher and N. W. Brixius and J.-P. Goux and J. Linderoth}, TITLE = {Solving large quadratic assignment problems on computational grids}, YEAR = 2002, JOURNAL = mathprog, VOLUME = 91, NUMBER = 3, PAGES = {563--588}, URL={http://www.biz.uiowa.edu/faculty/anstreicher/mwqap.ps or http://link.springer-ny.com/link/service/journals/10107/bibs/2091003/20910563.htm } } @techreport{anstreicher29, AUTHOR = {K. M. Anstreicher}, TITLE = {Improved Linear Programming Bounds for Antipodal Spherical Codes}, YEAR = 2000, MONTH = {December}, INSTITUTION= {Department of Management Sciences, University of Iowa}, ADDRESS = {Iowa City, Iowa 52242}, URL={http://www.biz.uiowa.edu/faculty/anstreicher/kissing.ps or http://www.optimization-online.org/DB_HTML/2001/01/248.html} } @techreport{anstreicher30, AUTHOR = {K. M. Anstreicher}, TITLE = {Improved complexity for maximum volume inscribed ellipsoids}, YEAR = 2001, MONTH = {June}, INSTITUTION= {Department of Management Sciences, University of Iowa}, ADDRESS = {Iowa City, Iowa 52242}, URL={http://www.biz.uiowa.edu/faculty/anstreicher/mvie.ps} } @article{anstreicher31, AUTHOR = {K. M. Anstreicher}, TITLE = {Recent advances in the solution of quadratic assignment problems}, YEAR = 2003, JOURNAL = mathprog, VOLUME = 97, NUMBER = {1--2}, PAGES = {27--42} } @techreport{anstreicher32, AUTHOR = {K. M. Anstreicher and J. Lee}, TITLE = {A masked spectral bound for maximum-entropy sampling}, YEAR = 2003, MONTH = {September}, INSTITUTION= {IBM T.J. Watson Research Center}, NUMBER = {RC22892}, ADDRESS = {Yorktown Heights, NY}, URL={http://www.optimization-online.org/DB_HTML/2003/09/728.html} } @article{anstreicher33, AUTHOR = {K. M. Anstreicher}, TITLE = {Semidefinite programming versus the reformulation-linearization technique for nonconvex quadratically constrained quadratic programming}, YEAR = 2009, JOURNAL = jogo, VOLUME = 43, NUMBER = {2--3}, PAGES = {471--484}, URL={http://www.optimization-online.org/DB_HTML/2007/05/1655.html} } @article{anstreicher34, AUTHOR = {K. M. Anstreicher and S. Burer}, TITLE = {Computable representations for convex hulls of low-dimensional quadratic forms}, JOURNAL = mp, YEAR = 2010, VOLUME = 124, NUMBER = {1--2}, PAGES = {33--43}, URL={http://dollar.biz.uiowa.edu/~sburer/papers/023-qphull.pdf or http://tippie.uiowa.edu/people/profile/profile.aspx?id=194922}} @article{anstreicher35, AUTHOR = {K. M. Anstreicher and L. A. Wolsey}, TITLE = {Two ``well-known'' properties of subgradient optimization}, YEAR = 2009, JOURNAL = mp, VOLUME = 120, NUMBER = 1, PAGES = {213--220}} @article{anstreicher36, AUTHOR = {K. M. Anstreicher}, TITLE = {Interior-point algorithms for a generalization of linear programming and weighted centering}, YEAR = 2012, JOURNAL = oms, VOLUME = 27, NUMBER = {4--5}, PAGES = {605--612}} @article{anthonyDAM99, AUTHOR = {M. 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Vanderbei}, TITLE = {Interior-Point Methods for Nonconvex Nonlinear Programming: Filter Methods and Merit Functions}, YEAR = 2002, JOURNAL = coap, VOLUME = 23, NUMBER = 2, PAGES = {257--272}, URL={http://www.sor.princeton.edu/~rvdb/tex/loqo4/loqo4_2.pdf or: http://www.princeton.edu/~rvdb/techreps_pdf.html or: http://www.princeton.edu/~rvdb} } @incollection{bensonhy3, AUTHOR = {H. Y. Benson and D. F. Shanno and R. J. Vanderbei}, TITLE = {A Comparative Study of Large-Scale Nonlinear Optimization Algorithms}, YEAR = 2003, BOOKTITLE= {High Performance Algorithms and Software for Nonlinear Optimization}, EDITOR = {G. Di Pillo and A. Murli}, PAGES = {94--126}, PUBLISHER= {Kluwer Academic Publishers}, URL={http://www.optimization-online.org/DB_HTML/2001/12/409.html or: http://www.princeton.edu/~rvdb/techreps_pdf.html or: http://www.princeton.edu/~rvdb} } @article{bensonhy4, AUTHOR = {H. Y. Benson and R. J. Vanderbei}, TITLE = {Solving problems with semidefinite and related constraints using interior-point methods for nonlinear programming}, YEAR = 2003, JOURNAL = mathprog, VOLUME = 95, NUMBER = 2, PAGES = {279--302} } @article{bensonhy5, AUTHOR = {H. Y. Benson and A. Sen and D. F. Shanno and R. J. Vanderbei}, TITLE = {Interior-Point Algorithms, Penalty Methods and Equilibrium Problems}, YEAR = 2006, JOURNAL = coap, VOLUME = 34, NUMBER = 2, PAGES = {155--182} } @article{bensonhy6, AUTHOR = {H. Y. Benson and D. F. Shanno}, TITLE = {An exact primal-dual penalty method approach to warmstarting interior-point methods for linear programming}, YEAR = 2007, JOURNAL = coap, VOLUME = 38, NUMBER = 3, PAGES = {371--399}, URL={http://www.optimization-online.org/DB_HTML/2005/09/1200.html} } @article{bensonhy7, AUTHOR = {H. Y. Benson and D. F. Shanno}, TITLE = {Interior point methods for nonconvex nonlinear programming: {R}egularization and warmstarts}, YEAR = 2008, JOURNAL = coap, VOLUME = 40, NUMBER = 2, PAGES = {143--189} } @article{bensonhy8, AUTHOR = {H. Y. Benson}, TITLE = {Mixed integer nonlinear programming using interior-point methods}, YEAR = 2011, JOURNAL = oms, VOLUME = 26, NUMBER = 6, PAGES = {911--931} } @techreport{bental1, AUTHOR = {A. Ben-Tal and A. Nemirovskii}, TITLE = {Convex optimization in engineering: Modeling, analysis, algorithms}, INSTITUTION={Faculty of Industrial Engineering and Management, Technion --- Israel Institute of Technology}, YEAR = 1997, ADDRESS = {Technion-City, Haifa 32000, Israel} } @article{bental2, AUTHOR = {A. Ben-Tal and A. Nemirovskii}, TITLE = {Potential reduction polynomial time method for truss topology design}, JOURNAL = siopt, YEAR = 1994, VOLUME = 4, PAGES = {596--612} } @article{bental3, AUTHOR = {A. Ben-Tal and A. Nemirovski}, TITLE = {On polyhedral approximations of the second-order cone}, YEAR = 2001, JOURNAL = mor, VOLUME = 26, NUMBER = 2, PAGES = {193--205} } @techreport{bental4, AUTHOR = {A. Ben-Tal and A. Nemirovski}, TITLE = {On the quality of SDP approximations of uncertain SDP programs}, INSTITUTION={Faculty of Industrial Engineering and Management, Technion --- Israel Institute of Technology}, NUMBER = {\#4/98}, YEAR = 1998, ADDRESS = {Technion-City, Haifa 32000, Israel}, URL={http://iew3.technion.ac.il:8080/~optlab/lconsdp.ps} } @article{bental5, AUTHOR = {A. Ben-Tal and A. Nemirovski}, TITLE = {Robust convex optimization}, JOURNAL = mor, YEAR = 1998, VOLUME = 23, PAGES = {769--805} } @article{bental6, AUTHOR = {A. Ben-Tal and A. Nemirovski}, TITLE = {Robust solutions of uncertain linear programs}, JOURNAL = orl, YEAR = 1999, VOLUME = 25, NUMBER = 1, PAGES = {1--13} } @article{bental7, AUTHOR = {A. Ben-Tal and M. Ko\check{c}vara and A. Nemirovski and J. Zowe}, TITLE = {Free material design via semidefinite programming: the multiload case with contact conditions}, YEAR = 1999, JOURNAL = siopt, VOLUME = 9, NUMBER = 4, PAGES = {813--832}, also={SIAM Review, 42(4), 2000, pages 695--715} } @techreport{bental8, AUTHOR = {A. Ben-Tal and A. Nemirovski}, TITLE = {On the quality of SDP approximations of uncertain SDP programs affected by box uncertainty}, INSTITUTION={MINERVA Optimization Center, Technion --- Israel Institute of Technology}, NUMBER = {\#2/00}, YEAR = 2000, MONTH = {April}, ADDRESS = {Technion-City, Haifa 32000, Israel}, URL={http://iew3.technion.ac.il:8080/subhome.phtml?/Home/research} } @article{bental9, AUTHOR = {A. Ben-Tal and F. Jarre and M. Ko\check{c}vara and A. Nemirovski and J. Zowe}, TITLE = {Optimal Design of Trusses Under a Nonconvex Global Buckling Constraint}, YEAR = 2000, JOURNAL = opte, VOLUME = 1, NUMBER = 1, PAGES = {189--213} } @article{bental10, AUTHOR = {A. Ben-Tal and A. Nemirovski}, TITLE = {Robust solutions of linear programming problems contaminated with uncertain data}, YEAR = 2000, JOURNAL = mathprog, VOLUME = 88, NUMBER = 3, PAGES = {411--424}, URL={ http://link.springer-ny.com/link/service/journals/10107/bibs/0088003/00880411.htm } } @article{bental11, AUTHOR = {A. Ben-Tal and M. Teboulle}, TITLE = {A conjugate duality scheme generating a new class of differentiable duals}, YEAR = 1996, JOURNAL = siopt, VOLUME = 6, NUMBER = 3, PAGES = {617--625} } @incollection{bental12, AUTHOR = {A. Ben-Tal and A. Ben-Israel and E. Rosinger}, TITLE = {A {Helly} type theorem and semi-infinite programming}, YEAR = 1979, BOOKTITLE= {Constructive Approaches to Mathematical models}, EDITOR = {C. V. Coffman and G. J. Fix}, PUBLISHER= {Academic Press}, ADDRESS = {New York}, PAGES = {127--135} } @book{bental13, AUTHOR = {A. Ben-Tal and A. Nemirovski}, TITLE = {Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications}, PUBLISHER= {SIAM}, SERIES = {MPS/SIAM Series on Optimization}, VOLUME = 2, YEAR = 2001, ADDRESS = {Philadelphia} } @article{bental14, AUTHOR = {A. Ben-Tal and M. Teboulle}, TITLE = {Hidden convexity in some nonconvex quadratically constrained quadratic programming}, YEAR = 1996, JOURNAL = mathprog, VOLUME = 72, NUMBER = 1, PAGES = {51--63} } @article{bental15, AUTHOR = {A. Ben-Tal and A. Nemirovski}, TITLE = {Robust optimization --- methodology and applications}, YEAR = 2003, JOURNAL = mathprog, VOLUME = 92, NUMBER = 3, PAGES = {453--480} } @article{bental16, AUTHOR = {A. Ben-Tal and A. Goryashko and E. Guslitzer and A. Nemirovski}, TITLE = {Adjustable robust solutions of uncertain linear programs}, YEAR = 2004, JOURNAL = mathprog, VOLUME = 99, NUMBER = 2, PAGES = {351--376} } @article{bental17, AUTHOR = {A. Ben-Tal and A. Nemirovski}, TITLE = {Non-euclidean restricted memory level method for large-scale convex optimization}, YEAR = 2005, JOURNAL = mathprog, VOLUME = 102, NUMBER = 3, PAGES = {407--456} } @techreport{bental18, AUTHOR = {A. Ben-Tal and S. Boyd and A. Nemirovski}, TITLE = {Control of Uncertainty-Affected Discrete Time Linear Systems via Convex Programming}, YEAR = 2005, INSTITUTION={ISYE, Georgia Tech}, ADDRESS = {Altanta, GA}, URL={http://www2.isye.gatech.edu/~nemirovs/FollowUpFinal.pdf or http://www2.isye.gatech.edu/~nemirovs/ }} @article{bental19, AUTHOR = {A. Ben-Tal and S. Boyd and A. Nemirovski}, TITLE = {Extending the Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems}, YEAR = 2006, JOURNAL = mathprog, VOLUME = 107, NUMBER = {1--2}, PAGES = {63--89} } @article{bental20, AUTHOR = {A. Ben-Tal and A. Nemirovski}, TITLE = {Selected Topics in Robust Convex Optimization}, YEAR = 2008, JOURNAL = mathprog, VOLUME = 112, NUMBER = 1, PAGES = {125--158} } @article{bental21, AUTHOR = {A. Ben-Tal and S. Bhadra and C. Bhattacharyya and J. S. Nath}, TITLE = {Chance constrained uncertain classification via robust optimization}, JOURNAL = mp, VOLUME = {online first}, NUM = {}, YEAR = 2011, PAGES = {}} @incollection{bental22, AUTHOR = {A. Ben-Tal and L. El Ghaoui and A. Nemirovski}, TITLE = {Robust Semidefinite Programming}, EDITOR = {H. Wolkowicz and R. Saigal and L. Vandenberghe}, BOOKTITLE= {Handbook of Semidefinite Programming}, PUBLISHER= {Kluwer Academic Publishers}, ADDRESS = {Dordrect, The Netherlands}, YEAR = 2000, PAGES = {139-162} } @book{bental23, AUTHOR = {A. Ben-Tal and L. El Ghaoui and A. Nemirovski}, TITLE = {Robust Optimization}, PUBLISHER= {Princeton University Press}, ADDRESS = {Princeton, NJ}, YEAR = 2009, ISBN=9780691143682, URL={http://press.princeton.edu/titles/9099.html}} @techreport{bentham1, AUTHOR = {{H. van} Bentham and A. Hipolito and B. Jansen and C. Roos and T. Terlaky and J. Warners}, TITLE = {Radio link frequency assignment project, {Technical} annex {T}--2.3.2: {Potential} reduction methods}, YEAR = 1995, INSTITUTION={Faculty of Technical Mathematics and Informatics, Delft University of Technology}, ADDRESS = {Delft, The Netherlands} } @article{beraldi1, AUTHOR = {P. Beraldi and A. Ruszczy\'nski}, TITLE = {The probabilistic set-covering problem}, JOURNAL = or, YEAR = 2002, VOLUME = 50, NUMBER = 6, PAGES = {956--967} } @article{berenson, AUTHOR = {A. Berenson}, TITLE = {A full reopening of stock trading is set for {Monday}}, JOURNAL = nyt, YEAR = 2001, MONTH = {September 14}, PAGES = {C1} } @book{berge1, AUTHOR = {C. Berge}, TITLE = {The Theory of Graphs and its Applications}, YEAR = 1962, PUBLISHER= {John Wiley and Sons}, ADDRESS = {New York} } @techreport{berger1, AUTHOR = {A. J. Berger and J. M. Mulvey and E. Rothberg and R. J. Vanderbei}, TITLE = {Solving multistage stochastic programs using tree dissection}, YEAR = 1995, INSTITUTION={Statistics and Operations Research, Princeton University}, ADDRESS = {Princeton, New Jersey 08544}, URL={http://www.princeton.edu/~rvdb/techreps_pdf.html or http://www.princeton.edu/~rvdb/ps/treedissectionpaper.ps (missing the first page) } } @techreport{berger2, AUTHOR = {A. J. Berger and J. E. Mitchell and J. M. Mulvey and R. Rush}, TITLE = {A tabu search procedure for target-matching in financial scenario generation}, YEAR = 1997, MONTH = {December}, INSTITUTION={DSES, Rensselaer Polytechnic Institute}, ADDRESS = {Troy, NY 12180}, URL={http://www.rpi.edu/~mitchj/papers/target.html} } @techreport{berkelaar1, AUTHOR = {A. B. Berkelaar and B. Jansen and C. Roos and T. Terlaky}, TITLE = {Sensitivity Analysis for Degenerate Quadratic Programming}, YEAR = 1996, INSTITUTION={Faculty of Technical Mathematics and Informatics, Delft University of Technology}, ADDRESS = {Delft, The Netherlands}, URL={http://www.eur.nl/WebDOC/doc/econometrie/eeb19960111120022.ps}} @article{berkelaar2, AUTHOR = {A. B. Berkelaar and B. Jansen and C. Roos and T. Terlaky}, TITLE = {Basis- and partition Identification for Quadratic Programming and Linear Complementarity Problems}, YEAR = 1999, JOURNAL = mathprog, VOLUME = {86(2)}, PAGES = {261--282}, URL={http://www.eur.nl/few/ei/pub/ei9614.ps} } @article{berkelaar3, AUTHOR = {A. B. Berkelaar and J. F. Sturm and S. Zhang}, TITLE = {Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming}, YEAR = 1999, JOURNAL = anm, VOLUME = 29, NUMBER = 3, PAGES = {317--333}, URL={http://www.eur.nl/few/ei/pub/ei9667.ps} } @incollection{berkelaar4, AUTHOR = {A. B. Berkelaar}, TITLE = {The Optimal Set and Optimal Partition Approach to Linear and Quadratic Programming}, YEAR = 1997, BOOKTITLE= {Advances in Sensitivity Analysis and Parametric Programming}, CHAPTER = 6, PUBLISHER= {Kluwer}, ADDRESS = {Dordrecht, The Netherlands}, URL={http://www.eur.nl/WebDOC/doc/econometrie/eeb19960111120044.pdf}} @article{berkelaar5, AUTHOR = {A. B. Berkelaar and C. Dert and B. Oldenkamp and S. Zhang}, TITLE = {A primal-dual decomposition-based interior point approach to two-stage stochastic linear programming}, YEAR = 2002, JOURNAL = or, VOLUME = 50, NUMBER = 5, PAGES = {904--915}, URL={http://www.few.eur.nl/few/people/zhang/publications/ei9918.ps}, ABSTRACT={Decision making under uncertainty is a challenge faced by many decision makers. Stochastic programming is a major tool developed to deal with optimization with uncertainties that has found applications in, e.g. finance, such as asset-liability and bond-portfolio management. Computationally however, many models in stochastic programming remain unsolvable because of overwhelming dimensionality. For a model to be well solvable, its special structure must be explored. Most of the solution methods are based on decomposing the data. In this paper we propose a new decomposition approach for two-stage stochastic programming, based on a direct application of the path-following method combined with the homogeneous self-dual technique. Numerical experiments show that our decomposition algorithm is very efficient for solving stochastic programs. In particular, we apply our deompostition method to a two-period portfolio selection problem using options on a stock index. In this model the investor can invest in a money-market account, a stock index, and European options on this index with different maturities. We experiment our model with market prices of options on the S&P500.} } @article{berkelaar6, AUTHOR = {A. B. Berkelaar and J. A. S. Gromicho and R. Kouwenberg and S. Zhang}, TITLE = {A primal-dual decomposition algorithm for multistage stochastic convex programming}, YEAR = 2005, JOURNAL = mathprog, VOLUME = 104, NUMBER = 1, PAGES = {153--177} } @techreport{berman1, AUTHOR = {P. Berman and M. Karpinski and A. Zelikovsky}, TITLE = {A foctor 3/2 approximation for generalized {Steiner} tree problem with distances one and two}, YEAR = 2008, INSTITUTION={Department of Computer Science and Engineering, Pennsylvania State University}, URL={http://arxiv.org/pdf/0812.2137} } @article{berry1, AUTHOR = {J. Berry and M. Goldberg}, TITLE = {Path optimization for graph partitioning problems}, YEAR = 1999, JOURNAL = dam, VOLUME = 90, PAGES = {27--50} } @techreport{berthold1, AUTHOR = {T. Berthold and S. Heinz and S. Vigerske}, TITLE = {Extending a {CIP} framework to solve {MIQCPs}}, YEAR = 2009, INSTITUTION={ZIB}, ADDRESS = {Berlin}, NUMBER = {09--23}, URL={https://www.zib.de/Publications/Reports/ZR-09-23.ps.Z}} @book{Bertsekas99, AUTHOR = {D. P. Bertsekas}, TITLE = {Nonlinear Programming}, YEAR = 1999, EDITION = {Second}, PUBLISHER= {Athena Scientific}, ISBN={1-886529-00-0}, URL={http://www.athenasc.com/nonlinbook.html} } @book{Bertsekas03, AUTHOR = {D. P. Bertsekas and A. Nedic and A. E. Ozdaglar}, TITLE = {Convex Analysis and Optimization}, YEAR = 2003, PUBLISHER= {Athena Scientific}, ADDRESS = {Nashua, NH, USA}, ISBN={1-886529-45-0}, URL={http://www.athenasc.com/convexity.html} } @article{bertsimas1, AUTHOR = {D. Bertsimas and J. B. Orlin}, TITLE = {A technique for speeding up the solution of the {Lagrangean} dual}, JOURNAL = mathprog, YEAR = 1994, VOLUME = 63, PAGES = {23--45} } @article{bertsimas2, AUTHOR = {D. Bertsimas and D. Simchi-Levi}, TITLE = {A new generation of vehicle routing research: Robust algorithms, addressing uncertainty}, JOURNAL = or, YEAR = 1996, VOLUME = 44, PAGES = {286--304} } @article{bertsimas3, AUTHOR = {D. Bertsimas and X. Luo}, TITLE = {On the worst case complexity of potential reduction algorithms for linear programming}, JOURNAL = mathprog, YEAR = 1997, VOLUME = 77, PAGES = {321--333} } @article{bertsimas4, AUTHOR = {D. Bertsimas and R. Vohra}, TITLE = {Rounding algorithms for covering problems}, JOURNAL = mathprog, YEAR = 1998, VOLUME = 80, PAGES = {63--89} } @book{bertsimas5, AUTHOR = {D. Bertsimas and J. Tsitsiklis}, TITLE = {Introduction to Linear Optimization}, YEAR = 1997, PUBLISHER= {Athena} } @article{bertsimas6, AUTHOR = {D. Bertsimas and C.-P. Teo}, TITLE = {From valid inequalities to heuristics: a unified view of primal-dual approximation algorithms in covering problems}, JOURNAL = or, YEAR = 1998, VOLUME = 46, PAGES = {503--514} } @article{bertsimas7, AUTHOR = {D. Bertsimas and I. Popescu}, TITLE = {On the relation between option and stock prices: a convex optimization approach}, JOURNAL = or, VOLUME = 50, NUMBER = 2, YEAR = 2002, PAGES = {358--374} } @article{bertsimas8, AUTHOR = {D. Bertsimas and C. Darnell and R. Soucy}, TITLE = {Portfolio construction through mixed-integer programming at {G}rantham, {M}ayo, {V}an {O}tterloo and {C}ompany}, JOURNAL = {Interfaces}, VOLUME = 29, NUMBER = 1, YEAR = 1999, PAGES = {49--66} } @article{bertsimas9, AUTHOR = {D. Bertsimas and M. Sim}, TITLE = {The price of robustness}, JOURNAL = or, VOLUME = 52, NUMBER = 1, YEAR = 2004, PAGES = {35--53} } @article{bertsimas10, AUTHOR = {D. Bertsimas and S. de Boer}, TITLE = {Simulation-based booking limits for airline revenue management}, JOURNAL = or, VOLUME = 53, NUMBER = 1, YEAR = 2005, PAGES = {90--106} } @article{bertsimas11, AUTHOR = {D. Bertsimas and K. Natarajan and C.-P. Teo}, TITLE = {Probabilistic combinatorial optimization: moments, semidefinite programming, and asymptotic bounds}, YEAR = 2005, JOURNAL = siopt, VOLUME = 15, NUMBER = 1, PAGES = {185--209}} @article{bertsimas12, AUTHOR = {D. Bertsimas and I. Popescu}, TITLE = {Optimal inequalities in probability theory: a convex optimization approach}, YEAR = 2005, JOURNAL = siopt, VOLUME = 15, NUMBER = 3, PAGES = {780--804} } @article{bertsimas13, AUTHOR = {D. Bertsimas and M. Sim}, TITLE = {Robust discrete optimization and network flows}, YEAR = 2003, JOURNAL = mathprog, VOLUME = 98, NUMBER = {1--3}, PAGES = {49--71} } @article{bertsimas14, AUTHOR = {D. Bertsimas and M. Sim}, TITLE = {Tractable approximations to robust conic optimization problems}, YEAR = 2006, JOURNAL = mathprog, VOLUME = 107, NUMBER = {1--2}, PAGES = {5--36} } @article{bertsimas15, AUTHOR = {D. Bertsimas and D. Pachamanova}, TITLE = {Robust multiperiod portfolio management in the presence of transaction costs}, YEAR = 2008, JOURNAL = cor, VOLUME = 35, NUMBER = 1, PAGES = {3--17} } @article{best1, AUTHOR = {M. J. Best and J. 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Bienstock and O. G\"unl\"uk}, TITLE = {Computational experience with a difficult mixed integer multicommodity flow problem}, JOURNAL = mathprog, VOLUME = 68, YEAR = 1995, PAGES = {213--237} } @article{bienstock3, AUTHOR = {D. Bienstock and W. Cook}, TITLE = {Computational integer programming (Foreword)}, JOURNAL = mathprog, VOLUME = 81, YEAR = 1998, PAGES = {147--148} } @article{bienstock4, AUTHOR = {D. Bienstock and S. Chopra and O. G\"unl\"uk and C.-Y. Tsai}, TITLE = {Minimum cost capacity installation for multicommodity network flows}, JOURNAL = mathprog, VOLUME = 81, YEAR = 1998, PAGES = {177--199} } @article{bienstock5, AUTHOR = {D. Bienstock and G. Muratore}, TITLE = {Strong inequalities for capacitated survivable network design problems}, YEAR = 2000, JOURNAL = mathprog, VOLUME = 89, NUMBER = 1, PAGES = {127--147} } @article{bienstock6, AUTHOR = {D. Bienstock and M. Zuckerberg}, TITLE = {Subset algebra lift operators for 0-1 integer programming}, JOURNAL = siopt, YEAR = 2005, VOLUME = 15, NUMBER = 1, PAGES = {63--95}, URL={http://www.columbia.edu/~dano/papers.html or http://www.corc.ieor.columbia.edu/reports/techreports/tr-2002-01.pdf} } @article{bienstock7, AUTHOR = {D. Bienstock and O. Raskina and I. Saniee and Q. Wang}, TITLE = {Combined network design and multiperiod pricing: modeling, solution techniques, and computation}, JOURNAL = or, YEAR = 2006, VOLUME = 54, NUMBER = 2, PAGES = {261--276} } @techreport{bienstock8, AUTHOR = {D. Bienstock}, TITLE = {Eigenvalue techniques for proving bounds for convex objective, nonconvex programs}, YEAR = 2009, MONTH = {March}, INSTITUTION={Columbia University}, ADDRESS = {New York}, URL={http://www.optimization-online.org/DB_HTML/2009/05/2301.html} } @article{bienstock9, AUTHOR = {D. Bienstock and S. Mattia}, TITLE = {Using mixed-integer programming to solve power grid blackout problems}, JOURNAL = do, YEAR = 2007, VOLUME = 4, NUMBER = 1, PAGES = {115--141}, URL={http://www.columbia.edu/~dano/papers/tr-2005-07.pdf} } @article{bienstock10, AUTHOR = {D. Bienstock and A. Verma}, TITLE = {The $N-k$ problem in power grids: New models, formulations, and numerical experiments}, YEAR = 2010, JOURNAL = siopt, VOLUME = 20, NUMBER = 5, PAGES = {2352--2380}} @techreport{biegler1, AUTHOR = {L. Biegler and J. Nocedal and C. Schmid and D. Ternet}, TITLE = {Numerical experience with a reduced Hessian method for large scale optimization}, YEAR = 1997, MONTH = {July}, INSTITUTION={Optimization Technology Center, Northwestern University}, ADDRESS = {Evanston IL}, URL={http://www.ece.nwu.edu/~nocedal/recent_pub.html} } @article{billionnet2007, AUTHOR = {A. Billionnet and S. 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Zanette}, TITLE = {Minimal infeasible subsystems and Benders' cuts}, YEAR = 2008, INSTITUTION={DEI, Dipartimento di Ingegneria dell'Informazione, University of Padova}, ADDRESS = {Italy}, URL={http://www.dei.unipd.it/~fisch/ or http://www.dei.unipd.it/~fisch/papers/ or http://www.dei.unipd.it/~fisch/papers/Benders.pdf }} @article{fischetti14, AUTHOR = {M. Fischetti and D. Salvagnin and A. Zanette}, TITLE = {A note on the selection of {Benders}' cuts}, JOURNAL = mp, YEAR = 2010, VOLUME = 124, NUMBER = {1--2}, PAGES = {175--182}} @article{fishburn1, AUTHOR = {P. C. Fishburn}, TITLE = {Induced binary probabilities and the linear ordering polytope: {A} status report}, JOURNAL = {Mathematical Social Sciences}, YEAR = 1992, VOLUME = 23, PAGES = {67--80} } @article{fisher1, AUTHOR = {M. L. Fisher and K. O. J\"{o}rnsten and O. B. G. 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Wright}, TITLE = {Interior methods for nonlinear optimization}, YEAR = 2002, JOURNAL = sirev, VOLUME = 44, NUMBER = 4, PAGES = {525--597} } @article{forsgren6, AUTHOR = {A. Forsgren and P. E. Gill and J. D. Griffin}, TITLE = {Iterative solution of augmented systems arising in interior methods}, YEAR = 2008, JOURNAL = siopt, VOLUME = 18, NUMBER = 2, PAGES = {666--690}} @article{fortin1, AUTHOR = {C. Fortin and H. Wolkowicz}, TITLE = {The trust region subproblem and semidefinite programming}, YEAR = 2004, JOURNAL = oms, VOLUME = 18, NUMBER = 1, PAGES = {41--67} } @article{fortz1, AUTHOR = {B. Fortz and M. Labb\`e and F. Maffioli}, TITLE = {Solving the two-connected network with bounded meshes problem}, YEAR = 2000, JOURNAL = or, VOLUME = 48, NUMBER = 6, PAGES = {866--877} } @article{fortz2, AUTHOR = {B. Fortz and M. 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Freund}, TITLE = {Theoretical efficiency of a shifted-barrier-function algorithm for linear programming}, YEAR = 1991, JOURNAL = laa, VOLUME = 152, PAGES = {19--42} } @techreport{Freund179, AUTHOR = {R. M. Freund}, TITLE = {Projective Transformations for Interior Point Methods, Part {I}: Basic Theory and Linear Programming}, YEAR = {1988}, MONTH = {June}, INSTITUTION = {Massachusetts Institute of Technology}, NUMBER = {OR179--88} } @article{Freund180, author = "R. M. Freund", title = "Projective transformations for interior--point algorithms, and a superlinearly convergent algorithm for the w--center problem", journal = mathprog, volume = "58", year = "1993", pages = "385--414", this = "Amalgamation of Freund \cite{int:Freund5,int:Freund6}" } @article{Freund182, AUTHOR = {R. M. Freund}, TITLE = {Polynomial Algorithms for Linear Programming Based only on Primal Scaling and Projected Gradients of a Potential Function}, YEAR = 1991, JOURNAL = mathprog, VOLUME = 51, PAGES = {203--222} } @article{Freund192, AUTHOR = {R. M. Freund and K-C. Tan}, TITLE = {A Method for the Parametric Center Problem, with a Strictly Monotone Polynomial-Time Algorithm for Linear Programming}, JOURNAL = mathprog, YEAR = 1991, VOLUME = 16, PAGES = {775--801} } @article{Freund201, author = "R. M. Freund", title = "A potential--function reduction algorithm for solving a linear program directly from an infeasible ``warm start''", journal = mathprog, volume = "52", year = "1991", pages = "441--466" } @article{Freund3453, AUTHOR = {R. M. Freund}, TITLE = {Following a ``balanced'' trajectory from an infeasible point to an optimal linear programming solution with a polynomial-time algorithm}, JOURNAL = mathprog, VOLUME = 21, YEAR = {1996}, PAGES = {839--859} } @techreport{Freund3559, AUTHOR = {R. M. Freund}, TITLE = {An infeasible-start algorithm for linear programming whose complexity depends on the distance from the starting point to the optimal solution}, YEAR = 1993, MONTH = {April}, INSTITUTION = {Sloan School of Management, Massachusetts Institute of Technology}, ADDRESS = {Cambridge, MA 02139}, NUMBER = {3559--93--MSA} } @article{freund2, AUTHOR = {R. M. Freund and S. Mizuno}, TITLE = {Interior Point Methods: Current Status and Future Directions}, JOURNAL = {Optima}, YEAR = 1996, VOLUME = 51, PAGES = {1--9}, URL={ftp://longterm.mit.edu/rmf.papers/ipm.ps or http://web.mit.edu/rfreund/www/publications.html} } @article{freund3, AUTHOR = {R. M. Freund and J. Vera}, TITLE = {Condition-based complexity of convex optimization in conic linear form via the ellipsoid algorithm}, YEAR = 2000, JOURNAL = siopt, VOLUME = {10(1)}, PAGES = {155--176}, URL={ftp://longterm.mit.edu/rmf.papers/EA.ps or http://web.mit.edu/rfreund/www/publications.html} } @article{freund4, AUTHOR = {R. M. Freund and J. B. Orlin}, TITLE = {On the complexity of four polyhedral set containment problems}, JOURNAL = mathprog, VOLUME = 33, YEAR = {1985}, PAGES = {139--145} } @techreport{freund5, AUTHOR = {R. M. Freund and J. R. Vera}, TITLE = {Measures of a conic linear system}, YEAR = 1999, NUMBER = {4/99}, INSTITUTION={Dept. of Industrial and System Engineering, Catholic University of Chile}, ADDRESS = {Santiago, Chile}, URL={http://www.ing.puc.cl/~jvera/illpose.ps or jvera@ing.puc.cl} } @article{freund6, AUTHOR = {R. M. Freund and J. R. Vera}, TITLE = {Some charactirizations and properties of the ``distance to ill-posedness'' and the condition measure of a conic linear system}, JOURNAL = mathprog, VOLUME = 86, YEAR = {1999}, PAGES = {225--260} } @article{freund7, AUTHOR = {R. M. Freund}, TITLE = {On the Primal-Dual Geometry of Level Sets in Linear and Conic Optimization}, YEAR = 2003, JOURNAL = siopt, VOLUME = 13, NUMBER = 4, PAGES = {1004--1013}, URL={http://web.mit.edu/rfreund/www/Rr-geometry.ps} } @article{freund8, AUTHOR = {R. M. Freund}, TITLE = {Complexity of Convex Optimization using Geometry-based Measures and a Reference Point}, YEAR = 2004, JOURNAL = mathprog, VOLUME = 99, NUMBER = 2, PAGES = {197--221}, URL={http://web.mit.edu/rfreund/www/GC.ps} } @article{freund9, AUTHOR = {R. M. Freund}, TITLE = {On the behavior of the homogeneous self-dual model for conic convex optimization}, YEAR = 2006, JOURNAL = mathprog, VOLUME = 106, NUMBER = 3, PAGES = {527--545}, URL={http://web.mit.edu/rfreund/www/HSD-behavior_MATHPROG.pdf} } @article{rwfreund1, AUTHOR = {R. W. Freund and F. Jarre}, TITLE = {An Interior-Point Method For Multifractional Programs With Convex Constraints}, JOURNAL = {Journal Of Optimization Theory And Applications}, YEAR = 1995, VOLUME = 85, PAGES = {125--161} } @article{rwfreund2, AUTHOR = {R. W. Freund and F. Jarre and S. Mizuno}, TITLE = {Convergence of a Class of Inexact Interior-Point Algorithms for Linear Programs}, YEAR = 1999, JOURNAL = mor, VOLUME = {24(1)}, PAGES = {50--71}, URL={http://www.ism.ac.jp/~mizuno/papers/fjm96a.ps or http://cm.bell-labs.com/cs/doc/97/3-11.ps.gz} } @article{rwfreund3, AUTHOR = {R. W. Freund and F. Jarre}, TITLE = {A {QMR}-based interior-point algorithm for solving linear programs}, JOURNAL = mathprog, VOLUME = 76, YEAR = 1997, PAGES = {183--210} } @techreport{rwfreund4, AUTHOR = {R. W. Freund and F. Jarre}, TITLE = {Solving the Sum-of-Ratios Problem by an Interior-Point Method}, YEAR = 1999, MONTH = {June}, NUMBER = {Numerical Analysis Manuscript 99 3 13}, INSTITUTION={Bell Laboratories}, ADDRESS = {Murray Hill, New Jersey}, URL={http://cm.bell-labs.com/cs/doc/99/3-13.ps.gz} } @article{rwfreund5, AUTHOR = {R. W. Freund and F. Jarre}, TITLE = {An interior-point method for fractional programs with convex constraints}, JOURNAL = mathprog, VOLUME = 67, YEAR = 1994, PAGES = {407--440} } @article{rwfreund6, AUTHOR = {R. W. Freund and F. Jarre and S. Schaible}, TITLE = {On self-concordant barrier functions for conic hulls and fractional programming}, JOURNAL = mathprog, VOLUME = 74, YEAR = 1996, PAGES = {237--246} } @article{friedlander1, AUTHOR = {M. P. Friedlander and M. A. Saunders}, TITLE = {A globally convergent linearly constrained {Lagrangian} method for nonlinear optimization}, YEAR = 2005, JOURNAL = siopt, VOLUME = 15, NUMBER = 3, PAGES = {863--897} } @article{friedlander2, AUTHOR = {M. P. Friedlander and P. Tseng}, TITLE = {Exact Regularization of Convex Programs}, YEAR = 2008, JOURNAL = siopt, VOLUME = 18, NUMBER = 4, PAGES = {1326--1350} } @inproceedings{frieze1, AUTHOR = {A. Frieze and M. Jerrum}, TITLE = {Improved approximation algorithms for MAX $k$-CUT and MAX BISECTION}, YEAR = 1995, BOOKTITLE= {Proceedings of the Fourth IPCO Conference}, PAGES = {1--13} } @article{fu1, AUTHOR = {M. Fu and Z.-Q. Luo and Y. Ye}, TITLE = {Approximation algorithms for quadratic programming}, YEAR = 1998, JOURNAL = jco, VOLUME = 2, PAGES = {29--50} } @article{fuduli1, AUTHOR = {A. Fuduli and M. Gaudioso and G. Giallombardo}, TITLE = {Minimizing nonconvex nonsmooth functions via cutting planes and proximity control}, YEAR = 2004, JOURNAL = siopt, VOLUME = 14, NUMBER = 3, PAGES = {743--756} } @incollection{fugenschuh1, AUTHOR = {A. F\"{u}genschuh and A. Martin}, TITLE = {Computational integer programming and cutting planes}, YEAR = 2005, BOOKTITLE= {Handbooks in Operations Research and Management}, VOLUME = 12, CHAPTER = 2, PAGES = {69-122}, PUBLISHER= {Elsevier}} @techreport{fujie1, AUTHOR = {T. Fujie and M. Kojima}, TITLE = {Relaxation by semidefinite programs}, YEAR = 1995, MONTH = {May}, INSTITUTION={Department of Mathematical and Computing Sciences, Tokyo Institute of Technology}, NUMBER = {B-298}, ADDRESS = {2-12-1 Oh-Okayama, Meguro-ku, Tokyo 152, Japan} } @article{fujie2, AUTHOR = {T. Fujie and M. Kojima}, TITLE = {Semidefinite programming relaxation for nonconvex quadratic programs}, JOURNAL = jogo, YEAR = 1997, VOLUME = 10, PAGES = {367--380} } @techreport{fujisawa1, AUTHOR = {K. Fujisawa and M. Kojima and K. Nakata}, TITLE = {SDPA (Semidefinite Programming Algorithm)}, YEAR = 1996, MONTH = {October}, NOTE={Revised September 2004}, INSTITUTION={Department of Mathematical and Computing Sciences, Tokyo Institute of Technology}, ADDRESS = {2-12-1 Oh-Okayama, Meguro-ku, Tokyo 152, Japan}, URL={http://sdpa.indsys.chuo-u.ac.jp/sdpa/index.html} } @article{fujisawa2, AUTHOR = {K. Fujisawa and M. Kojima and K. Nakata}, TITLE = {Exploiting Sparsity in Primal-Dual Interior-Point Methods for Semidefinite Programming}, YEAR = 1997, JOURNAL = mp, VOLUME = 79, PAGES = {235--253}, ABSTRACT= {The Helmberg-Rendl-Vanderbei-Wolkowicz/Kojima-Shindoh-Hara/Monteiro and the Nesterov-Todd search directions have been used in many primal-dual interior-point methods for semidefinite programs. This paper proposes an efficient method for computing the two directions when a semidefinite program to be solved is large scale and sparse.}, URL={ftp://ftp.is.titech.ac.jp/pub/OpRes/articles/b324.ps.Z} } @incollection{fujisawa3, AUTHOR = {K. Fujisawa and M. Fukuda and M. Kojima and K. Nakata}, TITLE = {Numerical evaluation of {SDPA} (Semidefinite Programming algorithm)}, YEAR = 2000, BOOKTITLE= {High Performance Optimization}, EDITOR = {H. Frenk and K. Roos and T. Terlaky and S. Zhang}, PAGES = {267--301}, PUBLISHER= {Kluwer Academic Press}, ABSTRACT= {SDPA (SemiDefinite Programming Algorithm) is a C++ implementation of a Mehrotra-type primal-dual predictor-corrector interior-point method for solving the standard form semidefinite program and its dual. We report numerical results of large scale problems to evaluate its performance, and investigate how major time-consuming parts of SDPA vary with the problem size, the number of constraints and the sparsity of data matrices.}, URL={ftp://ftp.is.titech.ac.jp/pub/OpRes/articles/b330.ps.Z} } @article{fujisawa4, AUTHOR = {K. Fujisawa and M. Fukuda and K. Nakata}, TITLE = {Preprocessing sparse semidefinite programs via matrix completion}, YEAR = 2006, JOURNAL = oms, VOLUME = 21, PAGES = {17--39}, ABSTRACT={Considering that preprocessing is an important phase in linear programming, it should be systematically more incorporated in semidefinite programming solvers. The conversion method proposed by the authors (SIAM Journal on Optimization, vol.~11, pp.~647--674, 2000, and Mathematical Programming, Series B, vol.~95, pp.~303--327, 2003) is a preprocessing of sparse semidefinite programs based on matrix completion. This article proposed a new version of the conversion method which employs a flop estimation function inside its heuristic procedure. Extensive numerical experiments are included showing the advantage of preprocessing by the conversion method for very sparse semidefinite programs of certain classes.}, URL={http://www.optimization-online.org/DB_HTML/2004/03/837.html} } @techreport{fukuda1, AUTHOR = {K. Fukuda and T. Terlaky}, TITLE = {On the existence of a short admissible pivot sequences for feasibility and linear optimization problems}, YEAR = {1999}, MONTH = {January}, INSTITUTION = {TWI/SSOR, Delft University of Technology}, ADDRESS = {Delft, The Netherlands}, URL={http://ssor.twi.tudelft.nl/~terlaky/files/shsecrep.ps} } @article{fukuda2, AUTHOR = {M. Fukuda and M. Kojima and K. Murota and K. Nakata}, TITLE = {Exploiting Sparsity in Semidefinite Programming via Matrix Completion {I}: General Framework}, YEAR = 2001, JOURNAL = siopt, VOLUME = 11, NUMBER = 3, PAGES = {647--674}, URL={ftp://ftp.is.titech.ac.jp/pub/OpRes/articles/b-358.ps.Z or http://www.is.titech.ac.jp/research/research-report/B/index.html or http://www.is.titech.ac.jp/labs/kojimalab/kojima/articles/b-358.ps.Z}} @techreport{fukuda3, AUTHOR = {M. Fukuda and M. Kojima}, TITLE = {Interior-Point Methods for Lagrangian Duals of Semidefinite Programs}, YEAR = 2000, MONTH = {December}, NUMBER = {B-365}, INSTITUTION={Department of Mathematical and Computing Sciences, Tokyo Institute of Technology}, ADDRESS = {2-12-1 Oh-Okayama, Meguro-ku, Tokyo 152--8552, Japan}, URL={http://ftp.is.titech.ac.jp/pub/OpRes/articles/b-365.ps.gz or http://www.is.titech.ac.jp/research/research-report/B/index.html or http://www.is.titech.ac.jp/~kojima/articles/b-365.ps} } @article{fukuda4, AUTHOR = {M. Fukuda and M. Kojima and M. Shida}, TITLE = {Lagrangian dual Interior-Point Methods for Semidefinite Programs}, YEAR = 2002, JOURNAL = siopt, VOLUME = 12, NUMBER = 4, PAGES = {1007--1031}, URL={http://www.is.titech.ac.jp/research/research-report/B/B-369.ps.gz or http://www.is.titech.ac.jp/research/research-report/B/index.html or http://www.is.titech.ac.jp/~kojima/articles/b-369.ps} } @article{fukuda5, AUTHOR = {M. Fukuda and B. J. Braams and M. Nakata and M. L. Overton and J. K. Percus and M. Yamashita and Z. Zhao}, TITLE = {Lare-scale semidefinite programs in electronic structure calculation}, YEAR = 2007, JOURNAL = mp, VOLUME = 109, NUMBER = {2--3}, PAGES = {553--580} } @article{fukusawa1, AUTHOR = {R. Fukusawa and H. Longo and J. Lysgaard and M. Poggi de Arag\~ao and M. Reis and E. Uchoa and R. F. Werneck}, TITLE = {Robust branch-and-cut-and-price for the capacitated vehicle routing problem}, YEAR = 2006, JOURNAL = mp, VOLUME = 106, NUMBER = 3, PAGES = {491--511} } @article{fukushima1, AUTHOR = {M. 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Glineur}, TITLE = {Interior-point methods for linear programming: a guided tour}, INSTITUTION = {Facult\'{e} Polytechnique de Mons}, TYPE = {IMAGE Technical Report}, NUMBER = {9901}, YEAR = {1999}, MONTH = Jan, ADDRESS = {Mons, Belgium}, URL = {http://mathro.fpms.ac.be/~glineur/Papers/Image9901.ps.gz}, NOTE = {published as \cite{Glineur98}}} @TECHREPORT{Image9903, AUTHOR = {Fr. Glineur}, TITLE = {Proving strong duality for geometric optimization using a conic formulation}, INSTITUTION = {Facult\'{e} Polytechnique de Mons}, TYPE = {IMAGE Technical Report}, NUMBER = {9903}, YEAR = {1999}, MONTH = Oct, ADDRESS = {Mons, Belgium}, URL = {http://mathro.fpms.ac.be/~glineur/Papers/Image9903.ps.gz}, NOTE = {To appear in Annals of Operations Research}} @TECHREPORT{Image9904, AUTHOR = {Fr. Glineur and T. Terlaky}, TITLE = {Deriving duality for lp-norm optimization using conic optimization}, INSTITUTION = {Facult\'{e} Polytechnique de Mons}, TYPE = {IMAGE Technical Report}, NUMBER = {9904}, YEAR = {1999}, MONTH = Dec, ADDRESS = {Mons, Belgium}, URL = {http://mathro.fpms.ac.be/~glineur/Papers/Image9904.ps.gz}} @TECHREPORT{Image0001, AUTHOR = {Fr. Glineur}, TITLE = {Polyhedral approximation of the second-order cone: computational experiments}, INSTITUTION = {Facult\'{e} Polytechnique de Mons}, TYPE = {IMAGE Technical Report}, NUMBER = {0001}, YEAR = {2000}, MONTH = Jan, ADDRESS = {Mons, Belgium}, NOTE = {revised November 2000}, URL = {http://mathro.fpms.ac.be/~glineur/Papers/Image0001.ps.gz}} @TECHREPORT{Image0005, AUTHOR = {Fr. Glineur and T. 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Sarkissian}, TITLE = {Column generation with a primal-dual method}, YEAR = 1996, MONTH = {June}, INSTITUTION={Logilab, HEC Geneva, Section of Management Sciences, University of Geneva}, ADDRESS = {102 Bd Carl Vogt, CH-1211 Geneva 4, Switzerland}, URL={http://ecolu-info.unige.ch/~logilab/reports/pdcgm.ps} } @article{gondzio3, AUTHOR = {J. Gondzio and J.-P. Vial}, TITLE = {Warm start and $\varepsilon$-subgradients in cutting plane scheme for block-angular linear programs}, YEAR = 1999, JOURNAL = coap, VOLUME = 14, NUMBER = 1, PAGES = {17--36}, oldINSTITUTION={Logilab, HEC Geneva, Section of Management Sciences, University of Geneva}, oldADDRESS = {102 Bd Carl Vogt, CH-1211 Geneva 4, Switzerland}, URL={http://ecolu-info.unige.ch/~logilab/reports/balp.ps} } @article{gondzio4, AUTHOR = {J. Gondzio and R. Sarkissian and J.-P. Vial}, TITLE = {Parallel implementation of a central decomposition method for solving large scale planning problems}, YEAR = 2001, JOURNAL = coap, VOLUME = 19, PAGES = {5--29}, URL={http://ecolu-info.unige.ch/~logilab/reports/paccpm.ps}, ABSTRACT={We use a decomposition approach to solve two types of realistic problems: block-angular linear programs arising in energy planning, and multicommodity network problems arising in capacity planning for survivable telecommunication networks. Decomposition is an algorithmic device that breaks down computations into several independent subproblems. It is thus ideally suited to parallel implementation. To achieve robustness and greater reliability in the performance of the decomposition algorithm, we use the Analytic Center Cutting Plane Method (\textsc{accpm}) to handle the master program. We run the algorithm on two different parallel computing platforms: a network of PC's running under Linux and a genuine parallel machine, the IBM SP2. The approach is well adapted for this coarse grain parallelism and the results display good speed-up's for the classes of problems we have treated.} } @article{gondzio5, AUTHOR = {J. Gondzio and R. Sarkissian and J.-P. Vial}, TITLE = {Using an interior point method for the master problem in a decomposition approach}, JOURNAL = ejor, VOLUME = 101, PAGES = {577--587}, YEAR = 1997 } @article{gondzio6, AUTHOR = {J. Gondzio and O. du Merle and R. Sarkissian and J.-P. Vial}, TITLE = {{ACCPM} --- {A} library for convex optimization based on an analytic center cutting plane method}, JOURNAL = ejor, VOLUME = 94, PAGES = {206--211}, YEAR = 1996 } @article{gondzio7, AUTHOR = {J. Gondzio}, TITLE = {{HOPDM} (ver 2.12) --- {A} fast {LP} solver based on a primal-dual interior point method}, JOURNAL = ejor, VOLUME = 85, PAGES = {221--225}, YEAR = 1995 } @article{gondzio8, AUTHOR = {J. Gondzio and R. 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Grothey}, TITLE = {Solving nonlinear portfolio optimization problems with the primal-dual interior point method}, YEAR = 2007, JOURNAL = ejor, VOLUME = 181, NUMBER = 3, PAGES = {1019--1029}, URL={http://www.maths.ed.ac.uk/~gondzio/reports/Welcome.html or http://www.maths.ed.ac.uk/~gondzio/reports/almnlp.pdf or http://www.optimization-online.org/DB_HTML/2004/04/849.html} } @techreport{gondzio14, AUTHOR = {J. Gondzio and A. Grothey}, TITLE = {Exploiting Structure in Parallel Implementation of Interior Point Methods for Optimization}, YEAR = 2004, MONTH = {December}, NUMBER = {MS--04--004}, INSTITUTION={School of Mathematics, University of Edinburgh}, ADDRESS = {Edinburgh, UK}, URL={http://www.maths.ed.ac.uk/~gondzio/reports/Welcome.html or http://www.maths.ed.ac.uk/~gondzio/reports/oops_comp.pdf } } @techreport{gondzio15, AUTHOR = {J. Gondzio and A. Grothey}, TITLE = {A Warm-Start Approach for Large-Scale Stochastic Linear Programs}, YEAR = 2006, MONTH = {August}, NUMBER = {MS--06--004}, INSTITUTION={School of Mathematics, University of Edinburgh}, ADDRESS = {Edinburgh, UK}, URL={http://www.maths.ed.ac.uk/~gondzio/reports/Welcome.html or http://www.maths.ed.ac.uk/~gondzio/reports/cggStoch.html } } @article{gondzio16, AUTHOR = {J. Gondzio and A. Grothey}, TITLE = {A new unblocking technique to warmstart interior point methods based on sensitivity analysis}, JOURNAL = siopt, YEAR = 2008, VOLUME = 19, NUMBER = 3, PAGES = {1184--1210} } @article{gondzio17, AUTHOR = {J. Gondzio and J.-P. Vial}, TITLE = {Warm start and $\varepsilon$-subgradients in a cutting plane scheme for block-angular linear programs}, JOURNAL = coap, YEAR = 1999, VOLUME = 14, NUMBER = 1, PAGES = {17--36} } @article{gondzio18, AUTHOR = {J. Gondzio and R. Kouwenberg and T. Vorst}, TITLE = {Hedging options under transaction costs and stochastic volatility}, YEAR = 2003, JOURNAL = {Journal of Economic Dynamics and Control}, VOLUME = 27, NUMBER = 4, PAGES = {1045--1068}} @techreport{gondzio15, AUTHOR = {J. Gondzio and P. Gonz\'{a}lez-Brevis}, TITLE = {A new warmstarting strategy for the primal-dual column generation method}, YEAR = 2012, NUMBER = {ERGO--12--007}, INSTITUTION={School of Mathematics, University of Edinburgh}, ADDRESS = {Edinburgh, UK}, URL={http://www.maths.ed.ac.uk/~gondzio/reports/Welcome.html or http://www.optimization-online.org/DB_HTML/2012/06/3512.html }} @incollection{jinggong1, AUTHOR = {J. Gong and E. E. Lee and J. E. Mitchell and W. A. Wallace}, TITLE = {Logic-based Multi-Objective Optimization for Restoration Planning}, YEAR = 2009, BOOKTITLE= {Optimization and Logistics Challenges in the Enterprise}, EDITOR = {W. A. Chaovalitwongse and K. Furman}, SERIES = {Springer Book Series on Optimization and Its Applications (SOIA)}, PUBLISHER= {Springer Publishing Company, New York , NY}, CHAPTER = 11, URL={http://www.rpi.edu/~mitchj/papers/logicBendersMO.html} } @article{Gon1, AUTHOR = {C. C. Gonzaga}, TITLE = {Conical Projection Algorithms for Linear Programming}, JOURNAL = mathprog, VOLUME = 43, PAGES = {151--174}, YEAR = {1989} } @article{Gon4, AUTHOR = {C. C. Gonzaga}, TITLE = {Large Step Path following methods for linear programming, {P}art {I}: Barrier function method}, JOURNAL = siopt, VOLUME = {1(2)}, PAGES = {268--279}, YEAR = {1991} } @article{Gon5, AUTHOR = {C. C. Gonzaga}, TITLE = {Large Step Path following methods for linear programming, {P}art {II}: Potential reduction method}, JOURNAL = siopt, VOLUME = {1(2)}, PAGES = {280--292}, YEAR = {1991} } @inproceedings{Gon2, AUTHOR = {C. C. 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Cardia}, TITLE = {Properties of the central points in linear programming problems}, YEAR = 2002, INSTITUTION={Department of Mathematics, Federal University of Santa Catarina}, ADDRESS = {Brazil}, URL={http://www.mat.ufpr.br/publications/GC2002.ps or http://www.mat.ufpr.br/publications/ } } @techreport{gonzaga15, AUTHOR = {C. C. Gonzaga and M. Cardia}, TITLE = {Using the central path for computing the analytic center of a polytope}, YEAR = 2002, INSTITUTION={Department of Mathematics, Federal University of Santa Catarina}, ADDRESS = {Brazil}, URL={http://www.mat.ufpr.br/publications/GC2002b.ps or http://www.mat.ufpr.br/publications/ } } @article{gonzaga16, AUTHOR = {C. C. Gonzaga and E. Karas and M. Vanti}, TITLE = {A globally convergent filter method for nonlinear programming}, YEAR = 2004, JOURNAL = siopt, VOLUME = 14, NUMBER = 3, PAGES = {646--669}, URL={http://www.mat.ufpr.br/publications/GKV2002.ps or http://www.mat.ufpr.br/publications/ } } @article{gonzalezlima1, AUTHOR = {M. D. Gonzalez-Lima and R. A. Tapia and F. A. Potra}, TITLE = {On effectively computing the analytic center of the solution set by primal-dual interior-point methods}, YEAR = 1998, JOURNAL = siopt, VOLUME = 8, PAGES = {1--25} } @article{gopal1, AUTHOR = {R. Gopal and P. Goes and R. Garfinkel}, TITLE = {Interval protection of confidential information in a database}, JOURNAL = joc, YEAR = 1998, VOLUME = 10, NUMBER = 3, PAGES = {309--322} } @article{gopal2, AUTHOR = {R. Gopal and R. Garfinkel and P. Goes}, TITLE = {Confidentiality via comouflage: the {CVC} approach to disclosure limitation when answering queries to databases}, JOURNAL = or, YEAR = 2002, VOLUME = 50, NUMBER = 3, PAGES = {501--516} } @article{gordon1, AUTHOR = {S. P. Gordon and P. J. Williams}, TITLE = {Train control optimization}, YEAR = 1999, JOURNAL = {SIAG/OPT Views-and-News}, VOLUME = {10(1)}, PAGES = {1--6} } @techreport{goring1, AUTHOR = {F. G\"{o}ring and C. Helmberg and S. Reiss}, TITLE = {Graph realization associated with minimizing the maximum eigenvalue of the {L}aplacian}, YEAR = 2009, MONTH = {May}, INSTITUTION={Fakult\"{a}t f\"{u}r Mathematik, Technische Universit\"{a}t Chemnitz, D-09107}, NUMBER = {2009--10}, URL={http://www.optimization-online.org/DB_HTML/2009/05/2300.html } } @techreport{gould1, AUTHOR = {N. I. M. Gould and J. Nocedal}, TITLE = {The modified absolute-value factorization norm for trust-region minimization}, YEAR = 1997, INSTITUTION={Rutherford Appleton Lab}, ADDRESS = {Chilton, Oxfordshire, England}, NUMBER = {RAL-TR-071}, URL={http://www.ece.nwu.edu/~nocedal/recent_pub.html} } @techreport{gould2, AUTHOR = {N. I. M. Gould and M. Hribar and J. 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Mitchell}, TITLE = {Computational experience of an interior point algorithm in a parallel branch-and-cut framework}, YEAR = 1997, BOOKTITLE= {Proceedings of the Eighth SIAM Conference on Parallel Processing for Scientific Computing, Minneapolis, March 1997}, NOTE = {CD-ROM}, pagenos = {Note that since it is in a CD-ROM, readers can scan the table of content to select individual papers, so it is not numbered. But if someone just uses the CD-ROM, without looking at the table of content, then the paper is located in papers/lee.ps}, URL_BOOK= {http://www.siam.org/catalog/mcc07/heath97.htm} } @article{eva4, AUTHOR = {E. K. Lee}, TITLE = {On facets of knapsack equality problems}, JOURNAL = jota, VOLUME = 94, YEAr = 1997, PAGES = {223--239} } @incollection{eva5, AUTHOR = {E. K. Lee and J. E. Mitchell}, TITLE = {Computational experience of an interior point {SQP} algorithm in a parallel branch-and-bound framework}, YEAR = 2000, BOOKTITLE= {High Performance Optimization}, EDITOR = {H. 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Mitchell}, TITLE = {Integer programming: Branch-and-bound methods}, YEAR = 2001, MONTH = {August}, BOOKTITLE= {Encyclopedia of Optimization}, EDITOR = {C. A. Floudas and P. M. Pardalos}, PUBLISHER= {Kluwer Academic Publishers}, ADDRESS = {Dordrecht, The Netherlands}, VOLUME = {II}, PAGES = {509--519}, URL= {http://akula.isye.gatech.edu/~evakylee/postscript or http://www.rpi.edu/~mitchj/papers/leeejem.html} } @techreport{Sarcoma, AUTHOR = {E. K. Lee and A. Y. C. Fung and J. P. Brooks and M. Zaider}, TITLE = {Automated Tumor Volume Contouring in Soft-Tissue Sarcoma Adjuvant Brachytherapy Treatment}, YEAR = 2000, INSTITUTION={Industrial and Systems Engineering, Georgia Institute of Technology}, ADDRESS = {Atlanta, GA}, NOTE={{\em International Journal of Radiation Oncology, Biology and Physics}, in review.}, URL= {http://akula.isye.gatech.edu/~evakylee/postscript} } @techreport{Ultrasound, AUTHOR = {E. K. Lee and R. J. Gallagher and A. Campbell and M. Prausnitz}, TITLE = {Prediction of ultrasound-mediated disruption of cell membranes using machine learning techniques and statistical analysis of acoustic spectra}, YEAR = 2001, INSTITUTION={Industrial and Systems Engineering, Georgia Institute of Technology}, ADDRESS = {Atlanta, GA}, NOTE={{\em Journal of the Acoustical Society of America}, in review.}, URL= {http://akula.isye.gatech.edu/~evakylee/postscript} } @techreport{eva6a, AUTHOR = {E. K. Lee}, TITLE = {Generating Cutting Planes for Mixed Integer Programming Problems in a Parallel Distributed Memory Environment}, YEAR = 2000, INSTITUTION={Industrial and Systems Engineering, Georgia Institute of Technology}, ADDRESS = {Atlanta, GA}, NOTE={{\em INFORMS Journal on Computing}, in review.}, URL= {http://akula.isye.gatech.edu/~evakylee/postscript} } @techreport{eva7, AUTHOR = {E. K. Lee and R. J. Gallagher and M. 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Mitchell}, TITLE = {A dual projective algorithm for linear programming}, YEAR = 1990, MONTH = {November}, NUMBER = {192}, INSTITUTION = { Mathematical Sciences, Rensselaer Polytechnic Institute}, ADDRESS = {Troy, NY 12180--3590} } @article{JEM204, AUTHOR = {J. E. Mitchell and B. Borchers}, TITLE = {A primal-dual interior point cutting plane method for the linear ordering problem}, YEAR = 1992, JOURNAL = {COAL Bulletin}, MONTH = {November}, VOLUME = 21, PAGES = {13--18} } @article{JEMlord, AUTHOR = {J. E. Mitchell and B. Borchers}, TITLE = {Solving real-world linear ordering problems using a primal-dual interior point cutting plane method}, YEAR = {1996}, JOURNAL = aor, VOLUME = {62}, PAGES = {253--276} } @incollection{JEM214, AUTHOR = {J. E. Mitchell}, TITLE = {Interior Point Algorithms for Integer Programming}, YEAR = 1996, BOOKTITLE= {Advances in Linear and Integer Programming}, PAGES = {223--248}, CHAPTER = 6, EDITOR = {J. E. Beasley}, PUBLISHER= {Oxford University Press} } @article{JEM216, AUTHOR = {J. E. Mitchell}, TITLE = {Fixing variables and generating classical cutting planes when using an interior point branch and cut method to solve integer programming problems}, YEAR = {1997}, VOLUME = 97, JOURNAL = ejor, PAGES = {139--148} } @incollection{JEM217, AUTHOR = {J. E. Mitchell}, TITLE = {Interior Point Methods for Combinatorial Optimization}, YEAR = 1996, BOOKTITLE= {Interior Point Methods in Mathematical Programming}, EDITOR = {Tam\'{a}s Terlaky}, PAGES = {417--466}, CHAPTER = 11, PUBLISHER= {Kluwer Academic Publishers}, URL={http://www.rpi.edu/~mitchj/tech_reports/intptcombopt.ps} } @article{JEMising, AUTHOR = {J. E. Mitchell}, TITLE = {Computational experience with an interior point cutting plane algorithm}, YEAR = 2000, JOURNAL = siopt, VOLUME = 10, NUMBER = 4, PAGES = {1212--1227}, URL={http://epubs.siam.org/sam-bin/dbq/article/32424 or http://www.rpi.edu/~mitchj/papers/computational.html} } @inproceedings{JEM_SOR97, AUTHOR = {J. E. Mitchell}, TITLE = {An interior point cutting plane algorithm for {Ising} spin glass problems}, YEAR = 1998, BOOKTITLE= {Operations Research Proceedings, SOR 1997, Jena, Germany}, PUBLISHER= {Springer-Verlag}, EDITOR = {P. Kischka and H.-W. Lorenz}, PAGES = {114--119}, URL={http://www.rpi.edu/~mitchj/papers/isingint.ps} } @techreport{JEM_SOR97old, AUTHOR = {J. E. Mitchell}, TITLE = {An interior point cutting plane algorithm for {Ising} spin glass problems}, YEAR = {1997}, MONTH = {July}, INSTITUTION = {Mathematical Sciences, Rensselaer Polytechnic Institute}, ADDRESS = {Troy, NY 12180--3590}, URL={http://www.rpi.edu/~mitchj/papers/isingint.ps} } @article{Srini387, AUTHOR = {J. E. Mitchell and S. Ramaswamy}, TITLE = {A long-step, cutting plane algorithm for linear and convex programming}, JOURNAL = aor, YEAR = 2000, VOLUME = 99, PAGES = {95--122}, URL={http://www.rpi.edu/~mitchj/papers/lscp98.html} } @incollection{MB_combined, AUTHOR = {J. E. Mitchell and B. Borchers}, TITLE = {Solving linear ordering problems with a combined interior point/simplex cutting plane algorithm}, YEAR = 2000, BOOKTITLE= {High Performance Optimization}, EDITOR = {H. L. Frenk and C. Roos and T. Terlaky and S. Zhang}, PUBLISHER= {Kluwer Academic Publishers}, ADDRESS = {Dordrecht, The Netherlands}, PAGES = {349--366}, CHAPTER = 14, URL={http://www.rpi.edu/~mitchj/papers/combined.html} } @incollection{JEM_MGCR_PP, AUTHOR = {J. E. Mitchell and P. M. Pardalos and M. G. C. Resende}, TITLE = {Interior point methods for combinatorial optimization}, YEAR = 1998, VOLUME = 1, BOOKTITLE= {Handbook of Combinatorial Optimization}, PAGES = {189--297}, EDITOR = {D.-Z. Du and P. M. Pardalos}, PUBLISHER= {Kluwer Academic Publishers}, URL={http://www.rpi.edu/~mitchj/papers/jem_mgcr_pp.ps.gz} } @incollection{JEM_eoo_cut, AUTHOR = {J. E. Mitchell}, TITLE = {Integer programming: Cutting plane algorithms}, YEAR = 2001, MONTH = {August}, BOOKTITLE= {Encyclopedia of Optimization}, EDITOR = {C. A. Floudas and P. M. Pardalos}, PUBLISHER= {Kluwer Academic Publishers}, ADDRESS = {Dordrecht, The Netherlands}, VOLUME = {II}, PAGES = {525--533}, URL={http://www.rpi.edu/~mitchj/papers/mitche1.html} } @incollection{JEM_eoo_b_c, AUTHOR = {J. E. Mitchell}, TITLE = {Integer programming: Branch-and-cut algorithms}, YEAR = 2001, MONTH = {August}, BOOKTITLE= {Encyclopedia of Optimization}, EDITOR = {C. A. Floudas and P. M. Pardalos}, PUBLISHER= {Kluwer Academic Publishers}, ADDRESS = {Dordrecht, The Netherlands}, VOLUME = {II}, PAGES = {519--525}, URL={http://www.rpi.edu/~mitchj/papers/mitche2.html} } @article{JEM_SDPbranch, AUTHOR = {J. E. Mitchell}, TITLE = {Restarting after branching in the {SDP} approach to {MAX-CUT} and similar combinatorial optimization problems}, JOURNAL = jco, YEAR = 2001, VOLUME = {5(2)}, PAGES = {151--166}, URL={http://www.rpi.edu/~mitchj/papers/sdpbranch.html} } @incollection{JEM_hao, AUTHOR = {J. E. Mitchell}, TITLE = {Branch-and-cut algorithms for combinatorial optimization problems}, YEAR = 2002, MONTH = {January}, BOOKTITLE= {Handbook of Applied Optimization}, EDITOR = {P. M. Pardalos and M. G. C. Resende}, PAGES = {65--77}, PUBLISHER = {Oxford University Press}, ISBN={0-19-512594-0}, URL={http://www.rpi.edu/~mitchj/papers/bc_annot.html} } @article{JEM_realign, AUTHOR = {J. E. Mitchell}, TITLE = {Realignment in the National Football League: Did they get it right?}, YEAR = 2003, JOURNAL = nrl, VOLUME = 50, NUMBER = 7, PAGES = {683--701}, URL={http://www.rpi.edu/~mitchj/papers/realign.html} } @techreport{JEM_kway, AUTHOR = {J. E. Mitchell}, TITLE = {Branch-and-cut for the $k$-way equipartition problem}, YEAR = 2001, MONTH = {January}, INSTITUTION={Mathematical Sciences, Rensselaer Polytechnic Institute}, ADDRESS = {Troy, NY 12180}, URL={http://www.rpi.edu/~mitchj/papers/kequi.html} } @article{JEM_logvolcuts, AUTHOR = {J. E. 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Todd}, TITLE = {Exploiting special structure in {K}armarkar's algorithm}, JOURNAL = {Mathematical programming}, YEAR = 1988, VOLUME = {41(1)}, PAGES = {97--113} } @techreport{Todd4, AUTHOR = {M. J. Todd}, TITLE = {Recent developments and new directions in linear programming}, YEAR = 1988, INSTITUTION = {SORIE, Cornell University, Ithaca, NY 14853}, NUMBER = {827} } @article{Todd5, AUTHOR = {M. J. Todd}, TITLE = {A {D}antzig-{W}olfe-like variant of {K}armarkar's interior-point linear programming algorithm}, JOURNAL = or, YEAR = 1990, VOLUME = {38(6)}, PAGES = {1006--1018} } @article{Todd6, AUTHOR = {M. J. Todd}, TITLE = {On {A}nstreicher's combined {P}hase {I}-{P}hase {II} projective algorithm for linear programming}, JOURNAL = {Mathematical programming}, YEAR = {To appear} } @article{Todd7, AUTHOR = {M. J. Todd}, TITLE = {The affine-scaling direction for linear programming is a limit of projective-scaling directions}, YEAR = 1991, JOURNAL = laa, VOLUME = 152, PAGES = {93--106} } @article{Todd8, AUTHOR = {M. J. Todd}, TITLE = {Probabilistic Models For Linear Programming}, YEAR = 1991, JOURNAL = {Mathematics Of Operations Research}, VOLUME = 16, PAGES = {671--693}, NOTE={Erratum: see {\em Math of OR} 23 (1998), pp.\ 767--768}, ERRATUM_URL={http://www.orie.cornell.edu/~miketodd/todd.html} } @article{TB1, AUTHOR = {M. J. Todd and B. P. Burrell}, TITLE = {An Extension of {K}armarkar's Algorithm for Linear Programming Using Dual Variables}, JOURNAL = {Algorithmica}, YEAR = 1986, VOLUME = 1, PAGES = {409--424} } @article{TYe1, AUTHOR = {M. J. Todd and Y. Ye}, TITLE = {A centered projective algorithm for linear programming}, JOURNAL = mor, YEAR = 1990, VOLUME = 15, NUMBER = 3, PAGES = {508--529} } @article{Todd9, AUTHOR = {M. J. Todd}, TITLE = {Theory and practice for interior-point methods}, JOURNAL = ORSAjoc, VOLUME = {6(1)}, YEAR = 1994, PAGES = {28--32} } @techreport{Todd10, AUTHOR = {M. J. Todd}, TITLE = {A lower bound on the number of iterations of primal-dual interior-point methods for linear programming}, YEAR