%%%
%%% 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{acmath = "Advances in Computational 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{cms = "Computational Management Science"}
@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{epes = "Electrical Power and Energy Systems"}
@string{fcm = "Foundations of Computational Mathematics"}
@string{jfaa = "Journal of Fourier Analysis and Applications"}
@string{gaa = "Journal of Graph Algorithms and Applications"}
@string{ieeesigmag = "IEEE Signal Processing Magazine"}
@string{ieeeSPL = "IEEE Signal Processing Letters"}
@string{ieeeTSP = "IEEE Transactions on Signal Processing"}
@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{ieeeITSN = "IEEE Information Theory Society Newsletter"}
@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{InvP = "Inverse Problems"}
@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{jom = "Journal of Operations Management"}
@string{jorsc = "Journal of the Operations Reseach Society of China"}
@string{jorsj = "Journal of the Operations Reseach Society of Japan"}
@string{jota = "Journal of Optimization Theory and Applications"}
@string{jrssb = "Journal of the Royal Statistical Society B"}
@string{lncs = "Lecture Notes in Computer Science"}
@string{lncis = "Lecture Notes in Control and Information Science"}
@string{laa = "Linear Algebra and its Applications"}
@string{mcm = "Mathematical and Computer Modelling"}
@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{nn = "Neural Networks"}
@string{nyt = "New York Times"}
@string{nar = "Nucleic Acids Research"}
@string{omega = "Omega"}
@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{pams = "Proceedings of the American Mathematical Society"}
@string{procIEEE = "Proceedings of the IEEE"}
@string{pnas = "Proceedings of the National Academy of Sciences"}
@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 Sciences"}
@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{tcs = "Theoretical Computer Science"}
@string{toms = "ACM Transactions on Mathematical Software"}
@string{tor = "Transactions on Operational Research"}
@string{trB = "Transportation Research Part B: Methodological"}
@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}
}
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NUMBER = 3,
YEAR = 1999,
PAGES = {541--572},
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AUTHOR = {Akker, J. M. van der and C. A. J. Hurkens and M. P. W.
Savelsbergh},
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YEAR = 2000,
PAGES = {111--124},
URL={http://http://www2.isye.gatech.edu/~mwps/publications/} }
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Non-Linear Programming Problems},
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MONTH = {November},
INSTITUTION={Department of Computing, Imperial College},
ADDRESS = {180 Queen's Gate, London SW7 2BZ, UK},
NUMBER = {97--14},
URL={http://www-asds.doc.ic.ac.uk/~ia4/research/tech1.ps} }
@article{akrotirianakis2,
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0-1 {MINLP} problems},
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Assignment Problems},
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NUMBER = 2,
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AUTHOR = {S. Albers},
TITLE = {Online algorithms},
YEAR = 2006,
BOOKTITLE= {Interactive computation: the new paradigm},
EDITOR = {D. Q. Goldin and S. A. Smolka and P. Wegner},
PAGES = {143--164},
PUBLISHER= {Springer},
URL={http://www2.informatik.hu-berlin.de/~albers/publication.html
or http://www2.informatik.hu-berlin.de/~albers/papers/inter.pdf}}
@article{albeverio1,
AUTHOR = {S. Albeverio and L. J. Lao and X. L. Zhao},
TITLE = {On-line portfolio selection strategy with prediction in
the presence of transaction costs},
YEAR = 2001,
JOURNAL = {Mathematical Methods of OR},
VOLUME = 54,
PAGES = {133--161},
URL={
http://link.springer.de/link/service/journals/00186/bibs/1054001/10540133.htm
or
http://link.springer-ny.com/link/service/journals/00186/bibs/1054001/10540133.htm}
}
@article{alexander1,
AUTHOR = {S. Alexander and T. F. Coleman and Y. Li},
TITLE = {Minimizing {CVaR} and {VaR} for a portfolio of derivatives},
YEAR = 2006,
JOURNAL = {Journal of Banking and Finance},
VOLUME = 30,
PAGES = {583--605},
URL={
http://www.math.uwaterloo.ca/navigation/domOffice/Coleman/fin_papers/bank_article.pdf} }
@techreport{alfakih1,
AUTHOR = {A. Y. Alfakih and A. Khandani and H. Wolkowicz},
TITLE = {An interior point method for the euclidean distance
matrix completion problem},
YEAR = 1997,
MONTH = {July},
INSTITUTION={Department of Combinatorics and Optimization,
University of Waterloo},
ADDRESS = {Waterloo, Ontario N2L 3G1, Canada},
NUMBER = {CORR 97-9},
URL={ftp://orion.uwaterloo.ca/pub/henry/reports/distmat.ps.gz} }
@article{aapwolkowicz2011,
AUTHOR = {A. Y. Alfakih and M. F. Anjos and V. Piccialli
and H. Wolkowicz},
TITLE = {Euclidean Distance Matrices, Semidefinite Programming,
and Sensor Network Localization},
YEAR = 2011,
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NUMBER = 1,
PAGES = {53--102},
URL={http://orion.math.uwaterloo.ca/~hwolkowi/henry/reports/ABSTRACTS.html#SNLsurvey}}
@article{alhasan1,
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NUMBER = 1,
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@ARTICLE{alizadeh1,
AUTHOR = "F. Alizadeh",
TITLE = "Interior Point Methods in Semidefinite Programming with
Applications to Combinatorial Optimization",
JOURNAL = siopt,
VOLUME=5,
NUMBER=1,
PAGES="13--51",
YEAR = 1995}
@article{alizadeh2,
AUTHOR = {F. Alizadeh and J.-P.\ Haeberly and M. L. Overton},
TITLE = {Primal-Dual Interior-Point Methods for Semidefinite Programming:
Convergence Rates, Stability and Numerical Results},
YEAR = 1998,
JOURNAL = siopt,
VOLUME = 8,
PAGES = {746--768},
URL={ftp://cs.nyu.edu/pub/tech-reports/tr721.ps.gz} }
@article{alizadeh3,
AUTHOR = {F. Alizadeh and J.-P.\ Haeberly and M. L. Overton},
TITLE = {Complementarity and nondegeneracy in semidefinite programming},
JOURNAL = mathprog,
VOLUME = 77,
NUMBER = 2,
YEAR = 1997,
PAGES = {111--128} }
@techreport{alizadeh4,
AUTHOR = {F. Alizadeh and J.-P.\ Haeberly and M. V. Nayakkankuppam
and M. L. Overton},
TITLE = {{SDPpack} User's Guide, {Version} 0.8 {BETA}},
YEAR = 1997,
MONTH = {March},
NUMBER = 734,
INSTITUTION={New York University Computer Science Dept},
ADDRESS = {New York, NY},
URL={http://www.cs.nyu.edu/phd_students/madhu/sdppack/sdppack.html},
ABSTRACT=
{This report describes SDPpack, a package of Matlab files designed to
solve semidefinite programs (SDP). 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. Schmieta},
TITLE = {Optimization with semidefinite, quadratic and linear
constraints},
YEAR = 1997,
MONTH = {November},
INSTITUTION={RUTCOR, Rutgers University},
ADDRESS = {640 Bartholomew Rd, Piscataway NJ 08854},
URL={ftp://rutcor.rutgers.edu/pub/rrr/reports97/23.ps.gz} }
@techreport{alizadeh6,
AUTHOR = {S. Schmieta and F. Alizadeh},
TITLE = {Associative Algebras, Symmetric Cones and Polynomial
Time Interior Point Algorithms},
YEAR = 1998,
MONTH = {May},
INSTITUTION={RUTCOR, Rutgers University},
ADDRESS = {640 Bartholomew Rd, Piscataway NJ 08854},
URL={http://karush.rutgers.edu/~alizadeh/MYPAPERS/sqlpoly.ps.gz} }
@article{alizadeh7,
AUTHOR = {F. Alizadeh and D. Goldfarb},
TITLE = {Second-order cone programming},
YEAR = 2003,
JOURNAL = mathprog,
VOLUME = 95,
NUMBER = 1,
PAGES = {3--51},
URL={http://www.corc.ieor.columbia.edu/reports/techreports/tr-2002-02.ps
or http://www.corc.ieor.columbia.edu/reports/techreports.html } }
@incollection{alizadeh8,
AUTHOR = {F. Alizadeh and S. Schmieta},
TITLE = {Symmetric cones, potential reduction methods,
and word-by-word extensions},
YEAR = 2000,
BOOKTITLE= {Handbook of Semidefinite Programming},
EDITOR = {H. Wolkowicz and R. Saigal and L. Vandenberghe},
PUBLISHER= {Kluwer Academic Publishers},
ADDRESS = {Dordrecht, The Netherlands},
PAGES = {195--223} }
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AUTHOR = {F. A. Al-Khayyal},
TITLE = {An implicit enumeration procedure for the general linear
complementarity problem},
JOURNAL = {Mathematical Programming Studies},
YEAR = 1987,
VOLUME = 31,
NUMBER = 1,
PAGES = {1--20} }
@article{alkhayyal1,
AUTHOR = {F. A. Al-Khayyal and H. D. Sherali},
TITLE = {On finitely terminating branch-and-bound algorithms for
some global optimization problems},
JOURNAL = siopt,
YEAR = 2000,
VOLUME = 10,
NUMBER = 4,
PAGES = {1049--1057} }
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AUTHOR = {F. A. Al-Khayyal and J. E. Falk},
TITLE = {Jointly constrained biconvex programming},
JOURNAL = mor,
YEAR = 1983,
VOLUME = 8,
NUMBER = 2,
PAGES = {273--286} }
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AUTHOR = {B. Alkire and L. Vandenberghe},
TITLE = {Convex optimization problems involving finite
autocorrelation sequences},
YEAR = 2002,
JOURNAL = mathprog,
VOLUME = 93,
NUMBER = 3,
PAGES = {331--359},
URL={http://www.optimization-online.org/DB_HTML/2001/01/262.html} }
@article{allemand1,
AUTHOR = {K. Allemand and K. Fukuda and T. M. Liebling and E. Steiner},
TITLE = {A polynomial case of unconstrained zero-one quadratic
optimization},
YEAR = 2001,
JOURNAL = mathprog,
VOLUME = 91,
NUMBER = 1,
PAGES = {49--52} }
@article{almgren1,
AUTHOR = {R. F. Almgren and C. Thum and E. Hauptmann and H. Li},
TITLE = {Equity market impact},
YEAR = 2005,
JOURNAL = {Risk},
MONTH = {July},
URL={http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.146.1241&rep=rep1&type=pdf
or http://db.riskwaters.com/global/risk/foreign/latin/pdf/21-28.pdf }}
@article{aloise1,
AUTHOR = {D. Aloise and P. Hansen and L. Liberti},
TITLE = {An improved column generation algorithm for
minimum sum-of-squares clustering},
YEAR = 2010,
JOURNAL = mathprog,
VOLUME = {online first},
NUM = {},
PAGES = {} }
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AUTHOR = {N. Alon and S. Dar and M. Parnas and D. Ron},
TITLE = {Testing of clustering},
YEAR = 2004,
JOURNAL = sirev,
VOLUME = 46,
NUMBER = 2,
PAGES = {285--308} }
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AUTHOR = {A. Al-Othman and M. Hajeeh},
TITLE = {An algorithm for solving the convex feasibility problem},
JOURNAL = ijor,
YEAR = 2007,
VOLUME = 2,
NUMBER = 3,
PAGES = {308--320} }
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AUTHOR = {A. Altay-Salih and M. C. Pinar and S. Leyffer},
TITLE = {Constrained nonlinear programming for volatility estimation
with {GARCH} models},
YEAR = 2003,
JOURNAL = sirev,
VOLUME = 45,
NUMBER = 3,
PAGES = {485--503} }
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AUTHOR = {A. Altman and J. Gondzio},
TITLE = {Regularized Symmetric Indefinite Systems in Interior
Point Methods for Linear and Quadratic Optimization},
YEAR = 1999,
JOURNAL = oms,
VOLUME = 11,
PAGES = {275--302},
URL={http://ecolu-info.unige.ch/~logilab/reports/qphopdm.ps} }
@article{alves1,
AUTHOR = {M. J. Alves and J. Cl\'imaco},
TITLE = {Using cutting planes in an interactive reference point
approach for multiobjective integer linear programming problems},
JOURNAL = ejor,
YEAR = 1999,
VOLUME = 17,
PAGES = {565--577} }
@article{amato1,
AUTHOR = {H. Amato and G. Mensch},
TITLE = {Rank restrictions on the quadratic form in indefinite
quadratic programming},
JOURNAL = mmor,
YEAR = 1971,
VOLUME = 15,
NUMBER = 1,
PAGES = {214--216} }
@article{amiri1,
AUTHOR = {A. Amiri and H. Pirkul},
TITLE = {Primary and secondary route selection in backbone communication
networks},
JOURNAL = ejor,
YEAR = 1997,
VOLUME = 93,
PAGES = {98--109} }
@article{anandalingam1,
AUTHOR = {G. Anandalingam and T. L. Friesz},
TITLE = {Hierarchical optimization: an introduction},
JOURNAL = aor,
YEAR = 1992,
VOLUME = 34,
NUMBER = 1,
PAGES = {1--11} }
@article{andersen1,
AUTHOR = {E. D. Andersen and K. D. Andersen},
TITLE = {Presolving in linear programming},
JOURNAL = mathprog,
YEAR = 1996,
VOLUME = 71,
PAGES = {221--245} }
@techreport{andersen2,
AUTHOR = {K. D. Andersen and E. Christiansen},
TITLE = {A symmetric primal-dual {Newton} method for minimizing a sum
of norms},
YEAR = 1995,
MONTH = {April},
INSTITUTION = {Campusvej 55, Odense University},
ADDRESS = {5230 Odense, Denmark} }
@article{andersen3,
AUTHOR = {E. D. Andersen and Y. Ye},
TITLE = {On a homogeneous algorithm for the monotone complementarity
problem},
YEAR = 1999,
JOURNAL = mathprog,
VOLUME = 84,
PAGES = {375--399} }
@techreport{andersen4,
AUTHOR = {K. D. Andersen},
TITLE = {A modified {Schur} complement method for handling dense
columns in interior point methods for linear programming},
YEAR = 1995,
MONTH = {October},
INSTITUTION={Dash Associates Ltd},
ADDRESS = {Quinton Lodge, Binswood Avenue, Leamington Spa,
Warwickshire CV32 5TH, England} }
@incollection{andersen5,
AUTHOR = {E. D. Andersen and J. Gondzio and C. M\'{e}sz\'{a}ros and
X. Xu},
TITLE = {Implementation of interior point methods for large scale
linear programming},
BOOKTITLE={Interior Point Methods in Mathematical Programming},
EDITOR = {T. Terlaky},
PUBLISHER={Kluwer Academic Publishers},
YEAR = {1996},
CHAPTER = 6,
PAGES = {189--252},
URL={ftp://ftp.sztaki.hu/pub/oplab/PAPERS/kluwer.ps.Z
or http://www.maths.ed.ac.uk/~gondzio/software/kluwer.ps}}
@article{andersen6,
AUTHOR = {E. D. Andersen and Y. Ye},
TITLE = {A computational study of the homogeneous algorithm for
large-scale convex optimization},
YEAR = 1998,
JOURNAL = coap,
VOLUME = 10,
PAGES = {243--269},
URL={ftp://dollar.biz.uiowa.edu/pub/yyye/convex1.ps OR
ftp://www.samnet.ou.dk/pub/papers/convex1.ps.gz} }
@article{andersen7,
AUTHOR = {E. D. Andersen},
TITLE = {On exploiting problem structure in a basis identifications
procedure for linear programming},
YEAR = 1999,
JOURNAL = joc,
VOLUME = 11,
PAGES = {95--103},
URL={ftp://www.samnet.ou.dk/pub/papers/bi.ps.gz
or: http://www.samnet.ou.dk/~eda} }
@techreport{andersen8,
AUTHOR = {E. D. Andersen and K. D. 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. Christiansen},
TITLE = {A {Newton} barrier method for minimizing a sum of
euclidean norms subject to linear equality constraints},
YEAR = 1995,
MONTH = {February},
INSTITUTION={Department of Mathematics and Computer Science,
Odense University},
ADDRESS = {Campusvej 55, DK-5230 Odense M, Denmark} }
@techreport{andersen11,
AUTHOR = {E. D. Andersen and K. D. Andersen},
TITLE = {A parallel interior-point algorithm for linear programming on
a shared memory machine},
YEAR = 1998,
MONTH = {January},
NUMBER = 9808,
INSTITUTION={CORE, Universite Catholique de Louvain},
ADDRESS = {Belgium},
URL={ftp://www.samnet.ou.dk/pub/papers/eda/papers/paposlp.ps
or: http://www.samnet.ou.dk/~eda} }
@techreport{andersen12,
AUTHOR = {K. D. Andersen and E. Christiansen and A. R. Conn and
M. L. 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. Terlaky},
TITLE = {On implementing a primal-dual interior-point method
for conic quadratic optimization},
YEAR = 2003,
JOURNAL = mathprog,
VOLUME = 95,
NUMBER = 2,
PAGES = {249--277},
URL={http://www.mosek.com/download/doc/papers/conicqo.ps
or http://www.optimization-online.org/DB_HTML/2000/12/245.html} }
@techreport{andersen15,
AUTHOR = {E. D. Andersen},
TITLE = {Linear Optimization: Theory, methods, and extensions},
YEAR = 1998,
MONTH = {January},
INSTITUTION={Department of Mathematics and Computer Science,
Odense University},
ADDRESS = {Campusvej 55, DK-5230 Odense M, Denmark},
URL={http://www.mosek.com/homepages/e.d.andersen/papers/linopt.ps} }
@article{andersen16,
AUTHOR = {E. D. Andersen},
TITLE = {On primal and dual infeasibility certificates in a homogeneous
model for convex optimization},
YEAR = 2001,
JOURNAL = siopt,
VOLUME = 11,
NUMBER = 2,
PAGES = {380--388} }
@incollection{andersen17,
AUTHOR = {E. D. Andersen and K. D. Andersen},
TITLE = {The {MOSEK} interior point optimizer for linear programming:
an implementation of the homogeneous algorithm},
YEAR = 2000,
BOOKTITLE= {High Performance Optimization},
EDITOR = {H. Frenk {\em et al.}},
PUBLISHER= {Kluwer Academic Publishers},
ADDRESS = {Dordrecht, The Netherlands},
PAGES = {197--232} }
@article{kandersen1,
AUTHOR = {K. Andersen and G. Cornu\'ejols and Y. Li},
TITLE = {Split closure and intersection cuts},
YEAR = 2005,
JOURNAL = mathprog,
VOLUME = 102,
NUMBER = 3,
PAGES = {457--493} }
@article{kandersen2,
AUTHOR = {K. Andersen and Q. Louveaux and L. Wolsey and R. Weismantel},
TITLE = {Inequalities from two rows of a simplex tableau},
YEAR = 2007,
JOURNAL = lncs,
VOLUME = 4513,
PAGES = {1--15},
NOTE={Proceedings of IPCO 2007} }
@article{kandersen2,
AUTHOR = {K. Andersen and Q. Louveaux and R. Weismantel},
TITLE = {Mixed-integer sets from two rows of two adjacent simplex bases},
JOURNAL = mp,
YEAR = 2010,
VOLUME = 124,
NUMBER = {1--2},
PAGES = {455--480}}
@article{anderson1,
AUTHOR = {E. J. Anderson and M. C. Ferris},
TITLE = {A direct search algorithm for optimization with noisy function
evaluations},
JOURNAL = siopt,
YEAR = 2001,
VOLUME = 11,
NUMBER = 3,
PAGES = {837--857} }
@book{anderson2,
AUTHOR = {E. J. Anderson and P. Nash},
TITLE = {Linear Programming in Infinite-Dimensional Spaces},
YEAR = 1987,
PUBLISHER= {John Wiley},
ADDRESS = {Chichester},
ISBN={0 471 91250 6} }
@article{anderson3,
AUTHOR = {E. J. Anderson and P. Nash and A. Philpott},
TITLE = {A class of continuous network flow problems},
JOURNAL = mor,
YEAR = 1982,
VOLUME = 7,
PAGES = {501--514} }
@article{anderson4,
AUTHOR = {E. J. Anderson and A. Philpott},
TITLE = {A continuous-time network simplex algorithm},
JOURNAL = {Networks},
YEAR = 1989,
VOLUME = 19,
PAGES = {395--425} }
@article{andersson1,
AUTHOR = {F. Andersson and H. Mausser and D. Rosen and S. Uryasev},
TITLE = {Credit risk optimization with conditional value-at-risk
criterion},
JOURNAL = mathprog,
YEAR = 2001,
VOLUME = 89,
NUMBER = 2,
PAGES = {273--309},
URL={http://www.ise.ufl.edu/uryasev/pubs.html
or http://www.ise.ufl.edu/uryasev/Credit_risk_optimization.pdf } }
@article{andreaniJOTA2010,
AUTHOR = {R. Andreani and C. E. Echag\"{u}e and M. L. Schuverdt},
TITLE = {Constant-rank condition and second-order constraint
qualification},
JOURNAL = jota,
YEAR = 2010,
VOLUME = 146,
NUMBER = 2,
PAGES = {255--266},
URL={http://www.optimization-online.org/DB_FILE/2009/02/2230.pdf
or http://www.ime.unicamp.br/~andreani/papers/aes.pdf }}
@article{aneja1,
author = {Aneja, Y.P. and Nair, K.P.K.},
year = 1980,
title = {Maximal expected flow in a network subject to arc failures},
journal = {Networks},
volume = 10,
pages = {45-57}
}
@article{anily1,
AUTHOR = {S. Anily and J. Bramel and A. Hertz},
TITLE = {A $\frac{5}{3}$-approximation algorithm for the clustered
traveling salesman tour and path problems},
JOURNAL = orl,
YEAR = 1999,
VOLUME = {24(1--2)},
PAGES = {29--35} }
@article{ATWright07,
AUTHOR = {M. Anitescu and P. Tseng and S. J. Wright},
TITLE = {Elastic-model algorithms for mathematical programs with
equilibrium constraints: global convergence and stationarity properties},
JOURNAL = mp,
YEAR = 2007,
VOLUME = 110,
PAGES = {337--372} }
@article{AParkMP2010,
AUTHOR = {M. Anitescu and S. Park},
TITLE = {A linear assignment approach for the least-squares protein
morphing problem},
JOURNAL = mp,
YEAR = 2010,
VOLUME = 125,
NUMBER = 1,
PAGES = {195--203} }
@article{anjos1,
AUTHOR = {M. F. Anjos and H. Wolkowicz},
TITLE = {Strengthened semidefinite relaxations via a second lifting
for the {MAX-CUT} problem},
YEAR = 2002,
JOURNAL = dam,
VOLUME = 119,
PAGES = {79--106},
URL={
http://orion.math.uwaterloo.ca:80/~hwolkowi/henry/reports/ABSTRACTS.html
or http://orion.math.uwaterloo.ca:80/~hwolkowi/henry/reports/strengthMC.ps.gz
or http://www.optimization-online.org/DB_HTML/2001/02/273.html}}
@techreport{anjos2,
AUTHOR = {M. F. Anjos and H. Wolkowicz},
TITLE = {A Tight Semidefinite Relaxation of the Cut Polytope},
YEAR = 2000,
MONTH = {March},
NUMBER = {CORR--19},
INSTITUTION={Combinatorics and Optimization, University of Waterloo},
ADDRESS = {Waterloo, Ontario, N2L 3G1 Canada},
URL={
http://orion.math.uwaterloo.ca:80/~hwolkowi/henry/reports/ABSTRACTS.html
or
http://www.math.uwaterloo.ca/~manjos} }
@article{anjos3,
AUTHOR = {M. F. Anjos and H. Wolkowicz},
TITLE = {Geometry of Semidefinite Max-Cut Relaxations via Matrix Ranks},
YEAR = 2002,
JOURNAL = jco,
VOLUME = 6,
NUMBER = 3,
PAGES = {237--270},
URL={
http://orion.math.uwaterloo.ca:80/~hwolkowi/henry/reports/ABSTRACTS.html
or
http://www.math.uwaterloo.ca/~manjos} }
@techreport{anjos4,
AUTHOR = {M. F. Anjos and N. J. Higham and P. L. Takouda
and H. 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. Vannelli},
TITLE = {A new mathematical-programming framework for facility-layout
design},
JOURNAL = joc,
YEAR = 2006,
VOLUME = 18,
NUMBER = 1,
PAGES = {111--118}}
@article{anjos8,
AUTHOR = {M. F. Anjos and A. Vannelli},
TITLE = {Computing globally optimal solutions for single-row layout
problems using semidefinite programming and cutting planes},
JOURNAL = joc,
YEAR = 2008,
VOLUME = 20,
NUMBER = 4,
PAGES = {611--617},
URL={http://www.optimization-online.org/DB_HTML/2008/01/1892.html}}
@article{Ans1,
AUTHOR = {K. M. Anstreicher},
TITLE = {A Monotonic Projection Algorithm for Fractional
Linear Programming},
JOURNAL = {Algorithmica},
YEAR = 1986,
VOLUME = 1,
PAGES = {483--498} }
@article{Ans2,
AUTHOR = {K. M. Anstreicher},
TITLE = {Linear programming and the {N}ewton barrier flow},
JOURNAL = mathprog,
YEAR = 1988,
VOLUME = {41(3)},
PAGES = {367--373} }
@article{Ans3,
AUTHOR = {K. M. 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{anstreicher37,
AUTHOR = {K. M. Anstreicher},
TITLE = {On convex relaxations for quadratically constrained
quadratic programming},
YEAR = 2012,
JOURNAL = mp,
VOLUME = 136,
NUMBER = 2,
PAGES = {233--251}}
@article{anthonyDAM99,
AUTHOR = {M. Anthony},
TITLE = {Accuracy of techniques for the logical analysis of data},
JOURNAL = dam,
YEAR = 1999,
VOLUME = 96,
PAGES = {247--257},
url={http://www.maths.lse.ac.uk/personal/martin/mpublications.html
or http://www.maths.lse.ac.uk/personal/martin/acc.pdf} }
@article{antipin1,
AUTHOR = {A. S. Antipin},
TITLE = {Inverse problems of nonlinear programming},
JOURNAL = cmm,
YEAR = 1996,
VOLUME = 7,
NUMBER = 3,
PAGES = {263--287} }
@article{applegate1,
AUTHOR = {D. Applegate and W. Cook},
TITLE = {A computational study of the job-shop scheduling problem},
JOURNAL = ORSAjoc,
YEAR = 1991,
VOLUME = {3(2)},
PAGES = {149--156} }
@techreport{ApBiChCo,
AUTHOR = {D. Applegate and R. Bixby and V. Chv\'atal and W. Cook},
TITLE = {The traveling salesman problem},
YEAR = 1994,
INSTITUTION={DIMACS, Rutgers University},
ADDRESS = {New Brunswick, NJ} }
@incollection{applegate3,
AUTHOR = {D. Applegate and W. Cook},
TITLE = {Solving large-scale matching problems},
YEAR = 1993,
BOOKTITLE = {Network Flows and Matching: First DIMACS
Implementation Challenge,},
EDITOR = {D.S. Johnson and C.C. McGeogh},
PAGES = {299--348},
PUBLISHER= {American Mathematical Society},
NOTE = {DIMACS Series on Discrete Mathematics and Theoretical Computer
Science, vol. 12} }
@article{applegate4,
AUTHOR = {D. Applegate and R. Bixby and V. Chv\'atal and W. Cook},
TITLE = {On the solution of traveling salesman problems},
JOURNAL = {Documenta Mathematica},
YEAR = 1998,
VOLUME = {Extra Volume Proceedings ICM III (1998)},
PAGES = {645--656},
URL={http://www.mathematik.uni-bielefeld.de/DMV-J/xvol-icm/17/17.html} }
@article{applegate5,
AUTHOR = {D. Applegate and R. Bixby and V. Chv\'atal and W. Cook},
TITLE = {Implementing the {D}antzig-{F}ulkerson-{J}ohnson algorithm
for large traveling salesman problems},
YEAR = 2003,
JOURNAL = mathprog,
VOLUME = 97,
NUMBER = {1--2},
PAGES = {91--153} }
@book{applegate6,
AUTHOR = {D. Applegate and R. Bixby and V. Chv\'atal and W. Cook},
TITLE = {The traveling salesman problem: a computational study},
YEAR = 2006,
PUBLISHER= {Princeton University Press},
ADDRESS = {Princeton, NJ},
ISBN = {978-0-691-12993-8} }
@article{applegate7,
AUTHOR = {D. Applegate and R. Bixby and V. Chv\'atal and W. Cook
and D. G. Espinoza and M. Goycoolea and K. Helsgaun},
TITLE = {Certification of an optimal TSP tour through 85,900 cities},
YEAR = 2009,
JOURNAL = orl,
VOLUME = 37,
PAGES = {11--15} }
@article{arantes1,
AUTHOR = {J. C. Arantes and P. Telang and S. Lakshminarayanan},
TITLE = {The pooling of cryoprecipitate},
JOURNAL = {International Journal of Industrial Engineering},
YEAR = 1997,
VOLUME = 4,
PAGES = {159--166} }
@incollection{areibi1,
AUTHOR = {S. Areibi and A. Vannelli},
TITLE = {Advanced search techniques for circuit partitioning},
BOOKTITLE= {Quadratic Assignment and Related Problems},
EDITOR = {P. M. Pardalos and H. Wolkowicz},
YEAR = 1994,
VOLUME = 16,
PAGES = {77--96},
PUBLISHER= {AMS},
SERIES = {DIMACS: Series in Discrete Mathematics and Theoretical
Computer Science} }
@techreport{ariyawansa1,
AUTHOR = {K. A. Ariyawansa and P. L. Jiang},
TITLE = {Polynomial cutting plane algorithms for two-stage
stochastic linear programs based on ellipsoids, volumetric centers,
and analytic centers},
YEAR = 1996,
MONTH = {November},
INSTITUTION={Pure and Applied Mathematics, Washington State University},
ADDRESS = {Pullman, WA 99164--3113} }
@article{ariyawansa2,
AUTHOR = {K. A. Ariyawansa and A. J. Felt},
TITLE = {On a new collection of stochastic linear programming test
problems},
YEAR = 2004,
JOURNAL = joc,
VOLUME = 16,
NUMBER = 3,
PAGES = {291--299},
URL={http://www.optimization-online.org/DB_HTML/2001/05/334.html} }
@techreport{ariyawansa3,
AUTHOR = {K. A. Ariyawansa and Y. Zhu},
TITLE = {A class of volumetric barrier decomposition algorithms
for stochastic quadratic programming},
YEAR = 2006,
MONTH = {August},
NUMBER = {2006--9},
INSTITUTION={Department of Mathematics, Washington State University},
ADDRESS = {Pullman, WA 99164--3113},
NOTE={Accepted for publication in {\em Applied Mathematics and
Computation}},
URL={http://www.wsu.edu/~ari/preprints/TR-2006-9.pdf
or http://www.wsu.edu/~ari/papers/papers.html }}
@techreport{ariyawansa4,
AUTHOR = {K. A. Ariyawansa and Y. Zhu},
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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},
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YEAR = 2001,
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PAGES = {C1} }
@article{vdbFriedlander2008,
AUTHOR = {Berg, E. van den and M. P. Friedlander},
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YEAR = 2008,
VOLUME = 31,
NUMBER = 2,
PAGES = {890--912},
URL={http://www.cs.ubc.ca/~mpf/publications.html
or http://www.cs.ubc.ca/~mpf/2008-probing-pareto-frontier.html} }
@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{BTseng07,
AUTHOR = {D. P. Bertsekas and P. Tseng},
TITLE = {Set intersection theorems and existence of optimal solutions},
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YEAR = 2007,
VOLUME = 110,
PAGES = {287--314} }
@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. Hlouskova},
TITLE = {Portfolio selection and transactions costs},
JOURNAL = coap,
VOLUME = 24,
YEAR = 2003,
PAGES = {95--116} }
@article{bhargava1,
AUTHOR = {H. K. Bhargava and R. Krishnan},
TITLE = {The world wide web: opportunities for operations research
and management science},
JOURNAL = joc,
VOLUME = 10,
YEAR = 1998,
PAGES = {359--383} }
@article{bhatia1,
AUTHOR = {R. Bhatia and C. Davis and F. Kittaneh},
TITLE = {Some inequalities for commutators and an application
to spectral variation},
YEAR = 1991,
JOURNAL = aeqm,
VOLUME = 41,
PAGES = {70--78}}
@article{bhatia2,
AUTHOR = {R. Bhatia and L. Elsner and G. M. Krause},
TITLE = {Spectral variation bounds for diagonalisable matrices},
YEAR = 1997,
JOURNAL = aeqm,
VOLUME = 54,
PAGES = {102--107}}
@article{jinbo2003,
AUTHOR = {J. Bi and K. P. Bennett and M. Embrechts and C. M. Breneman
and M. Song},
TITLE = {Dimensionality reduction via sparse support vector machines},
JOURNAL = jmlr,
VOLUME = 3,
YEAR = 2003,
PAGES = {1229--1243},
URL={http://machinelearning.wustl.edu/mlpapers/paper_files/BiBEBS03.pdf}}
@techreport{blpan2011,
AUTHOR = {S. Bi and X. Liu and S. Pan},
TITLE = {Exact penalty decomposition method for zero-norm minimization
based on {MPEC} formulation},
YEAR = 2011,
MONTH = {November},
NOTE={Revised July 2012},
INSTITUTION={Department of Mathematics, South China University of
Technology},
ADDRESS = {Guangzhou 510641, China},
URL={http://www.optimization-online.org/DB_HTML/2009/05/2301.html} }
@article{bienstock1,
AUTHOR = {D. Bienstock},
TITLE = {Computational study of a family of mixed-integer
quadratic programming problems},
JOURNAL = mathprog,
VOLUME = 74,
YEAR = 1996,
PAGES = {121--140} }
@article{bienstock2,
AUTHOR = {D. 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}}
@inproceedings{bienstock11,
AUTHOR = {D. Bienstock},
TITLE = {Optimal control of cascading power grid failures},
YEAR = 2011,
BOOKTITLE={Proceedings of the 5oth IEEE Conference on Decision
and Control and European Control Conference (CDC-ECC)},
PAGES={2166--2173},
URL={http://www.columbia.edu/~dano/papers/cdc11_0446.pdf}}
@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. Elloumi},
TITLE = {Using a mixed-integer quadratic programming solver for
the unconstrained quadratic 0-1 problem},
JOURNAL = mp,
VOLUME = 109,
YEAR = 2007,
PAGES = {55--68}}
@article{billionnetQCR,
AUTHOR = {A. Billionnet and S. Elloumi and M.-C. Plateau},
TITLE = {Improving the performance of standard solvers for
quadratic 0-1 programs by a tight convex reformulation:
the {QCR} method},
JOURNAL = dam,
VOLUME = 157,
YEAR = 2009,
PAGES = {1185--1197}}
@article{billionnetQCR2012,
AUTHOR = {A. Billionnet and S. Elloumi and A. Lambert},
TITLE = {Extending the {QCR} method to general mixed-integer programs},
JOURNAL = mp,
VOLUME = 131,
YEAR = 2012,
PAGES = {381--401}}
@techreport{BillupsFerris,
AUTHOR = {S. C. Billups and M. C. Ferris},
TITLE = {Convergence of infeasible interior point algorithms from
arbitrary starting points},
YEAR = 1993,
MONTH = {October},
INSTITUTION = {Computer Sciences Department, University of Wisconsin},
ADDRESS = {Madison, Wisconsin 53706} }
@article{billups2,
AUTHOR = {S. C. Billups and M. C. Ferris},
TITLE = {{QPCOMP}: {A} quadratic programming based solver for mixed
complementarity problems},
JOURNAL = mathprog,
VOLUME = 76,
YEAR = 1997,
PAGES = {533--562} }
@article{billups3,
AUTHOR = {S. C. Billups and M. C. Ferris},
TITLE = {Improving the robustness of descent-based methods for
semi-smooth equations using proximal perturbations},
JOURNAL = mathprog,
VOLUME = {87(1)},
YEAR = 2000,
PAGES = {153--175} }
@article{birge1,
AUTHOR = {J. R. Birge},
TITLE = {Decomposition and partitioning methods for
multistage stochastic linear programs},
JOURNAL = or,
YEAR = 1985,
VOLUME = 33,
PAGES = {989--1007} }
@article{birge2,
AUTHOR = {J. R. Birge and C. J. Donohue and D. F. Holmes and
O. G. Svintsitski},
TITLE = {A parallel implementation of the nested decomposition
algorithm for multistage stochastic linear programs},
JOURNAL = mathprog,
VOLUME = 75,
YEAR = 1996,
PAGES = {327--352} }
@article{birge3,
AUTHOR = {J. R. Birge and R. J.-B. Wets},
TITLE = {Designing approximation schemes for stochastic optimization
problems, in particular for stochastic programs with recourse},
JOURNAL = {Mathematical Programming Study},
YEAR = 1986,
VOLUME = 27,
PAGES = {54--102} }
@article{birge4,
AUTHOR = {J. R. Birge},
TITLE = {Stochastic Programming Computation and Applications},
JOURNAL = joc,
YEAR = 1997,
VOLUME = 9,
PAGES = {111--133},
URL={http://joc.pubs.informs.org/BackIssuesVol009TOC.html} }
@article{birge5,
AUTHOR = {J. R. Birge and J. Ho},
TITLE = {Optimal flows in stochastic dynamic networks with congestion},
JOURNAL = or,
YEAR = 1993,
VOLUME = 41,
NUMBER = 1,
PAGES = {203--216} }
@book{birge6,
AUTHOR = {J. R. Birge and F. Louveaux},
TITLE = {Introduction to Stochastic Programming},
YEAR = 1997,
PUBLISHER= {Springer},
ADDRESS = {New York} }
@article{birge7,
AUTHOR = {J. R. Birge and G. Zhao},
TITLE = {Successive Linear Approximation Solution of Infinite-Horizon
Dynamic Stochastic Programs},
YEAR = 2008,
JOURNAL = siopt,
VOLUME = 18,
NUMBER = 4,
PAGES = {1165--1186} }
@techreport{bischof1,
AUTHOR = {C. Bischof and A. Carle and G. Corliss and A. Griewank
and P. Howland},
TITLE = {{ADIFOR}, Generating derivative codes from FORTRAN programs},
INSTITUTION={Argonne National Laboratory},
NUMBER = {MCS-P263-0991},
YEAR = 1991,
ADDRESS = {Argonne, IL} }
@incollection{biswas1,
AUTHOR = {P. Biswas and Y. Ye},
TITLE = {A distributed method for solving semidefinite programs
arising from ad hoc wireless sensor network localization},
YEAR = 2005,
BOOKTITLE= {Multiscale Optimization Methods and Applications},
EDITOR = {W. W. Hager and S.-J. Huang and P. M. Pardalos and
O. A. Prokopyev},
PAGES = {69--84},
NOTE={Nonconvex Optimization and its Applications 82},
PUBLISHER= {Springer}}
@article{MIPLIB,
AUTHOR = {R. E. Bixby and E. A. Boyd and R. R. Indovina},
TITLE = {{MIPLIB}: {A} test set of mixed integer programming problems},
JOURNAL = {SIAM News},
YEAR = 1992,
MONTH = {March},
VOLUME = {25(2)},
PAGES = {16} }
@article{MIPLIB3,
AUTHOR = {R. E. Bixby and S. Ceria and C. M. McZeal and
M. W. P. Savelsbergh},
TITLE = {An updated mixed integer programming library: {MIPLIB} 3.0},
JOURNAL = {Optima},
YEAR = 1998,
VOLUME = 58,
PAGES = {12--15},
NOTE = {Problems available at
{\em http://www.caam.rice.edu/bixby/miplib/miplib.html}} }
@article{Bixby9111,
AUTHOR = {R. E. Bixby and J. W. Gregory and I. J. Lustig and
R. E. Marsten and D. F. Shanno},
TITLE = {Very large-scale linear programming: a case study in
combining interior point and simplex methods},
YEAR = 1992,
JOURNAL = or,
VOLUME = {40},
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VOLUME = {35},
YEAR = {2000},
NUMBER = {3},
PAGES = {181--194}}
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automatic reformulation and solution via constrained optimization},
YEAR = 2002,
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NUMBER = {00--09},
ADDRESS = {Madison, WI},
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or http://www.cs.wisc.edu/~ferris/publications.html } }
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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 }}
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NUMBER = {1--2},
PAGES = {175--182}}
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INSTITUTION={Department of Mathematics and Computer Science,
University of Dundee},
ADDRESS = {Dundee DD1 4HN, UK},
URL={http://www.mcs.dundee.ac.uk:8080/~sleyffer/NSfilter.ps.Z} }
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INSTITUTION={Ergebnisberichte Angewandte Mathematik,
Fachbereich Mathematik, Universit{\"a}t Dortmund},
ADDRESS = {44221 Dortmund, Germany},
URL={http://www.optimization-online.org/DB_HTML/2004/03/839.html},
ABSTRACT={In multicriteria optimization, several objective functions,
conflicting with each other, have to be minimized simultaneously.
We propose a new efficient method for approximating the solution set
of a multiobjective programming problem, where the objective functions
involved are arbitary convex functions and the set of feasible points
is convex. The method is based on generating warm-start points for
an efficient interior-point algorithm, while the approximation
computed consists of a finite set of discrete points.
Complexity results for the method proposed are derived.
It turns out that the number of operations per point
\emph{decreases} when the number of points generated for the
approximation \emph{increases}.} }
@techreport{fliege2,
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INSTITUTION={Ergebnisberichte Angewandte Mathematik,
Fachbereich Mathematik, Universit{\"a}t Dortmund},
ADDRESS = {44221 Dortmund, Germany},
URL={http://www.optimization-online.org/DB_HTML/2003/05/649.html} }
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P. M. Pardalos and C. Adjiman and W. R. Esposito and Z. H. G\"um\"us
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PAGES = {1132--1152},
URL={http://math.ucsd.edu/~scicomp/peg/peg.html
OR http://www.optsyst.math.kth.se/~andersf/Welcome.html} }
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AUTHOR = {A. Forsgren and G. Sporre},
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methods for convex quadratic programming},
INSTITUTION={Department of Mathematics, Royal Institute of Technology
(KTH)},
ADDRESS = {SE-100 44 Stockholm, Sweden},
YEAR = 2000,
MONTH = {May},
NUMBER = {TRITA-MAT-2000-OS11},
URL={http://www.optsyst.math.kth.se/~andersf/doc/psinvqp.html} }
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NUMBER = 2,
PAGES = {666--690}}
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NUMBER = 1,
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NUMBER = 5,
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AUTHOR = {J. Castro and A. Frangioni and C. Gentile},
TITLE = {Perspective reformulations of the {CTA} problem with $L_2$
distances},
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VOLUME = 62,
NUMBER = 4,
YEAR = 2014,
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AUTHOR = {A. Frangioni and E. Gorgone},
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applications to multicommodity network design},
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URL={www.di.unipi.it/~frangio/abstracts.html} }
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AUTHOR = {A. Frangioni and L. Galli and M. G. Scutella},
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and second-order cone models},
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VOLUME = 62,
NUMBER = {online first},
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PAGES = {tbd},
URL={www.di.unipi.it/~frangio/abstracts.html} }
@techreport{frangioniAPR,
AUTHOR = {A. Frangioni and F. Furini and C. Gentile},
TITLE = {Approximated perspective relaxations: a project \& lift
approach},
YEAR = 2013,
INSTITUTION={Dipartimento di Informatica, Universit\`{a} di Pisa},
ADDRESS = {Italy},
NUMBER = {TR--13--04},
URL={www.di.unipi.it/~frangio/abstracts.html} }
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YEAR = 1995,
PAGES = {73--110} }
@article{frank2,
AUTHOR = {A. Frank and T. Jordan},
TITLE = {Directed vertex-connectivity augmentation},
JOURNAL = mathprog,
VOLUME = 84,
NUMBER = 3,
YEAR = 1999,
PAGES = {537--553} }
@article{FWolfe56,
AUTHOR = {M. Frank and P. Wolfe},
TITLE = {An algorithm for quadratic programming},
JOURNAL = nrlq,
VOLUME = 3,
YEAR = 1956,
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AUTHOR = {O. Frank and W. Gaul},
TITLE = {On reliability in stochastic networks},
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@ARTICLE{frantzeskakis1,
author = {Frantzeskakis, L. F. and Powell, W. B.},
year = 1993,
title = {Bounding procedures for multistage stochastic dynamic networks},
journal = {Networks},
volume = 23,
number = 7,
pages = {575--595}
}
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AUTHOR = {K. Frauendorfer},
TITLE = {Barycentric scenario trees in convex multistage
stochastic programming},
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YEAR = 1996,
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AUTHOR = {P. I. Frazier},
TITLE = {A fully sequential elimination procedure for indifference-zone
ranking and selection with tight bounds on probability of correct
selection},
JOURNAL = or,
VOLUME = 62,
NUMBER = 4,
YEAR = 2014,
PAGES = {926--942},
URL={http://people.orie.cornell.edu/pfrazier/}}
@article{frenk1,
AUTHOR = {H. Frenk and J. Sturm and S. Zhang},
TITLE = {An interior point subgradient method for linearly
constrained nondifferentiable convex programming},
YEAR = 1998,
JOURNAL = oms,
VOLUME = 10,
PAGES = {197--215},
URL={http://www.eur.nl/few/ei/pub/ei9612.ps} }
@article{Freund1,
AUTHOR = {R. M. 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},
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AUTHOR = {Fr. Glineur},
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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}}}
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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. Terlaky},
TITLE = {A conic formulation for $\ell_p$-norm optimization},
INSTITUTION = {Facult\'{e} Polytechnique de Mons},
TYPE = {IMAGE Technical Report},
NUMBER = {0005},
YEAR = {2000},
MONTH = May,
ADDRESS = {Mons, Belgium},
URL = {http://mathro.fpms.ac.be/~glineur/Papers/Image0005.ps.gz},
NOTE = {submitted to Journal of Optimization Theory and Applications}}
@TECHREPORT{Image0006,
AUTHOR = {Fr. Glineur},
TITLE = {An extended conic formulation for geometric optimization},
INSTITUTION = {Facult\'{e} Polytechnique de Mons},
TYPE = {IMAGE Technical Report},
NUMBER = {0006},
YEAR = {2000},
MONTH = May,
ADDRESS = {Mons, Belgium},
URL = {http://mathro.fpms.ac.be/~glineur/Papers/Image0006.ps.gz},
NOTE = {published as \cite{Glineur00}}}
@TECHREPORT{Image0007,
AUTHOR = {Fr. Glineur},
TITLE = {Self-concordant functions in structured convex optimization},
INSTITUTION = {Facult\'{e} Polytechnique de Mons},
TYPE = {IMAGE Technical Report},
NUMBER = {0007},
YEAR = {2000},
MONTH = Oct,
ADDRESS = {Mons, Belgium},
URL = {http://mathro.fpms.ac.be/~glineur/Papers/Image0007.ps.gz},
NOTE = {submitted to European Journal of Operations Research}
}
@TECHREPORT{Image0008,
AUTHOR = {Fr. Glineur},
TITLE = {Approximating geometric optimization with $\ell_p$-norm optimization},
INSTITUTION = {Facult\'{e} Polytechnique de Mons},
TYPE = {IMAGE Technical Report},
NUMBER = {0008},
YEAR = {2000},
MONTH = Nov,
ADDRESS = {Mons, Belgium},
URL = {http://mathro.fpms.ac.be/~glineur/Papers/Image0008.ps.gz},
NOTE = {submitted to Operations Research Letters}}
@PHDTHESIS{GlineurPhD01,
AUTHOR = {Fr. Glineur},
TITLE = {Topics in Convex Optimization: Interior-Point methods, Conic Duality and Approximations},
TYPE = {{Ph.D.} thesis},
SCHOOL = {Facult\'{e} Polytechnique de Mons},
ADDRESS = {Mons, Belgium},
MONTH = {January},
URL = {http://mathro.fpms.ac.be/~glineur/Papers/PhD.ps.gz},
YEAR = {2001}}
@TECHREPORT{Image0101,
AUTHOR = {Fr. Glineur},
TITLE = {Conic optimization: an elegant framework for convex optimization},
INSTITUTION = {Facult\'{e} Polytechnique de Mons},
TYPE = {IMAGE Technical Report},
NUMBER = {0101},
YEAR = {2001},
MONTH = May,
ADDRESS = {Mons, Belgium},
URL = {http://mathro.fpms.ac.be/~glineur/Papers/Image0101.ps.gz},
NOTE = {submitted to Belgian Journal of Operations Research, Statistics and Computer Science}}
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YEAR = 2003,
JOURNAL = mathprog,
VOLUME = 96,
NUMBER = 2,
PAGES = {181} }
@article{gomory6,
AUTHOR = {R. E. Gomory and E. L. Johnson and L. Evans},
TITLE = {Corner polyhedra and their connection with cutting planes},
YEAR = 2003,
JOURNAL = mathprog,
VOLUME = 96,
NUMBER = 2,
PAGES = {321--339} }
@article{gomory7,
AUTHOR = {R. E. Gomory and E. L. Johnson},
TITLE = {T-space and cutting planes},
YEAR = 2003,
JOURNAL = mathprog,
VOLUME = 96,
NUMBER = 2,
PAGES = {341--375} }
@article{gomory8,
AUTHOR = {J. Ar\'aoz and L. Evans and R. E. Gomory and E. L. Johnson},
TITLE = {An approach to integer programming},
YEAR = 2003,
JOURNAL = mathprog,
VOLUME = 96,
NUMBER = 2,
PAGES = {377--408} }
@article{gomory9,
AUTHOR = {R. E. Gomory},
TITLE = {Early integer programming},
JOURNAL = or,
YEAR = 2002,
VOLUME = 50,
NUMBER = 1,
PAGES = {78--81} }
@article{goncalves1,
AUTHOR = {J. P. M. Goncalves and R. H. Storer and J. Gondzio},
TITLE = {A family of linear programming algorithms based on an
algorithm by von {N}eumann},
YEAR = 2009,
JOURNAL = oms,
VOLUME = 24,
NUMBER = 3,
PAGES = {461--478} }
@article{gondzio0,
AUTHOR = {J. Gondzio},
TITLE = {Multiple centrality corrections in a primal-dual method for
linear programming},
YEAR = 1996,
JOURNAL = coap,
VOLUME = 6,
PAGES = {137--156} }
@article{gondzio1,
AUTHOR = {J. Gondzio},
TITLE = {Warm Start of the Primal-Dual Method Applied
in the Cutting Plane Scheme},
YEAR = 1998,
JOURNAL = mathprog,
VOLUME = 83,
PAGES = {125--143},
URL={http://ecolu-info.unige.ch/~logilab/reports/warmstart.ps} }
@techreport{gondzio2,
AUTHOR = {J. Gondzio and R. 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. Kouwenberg},
TITLE = {High-Performance Computing for Asset-Liability Management},
YEAR = 2001,
JOURNAL = or,
VOLUME = 49,
NUMBER = 6,
PAGES = {879--891},
URL={http://www.maths.ed.ac.uk/~gondzio/reports/wrecord.ps
or http://www.maths.ed.ac.uk/~gondzio/reports/wrecord.dvi} }
@article{gondzio9,
AUTHOR = {J. Gondzio and R. Sarkissian},
TITLE = {Parallel Interior Point Solver for Structured Linear Programs},
YEAR = 2003,
JOURNAL = mathprog,
VOLUME = 96,
NUMBER = 3,
PAGES = {561--584},
URL={http://www.maths.ed.ac.uk/~gondzio/reports/oops.ps
or http://www.maths.ed.ac.uk/~gondzio/reports/oops.dvi} }
@article{gondzio10,
AUTHOR = {J. Gondzio and A. Grothey},
TITLE = {Re-optimization with the Primal-Dual Interior Point Method},
YEAR = 2003,
JOURNAL = siopt,
VOLUME = 13,
NUMBER = 3,
PAGES = {842--864},
URL={http://www.maths.ed.ac.uk/~gondzio/reports/crash.html} }
@article{gondzio11,
AUTHOR = {J. Gondzio},
TITLE = {Presolve analysis of linear programs prior to applying
an interior point method},
JOURNAL = joc,
VOLUME = 9,
PAGES = {73--91},
YEAR = 1997,
jemNOTE = {See also \cite{meszaros9}} }
@techreport{gondzio12,
AUTHOR = {J. Gondzio and A. Grothey},
TITLE = {Parallel interior point solver for structured quadratic
programming: application to financial planning problems},
YEAR = 2003,
MONTH = {April},
NUMBER = {MS--03--001},
INSTITUTION={School of Mathematics, University of Edinburgh},
ADDRESS = {Edinburgh, UK},
URL={http://www.optimization-online.org/DB_HTML/2003/08/711.html} }
@article{gondzio13,
AUTHOR = {J. Gondzio and A. 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{gondzio19,
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 }}
@techreport{gondzio20,
AUTHOR = {J. Gondzio and P. Gonz\'{a}lez-Brevis and P. Munari},
TITLE = {Large-scale optimization with the primal-dual column
generation method},
YEAR = 2013,
NUMBER = {ERGO--13--014},
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/2013/09/4035.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{gong_omega,
AUTHOR = {J. Gong and A. Krishnamurthy and J. E. Mitchell
and W. A. Wallace},
TITLE = {An interdependent layered network model for a resilient
supply chain},
JOURNAL = omega,
VOLUME = 46,
PAGES = {104--116},
YEAR = {2014},
URL={http://eaton.math.rpi.edu/faculty/Mitchell/papers/abstract_omega/supply_chain_abstract.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. Gonzaga},
TITLE = {An algorithm for solving linear programming problems
in {$O(n^3L)$} operations},
YEAR = 1989,
BOOKTITLE = {Progress in Mathematical Programming},
PUBLISHER = {Springer-Verlag},
ADDRESS = {New York},
EDITOR = {N. Megiddo},
PAGES = {1--28} }
@article{Gon3,
AUTHOR = {C. C. Gonzaga},
TITLE = {Polynomial affine algorithms for linear programming},
JOURNAL = mathprog,
YEAR = 1990,
VOLUME = {49(1)},
PAGES = {7--21} }
@article{Gon6,
AUTHOR = {C. C. Gonzaga},
TITLE = {Interior Point Algorithms For Linear Programming With
Inequality Constraints},
JOURNAL = mathprog,
YEAR = 1991,
VOLUME = {52(2)},
PAGES = {209--225} }
@article{Gon44,
AUTHOR = {C. C. Gonzaga},
TITLE = {Search directions for interior linear-programming methods},
YEAR = 1991,
JOURNAL = {Algorithmica},
VOLUME = 6,
PAGES = {153--181} }
@article{Gon227,
AUTHOR = {C. C. Gonzaga},
TITLE = {On lower bound updates in primal potential reduction methods
for linear programming},
YEAR = 1991,
JOURNAL = mathprog,
VOLUME = {52(3)},
PAGES = {415--428} }
@article{Gon7,
AUTHOR = {C. C. Gonzaga},
TITLE = {Path Following Methods for Linear Programming},
JOURNAL = sirev,
YEAR = 1992,
VOLUME = {34(2)},
PAGES = {167--224} }
@article{GonTodd862,
AUTHOR = {C. C. Gonzaga and M. J. Todd},
TITLE = {An {$O(\sqrt{n}L)$}-iteration large-step primal-dual affine
algorithm for linear programming},
JOURNAL = siopt,
YEAR = 1992,
VOLUME = {2},
PAGES = {349--359}}
@techreport{gonzaga10,
AUTHOR = {C. C. Gonzaga and H. J. Lara},
TITLE = {A note on properties of condition numbers},
YEAR = 1996,
INSTITUTION={Department of Mathematics,
Federal University of Santa Catarina},
ADDRESS = {Cx. Postal 5210, 88040-970 Florianopolis, SC, Brazil},
URL={ftp://interior.mtm.ufsc.br/pub/lano/cond.ps.Z} }
@article{gonzaga11,
AUTHOR = {C. C. Gonzaga},
TITLE = {Complexity of predictor-corrector algorithms for LCP based on
a large neighborhood of the central path},
YEAR = 2000,
JOURNAL = siopt,
VOLUME = {10(1)},
PAGES = {183--194},
URL={ftp://interior.mtm.ufsc.br/pub/lano/pred.ps.Z} }
@article{gonzaga12,
AUTHOR = {C. C. Gonzaga and J. F. Bonnans},
TITLE = {Fast convergence of the simplified largest step path
following algorithm},
JOURNAL = mathprog,
YEAR = 1997,
VOLUME = 76,
PAGES = {95--115} }
@article{gonzaga13,
AUTHOR = {C. C. Gonzaga},
TITLE = {The largest step path following algorithm for monotone
linear complementarity problems},
JOURNAL = mathprog,
YEAR = 1997,
VOLUME = 76,
PAGES = {309--332} }
@techreport{gonzaga14,
AUTHOR = {C. C. Gonzaga and M. 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. Nocedal},
TITLE = {On the Solution of Equality Constrained Quadratic Programming
Problems Arising in Optimization},
YEAR = 1998,
MONTH = {September},
INSTITUTION={Optimization Technology Center, Northwestern University},
ADDRESS = {Evanston IL},
NUMBER = {OTC 98/06},
URL={http://www.ece.nwu.edu/~nocedal/recent_pub.html
or http://www.numerical.rl.ac.uk/reports/reports.html} }
@article{gould3,
AUTHOR = {N. I. M. Gould and S. Lucidi and M. Roma and P. L. Toint},
TITLE = {Solving the trust-region subproblem using the
{Lanczos} method},
JOURNAL = siopt,
YEAR = 1999,
VOLUME = 9,
PAGES = {504--521} }
@article{gould4,
AUTHOR = {N. I. M. Gould and P. L. Toint},
TITLE = {A note on the convergence of barrier algorithms to
second-order necessary points},
JOURNAL = mathprog,
YEAR = 1999,
VOLUME = 85,
NUMBER = 2,
PAGES = {433--438} }
@techreport{gould5,
AUTHOR = {N. I. M. Gould and D. Orban and A. Sartenaer and Ph.L. Toint},
TITLE = {Superlinear convergence of primal-dual interior point
algorithms for nonlinear programming},
YEAR = 2000,
MONTH = {April},
INSTITUTION={CERFACS --- Parallel Algorithms Project},
ADDRESS = {42, Avenue Gaspard Coriolis,
31057 Toulouse Cedex 1 --- France},
NUMBER = {Cerfacs technical report TR/PA/00/20},
URL={http://www.cerfacs.fr/~orban/Pub/techrepGost99.ps.gz
or http://www.numerical.rl.ac.uk/reports/reports.html} }
@techreport{gould6,
AUTHOR = {N. I. M. Gould and D. Orban and A. Sartenaer and Ph.L. Toint},
TITLE = {Componentwise fast convergence in the solution of
full-rank systems of nonlinear equations},
YEAR = 2000,
MONTH = {September},
INSTITUTION={CERFACS --- Parallel Algorithms Project},
ADDRESS = {42, Avenue Gaspard Coriolis,
31057 Toulouse Cedex 1 --- France},
NUMBER = {Cerfacs technical report TR/PA/00/20},
URL={http://www.cerfacs.fr/~orban/Pub/techrepGost4.ps.gz
or http://www.numerical.rl.ac.uk/reports/reports.html} }
@article{gould7,
AUTHOR = {N. I. M. Gould},
TITLE = {On modified factorizations for large-scale linearly constrained
optimization},
JOURNAL = siopt,
YEAR = 1999,
VOLUME = 9,
NUMBER = 4,
PAGES = {1041--1063} }
@techreport{gould8,
AUTHOR = {N. I. M. Gould and P. L. Toint},
TITLE = {{SQP} methods for large-scale nonlinear programming},
YEAR = 1999,
INSTITUTION={Rutherford Appleton Lab},
ADDRESS = {Chilton, Oxfordshire, England},
NUMBER = {RAL-TR-1999-055},
URL={http://www.numerical.rl.ac.uk/reports/reports.html} }
@article{gould9,
AUTHOR = {N. I. M. Gould and S. Leyffer and P. L. Toint},
TITLE = {A multidimensional filter algorithm for nonlinear equations and nonlinear
least squares},
JOURNAL = siopt,
YEAR = 2005,
VOLUME = 15,
NUMBER = 1,
PAGES = {17--38} }
@article{gould10,
AUTHOR = {N. I. M. Gould and P. L. Toint},
TITLE = {Preprocessing for quadratic programming},
JOURNAL = mp,
VOLUME = 100,
YEAR = 2004,
NUMBER = 1,
PAGES = {95--132} }
@article{gould10,
AUTHOR = {N. I. M. Gould and C. Sainvitu and P. L. Toint},
TITLE = {A filter-trust-region method for unconstrained optimization},
YEAR = 2006,
JOURNAL = siopt,
VOLUME = 16,
NUMBER = 2,
PAGES = {341--357} }
@article{gould12,
AUTHOR = {N. I. M. Gould and D. Orban and D. P. Robinson},
TITLE = {Trajectory-following methods for large-scale degenerate
convex quadratic programming},
YEAR = 2013,
JOURNAL = mpc,
VOLUME = 5,
NUMBER = 2,
PAGES = {113--142}}
@article{gourdin1,
AUTHOR = {\`E. Gourdin and M. Labb\`e and G. Laporte},
TITLE = {The uncapacitated facility location problem with client
matching},
YEAR = 2000,
JOURNAL = or,
VOLUME = 48,
NUMBER = 5,
PAGES = {671--685} }
@article{GLPThomasMP,
AUTHOR = {J. Gouveia and M. Laurent and P. A. Parrilo and R. Thomas},
TITLE = {A new semidefinite programming hierarchy for cycles in
binary matroids and cuts in graphs},
JOURNAL = mp,
VOLUME = {online first},
NUM = {},
YEAR = 2011,
PAGES = {}}
@article{gouveia1,
AUTHOR = {L. Gouveia},
TITLE = {A result on projection for the vehicle routing problem},
JOURNAL = ejor,
YEAR = 1995,
VOLUME = 85,
PAGES = {610--624} }
@techreport{goux1,
AUTHOR = {J.-P. Goux and S. Leyffer},
TITLE = {Solving large {MINLPs} on computational grids},
YEAR = 2002,
JOURNAL = opte,
VOLUME = 3,
NUMBER = 3,
PAGES = {327--346},
URL={http://www.optimization-online.org/DB_HTML/2001/05/330.html
or http://www-unix.mcs.anl.gov/~leyffer/metaMINLP.ps.Z
or http://www-unix.mcs.anl.gov/~leyffer/ } }
@techreport{greenberg1,
AUTHOR = {H. J. Greenberg},
TITLE = {Rim sensitivity analysis from an interior solution},
YEAR = 1996,
MONTH = {October},
NUMBER = {CCM 86},
INSTITUTION={Center for Computational Mathematics,
Mathematics Department, University of Colorado at Denver},
ADDRESS = {Denver, CO},
URL={http://epubs.siam.org/sam-bin/dbq/article/31033}}
@article{greenberg2,
AUTHOR = {H. J. Greenberg and A. G. Holder and C. Roos and T. Terlaky},
TITLE = {On the Dimension of the Set of Rim Perturbations for
Optimal Partition Invariance},
YEAR = 1999,
JOURNAL = siopt,
VOLUME = 9,
PAGES = {207--216},
URL={http://www.cudenver.edu/~hgreenbe/papers/euler-ucd.ps} }
@article{greenberg3,
AUTHOR = {H. J. Greenberg and F. H. Murphy},
TITLE = {Approaches to diagnosing infeasible linear programs},
JOURNAL = ORSAjoc,
YEAR = 1991,
VOLUME = 3,
PAGES = {253--261} }
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EDITOR = {G. Gutin and A. Punnen},
PUBLISHER= {Kluwer Academic Publishers},
ADDRESS = {Dordrecht, The Netherlands},
PAGES = {369--443},
URL={http://www.research.att.com/~dsj/papers.html
or http://www.research.att.com/~dsj/papers/stspchap.pdf} }
@incollection{dsjohnson2,
AUTHOR = {D. S. Johnson and G. Gutin and L. A. McGeoch and A. Yeo
and W. Zhang and A. Zverovich},
TITLE = {Experimental Analysis of Heuristics for the ATSP},
YEAR = 2002,
BOOKTITLE= {The Traveling Salesman Problem and its Variations},
EDITOR = {G. Gutin and A. Punnen},
PUBLISHER= {Kluwer Academic Publishers},
ADDRESS = {Dordrecht, The Netherlands},
PAGES = {445--487},
URL={http://www.research.att.com/~dsj/papers.html
or http://www.research.att.com/~dsj/papers/atspchap.pdf} }
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AUTHOR = {E. L. Johnson and G. L. Nemhauser},
TITLE = {Recent developments and future directions in mathematical
programming},
JOURNAL = {IBM Systems Journal},
YEAR = 1992,
VOLUME = 31,
PAGES = {79--93} }
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AUTHOR = {E. L. Johnson and G. L. Nemhauser and M. W. P. Savelsbergh},
TITLE = {Progress in linear programming-based algorithms for
integer programming: an exposition},
JOURNAL = joc,
YEAR = 2000,
VOLUME = {12(1)},
PAGES = {2--23} }
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AUTHOR = {E. L. Johnson and A. Mehrotra and G. L. Nemhauser},
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YEAR = 1993,
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NUMBER = 1,
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@techreport{cajohnson1,
AUTHOR = {C. A. Johnson and A. Sofer},
TITLE = {A Primal-Dual Method for Large-Scale Image Reconstruction
in Emission Tomography},
YEAR = 1997,
MONTH = {November},
INSTITUTION={Department of Operations Research and Engineering,
George Mason University},
ADDRESS = {Fairfax, VA},
URL={http://cbel.dcrt.nih.gov/publications/johnson/js-pd.html} }
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YEAR = 1998,
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author = {M. Johnsson and G. Magyar and O. Nevalainen},
fullnameauthor = {Mika Johnsson and G\'abor Magyar and Olli Nevalainen},
title = {On the {Euclidean} 3-matching problem},
journal = {Nordic Journal of Computing},
volume = {5},
number = {2},
year = {1998},
issn = {1236-6064},
pages = {143--171},
publisher = {Publishing Association Nordic Journal of Computing},
address = {, Finland},
abstract = {In the 3-matching problem (3MP) we want to partition a set of n = 3l points into
l disjoint subsets, each consisting of three points (called triplets), and to minimize the
total cost of the triplets. The problem is related to the well-known weighted 2-matching,
3-dimensional assignment and p-median problems. We consider a Euclidean 3MP (E3MP)
where the cost cijk of a triplet (i, j, k) is the sum of the lengths of the two shortest edges of
the triangle (i, j, k). The problem has several related applications in the optimization of
manufacturing operations.We show that the general 3MP is NP-complete and give
several methods to calculate lower bounds for the E3MP. The exact solution by
branch-and-bound technique is possible for small instances. For large problem
instances we have to apply approximative solution algorithms. Local search-based
heuristics augmented with ideas from tabu-search, simulated annealing and genetic
algorithms worked well in our tests.},
url={http://portal.acm.org/citation.cfm?id=640068}
}
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Discrete Mathematics and Theoretical Computer Science} }
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TITLE = {Applying clique cuts to MAX-SAT and weighted MAX-SAT problems},
YEAR = {1997},
INSTITUTION={Mathematical Sciences, Rensselaer Polytechnic Institute},
NOTE={In preparation},
ADDRESS = {Troy, NY 12180} }
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branch-and-cut},
YEAR = {1998},
INSTITUTION={Mathematical Sciences, Rensselaer Polytechnic Institute},
ADDRESS = {Troy, NY 12180},
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NUMBER = 2,
PAGES = {87--98}}
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AUTHOR = {J. J. J\'udice and A. M. Faustino and I. M. Ribeiro
and A. S. Neves},
TITLE = {On the use of bilevel programming for solving
a structural optimization problem with discrete variables},
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PAGES = {123--142}}
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VOLUME = 20,
NUMBER = 1,
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NUM = {},
YEAR = 2011,
PAGES = {}}
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AUTHOR = {A. Juditsky and F. K. Karzan and A. Nemirovski},
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with sign restrictions},
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VOLUME = {online first},
NUM = {},
YEAR = 2011,
PAGES = {}}
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YEAR = 1995,
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Discrete Mathematics and Theoretical Computer Science},
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@techreport{Junger3,
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problem by branch and cut},
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YEAR = 1993,
INSTITUTION= {Institut f\"{u}r Informatik},
ADDRESS = {Universit\"{a}t zu K\"{o}ln, Pohligstra{\ss}e 1,
D-50969 K\"{o}ln, Germany} }
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NUMBER = {97.271},
INSTITUTION={Institut f\"{u}r Informatik},
ADDRESS = {Universit\"{a}t zu K\"{o}ln, Pohligstra{\ss}e 1,
D-50969 K\"{o}ln, Germany},
URL={ftp://ftp.zpr.uni-koeln.de/pub/paper/zpr97-271.ps.gz
or http://www.informatik.uni-koeln.de/ls_juenger/publications/list.html}}
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{System}},
YEAR = 1998,
JOURNAL = orl,
VOLUME = 22,
PAGES = {83--95},
oldNUMBER = {97.263},
oldINSTITUTION={Institut f\"{u}r Informatik},
oldADDRESS = {Universit\"{a}t zu K\"{o}ln, Pohligstra{\ss}e 1,
D-50969 K\"{o}ln, Germany},
URL={ftp://ftp.zpr.uni-koeln.de/pub/paper/zpr97-263.ps.gz
or http://www.informatik.uni-koeln.de/ls_juenger/publications/list.html}}
@techreport{junger6,
AUTHOR = {M. J\"unger and S. Thienel},
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YEAR = 1997,
NUMBER = {97.260},
INSTITUTION={Institut f\"{u}r Informatik},
ADDRESS = {Universit\"{a}t zu K\"{o}ln, Pohligstra{\ss}e 1,
D-50969 K\"{o}ln, Germany},
URL={ftp://ftp.zpr.uni-koeln.de/pub/paper/zpr97-260.ps.gz
or http://www.informatik.uni-koeln.de/ls_juenger/publications/list.html}}
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or http://www.informatik.uni-koeln.de/ls_juenger/publications/list.html}}
@techreport{junger8,
AUTHOR = {M. J\"unger and V. Kaibel},
TITLE = {A basic study of the {QAP} polytope},
YEAR = 1996,
NUMBER = {96.215},
INSTITUTION={Institut f\"{u}r Informatik},
ADDRESS = {Universit\"{a}t zu K\"{o}ln, Pohligstra{\ss}e 1,
D-50969 K\"{o}ln, Germany},
URL={ftp://ftp.zpr.uni-koeln.de/pub/paper/zpr96-215.ps.gz
or http://www.informatik.uni-koeln.de/ls_juenger/publications/list.html}}
@techreport{junger9,
AUTHOR = {M. J\"unger and P. St\"ormer},
TITLE = {Solving large-scale traveling salesman problems with
parallel branch-and-cut},
YEAR = 1995,
NUMBER = {95.191},
INSTITUTION={Institut f\"{u}r Informatik},
ADDRESS = {Universit\"{a}t zu K\"{o}ln, Pohligstra{\ss}e 1,
D-50969 K\"{o}ln, Germany},
URL={ftp://ftp.zpr.uni-koeln.de/pub/paper/zpr95-191.ps.gz
or http://www.informatik.uni-koeln.de/ls_juenger/publications/list.html}}
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layout tools},
YEAR = 1996,
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AUTHOR = {M. J\"unger and S. Thienel and G. Reinelt},
TITLE = {Provably good solutions for the traveling
salesman problem},
YEAR = 1994,
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VOLUME = 40,
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@incollection{junger12,
AUTHOR = {M. J\"unger and G. Reinelt and G. Rinaldi},
TITLE = {The traveling salesman problem},
YEAR = 1995,
BOOKTITLE= {Network Models},
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EDITOR = {M. O. Ball and T. L. Magnanti and C. L. Monma
and G. L. Nemhauser},
PUBLISHER= {North-Holland},
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AUTHOR = {M. J\"unger and V. Kaibel},
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YEAR = 2001,
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NUMBER = 1,
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AUTHOR = {M. J\"unger and P. Mutzel},
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exact and heuristic algorithms},
YEAR = 1997,
JOURNAL = gaa,
VOLUME = 1,
PAGES = {1--25}}
@book{junger50years,
TITLE= {50 Years of Integer Programming},
EDITOR={M. J\"unger and T. M. Liebling and D. Naddef and G. L. Nemhauser
and W. R. Pulleyblank and G. Reinelt and G. Rinaldi and L. A. Wolsey},
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URL={
ftp://ftp.twi.tudelft.nl/TWI/publications/tech-reports/1996/DUT-TWI-96-51.ps.gz}
}
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http://www.unizh.ch/ior/Pages/Deutsch/Mitglieder/Kall/bib/ka-wal-94.pdf
or http://www.unizh.ch/ior/Pages/Deutsch/Mitglieder/Kall/Kall.php
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MONTH = {June},
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ADDRESS = {Washington DC},
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AUTHOR = {A. P. Kamath and N. K. Karmarkar},
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quadratic optimization problems},
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YEAR = {1993},
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PAGES = {254--268},
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AUTHOR = {A. P. Kamath and N. K. Karmarkar},
TITLE = {A continuous approach to compute upper bounds in quadratic
maximization problems with integer constraints},
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YEAR = {1992},
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EDITOR = {D.S. Johnson and C.C. McGeogh},
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NOTE = {DIMACS Series on Discrete Mathematics and Theoretical Computer
Science, vol. 12} }
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AUTHOR = {A. P. Kamath and O. Palmon},
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MONTH = {January},
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Discrete Algorithms},
PAGES = {502--511} }
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AUTHOR = {A. P. Kamath and N. K. Karmarkar and K. G. Ramakrishnan},
TITLE = {Computational and Complexity results for an Interior Point
Algorithm on Multi-Commodity Flow Problem},
YEAR = 1993,
INSTITUTION={Department of Computer Science, Stanford University},
ADDRESS = {Palo Alto, CA} }
@phdthesis{kamath6,
AUTHOR = {A. P. Kamath},
TITLE = {Efficient Continuous Algorithms for Combinatorial Optimization},
YEAR = 1995,
MONTH = {February},
SCHOOL = {Department of Computer Science, Stanford University},
ADDRESS = {Palo Alto, CA} }
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AUTHOR = {A. P. Kamath and N. K. Karmarkar},
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quadratic optimization problems},
JOURNAL = jogo,
YEAR = 1992,
VOLUME = 2,
PAGES = {229--241} }
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AUTHOR = {A. P. Kamath and R. Motwani and K. Palem and P. Spirakis},
TITLE = {Tail bounds for occupancy and the satisfiability
threshold conjecture},
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YEAR = 1995,
VOLUME = 7,
URL={http://citeseer.nj.nec.com/kamath95tail.html
or http://theory.lcs.mit.edu/~dmjones/FOCS/References/kamathmps1994:592.html},
PAGES = {59--80} }
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YEAR = 2013,
MONTH = {March},
INSTITUTION={Institute of Mathematics, University of W\"{u}rzburg},
ADDRESS = {W\"{u}rzburg, Germany},
URL={http://www.mathematik.uni-wuerzburg.de/~kanzow/paper/InexactRelaxationMPEC3P.pdf
or http://www.mathematik.uni-wuerzburg.de/~kanzow/ }}
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VOLUME = 73,
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AUTHOR = {I. Kara and G. Laporte and T. Bektas},
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AUTHOR = {S. E. Karisch and F. Rendl},
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YEAR = 1998,
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PAGES = {77--95},
URL={http://fmatbhp1.tu-graz.ac.at/~karisch/rep302.ps
or http://www.imm.dtu.dk/~sk/eqp_psd.ps},
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Semidefinite Programming},
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AUTHOR = {E. de Klerk and C. Roos and T. Terlaky},
TITLE = {On primal-dual path following algorithms for
semidefinite programming},
YEAR = 1996,
MONTH = {November},
NUMBER = {96-102},
INSTITUTION={Faculty of Technical Mathematics and Informatics,
Delft University of Technology},
ADDRESS = {Delft, The Netherlands},
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AUTHOR = {E. de Klerk and C. Roos and T. Terlaky},
TITLE = {Infeasible start, semidefinite programming algorithms
via self-dual embeddings},
YEAR = 1997,
MONTH = {March},
NUMBER = {97-10},
INSTITUTION={Faculty of Technical Mathematics and Informatics,
Delft University of Technology},
ADDRESS = {Delft, The Netherlands},
URL={http://www.twi.tudelft.nl/Publications/index.html or:
ftp://ftp.twi.tudelft.nl/TWI/publications/tech-reports/1997/DUT-TWI-97-10.ps.gz}
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skew-symmetric embedding},
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YEAR = 1997,
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AUTHOR = {E. de Klerk},
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YEAR = 1997,
SCHOOL = {ITS/TWI/SSOR, Technical University of Delft},
ADDRESS = {Delft, The Netherlands} }
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for Semidefinite Optimization},
YEAR = 1999,
MONTH = {March},
INSTITUTION={ITS/TWI, Technical University of Delft},
ADDRESS = {Delft, The Netherlands},
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MONTH = {November},
INSTITUTION={ITS/TWI, Technical University of Delft},
ADDRESS = {Delft, The Netherlands},
URL={http://ssor.twi.tudelft.nl/~deklerk/publications/ternary3.ps
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quadratic optimization problem},
YEAR = 2005,
MONTH = {February},
INSTITUTION={CentER, Tilburg University},
ADDRESS = {The Netherlands}}
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a survey of theory and applications},
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INSTITUTION={Department of Econometrics and OR, Tilburg University},
ADDRESS = {The Netherlands},
URL={http://www.optimization-online.org/DB_HTML/2008/10/2107.html
or http://stuwww.uvt.nl/~edeklerk/ }}
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YEAR = 2010,
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PAGES = {}}
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polynomial minimization on the hypercube},
YEAR = 2010,
MONTH = {April},
INSTITUTION={Tilburg University},
ADDRESS = {The Netherlands},
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ADDRESS = {The Netherlands},
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AUTHOR = {M. Kojima and S. Mizuno and A. Yoshise},
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AUTHOR = {M. Kojima and S. Mizuno and A. Yoshise},
TITLE = {A polynomial-time algorithm for a class of linear
complementary problems},
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AUTHOR = {M. Kojima and N. Megiddo and S. Mizuno and S. Shindoh},
TITLE = {Decomposition in interior-point methods},
YEAR = 1994,
MONTH = {April},
INSTITUTION= {Department of Information Sciences, Tokyo Institute of
Technology},
ADDRESS = {Tokyo 152, Japan} }
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AUTHOR = {M. Kojima and M. Shida and S. Shindoh},
TITLE = {Local Convergence of Predictor-Corrector
Infeasible-Interior-Point Algorithms for SDPs and SDLCPs},
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AUTHOR = {M. Kojima and M. Shida and S. Shindoh},
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Semidefinite Linear Complementarity Problem Using the
{Alizadeh}-{Haeberly}-{Overton} Search Direction},
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AUTHOR = {M. Kojima and M. Shida and S. Shindoh},
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Search Directions in Semidefinite Programming},
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complementarity problem in symmetric matrices},
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Generalization and Inexact Computation},
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AUTHOR = {M. Kojima and S. Kojima and S. Hara},
TITLE = {Linear algebra for semidefinite programming},
YEAR = 1994,
MONTH = {October},
NUMBER = {B-290},
URL={ftp://ftp.is.titech.ac.jp/pub/OpRes/articles/b290.ps.Z},
INSTITUTION= {Department of Information Sciences, Tokyo Institute of
Technology},
ADDRESS = {Tokyo 152, Japan} }
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AUTHOR = {M. Kojima and L. Tuncel},
TITLE = {Cones of matrices and successive convex relaxations of
nonconvex sets},
YEAR = 2000,
JOURNAL = siopt,
VOLUME = {10(3)},
PAGES = {750--778},
URL={ftp://ftp.is.titech.ac.jp/pub/OpRes/articles/b338.ps.Z
or ftp://ftp.is.titech.ac.jp/pub/OpRes/articles/b338.dvi.Z
or http://www.is.titech.ac.jp/labs/kojimalab/kojima/sdp.html} }
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AUTHOR = {M. Kojima and L. Tuncel},
TITLE = {Cones of matrices and successive convex relaxations of
nonconvex sets},
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JOURNAL = siopt,
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NUMBER = 3,
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URL={ftp://ftp.is.titech.ac.jp/pub/OpRes/articles/b340.ps.Z
or ftp://ftp.is.titech.ac.jp/pub/OpRes/articles/b340.dvi.Z
or http://www.is.titech.ac.jp/labs/kojimalab/kojima/sdp.html
or http://www.math.uwaterloo.ca/~ltuncel/publications/monotone-SDP.ps}}
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AUTHOR = {M. Kojima and L. Tuncel},
TITLE = {Discretization and Localization in Successive Convex Relaxation
Methods for Nonconvex Quadratic Optimization Problems},
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or ftp://ftp.is.titech.ac.jp/pub/OpRes/articles/b341.dvi.Z
or http://www.is.titech.ac.jp/labs/kojimalab/kojima/sdp.html
or http://www.math.uwaterloo.ca/~ltuncel/publications/corr98-34.ps} }
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AUTHOR = {M. Kojima and L. Tuncel},
TITLE = {Monotonicity of primal-dual interior-point algorithms
for semidefinite programming problems},
YEAR = 1998,
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AUTHOR = {M. Kojima},
TITLE = {Moderate Nonlinearity = Convexity + Quadratic Concavity},
YEAR = 1999,
MONTH = {March},
NUMBER = {B--348},
URL={http://www.is.titech.ac.jp/labs/kojimalab/kojima/b-348.ps},
INSTITUTION= {Department of Information Sciences, Tokyo Institute of
Technology},
ADDRESS = {Oh-Okayama, Meguro-ku, Tokyo 152--8852, Japan} }
@article{kojima13,
AUTHOR = {M. Kojima and A. Takeda},
TITLE = {Complexity Analysis of Successive
Convex Relaxation Methods for Nonconvex Sets},
YEAR = 2001,
JOURNAL = mor,
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NUMBER = 3,
URL={http://www.is.titech.ac.jp/labs/kojimalab/kojima/b-350.ps} }
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AUTHOR = {M. Kojima and L. Tun\c{c}el},
TITLE = {On the Finite Convergence of Successive SDP Relaxation
Methods},
YEAR = 1999,
MONTH = {August},
NUMBER = {B--354},
URL={http://www.is.titech.ac.jp/labs/kojimalab/kojima/articles/b-354.ps
or http://www.math.uwaterloo.ca/~ltuncel/publications/corr99-36.ps},
INSTITUTION= {Department of Information Sciences, Tokyo Institute of
Technology},
ADDRESS = {Oh-Okayama, Meguro-ku, Tokyo 152--8852, Japan} }
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AUTHOR = {M. Kojima},
TITLE = {A General Framework for Convex Relaxation of Polynomial
Optimization Problems over Cones},
YEAR = 2002,
MONTH = {April},
NUMBER = {B--380},
URL={http://www.is.titech.ac.jp/~kojima/sdp.html},
INSTITUTION= {Department of Information Sciences, Tokyo Institute of
Technology},
ADDRESS = {Oh-Okayama, Meguro-ku, Tokyo 152--8852, Japan} }
@techreport{kojima16,
AUTHOR = {M. Kojima},
TITLE = {An Extension of Sums of Squares Relaxations to Polynomial Optimization Problems over Symmetric Cones},
YEAR = 2004,
MONTH = {April},
NUMBER = {B--406},
URL={http://www.optimization-online.org/DB_HTML/2004/04/862.html
or http://www.is.titech.ac.jp/~kojima/sdp.html},
INSTITUTION= {Department of Information Sciences, Tokyo Institute of
Technology},
ADDRESS = {Oh-Okayama, Meguro-ku, Tokyo 152--8852, Japan} }
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AUTHOR = {M. Kojima and S. Kim and H. Waki},
TITLE = {Sparsity in sums of squares of polynomials},
YEAR = 2005,
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VOLUME = 103,
NUMBER = 1,
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TITLE = {Semidefinite programming vs LP relaxations for
polynomial programming},
JOURNAL = mor,
YEAR = 2002,
VOLUME = 27,
PAGES = {347--360},
URL={http://www.optimization-online.org/DB_HTML/2001/12/412.html} }
@techreport{lasserre5,
AUTHOR = {J. B. Lasserre},
TITLE = {Optimality conditions and {LMI} relaxations for 0--1 programs},
YEAR = 2000,
NUMBER = {00099},
INSTITUTION={LAAS},
ADDRESS = {Toulouse, France} }
@incollection{lasserre6,
AUTHOR = {J. B. Lasserre},
TITLE = {An explicit exact {SDP} relaxation for nonlinear 0-1 programs},
YEAR = 2001,
BOOKTITLE= {IPCO 2001},
SERIES = {Lecture Notes in Computer Science},
EDITOR = {K. Aardel and A. M. H. Gerards},
VOLUME = 2081,
PUBLISHER= {Springer},
ADDRESS = {Berlin},
PAGES = {293--303} }
@article{lasserre7,
AUTHOR = {J. B. Lasserre},
TITLE = {Global optimization with polynomials and the problem
of moments},
JOURNAL = siopt,
YEAR = 2001,
VOLUME = 11,
PAGES = {796--817} }
@techreport{lasserre8,
AUTHOR = {J. B. Lasserre},
TITLE = {Integer programming, duality, and superadditive functions},
YEAR = 2003,
INSTITUTION={LAAS},
ADDRESS = {Toulouse, France},
URL={http://www.optimization-online.org/DB_HTML/2004/03/848.html} }
@techreport{lasserre9,
AUTHOR = {J. B. Lasserre},
TITLE = {A moment approach to analyze zeros of triangular
polynomial sets},
YEAR = 2004,
INSTITUTION={LAAS},
ADDRESS = {Toulouse, France},
URL={http://www.optimization-online.org/DB_HTML/2004/03/840.html} }
@techreport{lasserre10,
AUTHOR = {J. B. Lasserre and T. Prieto-Rumeau},
TITLE = {SDP vs. LP relaxations for the moment approach in some
performance evaluation problems},
YEAR = 2004,
INSTITUTION={LAAS},
ADDRESS = {Toulouse, France},
NOTE={To appear in {\em Stochastic Models}},
URL={http://www.optimization-online.org/DB_HTML/2004/04/868.html} }
@techreport{lasserre11,
AUTHOR = {J. B. Lasserre},
TITLE = {Generating functions and duality for integer programs},
YEAR = 2003,
INSTITUTION={LAAS},
ADDRESS = {Toulouse, France},
NOTE={To appear in {\em Disrete Optimization}},
URL={http://www.optimization-online.org/DB_HTML/2003/12/786.html} }
@article{lasserre12,
AUTHOR = {J. B. Lasserre},
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YEAR = 2004,
JOURNAL = do,
VOLUME = 1,
NUMBER = 1,
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AUTHOR = {J. B. Lasserre},
TITLE = {Polynomial programming: {LP}-relaxations also converge},
YEAR = 2005,
JOURNAL = siopt,
VOLUME = 15,
NUMBER = 2,
PAGES = {383--393} }
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AUTHOR = {J. B. Lasserre},
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YEAR = 2006,
JOURNAL = siopt,
VOLUME = 16,
NUMBER = 3,
PAGES = {751--765} }
@article{lasserre15,
AUTHOR = {J. B. Lasserre},
TITLE = {Sum of squares approximations of polynomials,
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YEAR = 2006,
JOURNAL = siopt,
VOLUME = 16,
NUMBER = 2,
PAGES = {610--628} }
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AUTHOR = {J. B. Lasserre},
TITLE = {A semidefinite programming approach to the generalized
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YEAR = 2008,
JOURNAL = mathprog,
VOLUME = 112,
NUMBER = 1,
PAGES = {65--92}}
@article{lasserre17,
AUTHOR = {J. B. Lasserre},
TITLE = {Convexity in semialgebraic geometry and polynomial
optimization},
YEAR = 2009,
JOURNAL = siopt,
VOLUME = 19,
NUMBER = 4,
PAGES = {1995--2014}}
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URL={http://www.cwi.nl/~monique/ } }
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PUBLISHER= {AMS},
ADDRESS = {Providence, Rhode Island},
YEAR = 1998 }
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NUMBER = 1,
YEAR = 2007,
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@incollection{laurent11,
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EDITOR = {M. Anjos and J. Lasserre},
PAGES = {25--60},
PUBLISHER= {Springer},
URL={http://www.optimization-online.org/DB_HTML/2010/08/2705.html}}
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AUTHOR = {M. Laurent},
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PUBLISHER= {Springer},
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YEAR = 2012,
VOLUME = 27,
NUMBER = 1,
PAGES = {92--107}}
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TITLE = {Combinatorial Optimization: Networks and Matroids},
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EDITOR = {E. L. Lawler and J. K. Lenstra and A. H. G. Rinnooy Kan
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AUTHOR = {S. Lawphongpanich and D. W. Hearn},
TITLE = {An MPEC approach to second best toll pricing},
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TITLE = {{IMPReSS}: an automated production-planning and
delivery-quotation system at {Harris} {Corporation} -- Semiconductor
Sector},
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YEAR = 1996,
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@article{leblanc1,
AUTHOR = {L. J. LeBlanc and J. Chifflet and P. Mahey},
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YEAR = 1999,
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VOLUME = 11,
PAGES = {188--197} }
@article{lederer1,
AUTHOR = {P. J. Lederer and R. S. Nambimadom},
TITLE = {Airline network design},
YEAR = 1998,
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@article{ledoit1,
AUTHOR = {O. Ledoit and M. Wolf},
TITLE = {Improved estimation of the covariance matrix of stock returns
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YEAR = 2003,
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PAGES = {603--621} }
@inproceedings{rusty1,
AUTHOR = {E. E. Lee and J. E. Mitchell and W. A. Wallace},
TITLE = {Disruptions in interdependent infrastructure
systems: a network flows approach},
YEAR = 2004,
BOOKTITLE= {Proceedings of the 2004 NSF Design, Service and Manufacturing
Grantees and Research Conference, Dallas, January 5-8, 2004},
URL={http://www.rpi.edu/~mitchj/papers/dmii.html} }
@inproceedings{rusty2,
AUTHOR = {E. E. Lee and J. E. Mitchell and W. A. Wallace},
TITLE = {Assessing Vulnerability of Proposed Designs for
Interdependent Infrastructure Systems},
YEAR = 2004,
BOOKTITLE= {Proceedings of the 37th Annual Hawaii International Conference
on System Sciences (HICSS'04), January 05 - 08, 2004, Big Island, Hawaii},
PUBLISHER= {IEEE},
URL={http://www.rpi.edu/~mitchj/papers/AssessingVulnerability.html} }
@inproceedings{rusty3,
AUTHOR = {E. E. Lee and W. A. Wallace and J. E. Mitchell},
TITLE = {Extreme Events and the Sustainability of Civil
Infrastructure Systems},
YEAR = 2004,
BOOKTITLE= {Proceedings of the International Workshop on Integrated
Life-Cycle Management of Infrastructures, Hong Kong, December 2004},
URL={http://www.rpi.edu/~mitchj/papers/sustainability.html} }
@inproceedings{rusty4,
AUTHOR = {E. E. Lee and W. A. Wallace and J. E. Mitchell and
D. Mendon\c{c}a},
TITLE = {Decision technologies for protection of critical
infrastructures},
YEAR = 2005,
BOOKTITLE= {Proceedings of "Working Together: R&D Partnerships in
Homeland Security", Boston, May 2005},
URL={http://www.rpi.edu/~mitchj/papers/decisiontechnologies.html} }
@article{rusty5,
AUTHOR = {E. E. Lee and J. E. Mitchell and W. A. Wallace},
TITLE = {Restoration of services in interdependent infrastructure
systems: a network flows approach},
YEAR = 2007,
JOURNAL = ieeeSMCC,
VOLUME = 37,
NUMBER = 6,
PAGES = {1303--1317},
URL={http://www.rpi.edu/~mitchj/papers/restorationIIS.html} }
@phdthesis{rusty6,
AUTHOR = {E. E. Lee},
TITLE = {Assessing Vulnerability and
Managing Disruptions to Interdependent Infrastructure Systems: A
Network Flows Approach},
YEAR = 2006,
SCHOOL = {DSES, Rensselaer Polytechnic Institute},
ADDRESS = {Troy, NY} }
@incollection{rusty7,
AUTHOR = {E. E. Lee and J. E. Mitchell and W. A. Wallace},
TITLE = {Network Flow Approaches for Analyzing and Managing Disruptions
to Interdependent Infrastructure Systems},
YEAR = 2009,
BOOKTITLE= {Wiley Handbook of Science and Technology for Homeland Security},
VOLUME = 2,
EDITOR = {John G. Voeller},
PAGES = {1419--1428},
PUBLISHER= {John Wiley},
URL={http://mrw.interscience.wiley.com/emrw/9780470087923/hhs/article/hhs686/current/abstract} }
@article{Lee,
AUTHOR = {J. Lee},
TITLE = {Characterizations of the dimension for classes of concordant
polytopes},
YEAR = 1990,
JOURNAL = mor,
VOLUME = {15(1)},
PAGES = {139--154} }
@article{Lee2,
AUTHOR = {J. Lee},
TITLE = {A spectral approach to polyhedral dimension},
YEAR = 1990,
JOURNAL = mathprog,
VOLUME = {47(3)},
PAGES = {441--459} }
@techreport{lee3,
AUTHOR = {J. Lee and J. Leung},
TITLE = {On the {Boolean} quadric forest polytope},
YEAR = 1993,
MONTH = {July},
INSTITUTION={Department of Mathematics, University of Kentucky},
ADDRESS = {Lexington, Kentucky 40506},
NOTE = {Revised: August, 1995} }
@article{lee4,
AUTHOR = {J. Lee},
TITLE = {Subspaces with well-scaled frames},
JOURNAL = laa,
YEAR = 1989,
VOLUME = {114/115},
PAGES = {21--56} }
@article{lee5,
AUTHOR = {J. Lee},
TITLE = {Hoffman's circle untangled},
JOURNAL = sirev,
YEAR = 1997,
VOLUME = {39},
PAGES = {98--105} }
@article{lee6,
AUTHOR = {J. Lee and W. D. Morris},
TITLE = {Geometric Comparison Of Combinatorial Polytopes},
JOURNAL = dam,
VOLUME = 55,
YEAR = 1994,
PAGES = {163--182} }
@article{lee7,
AUTHOR = {J. Lee},
TITLE = {Constrained maximum-entropy sampling},
YEAR = 1998,
JOURNAL = or,
VOLUME = 46,
PAGES = {655--664} }
@article{lee8,
AUTHOR = {J. Lee and J. Leung},
TITLE = {A comparison of two edge-coloring formulations},
YEAR = 1993,
JOURNAL = orl,
VOLUME = {13(4)},
PAGES = {215--223} }
@article{lee9,
AUTHOR = {J. Lee and J. Williams},
TITLE = {A linear integer programming bound for
maximum-entropy sampling},
YEAR = 2002,
JOURNAL = mathprog,
VOLUME = 94,
NUMBER = {2--3},
PAGES = {257--278} }
@article{lee10,
AUTHOR = {J. Lee and J. Leung and F. Margot},
TITLE = {Min-up/min-down polytopes},
YEAR = 2004,
JOURNAL = do,
VOLUME = 1,
NUMBER = 1,
PAGES = {77--85} }
@book{lee11,
AUTHOR = {J. Lee},
TITLE = {A First Course in Combinatorial Optimization},
YEAR = 2004,
PUBLISHER = {Cambridge University Press},
ADDRESS = {Cambridge},
ISBN = {0-521-81151-1} }
@article{lee12,
AUTHOR = {J. Lee and B. Zou},
TITLE = {Optimal rank-sparsity decomposition},
YEAR = 2014,
JOURNAL = jogo,
VOLUME = 60,
NUMBER = 2,
PAGES = {307--315} }
@article{eva1,
AUTHOR = {R. J. Gallagher and E. K. Lee and D. A. Patterson},
TITLE = {Constrained discriminant analysis via 0/1 mixed integer
programming},
YEAR = 1997,
JOURNAL = {Annals of Operations Research ---
Non-Traditional Approaches to Statistical Classification and Regression},
VOLUME = 74,
PAGES = {65--88} }
@inproceedings{eva2,
AUTHOR = {E. K. Lee and J. E. Mitchell},
TITLE = {Computational experience in nonlinear mixed
integer programming},
YEAR = 1997,
BOOKTITLE={Proceedings of Symposium on Operations Research,
August 1996, Braunschweig, Germany},
PUBLISHER= {Springer-Verlag},
PAGES = {95--100},
URL_CONFERENCE={http://moa.math.nat.tu-bs.de/sor96/welcome.html} }
@inproceedings{eva3,
AUTHOR = {E. K. Lee and J. E. 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. Frenk {\em et al.}},
PUBLISHER= {Kluwer Academic Publishers},
ADDRESS = {Dordrecht, The Netherlands},
PAGES = {329--347},
CHAPTER = 13,
URL= {http://akula.isye.gatech.edu/~evakylee/postscript/hpopt97.ps} }
@techreport{Lee_MIPSOL,
AUTHOR = {E. K. Lee},
TITLE = {Computational Experience of a General Purpose Mixed 0/1 Integer
Programming Solver (MIPSOL)},
YEAR = 1997,
INSTITUTION={Industrial and Systems Engineering, Georgia Institute of
Technology},
ADDRESS = {Atlanta, GA},
URL= {http://akula.isye.gatech.edu/~evakylee/postscript} }
@techreport{Lee_radiation,
AUTHOR = {E. K. Lee},
TITLE = {A Branch-and-Cut Approach to Treatment Plan
Optimization for Permanent Prostate Implants},
YEAR = 1997,
INSTITUTION={Industrial and Systems Engineering, Georgia Institute of
Technology},
ADDRESS = {Atlanta, GA},
URL= {http://akula.isye.gatech.edu/~evakylee/postscript} }
@incollection{eva6,
AUTHOR = {E. K. Lee and J. E. 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. Zaider},
TITLE = {Mixed Integer Programming Approaches to
Treatment Planning for Brachytherapy -- Application to
Permanent Prostate Implants},
YEAR = 2000,
INSTITUTION={Industrial and Systems Engineering, Georgia Institute of
Technology},
ADDRESS = {Atlanta, GA},
NOTE={{\em Annals of Operations Research},
to appear.},
URL= {http://akula.isye.gatech.edu/~evakylee/postscript} }
@techreport{eva8,
AUTHOR = {E. K. Lee and E. L. Johnson and G. L. Nemhauser},
TITLE = {A Matrix Reduction and Perturbation Approach for Solving
Dense Mixed
Integer Programs and its Applications to {MIP} Instances Arising from Permanent
Prostate Implants},
YEAR = 2000,
INSTITUTION={Industrial and Systems Engineering, Georgia Institute of
Technology},
ADDRESS = {Atlanta, GA},
NOTE={{\em Operations Research}, in review.},
URL= {http://akula.isye.gatech.edu/~evakylee/postscript} }
@techreport{eva9,
AUTHOR = {E. K. Lee and R. J. Gallagher and A. Campbell and M. Prausnitz},
TITLE = {Prediction of ultrasonic cell membrane disruption using
statistical
analysis and machine learning techniques applied to acoustic spectra},
YEAR = 2001,
INSTITUTION={Industrial and Systems Engineering, Georgia Institute of
Technology},
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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. Mitchell},
TITLE = {Polynomial interior point cutting plane methods},
YEAR = 2003,
JOURNAL = oms,
VOLUME = 18,
NUMBER = 5,
PAGES = {507--534},
URL={http://www.rpi.edu/~mitchj/papers/logvolcuts.html} }
@article{JEM_selorth,
AUTHOR = {J. E. Mitchell and S. Ramaswamy},
TITLE = {Using selective orthonormalization
to update the analytic center after the addition of multiple cuts},
YEAR = 2005,
JOURNAL = jota,
VOLUME = 125,
NUMBER = 2,
PAGES = {431--451},
URL={http://www.rpi.edu/~mitchj/papers/selorth.html} }
@techreport{JEM_transcosts,
AUTHOR = {J. E. Mitchell and S. Braun},
TITLE = {Rebalancing an Investment Portfolio in the Presence of
Transaction Costs},
YEAR = 2002,
MONTH = {November},
INSTITUTION={Mathematical Sciences, Rensselaer Polytechnic Institute},
ADDRESS = {Troy, NY 12180},
URL={http://www.rpi.edu/~mitchj/papers/transcosts.html} }
@incollection{JEM_lp4t,
AUTHOR = {J. E. Mitchell and K. Farwell and D. Ramsden},
TITLE = {Interior point methods for large-scale linear programming},
YEAR = 2006,
BOOKTITLE={Handbook of Optimization in Telecommunications},
EDITOR = {M. G. C. Resende and P. M. Pardalos},
PAGES = {3--25},
CHAPTER = 1,
PUBLISHER={Spinger Science + Business Media},
ADDRESS = {New York},
URL={http://www.rpi.edu/~mitchj/papers/lp4telecom.html} }
@techreport{JEM_convtranscosts,
AUTHOR = {J. E. Mitchell and S. Braun},
TITLE = {Rebalancing an Investment Portfolio in the Presence of
Convex Transaction Costs},
YEAR = 2004,
MONTH = {December},
INSTITUTION={Mathematical Sciences, Rensselaer Polytechnic Institute},
ADDRESS = {Troy, NY 12180},
URL={http://www.rpi.edu/~mitchj/papers/transcostsconvex.html} }
@article{JEM_coneGS,
AUTHOR = {J. E. Mitchell and V. L. Basescu},
TITLE = {Selective {Gram}-{Schmidt} orthonormalization for
conic cutting surface algorithms},
YEAR = 2008,
JOURNAL = mmor,
VOLUME = 67,
NUMBER = 1,
PAGES = {91--115},
URL={http://www.rpi.edu/~mitchj/papers/coneGS.html} }
@incollection{JEM_tutORial,
AUTHOR = {J. E. Mitchell},
TITLE = {Cutting plane methods and subgradient methods},
YEAR = 2009,
BOOKTITLE= {TutORials in Operations Research},
EDITOR = {M. Oskoorouchi},
CHAPTER = 2,
PAGES = {34--61},
PUBLISHER= {INFORMS},
ADDRESS = {Hanover, MD},
URL={http://www.rpi.edu/~mitchj/papers/JEMtutORial.html}}
@incollection{JEM_EORMS,
AUTHOR = {J. E. Mitchell},
TITLE = {Branch and Cut},
YEAR = 2011,
MONTH = {February},
BOOKTITLE= {Encyclopedia of Operations Research and Management Science},
EDITOR = {J. J. Cochran},
PUBLISHER= {Wiley},
URL={http://www.rpi.edu/~mitchj/papers/EORMS_JEM_BnC.html} }
@article{JEMPYu_QCQP,
AUTHOR = {J. E. Mitchell and J.S. Pang and B. Yu},
TITLE = {Convex quadratic relaxations of nonconvex quadratically
constrained quadratic programs},
YEAR = 2014,
JOURNAL = oms,
VOLUME = 29,
NUMBER = 1,
PAGES = {120--136},
URL={http://eaton.math.rpi.edu/faculty/Mitchell/papers/convexifyingQP.html}}
@incollection{JEMPYuMOPTA,
AUTHOR = {J. E. Mitchell and J.S. Pang and B. Yu},
TITLE = {Obtaining tighter relaxations of mathematical programs
with complementarity constraints},
YEAR = 2012,
BOOKTITLE= {Modeling and Optimization: Theory and Applications},
EDITOR = {T. Terlaky and F. Curtis},
CHAPTER = 1,
PAGES = {1--23},
SERIES = {Springer Proceedings in Mathematics and Statistics},
PUBLISHER= {Springer},
ADDRESS = {New York},
VOLUME = 21,
URL={http://eaton.math.rpi.edu/faculty/Mitchell/papers/tightenGeneralCuts.html}}
@article{JEMBraunOMS,
AUTHOR = {J. E. Mitchell and S. Braun},
TITLE = {Rebalancing an investment portfolio in the presence of
transaction costs including market impact costs},
JOURNAL = oms,
YEAR = 2013,
VOLUME = 28,
NUMBER = 3,
PAGES = {523--542},
DOI={10.1080/10556788.2012.717940},
URL={http://eaton.math.rpi.edu/faculty/Mitchell/papers/trans_marketimpact_rescale.html}}
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YEAR = 2008,
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VOLUME = 42,
NUMBER = 4,
PAGES = {475--513} }
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VOLUME = 20,
NUMBER = 2,
PAGES = {573--601} }
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AUTHOR = {A. Mitsos and P. Lemonidis and C. K. Lee and P. I. Barton},
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YEAR = 2009,
PAGES = {77--113}}
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YEAR = 2008,
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AUTHOR = {R. D. C. Monteiro and I. Adler},
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INSTITUTION = {Department of Industrial Engineering and Operations Research,
University of California},
YEAR = 1987,
ADDRESS = {Berkeley, CA} }
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AUTHOR = {R. D. C. Monteiro and I. Adler and M. G. C. Resende},
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linear and convex quadratic programming and its
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YEAR = 1993,
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VOLUME = 10,
PAGES = {51--77} }
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algorithms for linearly constrained convex programs},
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INSTITUTION= {School of Industrial and Systems Engineering,
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ADDRESS = {Atlanta, Georgia 30332} }
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convex quadratic programming},
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JOURNAL = siopt,
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PAGES = {26--58} }
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YEAR = 1998,
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PAGES = {283--313} }
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Algorithms for Semidefinite Programming},
YEAR = 1997,
JOURNAL = siopt,
VOLUME = 7,
PAGES = {663--678} }
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AUTHOR = {R. D. C. Monteiro},
TITLE = {On Two Interior-Point Mappings for Nonlinear Semidefinite
Complementarity Problems},
YEAR = 1996,
MONTH = {May},
INSTITUTION={School of Industrial and Systems Engineering,
Georgia Institute of Technology},
ADDRESS = {Atlanta, GA 30332},
URL={http://www.isye.gatech.edu/~monteiro/tech_reports/gsncp.ps} }
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AUTHOR = {R. D. C. Monteiro and Y. Zhang},
TITLE = {A Unified Analysis for a Class of Path-Following Primal-Dual
Interior-Point Algorithms for Semidefinite Programming},
JOURNAL = mathprog,
YEAR = 1998,
VOLUME = 81,
PAGES = {281--299},
URL={ftp://pc5.math.umbc.edu/pub/mz_sdp.ps.gz}}
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AUTHOR = {R. D. C. Monteiro and P. Zanjacomo},
TITLE = {A Note on the Existence of the Alizadeh-Haeberly-Overton
Direction for Semidefinite Programming},
YEAR = 1997,
JOURNAL = mathprog,
PAGES = {393--396},
URL={http://www.isye.gatech.edu/~monteiro/tech_reports/note.ps} }
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AUTHOR = {R. D. C. Monteiro and S. Mehrotra},
TITLE = {A general parametric analysis approach and its
implication to sensitivity analysis in interior point methods},
JOURNAL = mathprog,
YEAR = 1996,
VOLUME = 72,
PAGES = {65--82} }
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AUTHOR = {R. D. C. Monteiro},
TITLE = {Polynomial Convergence of Primal-Dual Algorithms for
Semidefinite Programming Based on Monteiro and Zhang
Family of Directions},
YEAR = 1998,
JOURNAL = siopt,
VOLUME = 8,
PAGES = {797--812},
URL={http://www.isye.gatech.edu/~monteiro/tech_reports/aho.ps} }
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AUTHOR = {R. D. C. Monteiro and T. Tsuchiya},
TITLE = {Polynomiality of Primal-Dual Algorithms for
Semidefinite Linear Complementarity Problems Based
on the {Kojima}-{Shindoh}-{Hara} Family of Directions},
YEAR = 1999,
JOURNAL = mathprog,
VOLUME = 84,
PAGES = {39--53},
URL={http://www.isye.gatech.edu/~monteiro/tech_reports/ksh.ps} }
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AUTHOR = {R. D. C. Monteiro and T. Tsuchiya},
TITLE = {Polynomial Convergence of a New Family of Primal-Dual
Algorithms for Semidefinite Programming},
YEAR = 1999,
JOURNAL = siopt,
VOLUME = {9(3)},
PAGES = {551--577},
URL={http://www.isye.gatech.edu/~monteiro/tech_reports/mtfam.ps} }
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AUTHOR = {R. D. C. Monteiro and J.S. Pang},
TITLE = {A Potential Reduction Newton Method for Constrained Equations},
YEAR = 1999,
JOURNAL = siopt,
VOLUME = {9(3)},
PAGES = {729--754},
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Theory and Algorithms",
year = "1993",
series = "SIAM Publications",
publisher = "SIAM",
address = "Philadelphia, USA"
}
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INSTITUTION={CORE, Catholic University of Louvain},
ADDRESS = {Louvain-la-Neuve, Belgium},
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or http://www.optimization-online.org/DB_HTML/2006/04/1358.html
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NUM = {},
YEAR = 2011,
PAGES = {}}
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INSTITUTION={ Center for Operations Research and Econometrics (CORE),
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ADDRESS = {Belgium},
NUMBER = 29,
URL={http://www.optimization-online.org/DB_HTML/2010/08/2697.html}}
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oldDATE = {November, 1998},
oldTITLE= {On the Accuracy of Nonlinear Optimization Algorithms},
INSTITUTION={CERFACS},
ADDRESS = {Toulouse, France},
ABSTRACT= {
It is well known that the norm of the gradient may be unreliable
as a stopping test in unconstrained optimization, and that it often
exhibits oscillations in the course of the optimization. In this paper
we present results describing the properties of the gradient norm for the
steepest descent method applied to quadratic objective functions. We
also make some general observations that apply to nonlinear
problems, relating the gradient norm, the objective function value,
and the path generated by the iterates.},
oldABSTRACT={This paper considers the accuracy in the solution,
and the behavior
of the gradient in algorithms for unconstrained minimization. We argue
that the final gradient value may depend on the path followed by the
iterates, and that the accuracy in the function is related to the speed
of convergence. An in-depth analysis of the steepest descent method on
quadratic functions is presented. It reveals unexpected properties of the
sequence of gradient norms. Some observations on the behavior of the
gradient norm in Newton's method and limited memory methods are also made.},
URL={http://www.cerfacs.fr/~sartena/cve.html#pub
or http://www.ece.nwu.edu/~nocedal/PSfiles/accuracy.ps.gz} }
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