%%%
%%% 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{anips = "Advances in Neural Information Processing Systems"}
@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{cj = "The Computer Journal"}
@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{ejc = "European Journal of Combinatorics"}
@string{ejla = "Electronic Journal of Linear Algebra"}
@string{ejor = "European Journal of Operational Research"}
@string{endm = "Electronic Notes in Discrete Mathematics"}
@string{epes = "Electrical Power and Energy Systems"}
@string{esa = "Expert Systems with Applications"}
@string{fcm = "Foundations of Computational Mathematics"}
@string{ftml = "Foundations and Trends in Machine Learning"}
@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{ieeeTAC = "IEEE Transactions on Automatic Control"}
@string{ieeeTR = "IEEE Transactions on Reliability"}
@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{ijmpc = "International Journal of Modern Physics C: Computational
Physics and Physical Computation"}
@string{ijpam = "International Journal of Pure and Applied Mathematics"}
@string{imana = "IMA Journal of Numerical Analysis"}
@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{jima = "Journal of the Institute of Mathematics and its Applications"}
@string{jis = "Journal of Infrastructure Systems"}
@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{mc = "Mathematics of Computation"}
@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{ors = "OR Spectrum"}
@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{rurds = "Review of Urban and Regional Development Studies"}
@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{ss = "Statistical Science"}
@string{scm = "Supply Chain Management: An International Journal"}
@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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={
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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
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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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Non-Linear Programming Problems},
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ADDRESS = {180 Queen's Gate, London SW7 2BZ, UK},
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0-1 {MINLP} problems},
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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},
URLurl={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},
URLurl={
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},
URLurl={
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},
URLurl={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},
URLurl={http://orion.math.uwaterloo.ca/~hwolkowi/henry/reports/ABSTRACTS.html#SNLsurvey}}
@article{alhasan1,
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NUMBER = 1,
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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},
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Convergence Rates, Stability and Numerical Results},
YEAR = 1998,
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PAGES = {746--768},
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AUTHOR = {F. Alizadeh and J.-P.\ Haeberly and M. L. Overton},
TITLE = {Complementarity and nondegeneracy in semidefinite programming},
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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},
URLurl={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},
URLurl={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},
URLurl={http://karush.rutgers.edu/~alizadeh/MYPAPERS/sqlpoly.ps.gz} }
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TITLE = {Second-order cone programming},
YEAR = 2003,
JOURNAL = mathprog,
VOLUME = 95,
NUMBER = 1,
PAGES = {3--51},
URLurl={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} }
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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,
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NUMBER = 2,
PAGES = {273--286} }
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TITLE = {Convex optimization problems involving finite
autocorrelation sequences},
YEAR = 2002,
JOURNAL = mathprog,
VOLUME = 93,
NUMBER = 3,
PAGES = {331--359},
URLurl={http://www.optimization-online.org/DB_HTML/2001/01/262.html} }
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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} }
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AUTHOR = {R. F. Almgren and C. Thum and E. Hauptmann and H. Li},
TITLE = {Equity market impact},
YEAR = 2005,
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MONTH = {July},
URLurl={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 }}
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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},
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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},
URLurl={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} }
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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} }
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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} }
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AUTHOR = {G. Anandalingam and T. L. Friesz},
TITLE = {Hierarchical optimization: an introduction},
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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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={ftp://www.samnet.ou.dk/pub/papers/eda/papers/aposlp.ps.gz
or: http://www.samnet.ou.dk/~eda} }
@article{andersen9,
AUTHOR = {E. D. Andersen and Y. Ye},
TITLE = {Combining interior-point and pivoting algorithms for
linear programming},
YEAR = 1996,
JOURNAL = mgtsci,
VOLUME = 42,
NUMBER = 12,
PAGES = {1719--1731}}
@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},
URLurl={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},
URLurl=
{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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={
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},
URLurl={
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},
URLurl={
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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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.},
URLurl={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.},
URLurl={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.},
URLurl={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.},
URLurl={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.},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
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AUTHOR = {A. Ben-Tal and F. Jarre and M. Ko\check{c}vara and
A. Nemirovski and J. Zowe},
TITLE = {Optimal Design of Trusses Under a Nonconvex Global
Buckling Constraint},
YEAR = 2000,
JOURNAL = opte,
VOLUME = 1,
NUMBER = 1,
PAGES = {189--213} }
@article{bental10,
AUTHOR = {A. Ben-Tal and A. Nemirovski},
TITLE = {Robust solutions of linear programming problems contaminated
with uncertain data},
YEAR = 2000,
JOURNAL = mathprog,
VOLUME = 88,
NUMBER = 3,
PAGES = {411--424},
URLurl={
http://link.springer-ny.com/link/service/journals/10107/bibs/0088003/00880411.htm
} }
@article{bental11,
AUTHOR = {A. Ben-Tal and M. Teboulle},
TITLE = {A conjugate duality scheme generating a new class of
differentiable duals},
YEAR = 1996,
JOURNAL = siopt,
VOLUME = 6,
NUMBER = 3,
PAGES = {617--625} }
@incollection{bental12,
AUTHOR = {A. Ben-Tal and A. Ben-Israel and E. Rosinger},
TITLE = {A {Helly} type theorem and semi-infinite programming},
YEAR = 1979,
BOOKTITLE= {Constructive Approaches to Mathematical models},
EDITOR = {C. V. Coffman and G. J. Fix},
PUBLISHER= {Academic Press},
ADDRESS = {New York},
PAGES = {127--135} }
@book{bental13,
AUTHOR = {A. Ben-Tal and A. Nemirovski},
TITLE = {Lectures on Modern Convex Optimization:
Analysis, Algorithms, and Engineering Applications},
PUBLISHER= {SIAM},
SERIES = {MPS/SIAM Series on Optimization},
VOLUME = 2,
YEAR = 2001,
ADDRESS = {Philadelphia} }
@article{bental14,
AUTHOR = {A. Ben-Tal and M. Teboulle},
TITLE = {Hidden convexity in some nonconvex quadratically constrained
quadratic programming},
YEAR = 1996,
JOURNAL = mathprog,
VOLUME = 72,
NUMBER = 1,
PAGES = {51--63} }
@article{bental15,
AUTHOR = {A. Ben-Tal and A. Nemirovski},
TITLE = {Robust optimization --- methodology and applications},
YEAR = 2003,
JOURNAL = mathprog,
VOLUME = 92,
NUMBER = 3,
PAGES = {453--480} }
@article{bental16,
AUTHOR = {A. Ben-Tal and A. Goryashko and E. Guslitzer and
A. Nemirovski},
TITLE = {Adjustable robust solutions of uncertain linear programs},
YEAR = 2004,
JOURNAL = mathprog,
VOLUME = 99,
NUMBER = 2,
PAGES = {351--376} }
@article{bental17,
AUTHOR = {A. Ben-Tal and A. Nemirovski},
TITLE = {Non-euclidean restricted memory level method for
large-scale convex optimization},
YEAR = 2005,
JOURNAL = mathprog,
VOLUME = 102,
NUMBER = 3,
PAGES = {407--456} }
@techreport{bental18,
AUTHOR = {A. Ben-Tal and S. Boyd and A. Nemirovski},
TITLE = {Control of Uncertainty-Affected Discrete Time Linear Systems
via Convex Programming},
YEAR = 2005,
INSTITUTION={ISYE, Georgia Tech},
ADDRESS = {Altanta, GA},
URLurl={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,
URLurl={http://press.princeton.edu/titles/9099.html}}
@techreport{bentham1,
AUTHOR = {{H. van} Bentham and A. Hipolito and B. Jansen and C. Roos and
T. Terlaky and J. Warners},
TITLE = {Radio link frequency assignment project, {Technical} annex
{T}--2.3.2: {Potential} reduction methods},
YEAR = 1995,
INSTITUTION={Faculty of Technical Mathematics and Informatics,
Delft University of Technology},
ADDRESS = {Delft, The Netherlands} }
@article{beraldi1,
AUTHOR = {P. Beraldi and A. Ruszczy\'nski},
TITLE = {The probabilistic set-covering problem},
JOURNAL = or,
YEAR = 2002,
VOLUME = 50,
NUMBER = 6,
PAGES = {956--967} }
@article{berenson,
AUTHOR = {A. Berenson},
TITLE = {A full reopening of stock trading is set for {Monday}},
JOURNAL = nyt,
YEAR = 2001,
MONTH = {September 14},
PAGES = {C1} }
@article{vdbFriedlander2008,
AUTHOR = {Berg, E. van den and M. P. Friedlander},
TITLE = {Probing the {P}areto frontier for basis pursuit solutions},
JOURNAL = sisc,
YEAR = 2008,
VOLUME = 31,
NUMBER = 2,
PAGES = {890--912},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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} }
@article{bermanOptimalSearch2011,
AUTHOR = {O. Berman and E. Ianovsky and D. Krass},
TITLE = {Optimal search path for service in the presence of
disruptions},
YEAR = 2011,
JOURNAL = cor,
VOLUME = 38,
NUMBER = 11,
PAGES = {1562--1571} }
@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},
URLurl={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},
URLurl={https://www.zib.de/Publications/Reports/ZR-09-23.ps.Z}}
@book{bertsekasNeuroDynamic1996,
AUTHOR = {D. P. Bertsekas and J. Tsitsiklis},
TITLE = {Neuro-dynamic Programming},
YEAR = 1996,
PUBLISHER= {Athena Scientific},
ADDRESS = {Nashua, NH, USA},
ISBN={1-886529-10-8},
URLurl={http://www.athenasc.com/ndpbook.html} }
@book{Bertsekas99,
AUTHOR = {D. P. Bertsekas},
TITLE = {Nonlinear Programming},
YEAR = 1999,
EDITION = {Second},
PUBLISHER= {Athena Scientific},
ADDRESS = {Nashua, NH, USA},
ISBN={1-886529-00-0},
URLurl={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},
URLurl={http://www.athenasc.com/convexity.html} }
@article{BTseng07,
AUTHOR = {D. P. Bertsekas and P. Tseng},
TITLE = {Set intersection theorems and existence of optimal solutions},
JOURNAL = mathprog,
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,
ADDRESS = {Nashua, NH, USA},
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{bertsimas16,
AUTHOR = {D. Bertsimas and D. B. Brown and C. Caramanis},
TITLE = {Theory and applications of robust optimization},
YEAR = 2011,
JOURNAL = sirev,
VOLUME = 53,
NUMBER = 3,
PAGES = {464--501} }
@article{bertsimas2015,
AUTHOR = {D. Bertsimas and V. Gupta and I. Ch. Paschalidis},
TITLE = {Data-driven estimation in equilibrium using inverse
optimization},
YEAR = 2015,
JOURNAL = mp,
VOLUME = 153,
NUMBER = 2,
PAGES = {595--633}}
@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}}
@inproceedings{bhatnagarReinforcement2006,
AUTHOR = {S. Bhatnagar and M. S. Abdulla},
TITLE = {A reinforcement learning based algorithm for finite
horizon {M}arkov decision processes},
YEAR = 2006,
BOOKTITLE={Proceedings of the 45th IEEE Conference on Decision
and Control},
PAGES={5519--5524}}
@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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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 50th IEEE Conference on Decision
and Control and European Control Conference (CDC-ECC)},
PAGES={2166--2173},
URLurl={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},
URLurl={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,
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@techreport{burer11,
AUTHOR = {S. Burer and R. D. C. Monteiro and Y. Zhang},
TITLE = {A Computational Study of a Gradient-Based Log-Barrier
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Nonlinear Programming},
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ALSO={combination of \cite{burer3} and \cite{burer4}},
URLurl={http://www.caam.rice.edu/~yzhang/reports/tr991723.ps
see also:
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AUTHOR = {S. Burer and R. D. C. Monteiro},
TITLE = {Local minima and convergence in low-rank semidefinite
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AUTHOR = {S. Burer},
TITLE = {Semidefinite Programming in the Space of Partial
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YEAR = 2002,
MONTH = {May},
NOTE={Revised: October 2002, January 2003},
INSTITUTION={Department of Management Sciences, University of Iowa},
ADDRESS = {Iowa City, IA},
URLurl={http://www.optimization-online.org/DB_HTML/2002/05/472.html} }
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TITLE = {Relaxing the optimality conditions of box {QP}},
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NOTE = {Revised: February, 2009},
INSTITUTION={Department of Management Sciences, University of Iowa},
ADDRESS = {Iowa City, IA 52242},
NUMBER = 024,
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or http://tippie.uiowa.edu/people/profile/profile.aspx?id=194922}}
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MONTH = {December},
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INSTITUTION={Department of Mathematics and Computer Science,
University of Dundee},
ADDRESS = {Dundee DD1 4HN, UK},
URLurl={http://www.mcs.dundee.ac.uk:8080/~sleyffer/NSfilter.ps.Z} }
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or http://www-unix.mcs.anl.gov/~leyffer/ } }
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Fachbereich Mathematik, Universit{\"a}t Dortmund},
ADDRESS = {44221 Dortmund, Germany},
URLurl={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}.} }
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Fachbereich Mathematik, Universit{\"a}t Dortmund},
ADDRESS = {44221 Dortmund, Germany},
URLurl={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
and S. T. Harding and J. L. Klepeis and C. A. Meyer and C. A. Schweiger},
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(KTH)},
ADDRESS = {SE-100 44 Stockholm, Sweden},
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NUMBER = 2,
PAGES = {666--690}}
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NOTE={First chapter, software, and other material available at
http://www.ampl.com }}
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TITLE = {{LPFML}: {A} {W3C} {XML} Schema for Linear Programming},
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MONTH = {January},
INSTITUTION={Department of Industrial Engineering and Management
Sciences, Northwestern University},
ADDRESS = {IL},
URLurl={http://www.optimization-online.org/DB_HTML/2004/02/817.html} }
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AUTHOR = {A. Frangioni and C. Gentile},
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NUMBER = 2,
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URLurl={www.di.unipi.it/~frangio/abstracts.html} }
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BOOKTITLE= {Proceedings of the European Workshop on Mixed Integer
Nonlinear Programming 2010 (EWMINLP10)},
EDITOR = {P. Bonami and L. Liberti and A. J. Miller and A. Sartenaer},
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URLurl={www.di.unipi.it/~frangio/abstracts.html} }
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AUTHOR = {A. Frangioni and C. Gentile and E. Grande and A. Pacifici},
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design problems},
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NUMBER = 5,
YEAR = 2011,
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URLurl={www.di.unipi.it/~frangio/abstracts.html} }
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AUTHOR = {A. Frangioni and C. Gentile and F. Lacalandra},
TITLE = {Sequential {L}agrangian-{MILP} approaches for unit
commitment problems},
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YEAR = 2011,
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URLurl={www.di.unipi.it/~frangio/abstracts.html} }
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AUTHOR = {A. Frangioni and B. Gendron},
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YEAR = 2013,
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AUTHOR = {J. Castro and A. Frangioni and C. Gentile},
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distances},
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NUMBER = 4,
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URLurl={www.di.unipi.it/~frangio/abstracts.html} }
@article{frangioniMP2014,
AUTHOR = {A. Frangioni and E. Gorgone},
TITLE = {Bundle methods for sum-functions with ``easy'' components:
applications to multicommodity network design},
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NUMBER = {1--2},
YEAR = 2014,
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URLurl={www.di.unipi.it/~frangio/abstracts.html} }
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AUTHOR = {A. Frangioni and L. Galli and M. G. Scutella},
TITLE = {Delay-constrained shortest paths: approximation algorithms
and second-order cone models},
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NUMBER = {online first},
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URLurl={www.di.unipi.it/~frangio/abstracts.html} }
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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},
URLurl={www.di.unipi.it/~frangio/abstracts.html} }
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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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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.},
URLurl={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.},
URLurl={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.},
URLurl={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},
URLurl={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},
URLurl={ftp://ftp.is.titech.ac.jp/pub/OpRes/articles/b-358.ps.Z
or http://www.is.titech.ac.jp/research/research-report/B/index.html
or http://www.is.titech.ac.jp/labs/kojimalab/kojima/articles/b-358.ps.Z}}
@techreport{fukuda3,
AUTHOR = {M. Fukuda and M. Kojima},
TITLE = {Interior-Point Methods for Lagrangian Duals
of Semidefinite Programs},
YEAR = 2000,
MONTH = {December},
NUMBER = {B-365},
INSTITUTION={Department of Mathematical and Computing Sciences,
Tokyo Institute of Technology},
ADDRESS = {2-12-1 Oh-Okayama, Meguro-ku, Tokyo 152--8552, Japan},
URLurl={http://ftp.is.titech.ac.jp/pub/OpRes/articles/b-365.ps.gz
or http://www.is.titech.ac.jp/research/research-report/B/index.html
or http://www.is.titech.ac.jp/~kojima/articles/b-365.ps} }
@article{fukuda4,
AUTHOR = {M. Fukuda and M. Kojima and M. Shida},
TITLE = {Lagrangian dual Interior-Point Methods for
Semidefinite Programs},
YEAR = 2002,
JOURNAL = siopt,
VOLUME = 12,
NUMBER = 4,
PAGES = {1007--1031},
URLurl={http://www.is.titech.ac.jp/research/research-report/B/B-369.ps.gz
or http://www.is.titech.ac.jp/research/research-report/B/index.html
or http://www.is.titech.ac.jp/~kojima/articles/b-369.ps} }
@article{fukuda5,
AUTHOR = {M. Fukuda and B. J. Braams and M. Nakata and M. L. Overton
and J. K. Percus and M. Yamashita and Z. Zhao},
TITLE = {Lare-scale semidefinite programs in electronic structure
calculation},
YEAR = 2007,
JOURNAL = mp,
VOLUME = 109,
NUMBER = {2--3},
PAGES = {553--580} }
@article{fukusawa1,
AUTHOR = {R. Fukusawa and H. Longo and J. Lysgaard and M. Poggi de Arag\~ao
and M. Reis and E. Uchoa and R. F. Werneck},
TITLE = {Robust branch-and-cut-and-price for the capacitated
vehicle routing problem},
YEAR = 2006,
JOURNAL = mp,
VOLUME = 106,
NUMBER = 3,
PAGES = {491--511} }
@article{fukushima1,
AUTHOR = {M. Fukushima and P. Tseng},
TITLE = {An Implementable Active-Set Algorithm for Computing a
{B}-Stationary
Point of a Mathematical Program with Linear Complementarity Constraints},
YEAR = 2002,
JOURNAL = siopt,
VOLUME = 12,
NUMBER = 3,
PAGES = {724--739},
URLurl={http://www.math.washington.edu/~tseng/personal.html
or ftp://euler.math.washington.edu/pub/tseng/papers/cont_sdp.ps}}
@article{fukushima2,
AUTHOR = {M. Fukushima and Z.-Q. Luo and J.S. Pang},
TITLE = {A globally convergent sequential quadratic programming
algorithm for mathematical programs with linear complementarity
constraints},
JOURNAL = coap,
YEAR = 1998,
VOLUME = 10,
PAGES = {5--34} }
@article{fulkerson1,
AUTHOR = {D. R. Fulkerson and G. L. Nemhauser and L. E. Trotter Jr},
TITLE = {Two computationally difficult set convering problems that
arise in computing the 1-width of incidence matrices of {Steiner}
triple systems},
JOURNAL = {Mathematical Programming Study},
YEAR = 1974,
VOLUME = 2,
PAGES = {72--81} }
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AUTHOR = {J. Furman},
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problem},
YEAR = 1996,
SCHOOL = {Mathematics Department, New Mexico Tech},
ADDRESS = {Socorro, NM 87801} }
@article{gabrel1,
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TITLE = {Exact solution of multicommodity network optimization
problems with general step cost functions},
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YEAR = 1999,
VOLUME = {25(1)},
PAGES = {15--23} }
@article{gabriel1,
AUTHOR = {S. Gabriel and R. Garcia-Bertrand and P. Sahakij and
A. J. Conejo},
TITLE = {A practical approach to approximate bilinear functions
in mathematical programming problems by using {Schur}'s decomposition
and {SOS} type 2 variables},
JOURNAL = jors,
YEAR = 2006,
VOLUME = 57,
NUMBER = 8,
PAGES = {995--1004} }
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TITLE = {Extending the {QCR} method to mixed-integer
quadratically constrained programs},
YEAR = 2012,
MONTH = {August},
INSTITUTION={Department of Management Science, Lancaster University},
ADDRESS = {Lancaster LA1 4YW, United Kingdom},
URLurl={http://www.lancs.ac.uk/staff/letchfoa/articles/qcr.pdf
or http://www.lancs.ac.uk/staff/letchfoa/publications.htm }}
@article{gallo1,
AUTHOR = {G. Gallo and M. D. Grigoriadis},
TITLE = {Network Optimization: Algorithms and Applications (Foreword)},
JOURNAL = mathprog,
YEAR = 1997,
VOLUME = 78,
PAGES = {105--108} }
@article{gallo2,
AUTHOR = {G. Gallo and C. Gentile and D. Pretolani and G. Rago},
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hypergraphs},
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YEAR = 1998,
VOLUME = 80,
PAGES = {213--237} }
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Max Cut problem},
YEAR = 2001,
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VOLUME = 90,
NUMBER = 2,
PAGES = {273--290} }
@article{gamache1,
AUTHOR = {M. Gamache and F. Soumis and G. Marquis and J. Desrosiers},
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rostering problems},
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@article{gkmmw_mpc2015,
AUTHOR = {G. Gamrath and T. Koch and A. Martin and M. Miltenberger
and D. Weninger},
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NUMBER = 4,
PAGES = {367--398} }
@article{gambardella1,
AUTHOR = {L. M. Gambardella and M. Dorigo},
TITLE = {An ant colony system hybridized with a new local search
for the sequential ordering problem},
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VOLUME = 12,
NUMBER = 3,
YEAR = 2000,
PAGES = {237--255} }
@article{garcia1,
AUTHOR = {B.-L. Garcia and J.-Y. Potvin and J.-M. Rousseau},
TITLE = {A parallel implementation of the tabu search heuristic
for vehicle routing problems with time window constraints},
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YEAR = 1994,
VOLUME = 21,
PAGES = {1025--1033} }
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AUTHOR = {M. R. Garey and D. S. Johnson and L. Stockmeyer},
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VOLUME = 1,
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AUTHOR = {M. R. Garey and D. S. Johnson},
TITLE = {Computers and intractibility: a guide to the theory of
NP-completeness},
YEAR = 1979,
PUBLISHER= {Freeman},
ADDRESS = {New York} }
@article{garfinkel1,
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against deterministic, stochastic, and insider threat},
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NUMBER = 6,
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NUMBER = 1,
PAGES = {1--13} }
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AUTHOR = {K. Gatermann and P. A. Parrilo},
TITLE = {Symmetry groups, semidefinite programs, and sums of squares},
YEAR = 2002,
MONTH = {November},
INSTITUTION={Automatic Control Laboratory,
Swiss Federal Institute of Technology},
ADDRESS = {Zurich},
URLurl={http://www.arxiv.org/abs/math.AC/0211450
or http://www.aut.ee.ethz.ch/~parrilo/pubs/index.html } }
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NUMBER = 7,
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URLurl={http://www.oxford-man.ox.ac.uk/documents/events/Liquidity_Papers/Gatheral.pdf}}
@article{Gay1,
AUTHOR = {D. M. Gay},
TITLE = {A Variant of {K}armarkar's Linear Programming Algorithm
for Problems in Standard Form},
JOURNAL = mathprog,
YEAR = 1987,
VOLUME = 37,
PAGES = {81--90} }
@article{Gay2,
AUTHOR = {D. M. Gay},
TITLE = {Electronic mail distribution of linear programming
test problems},
JOURNAL = {Mathematical Programming Society Committee on Algorithms
Newsletter},
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VOLUME = 13,
PAGES = {10--12} }
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AUTHOR = {D. M. Gay},
TITLE = {Massive memory buys little speed for complete, in-core
sparse {C}holesky factorizations on some scalar computers},
YEAR = 1991,
JOURNAL = laa,
VOLUME = 152,
PAGES = {291--314} }
@techreport{Gay8911,
AUTHOR = {D. M. Gay},
TITLE = {Stopping tests that compute optimal solutions for
interior-point linear programming algorithms},
YEAR = {1989},
INSTITUTION = {AT\&T Bell Laboratories, Murray Hill NJ},
NUMBER = {Numerical Analysis Manuscript 89--11} }
@incollection{gay5,
AUTHOR = {D. M. Gay and M. L. Overton and M. H. Wright},
TITLE = {A primal-dual interior method for nonconvex nonlinear
programming},
YEAR = 1998,
BOOKTITLE= {Advances in Nonlinear Programming},
EDITOR = {Y. Yuan {\em et al.}},
PUBLISHER= {Kluwer Academic Publishers},
ADDRESS = {Dordrecht},
PAGES = {31--56},
URLurl={http://cm.bell-labs.com/cm/cs/doc/97/4-08.ps.gz} }
@article{gendreau1,
AUTHOR = {M. Gendreau and G. Laporte and R. S\'{e}guin},
TITLE = {A tabu search heuristic for the vehicle routing problem
with stochastic demands and customers},
JOURNAL = or,
VOLUME = 44,
YEAR = 1996,
PAGES = {469--477} }
@article{gendreau2,
AUTHOR = {M. Gendreau and G. Laporte and R. S\'{e}guin},
TITLE = {An exact algorithm for the vehicle routing problem
with stochastic demands and customers},
JOURNAL = transci,
VOLUME = 29,
YEAR = 1995,
PAGES = {143--155} }
@article{gendreau3,
AUTHOR = {M. Gendreau and G. Laporte and R. S\'{e}guin},
TITLE = {A tabu search heuristic for the vehicle routing problem},
JOURNAL = mgtsci,
VOLUME = 40,
YEAR = 1994,
PAGES = {1276--1290} }
@article{Gendron:Crainic,
AUTHOR = {B. Gendron and T. G. Crainic},
TITLE = {Parallel branch-and-bound algorithms: survey and synthesis},
JOURNAL = or,
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@MASTERSTHESIS{Glineur97,
AUTHOR = {Fr. Glineur},
TITLE = {Etude des m\'{e}thodes de point int\'{e}rieur appliqu\'{e}es \`{a} la programmation lin\'{e}aire et \`{a} la programmatiuon semid\'{e}finie},
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YEAR = {1997},
MONTH = Jun,
TYPE = {Travail de fin d'\'{e}tudes \'{e}tudes},
ADDRESS = {Mons, Belgium},
URLurl = {http://mathro.fpms.ac.be/~glineur/Papers/TFE.ps.gz}}
@MASTERSTHESIS{GlineurDEA98,
AUTHOR = {Fr. Glineur},
TITLE = {Pattern separation via ellipsoids and conic programming},
SCHOOL = {Facult\'{e} Polytechnique de Mons},
YEAR = {1998},
MONTH = Sep,
TYPE = {M\'{e}moire de {D.E.A.}},
ADDRESS = {Mons, Belgium},
URLurl = {http://mathro.fpms.ac.be/~glineur/Papers/DEA.ps.gz}}
@ARTICLE{Glineur98,
AUTHOR = {Fr. Glineur},
TITLE = {Interior-point methods for linear programming: a guided tour},
JOURNAL = {Belgian Journal of Operations Research, Statistics and Computer Science},
VOLUME = {38},
NUMBER = {1},
YEAR = {1998},
PAGES = {3-30},
URLurl = {http://mathro.fpms.ac.be/~glineur/Papers/Jorbel98.ps.gz}}
@ARTICLE{Glineur00,
AUTHOR = {Fr. Glineur},
TITLE = {An extended conic formulation for geometric optimization},
INSTITUTION = {Facult\'{e} Polytechnique de Mons},
JOURNAL = {Foundations of Computing and Decision Sciences},
VOLUME = {25},
NUMBER = {3},
YEAR = {2000},
PAGES = {161-174},
URLurl = {http://mathro.fpms.ac.be/~glineur/Papers/FCDS00.ps.gz}}
@TECHREPORT{Image9901,
AUTHOR = {Fr. Glineur},
TITLE = {Interior-point methods for linear programming: a guided tour},
INSTITUTION = {Facult\'{e} Polytechnique de Mons},
TYPE = {IMAGE Technical Report},
NUMBER = {9901},
YEAR = {1999},
MONTH = Jan,
ADDRESS = {Mons, Belgium},
URLurl = {http://mathro.fpms.ac.be/~glineur/Papers/Image9901.ps.gz},
NOTE = {published as \cite{Glineur98}}}
@TECHREPORT{Image9903,
AUTHOR = {Fr. Glineur},
TITLE = {Proving strong duality for geometric optimization using a conic formulation},
INSTITUTION = {Facult\'{e} Polytechnique de Mons},
TYPE = {IMAGE Technical Report},
NUMBER = {9903},
YEAR = {1999},
MONTH = Oct,
ADDRESS = {Mons, Belgium},
URLurl = {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},
URLurl = {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},
URLurl = {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},
URLurl = {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},
URLurl = {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},
URLurl = {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},
URLurl = {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},
URLurl = {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},
URLurl = {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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TITLE = {Solving infinite-dimensional optimization problems by
polynomial approximation},
YEAR = 2010,
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ADDRESS = {Belgium},
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TITLE = {Combinatorial Optimization},
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 = {343--360} }
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{A} review of integrated strategic and tactical models and design algorithms},
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and I. Welch},
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YEAR = 2002,
MONTH = {February},
INSTITUTION={Yale School of Management},
ADDRESS = {New Haven, CT},
URLurl={http://ssrn.com/abstract=302815
or http://www.stern.nyu.edu/fin/pdfs/seminars/033f-goetzmann.pdf} }
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AUTHOR = {J.-L. Goffin},
TITLE = {Affine methods in non-differentiable optimization},
YEAR = 1987,
INSTITUTION = {Center for Operations Research and Econometrics,
Louvain-la-Neuve, Belgium},
NUMBER = 8744 }
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optimization},
YEAR = 1988,
BOOKTITLE = {Trends in Mathematical Optimization},
PUBLISHER = {Birkhauser Verlag},
EDITOR = {K.-H. Hoffmann and J.-B. Hiriart-Urruty and C. Lemarechal
and J. Zowe},
NOTE = {International Series of Numerical Mathematics, Vol 84},
ADDRESS = {Basel Boston},
PAGES = {79--91} }
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AUTHOR = {J.-L. Goffin and A. Haurie and J.-P. Vial},
TITLE = {Decomposition and nondifferentiable optimization with the
projective algorithm},
JOURNAL = mgtsci,
YEAR = {1992},
VOLUME = {38},
PAGES = {284--302} }
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YEAR = 1990,
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PAGES = {1--6} }
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@techreport{goffin6,
AUTHOR = {J.-L.\ Goffin and Z.-Q. Luo and Y. Ye},
TITLE = {Further complexity analysis of a primal-dual column
generation algorithm for convex or quasiconvex feasibility
problems},
YEAR = 1993,
MONTH = {November},
INSTITUTION={Faculty of Management, McGill University},
ADDRESS = {Montr\'{e}al, Qu\'{e}bec, Canada},
NOTE={REPLACE because this is tech report version of \cite{goffin5}}}
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NUMBER = 1,
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NUMBER = 1,
YEAR = 2001,
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PAGES = {207--211} }
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Analytic Center Method for Problems Defined by Deep Cutting Planes},
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URLurl={http://www.crt.umontreal.ca/~jlg/
or ftp://ftp.crt.umontreal.ca/pub/users/jlg/pdjota5.ps } }
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PUBLISHER={American Sciences Press},
ADDRESS = {Syracuse, New York},
NOTE = {Also published as {\em American Journal of Mathematical
and Management Sciences, Volume 13 (1993), Nos 3 \&~4} }}
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NUMBER = 109,
PAGES = {23--26},
urlURL=
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TITLE = {A logarithmic barrier function algorithm for
quadratically constrained
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PAGES = {871--886},
nnote = {See \cite{halicka3} for a counterexample},
URLurl={ftp://ieor.columbia.edu/pub/sdp_cp.ps.gz}}
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TITLE = {Robust portfolio selection problems},
YEAR = 2001,
MONTH = {December},
INSTITUTION={Department of Industrial Engineering and Operations Research,
Columbia University},
ADDRESS = {New York},
URLurl={http://www.corc.ieor.columbia.edu/reports/techreports.html
or http://www.corc.ieor.columbia.edu/reports/techreports/tr-2002-03.pdf }}
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VOLUME = 97,
NUMBER = 3,
PAGES = {495--515},
URLurl={http://www.corc.ieor.columbia.edu/reports/techreports.html
or http://www.corc.ieor.columbia.edu/reports/techreports/tr-2002-04.ps }}
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AUTHOR = {D. Goldfarb},
TITLE = {The simplex method for conic programming},
YEAR = 2002,
MONTH = {October},
INSTITUTION={Department of Industrial Engineering and Operations Research,
Columbia University},
ADDRESS = {New York},
URLurl={http://www.corc.ieor.columbia.edu/reports/techreports.html
or http://www.corc.ieor.columbia.edu/reports/techreports/tr-2002-05.ps }}
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TITLE = {A polynomial dual simplex algorithm for the generalized
circulation problem},
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VOLUME = 91,
NUMBER = 2,
PAGES = {271--288} }
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network flow problems},
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NUMBER = 2,
PAGES = {227--246} }
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AUTHOR = {D. Goldfarb and K. Scheinberg},
TITLE = {Product-form {C}holesky factorization in interior
point methods for second-order cone programming},
YEAR = 2005,
JOURNAL = mathprog,
VOLUME = 103,
NUMBER = 1,
PAGES = {153--179} }
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AUTHOR = {D. Goldfarb and K. Scheinberg},
TITLE = {A product-form {C}holesky factorization method for
handling dense columns in interior
point methods for linear programming},
YEAR = 2004,
JOURNAL = mathprog,
VOLUME = 99,
NUMBER = 1,
PAGES = {1--34} }
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AUTHOR = {Z. Wen and D. Goldfarb},
TITLE = {A line-search multigrid method for large-scale nonlinear
optimization},
YEAR = 2010,
JOURNAL = siopt,
VOLUME = 20,
NUMBER = 3,
PAGES = {1478--1503}}
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AUTHOR = {D. Goldfarb and S. Ma},
TITLE = {Convergence of Fixed Point Continuation Algorithms for
Matrix Rank Minimization},
YEAR = 2009,
INSTITUTION={Industrial Engineering and Operations Research,
Columbia University},
URLurl={http://www.columbia.edu/~sm2756/Publications.html}}
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AUTHOR = {G. H. Golub and C. F. Van Loan},
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ADDRESS = {Baltimore} }
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AUTHOR = {W. G\'omez and J. A. G\'omez},
TITLE = {Solving some special cases of Inexact Linear Programming
problems via cutting plane methods},
YEAR = 2004,
MONTH = {March},
INSTITUTION={Department of Mathematical Engineering,
University of Concepci\'on},
ADDRESS = {Chile},
URLurl={http://www.optimization-online.org/DB_HTML/2004/04/863.html} }
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ORGANIZATION = {Symposia in Applied Mathematics X,
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ADDRESS = {Providence, RI },
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AUTHOR = {R. E. Gomory},
TITLE = {An algorithm for integer solutions to linear programs},
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EDITOR = {R. L. Graves and P. Wolfe},
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TITLE = {An approach to integer programming},
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} }
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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} }
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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} }
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AUTHOR = {R. E. Gomory},
TITLE = {Early integer programming},
JOURNAL = or,
YEAR = 2002,
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NUMBER = 1,
PAGES = {78--81} }
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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},
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NUMBER = 3,
PAGES = {461--478} }
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AUTHOR = {J. Gondzio},
TITLE = {Multiple centrality corrections in a primal-dual method for
linear programming},
YEAR = 1996,
JOURNAL = coap,
VOLUME = 6,
PAGES = {137--156} }
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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},
URLurl={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},
URLurl={http://ecolu-info.unige.ch/~logilab/reports/pdcgm.ps} }
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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},
URLurl={http://ecolu-info.unige.ch/~logilab/reports/balp.ps} }
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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},
URLurl={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 }
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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},
URLurl={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},
URLurl={http://www.maths.ed.ac.uk/~gondzio/reports/oops.ps
or http://www.maths.ed.ac.uk/~gondzio/reports/oops.dvi} }
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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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
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ADDRESS = {Albuquerque NM 87185},
NOTE={To appear in {\em Proceeding of the 31st ACM Annual Symposium on
the Theory of Computing (STOC 2000), May 21-23, 2000, Portland, Oregon},
ACM Press 2000},
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compressed sensing},
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MONTH = {January},
INSTITUTION={IEOR Department, Columbia University},
ADDRESS = {New York},
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{S}-{C}-Function
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MONTH = {December},
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YEAR = 1996,
MONTH = {December},
NOTE = {Revised: October 1997},
ADDRESS = {Wuerzburg, Germany},
URLurl={http://ifamus.mathematik.uni-wuerzburg.de/~mwechs/artikel/floma1.dvi.gz
} }
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and Smooth Nonconvex Programs},
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YEAR = {To appear},
ADDRESS = {Trier, Germany},
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programs},
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Universitaet Wuerzburg, Am Hubland},
YEAR = 1999,
ADDRESS = {Wuerzburg, Germany},
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Argonne National Laboratory},
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INSTITUTION={Fakult\"at f\"ur Mathematik,
Bayerischen Julius-Maximilians-Universit\"at, W\"urzburg},
ADDRESS = {Germany},
NOTE={Habilitationsschrift},
URLurl={http://ww.opt.uni-duesseldorf.de/~jarre/papers/h.ps}}
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nonnegative relaxations},
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INSTITUTION={Mathematisches Institut, Heinrich-Heine-Universit\"{a}t,
D\"{u}sseldorf},
ADDRESS = {Germany},
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MONTH = {May},
INSTITUTION={Department of Mathematical Sciences,
Rensselaer Polytechnic Institute},
ADDRESS = {Troy, NY, USA},
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number = {2},
year = {1998},
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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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AUTHOR = {S. Joy and B. Borchers and J. E. Mitchell},
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} }
@techreport{joy3,
AUTHOR = {S. Joy and J. E. Mitchell and B. Borchers},
TITLE = {Solving {MAX-SAT} and weighted {MAX-SAT} problems using
branch-and-cut},
YEAR = {1998},
INSTITUTION={Mathematical Sciences, Rensselaer Polytechnic Institute},
ADDRESS = {Troy, NY 12180},
URLurl={http://www.rpi.edu/~mitchj/papers/jco.html} }
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AUTHOR = {J. J. J\'udice and J. M. Patr\'icio and L. F. Portugal
and M. G. C. Resende and G. Veiga},
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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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@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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl_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},
URLurl_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,
URLurl= {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},
URLurl= {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},
URLurl= {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},
URLurl= {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.},
URLurl= {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.},
URLurl= {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.},
URLurl= {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.},
URLurl= {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.},
URLurl= {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},
ADDRESS = {Atlanta, GA},
NOTE={{\em Journal of the Acoustical Society of America}, in review.},
URLurl= {http://akula.isye.gatech.edu/~evakylee/postscript} }
@article{eva10,
AUTHOR = {M. Zaider and M. Zelefsky and E. K. Lee and K. Zakian
and H. A. Amols and J. Dyke and J. Koutcher},
TITLE = {Treatment Planning for Prostate Implants Using {MR}
Spectroscopy Imaging},
YEAR = 2000,
JOURNAL = {International Journal of Radiation Oncology, Biology
and Physics},
VOLUME = 47,
NUMBER = 4,
PAGES = {1085--1096} }
@techreport{eva11,
AUTHOR = {E. K. Lee and R. J. Gallagher and D. Patterson},
TITLE = {A Linear Programming Approach to
Discriminant Analysis with a Reserved Judgment Region},
YEAR = 2000,
INSTITUTION={Industrial and Systems Engineering, Georgia Institute of
Technology},
ADDRESS = {Atlanta, GA},
NOTE={{\em INFORMS Journal on Computing}, in review.},
URLurl= {http://akula.isye.gatech.edu/~evakylee/postscript} }
@article{eva12,
AUTHOR = {E. K. Lee and R. J. Gallagher and D. Silvern and C. S. Wuu
and M. Zaider},
TITLE = {Treatment Planning for Brachytherapy:
An Integer Programming Model, Two Computational Approaches and
Experiments with Permanent Prostate Implant Planning},
YEAR = 1999,
JOURNAL = {Physics in Medicine and Biology},
VOLUME = 44,
NUMBER = 1,
PAGES = {145--165} }
@article{eva13,
AUTHOR = {D. Silvern and E. K. Lee and R. J. Gallagher and L. G. Stabile
and R. D. Ennis and C. R. Moorthy and M. Zaider},
TITLE = {Treatment Planning for Permanent Prostate Implants:
Genetic Algorithm versus Integer Programming},
YEAR = 1997,
JOURNAL = {Medical \& Biological Engineering \& Computing},
VOLUME = 35,
PAGES = {850} }
@article{eva14,
AUTHOR = {E. K. Lee and M. Zaider},
TITLE = {Determining an Effective Planning Volume for
Permanent Prostate Implants},
YEAR = 2001,
JOURNAL = {International Journal of Radiation Oncology,
Biology and Physics},
VOLUME = 49,
NUMBER = 4,
PAGES = {1197--1206} }
@article{ylee1,
AUTHOR = {Y. Lee and S. Y. Chiu and J. Ryan},
TITLE = {A branch and cut algorithm for a {Steiner} tree-star problem},
JOURNAL = joc,
VOLUME = 8,
YEAr = 1996,
PAGES = {194--201} }
@incollection{Lemar,
AUTHOR = {C. Lemar{\'{e}}chal},
TITLE = {Nondifferentiable Optimization},
BOOKTITLE= {Optimization},
PUBLISHER= {North-Holland},
YEAR = 1989,
EDITOR = {G. L. Nemhauser et al.},
CHAPTER = 7,
PAGES = {529--572} }
@article{lemarechal2,
AUTHOR = {C. Lemar{\'{e}}chal and A. Nemirovskii and Yu.\ Nesterov},
TITLE = {New variants of bundle methods},
JOURNAL = mathprog,
VOLUME = 69,
YEAR = 1995,
PAGES = {111--147} }
@article{lemarechal3,
AUTHOR = {C. Lemar{\'{e}}chal and C. Sagastiz\'{a}bal},
TITLE = {Variable metric bundle methods: {From} conceptual to
implementable forms},
JOURNAL = mathprog,
VOLUME = 76,
YEAR = 1997,
PAGES = {393--410} }
@techreport{lemarechal4,
AUTHOR = {C. Lemar{\'{e}}chal and F. Oustry},
TITLE = {Semidefinite relaxations and
{L}agrangian duality with application to
combinatorial optimization},
YEAR = 1999,
MONTH = {June},
NUMBER = {RR--3710},
INSTITUTION={INRIA Rhone-Alpes},
ADDRESS = {ZIRST - 655 avenue de l'Europe
F-38330 Montbonnot Saint-Martin, France},
URLurl={ftp://ftp.inria.fr/INRIA/publication/publi-ps-gz/RR/RR-3710.ps.gz
or http://www.inrialpes.fr/bipop/publications/lemarechal.html
or http://www.inria.fr/rrrt/rr-3710.html } }
@incollection{lemarechal4a,
AUTHOR = {C. Lemar{\'{e}}chal and F. Oustry},
TITLE = {{SDP} relaxations in combinatorial optimization
from a {L}agrangian viewpoint},
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@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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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},
URLurl={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,
URLurl={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},
URLurl={http://eaton.math.rpi.edu/faculty/Mitchell/papers/trans_marketimpact_rescale.html}}
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AUTHOR = {A. Mitsos and P. Lemonidis and P. I. Barton},
TITLE = {Global solution of bilevel programs with a nonconvex
inner program},
YEAR = 2008,
JOURNAL = jogo,
VOLUME = 42,
NUMBER = 4,
PAGES = {475--513} }
@article{mitsos2,
AUTHOR = {A. Mitsos and B. Chachuat and P. I. Barton},
TITLE = {McCormick-based relaxations of algorithms},
YEAR = 2009,
JOURNAL = siopt,
VOLUME = 20,
NUMBER = 2,
PAGES = {573--601} }
@article{mitsos3,
AUTHOR = {A. Mitsos and P. Lemonidis and C. K. Lee and P. I. Barton},
TITLE = {Relaxation-based bounds for semi-infinite programs},
JOURNAL = siopt,
VOLUME = 19,
NUMBER = 1,
YEAR = 2009,
PAGES = {77--113}}
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TITLE = {Several {SDP}-codes on problems from {SDPLIB}},
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MONTH = {November},
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@misc{mittelmann2,
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YEAR = 1998,
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NUMBER = 2,
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AUTHOR = {H. D. Mittelmann and J. Peng},
TITLE = {Estimating Bounds for Quadratic Assignment Problems
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Semidefinite Programming},
YEAR = 2008,
MONTH = {July},
INSTITUTION={Department of Industrial and Enterprise Systems
Engineering, University of Illinois at Urbana-Champaign},
URLurl={https://netfiles.uiuc.edu/pengj/www/
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AUTHOR = {H. D. Mittelmann},
TITLE = {The state-of-the-art in conic optimization software},
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SERIES = {International Series in Operational Research and
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PUBLISHER= {Springer},
URLurl={http://www.optimization-online.org/DB_HTML/2010/08/2694.html}}
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TITLE = {A Path-Following Cutting Plane Method for some Monotone
Variational Inequalities},
YEAR = 1997,
NUMBER = {G--1997--64},
MONTH = {October},
INSTITUTION={GERAD, McGill University},
ADDRESS = {Montreal, Quebec, Canada},
NOTE={To appear in {\em Optimization}},
URLurl={ftp://ftp.crt.umontreal.ca/pub/users/jlg/Rpfaccpm.ps
or http://www.crt.umontreal.ca/~jlg/} }
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AUTHOR = {F. S. Mokhtarian and J.-L. Goffin},
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YEAR = 2000,
NUMBER = {G--2000--34},
MONTH = {July},
INSTITUTION={GERAD, McGill University},
ADDRESS = {Montreal, Quebec, Canada},
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Volume 13: 2nd Asian Conference on Machine Learning},
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ADDRESS = {31062 Toulouse cedex 04, France},
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YEAR = 1987,
VOLUME = {6(6)},
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AUTHOR = {R. D. C. Monteiro and I. Adler},
TITLE = {Interior path following primal-dual algorithms.
{P}art {I}: {L}inear programming},
JOURNAL = mathprog,
YEAR = 1989,
VOLUME = {44(1)},
PAGES = {27--41} }
@article{MAd2,
AUTHOR = {R. D. C. Monteiro and I. Adler},
TITLE = {Interior path following primal-dual algorithms.
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VOLUME = {44(1)},
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@techreport{OldMAd1,
AUTHOR = {R. D. C. Monteiro and I. Adler},
TITLE = {An {$O(n^3L)$} primal-dual algorithm for linear programming},
INSTITUTION = {Department of Industrial Engineering and Operations Research,
University of California},
YEAR = 1987,
ADDRESS = {Berkeley, CA} }
@techreport{OldMAd2,
AUTHOR = {R. D. C. Monteiro and I. Adler},
TITLE = {An {$O(n^3L)$} interior point algorithm for convex
quadratic programming},
INSTITUTION = {Department of Industrial Engineering and Operations Research,
University of California},
YEAR = 1987,
ADDRESS = {Berkeley, CA} }
@article{MAd3,
AUTHOR = {R. D. C. Monteiro and I. Adler},
TITLE = {An extension of {K}armarkar type algorithm to a class of
convex separable programming problems with
global linear rate of convergence},
JOURNAL = {Mathematics of Operations research},
YEAR = 1990,
VOLUME = {15(3)},
PAGES = {408--422} }
@article{MAdR,
AUTHOR = {R. D. C. Monteiro and I. Adler and M. G. C. Resende},
TITLE = {A polynomial-time primal-dual affine scaling algorithm for
linear and convex quadratic programming and its
power series extension},
JOURNAL = mor,
YEAR = 1990,
VOLUME = {15(2)},
PAGES = {191--214} }
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AUTHOR = {R. D. C. Monteiro and S. J. Wright},
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algorithm for LCP},
JOURNAL = siopt,
YEAR = 1996,
VOLUME = 6,
PAGES = {1--18} }
@techreport{Monteiro2,
AUTHOR = {R. D. C. Monteiro and S. J. Wright},
TITLE = {Superlinear primal-dual affine scaling algorithms for LCP},
YEAR = 1993,
INSTITUTION = {Mathematics and Computer Science Division,
Argonne National Laboratory},
ADDRESS = {Argonne, IL 60439} }
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AUTHOR = {R. D. C. Monteiro and F. Zhou},
TITLE = {On the existence and convergence of the central path for
convex programming and some duality results},
YEAR = 1998,
JOURNAL = {Computation Optimization and Applications},
VOLUME = 10,
PAGES = {51--77} }
@techreport{monteiro4,
AUTHOR = {R. D. C. Monteiro and F. Zhou},
TITLE = {On superlinear convergence of infeasible-interior-point
algorithms for linearly constrained convex programs},
YEAR = 1995,
MONTH = {July},
INSTITUTION= {School of Industrial and Systems Engineering,
Georgia Institute of Technology},
ADDRESS = {Atlanta, Georgia 30332} }
@article{monteiro5,
AUTHOR = {R. D. C. Monteiro and T. Tsuchiya},
TITLE = {Global convergence of the affine scaling algorithm for
convex quadratic programming},
YEAR = 1998,
JOURNAL = siopt,
VOLUME = 8,
PAGES = {26--58} }
@article{monteiro6a,
AUTHOR = {R. D. C. Monteiro and Y. Wang},
TITLE = {Trust region affine scaling algorithms for linearly
constrained convex and concave programs},
YEAR = 1998,
JOURNAL = mathprog,
VOLUME = 80,
PAGES = {283--313} }
@article{monteiro6,
AUTHOR = {R. D. C. Monteiro},
TITLE = {Primal-Dual Path Following
Algorithms for Semidefinite Programming},
YEAR = 1997,
JOURNAL = siopt,
VOLUME = 7,
PAGES = {663--678} }
@techreport{monteiro7,
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},
URLurl={http://www.isye.gatech.edu/~monteiro/tech_reports/gsncp.ps} }
@article{monteiro8,
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},
URLurl={ftp://pc5.math.umbc.edu/pub/mz_sdp.ps.gz}}
@article{monteiro9,
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},
URLurl={http://www.isye.gatech.edu/~monteiro/tech_reports/note.ps} }
@article{monteiro10,
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} }
@article{monteiro11,
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},
URLurl={http://www.isye.gatech.edu/~monteiro/tech_reports/aho.ps} }
@article{monteiro12,
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},
URLurl={http://www.isye.gatech.edu/~monteiro/tech_reports/ksh.ps} }
@article{monteiro13,
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},
URLurl={http://www.isye.gatech.edu/~monteiro/tech_reports/mtfam.ps} }
@article{monteiro14,
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},
URLurl={http://www.isye.gatech.edu/~monteiro/tech_reports/nlesdp.ps} }
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NUMBER = {2--3},
PAGES = {283--317}}
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PAGEs = {227--267},
URLurl={ftp://dollar.biz.uiowa.edu/pub/yyye/nty.ps} }
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author = "Y. E. Nesterov and A. S. Nemirovskii",
title = "Interior Point Polynomial Methods in Convex Programming:
Theory and Algorithms",
year = "1993",
series = "SIAM Publications",
publisher = "SIAM",
address = "Philadelphia, USA"
}
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NUMBER = 1,
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Barriers and Interior-Point Methods},
YEAR = 2001,
MONTH = {June},
INSTITUTION={CORE, Catholic University of Louvain},
ADDRESS = {Louvain-La-Neuve, Belgium},
URLurl={http://www.orie.cornell.edu/~miketodd/todd.html} }
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ADDRESS = {Boston},
SERIES = {Applied Optimization},
VOLUME = 87,
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NUMBER = 1,
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YEAR = 2006,
MONTH = {March},
NUMBER = 30,
INSTITUTION={CORE, Catholic University of Louvain},
ADDRESS = {Louvain-la-Neuve, Belgium},
URLurl={http://www.core.ucl.ac.be/services/psfiles/dp06/dp2006_30.pdf
or http://www.optimization-online.org/DB_HTML/2006/04/1358.html
or http://www.core.ucl.ac.be/services/COREdp06.html } }
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PAGES = {469--483} }
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NUMBER = 1,
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VOLUME = 120,
NUMBER = 1,
PAGES = {221--259}}
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NUMBER = 1,
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NUMBER = {2--3},
PAGES = {319--344}}
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TITLE = {Barrier subgradient method},
JOURNAL = mp,
VOLUME = {online first},
NUM = {},
YEAR = 2011,
PAGES = {}}
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PAGES = {31--40},
URLurl={http://www.optimization-online.org/DB_HTML/2010/08/2697.html
or http://dx.doi.org/10.1007/978-3-642-12598-0_3}}
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NUMBER = {4--5},
PAGES = {893--917}}
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MONTH = {May},
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.},
URLurl={http://www.cerfacs.fr/~sartena/cve.html#pub
or http://www.ece.nwu.edu/~nocedal/PSfiles/accuracy.ps.gz} }
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ADDRESS = {New York},
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YEAR = {???},
INSTITUTION={???},
ADDRESS = {???} }
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YEAR = 1998,
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or http://www.sciencedirect.com/science/article/pii/S0305054811000931
or http://people.sabanciuniv.edu/nnoyan/ }}
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