%%% %%5 This is a bibliography on optimization. %%% %%% It is available in a searchable form at %%% http://liinwww.ira.uka.de/bibliography/Math/optim.html %%% %%% The references are drawn from journals, from email announcements, %%% and also from elsewhere. %%% %%% The main areas of representation are %%% interior point methods and integer programming. %%% There are also papers on other areas in optimization %%% as well as on other topics, such as matrix theory. %%% %%% Many of the interior point references from the early 1990's %%% are not in this bibliography, and they can be found in %%% Eberhard Kranich's bibliography. %%% %%% %%% A very partial list of sites of online journals: %%% %%% Mathematical Programming: %%% 1999-current: %%% http://link.springer-ny.com/link/service/journals/10107/index.htm %%% 1995-98: %%% http://www.sciencedirect.com/ (click on "group-wide login" if your %%% library subscribes, and click %%% on sensible choices thereafter) %%% %%% SIAM Journals: %%% http://www.siam.org/journals/journals.htm %%% %%% INFORMS Journals: %%% http://pubsonline.informs.org/ %%% %%% Journal on Computing, issues from Vol 1 to Vol 9: %%% available via the "Back Issues" link at the JOC web site, %%% http://joc.pubs.informs.org/ %%% %%% OR Letters, European Journal of OR, Computers and OR, %%% Discrete Optimization: %%% http://www.sciencedirect.com/ (click on "group-wide login" if your %%% library subscribes, and click %%% on sensible choices thereafter) %%% or %%% http://www.elsevier.nl/homepage/sae/orms/orms.sht %%% %%% Journal of the ACM: %%% http://www.acm.org/pubs/contents/journals/jacm/ %%% %%% Journal of Global Optimization: %%% http://kapis.www.wkap.nl/kapis/CGI-BIN/WORLD/journalhome.htm?0925-5001 %%% %%% Computational Optimization and Applications: %%% http://kapis.www.wkap.nl/kapis/CGI-BIN/WORLD/journalhome.htm?0926-6003 %%% %%% Mathematical Methods of Operations Research: %%% http://link.springer-ny.com/link/service/journals/00186/index.htm %%% %%% Journal of Applied Mathematics and Decision Sciences: %%% http://fims-www.massey.ac.nz/maths/jamds/ %%% %%% Journal of Parallel and Distributed Computing: %%% http://www.academicpress.com/www/journal/pc.htm %%% %%% For computer science references, check out the Hypertext Bibliography %%% Project at: %%% http://theory.lcs.mit.edu/~dmjones/hbp/ %%% %%% My university keeps a list of online journals: %%% http://www.lib.rpi.edu/dept/library/html/resources/ejournals/index.html %%% %%% %%% John Mitchell %%% Math Sciences %%% Rensselaer Polytechnic Institute %%% Troy, NY 12180 %%% USA %%% %%% http://www.rpi.edu/~mitchj %%% %%% %%% This material is based in part upon work supported by the %%% National Science Foundation under Grant Numbers CCR-9901822, %%% DMS-0317323, and DMS-0715446. %%% %%% Any opinions, findings, and conclusions or recommendations expressed in %%% this material are those of the author(s) and do not necessarily %%% reflect the views of the National Science Foundation. %%% %%% %%% %%% %%% Journal title abbreviations: %%% @string{aam = "Acta Applied Mathematics"} @string{aeqm = "Aequationes Mathematicae"} @string{aor = "Annals of Operations Research"} @string{anm = "Applied Numerical Mathematics"} @string{coap = "Computational Optimization and Applications"} @string{cce = "Computers and Chemical Engineering"} @string{cie = "Computers and Industrial Engineering"} @string{cor = "Computers and Operations Research"} @string{dam = "Discrete Applied Mathematics"} @string{dm = "Discrete Mathematics"} @string{do = "Discrete Optimization"} @string{ejor = "European Journal of Operational Research"} @string{fcm = "Foundations of Computational Mathematics"} @string{ieeeSMCC = "IEEE Transactions on Systems, Man, and Cybernetics, Part C: Applications and Reviews"} @string{ijor = "International Journal of Operational Research"} @string{isor = "Information Systems and Operational Research"} @string{jacm = "Journal of the ACM"} @string{jco = "Journal of Combinatorial Optimization"} @string{joc = "INFORMS Journal on Computing"} @string{jcam = "Journal of Computational and Applied Mathematics"} @string{jogo = "Journal of Global Optimization"} @string{jorsj = "Journal of the Operations Reseach Society of Japan"} @string{jota = "Journal of Optimization Theory and Applications"} @string{lncs = "Lecture Notes in Computer Science"} @string{laa = "Linear Algebra and its Applications"} @string{mgtsci = "Management Science"} @string{mp = "Mathematical Programming"} @string{mathprog = "Mathematical Programming"} @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{nyt = "New York Times"} @string{opte = "Optimization and Engineering"} @string{ol = "Optimization Letters"} @string{or = "Operations Research"} @string{orl = "Operations Research Letters"} @string{ol = "Optimization Letters"} @string{oms = "Optimization Methods and Software"} @string{ORSAjoc = "ORSA Journal on Computing"} @string{procIEEE = "Proceedings of the IEEE"} @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{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{transci = "Transportation Science"} %%% %%% %%% %%% @article{aardal1, AUTHOR = {K. Aardal}, TITLE = {Capacitated facility location: separation algorithms and computational experience}, JOURNAL = mathprog, YEAR = 1998, VOLUME = 81, PAGES = {149--175} } @article{aardal2, AUTHOR = {K. Aardal and R. E. Bixby and C. A. J. Hurkens and A. K. Lenstra and J. W. Smeltink}, TITLE = {Market split and basis reduction: towards a solution of the {C}ornu\'ejols-{D}awande instances}, JOURNAL = joc, YEAR = 2000, VOLUME = 12, NUMBER = 3, PAGES = {192--202} } @article{aardal3, AUTHOR = {K. Aardal and C. A. J. Hurkens and A. K. Lenstra}, TITLE = {Solving a system of linear diophantine equations with lower and upper bounds on the variables}, JOURNAL = mor, YEAR = 2000, VOLUME = 25, NUMBER = 3, PAGES = {427--442} } @article{aardal4, AUTHOR = {K. Aardal and R. R. Thomas}, TITLE = {Preface: algebraic and geometric methods in discrete optimization}, JOURNAL = mathprog, YEAR = 2003, VOLUME = 96, NUMBER = 2, PAGES = {179} } @article{aardal5, AUTHOR = {K. Aardal and C. Hurkens and J. K. Lenstra and S. Tiourine}, TITLE = {Algorithms for radio link frequency assignment: the {CALMA} project}, JOURNAL = or, YEAR = 2002, VOLUME = 50, NUMBER = 6, PAGES = {968--980} } @book{aarts1, EDITOR = {E. Aarts and J. K. Lenstra}, TITLE = {Local search in combinatorial optimization}, YEAR = 1998, PUBLISHER= {John Wiley and Sons}, ADDRESS = {Chichester, England}, URL={http://www.wiley.co.uk or http://www.wiley.com} } @article{abbas1, AUTHOR = {A. E. Abbas and S. P. Holmes}, TITLE = {Bioinformatics and management science: some common tools and techniques}, JOURNAL = or, YEAR = 2004, VOLUME = 52, NUMBER = 2, PAGES = {165--190} } @book{abello1, EDITOR = {J. Abello and P. M. Pardalos and M. G. C. Resende}, TITLE = {Handbook of Massive Data Sets}, YEAR = 2002, MONTH = {May}, PUBLISHER= {Kluwer Academic Publishers}, ADDRESS = {Dordrecht, The Netherlands}, URL={http://www.research.att.com/~mgcr/hmds.html}} @article{aboudi1, AUTHOR = {R. Aboudi and \.{A}.\ Hallefjord and K. J\"{o}rnsten}, TITLE = {A facet generation and relaxation technique applied to an assignment problem with side constraints}, JOURNAL = ejor, VOLUME = 50, YEAR = 1991, PAGES = {335--344} } @article{abramson1, AUTHOR = {M. A. Abramson and C. Audet and J. E. Dennis, Jr}, TITLE = {Generalized pattern searches with derivative information}, JOURNAL = mp, VOLUME = 100, YEAR = 2004, NUMBER = 1, PAGES = {3--25} } @article{abramson1, AUTHOR = {M. A. Abramson}, TITLE = {Second-order behavior of pattern search}, JOURNAL = siopt, VOLUME = 16, YEAR = 2006, NUMBER = 2, PAGES = {515--530} } @article{acevedo1, AUTHOR = {J. Acevedo and E. N. Pistikopoulos}, TITLE = {An algorithm for multiparametric mixed-integer linear programming problems}, YEAR = 1999, JOURNAL = orl, VOLUME = {24(3)}, PAGES = {139--148} } @article{MIPLIB2003, AUTHOR = {T. Achterberg and T. Koch and A. Martin}, TITLE = {{MIPLIB} 2003}, JOURNAL = orl, YEAR = 2006, VOLUME = 34, NUMBER = 4, PAGES = {361--372}, NOTE = {Problems available at {\em http://miplib.zib.de} } } @article{adam1, AUTHOR = {N. B. Adam and J. C. Wortmann}, TITLE = {Security-control methods for statistical databases: a comparative study}, JOURNAL = {ACM Computing Surveys}, YEAR = 1989, VOLUME = 21, NUMBER = 4, PAGES = {515--556}, URL={http://portal.acm.org} } @article{adams1, AUTHOR = {W. P. Adams and J. B. Lassiter and H. D. Sherali}, TITLE = {Persistency in 0-1 polynomial programming}, YEAR = 1998, JOURNAL = mor, VOLUME = 23, PAGES = {359--389} } @article{adams2, AUTHOR = {W. P. Adams and P. M. Dearing}, TITLE = {On the equivalence between roof duality and Lagrangian duality for unconstrained 0-1 quadratic programming problems}, JOURNAL = dam, VOLUME = 48, YEAR = 1994, PAGES = {1--20} } @article{adams3, AUTHOR = {W. P. Adams and A. Billionnet and A. Sutter}, TITLE = {Unconstrained 0-1 optimization and Lagrangian relaxation}, JOURNAL = dam, VOLUME = 29, YEAR = 1990, PAGES = {131--142} } @article{adams4, AUTHOR = {W. P. Adams and H. D. Sherali}, TITLE = {Linearization strategies for a class of zero-one mixed integer programming problems}, YEAR = 1990, JOURNAL = or, VOLUME = 38, NUMBER = 2, PAGES = {217--226} } @article{adcock1, AUTHOR = {C. J. Adcock and N. Meade}, TITLE = {A simple algorithm to incorporate transactions costs in quadratic optimization}, JOURNAL = ejor, YEAR = 1994, VOLUME = 79, NUMBER = 1, PAGES = {85--94}, ABSTRACT= {Abstract: Quantitative fund management invariably involves portfolio performance being measured in terms of a quadratic objective function (due to the inclusion of variance terms as a measure of risk). Periodically, the constituents of the fund are adjusted to improve performance. This adjustment incurs a transaction cost which is a modulus function of the changes in holdings. Thus the fund manager wishes to minimise a combined quadratic and modulus function. This paper presents a new approach to deal with the minimisation of this hybrid function, using a well tried quadratic programming algorithm. The new algorithm is demonstrated using a tactical asset allocation problem and an equity index tracking fund. Author Keywords: FINANCE, QUADRATIC PROGRAMMING, PORTFOLIO SELECTION, MAD ESTIMATION} } @article{adelman1, AUTHOR = {D. Adelman and G. L. Nemhauser and M. Padron and R. Stubbs and R. Pandit}, TITLE = {Allocating fibers in cable manufacturing}, JOURNAL = {Manufacturing and Service Operations Management}, VOLUME = 1, YEAR = 1999, PAGES = {21--35} } @article{adjiman1, AUTHOR = {C. S. Adjiman and I. P. Androulakis and C. A. Floudas}, TITLE = {Global optimization of {MINLP} problems in process synthesis and design}, JOURNAL = cce, YEAR = 1997, VOLUME = 21, PAGES = {S445--S450} } @article{adjiman2, AUTHOR = {C. S. Adjiman and I. P. Androulakis and C. A. Floudas}, TITLE = {A global optimization method, $\alpha${BB}, for general twice-differentiable constrained {NLPs} --- {I}. {Theoretical} advances}, JOURNAL = cce, YEAR = 1998, VOLUME = 22, NUMBER = 9, PAGES = {1137--1158} } @article{adjiman3, AUTHOR = {C. S. Adjiman and I. P. Androulakis and C. A. Floudas}, TITLE = {A global optimization method, $\alpha${BB}, for general twice-differentiable constrained {NLPs} --- {II}. {Implementation} and computational results}, JOURNAL = cce, YEAR = 1998, VOLUME = 22, NUMBER = 9, PAGES = {1159--1179} } @article{adjiman4, AUTHOR = {C. S. Adjiman and C. A. Floudas}, TITLE = {Rigorous convex underestimators for general twice-differentiable problems}, JOURNAL = jogo, YEAR = 1996, VOLUME = 9, PAGES = {23--40} } @article{AKRV, AUTHOR = {I. Adler and M. G. C. Resende and G. Veiga and N. K. Karmarkar}, TITLE = {An implementation of {K}armarkar's algorithm for linear programming}, JOURNAL = mathprog, VOLUME = {44(3)}, YEAR = 1989, PAGES = {297--335} } @article{AKRV2, AUTHOR = {I. Adler and N. K. Karmarkar and M. G. C. Resende and G. Veiga}, TITLE = {Data structures and programming techniques for the implementation of {K}armarkar's algorithm}, YEAR = 1989, JOURNAL = ORSAjoc, VOLUME = {1(2)}, PAGES = {84--106} } @article{AdMon1, AUTHOR = {I. Adler and R. D. C. Monteiro}, TITLE = {Limiting behavior of the affine scaling continuous trajectories for linear programming problems}, JOURNAL = mathprog, YEAR = 1991, VOLUME = {50(1)}, PAGES = {29--51} } @article{adler4, AUTHOR = {I. Adler and A. L. Erera and D. S. Hochbaum and E. V. Olinick}, TITLE = {Baseball, optimization, and the world wide web}, JOURNAL = {Interfaces}, YEAR = 2002, VOLUME = 32, NUMBER = 2, PAGES = {12--22}}, @techreport{afkhamie1, AUTHOR = {K. H. Afkhamie and Z.-Q. Luo and K. M. Wong}, TITLE = {Interior point column generation algorithms for adaptive filtering}, YEAR = 1997, MONTH = {June}, INSTITUTION={Electrical and Computer Engineering, McMaster University}, ADDRESS = {Hamilton, Ontario, L8S 4L7, Canada}, URL={ http://www.crl.mcmaster.ca/People/Faculty/Luo/luo.publications} } @article{afkhamie1, 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} } @techreport{ahmed1, AUTHOR = {S. Ahmed and A. J. King and G. Parija}, TITLE = {A Multi-stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty}, INSTITUTION={School of Industrial and Systems Engineering, Georgia Institute of Technology}, YEAR = 2000, ADDRESS = {Atlanta, GA}, URL={http://www.optimization-online.org/DB_HTML/2001/02/271.html} } @techreport{ahmed2, AUTHOR = {S. Ahmed and A. Shapiro}, TITLE = {The Sample Average Approximation Method for Stochastic Programs with Integer Recourse}, INSTITUTION={School of Industrial and Systems Engineering, Georgia Institute of Technology}, YEAR = 2002, ADDRESS = {Atlanta, GA}, URL={http://www.isye.gatech.edu/~sahmed/research.html or http://www.isye.gatech.edu/~sahmed/saasip.pdf} } @article{ahmed3, AUTHOR = {S. Ahmed}, TITLE = {Convexity and decomposition of mean-risk objectives in stochastic programs}, JOURNAL = mp, VOLUME = 106, YEAR = 2006, NUMBER = 3, PAGES = {433--446}, URL={http://www.isye.gatech.edu/~sahmed/research.html or http://www.isye.gatech.edu/~sahmed/sprisk.pdf or http://www.optimization-online.org/DB_HTML/2004/04/859.html } } @article{ahmed4, AUTHOR = {S. Ahmed and M. Tawarmalani and N. V. Sahinidis}, TITLE = {A finite branch-and-bound algorithm for two-stage stochastic integer programs}, JOURNAL = mp, VOLUME = 100, YEAR = 2004, NUMBER = 2, PAGES = {355--377}, URL={http://www.isye.gatech.edu/~sahmed/research.html} } @incollection{ahmed5, AUTHOR = {S. Ahmed and A. Shapiro}, TITLE = {Solving chance-constrained stochastic programs via sampling and integer programming}, YEAR = 2008, BOOKTITLE= {TutORials in Operations Research}, PUBLISHER= {INFORMS}, EDITOR = {Z. L. Chen and S. Raghavan}, CHAPTER = 12, PAGES = {261--269} } @book{AHO, AUTHOR = {A. V. Aho and J. E. Hopcroft and J. D. Ullman}, TITLE = {The Design and Analysis of Computer Algorithms}, PUBLISHER = {Addison-Wesley}, YEAR = 1974, ADDRESS = {Reading, MA} } @book{ahuja1, AUTHOR = {R. K. Ahuja and T. L. Magnanti and J. B. Orlin}, TITLE = {Network Flows}, YEAR = 1993, PUBLISHER= {Prentice Hall}, ADDRESS = {Englewood Cliffs, New Jersey} } @article{ahuja2, AUTHOR = {R. K. Ahuja and J. B. Orlin}, TITLE = {Equivalence of the primal and dual simplex algorithms for the maximum flow problem}, JOURNAL = orl, VOLUME = 20, YEAR = 1997, PAGES = {101--108} } @article{ahuja3, AUTHOR = {R. K. Ahuja and J. B. Orlin}, TITLE = {Inverse optimization}, YEAR = 2001, JOURNAL = or, VOLUME = 49, NUMBER = 5, PAGES = {771--783} } @article{ahuja4, AUTHOR = {R. K. Ahuja and J. B. Orlin}, TITLE = {A fast scaling algorithm for minimizing separable convex functions subject to chain constraints}, YEAR = 2001, JOURNAL = or, VOLUME = 49, NUMBER = 5, PAGES = {784--789} } @article{ahuja5, AUTHOR = {R. K. Ahuja and J. B. Orlin and D. Sharma}, TITLE = {A composite very large-scale neighborhood structure for the capacitated minimum spanning tree problem}, JOURNAL = orl, VOLUME = 31, NUMBER = 3, YEAR = 2003, PAGES = {185--194} } @article{ahuja6, AUTHOR = {R. K. Ahuja and J. B. Orlin and D. Sharma}, TITLE = {Multi-exchange neighborhood structures for the capacitated minimum spanning tree problem}, JOURNAL = mathprog, VOLUME = 91, NUMBER = 1, YEAR = 2001, PAGES = {71--97} } @article{ahuja7, AUTHOR = {R. K. Ahuja and J. Liu and J. B. Orlin and D. Sharma and L. A. Shughart}, TITLE = {Solving real-life locomotive-scheduling problems}, JOURNAL = transci, VOLUME = 39, NUMBER = 4, YEAR = 2005, PAGES = {503--517} } @techreport{aiex1, AUTHOR = {R. M. Aiex and M. G. C. Resende and C. C. Ribeiro}, TITLE = {Probability distribution of solution time in GRASP: An experimental investigation}, YEAR = 2000, MONTH = {October}, INSTITUTION={AT\& T Labs Research}, NUMBER = {00.7.2}, ADDRESS = {Florham Park, NJ}, URL={http://www.optimization-online.org/DB_HTML/2001/02/278.html} } @techreport{aiex2, AUTHOR = {R. M. Aiex and and S. Binato and M. G. C. Resende}, TITLE = {Parallel {GRASP} with path-relinking for job shop scheduling}, YEAR = 2001, MONTH = {November}, INSTITUTION={AT\& T Labs Research}, ADDRESS = {Florham Park, NJ}, URL={http://www.optimization-online.org/DB_HTML/2001/11/396.html} } @inproceedings{aiex3, author = {R.M. Aiex and P.M. Pardalos and L.S. Pitsoulis and M.G.C. Resende}, title = {{A GRASP for computing approximate solutions for the three-index assignment problem}}, booktitle = {{Proceedings of Parallel and Distributed Processing}}, series = {Lecture Notes in Computer Science}, volume = {1080}, pages = {504}, year = {2000} } @article{aiex4, author = {R.M. Aiex and P.M. Pardalos and M.G.C. Resende and G. Toraldo}, title = {{GRASP} with path-relinking for three-index assignment}, journal = joc, year = {2005}, VOLUME=17, NUMBER=2, PAGES={224--247} } @article{akker1, AUTHOR = {Akker, J. M. van der and C. P. M. van Hoesel and M. P. W. Savelsbergh}, TITLE = {A polyhedral approach to single-machine scheduling problems}, JOURNAL = mathprog, VOLUME = {85(3)}, YEAR = 1999, PAGES = {541--572} } @article{akker2, AUTHOR = {Akker, J. M. van der and C. A. J. Hurkens and M. P. W. Savelsbergh}, TITLE = {Time-indexed formulations for machine scheduling problems: column generation}, JOURNAL = joc, VOLUME = {12(2)}, YEAR = 2000, PAGES = {111--124} } @article{akker3, AUTHOR = {Akker, J. M. van der and J. A. Hoogeveen and S. L. van der Velde}, TITLE = {Parallel machine scheduling by column generation}, JOURNAL = or, VOLUME = {47(6)}, YEAR = 1999, PAGES = {862--872} } @techreport{akrotirianakis1, AUTHOR = {I. Akrotirianakis and B. Rustem}, TITLE = {A Globally Convergent Interior Point Algorithm for General Non-Linear Programming Problems}, YEAR = 1997, MONTH = {November}, INSTITUTION={Department of Computing, Imperial College}, ADDRESS = {180 Queen's Gate, London SW7 2BZ, UK}, NUMBER = {97--14}, URL={http://www-asds.doc.ic.ac.uk/~ia4/research/tech1.ps} } @article{akrotirianakis2, AUTHOR = {I. Akrotirianakis and I. Maros and B. Rustem}, TITLE = {An outer approximation based branch and cut algorithm for convex 0-1 {MINLP} problems}, YEAR = 2001, JOURNAL = oms, VOLUME = 16, PAGES = {21--47}, URL={http://www.doc.ic.ac.uk/~ia4/research/tech3.ps} } @article{akyildiz1, AUTHOR = {I. F. Akyildiz and W. Su and Y. Sankarasubramaniam and E. Cayirci}, TITLE = {A survey on sensor networks}, JOURNAL = {IEEE Communications Magazine}, YEAR = 2002, VOLUME = 40, NUMBER = 8, PAGES = {102--114}, URL={http://ieeexplore.ieee.org/xpls/abs_all.jsp?tp=&isnumber=22021&arnumber=1024422} } @article{albareda1, AUTHOR = {M. Albareda-Sambola and M. H. Van Der Vlerk and E. Fern\'andez}, TITLE = {Exact Solutions to a Class of Stochastic Generalized Assignment Problems}, YEAR = 2006, JOURNAL = ejor, VOLUME = 173, NUMBER = 2, PAGES = {465--487}, URL={http://mally.eco.rug.nl/index.html?publications.html} } @article{albers1, AUTHOR = {S. Albers}, TITLE = {Online algorithms: a survey}, YEAR = 2003, JOURNAL = mathprog, VOLUME = 97, NUMBER = {1--2}, PAGES = {3--26} } @article{albeverio1, AUTHOR = {S. Albeverio and L. J. Lao and X. L. Zhao}, TITLE = {On-line portfolio selection strategy with prediction in the presence of transaction costs}, YEAR = 2001, JOURNAL = {Mathematical Methods of OR}, VOLUME = 54, PAGES = {133--161}, URL={ http://link.springer.de/link/service/journals/00186/bibs/1054001/10540133.htm or http://link.springer-ny.com/link/service/journals/00186/bibs/1054001/10540133.htm} } @article{alexander1, AUTHOR = {S. Alexander and T. F. Coleman and Y. Li}, TITLE = {Minimizing {CVaR} and {VaR} for a portfolio of derivatives}, YEAR = 2006, JOURNAL = {Journal of Banking and Finance}, VOLUME = 30, PAGES = {583--605}, URL={ http://www.math.uwaterloo.ca/navigation/domOffice/Coleman/fin_papers/bank_article.pdf} } @techreport{alfakih1, AUTHOR = {A. Y. Alfakih and A. Khandani and H. Wolkowicz}, TITLE = {An interior point method for the euclidean distance matrix completion problem}, YEAR = 1997, MONTH = {July}, INSTITUTION={Department of Combinatorics and Optimization, University of Waterloo}, ADDRESS = {Waterloo, Ontario N2L 3G1, Canada}, NUMBER = {CORR 97-9}, URL={ftp://orion.uwaterloo.ca/pub/henry/reports/distmat.ps.gz} } @article{alhasan1, AUTHOR = {M. {Al Hasan} and K. K. Ramachandran and J. E. Mitchell}, TITLE = {Optimal Placement of Stereo Sensors}, YEAR = 2008, JOURNAL= ol, VOLUME = 2, NUMBER = 1, PAGES = {99--111}, URL={http://www.rpi.edu/~mitchj/papers/sensors.html} } @ARTICLE{alizadeh1, AUTHOR = "F. Alizadeh", TITLE = "Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization", JOURNAL = siopt, VOLUME=5, NUMBER=1, PAGES="13--51", YEAR = 1995} @article{alizadeh2, AUTHOR = {F. Alizadeh and J.-P.\ Haeberly and M. L. Overton}, TITLE = {Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results}, YEAR = 1998, JOURNAL = siopt, VOLUME = 8, PAGES = {746--768}, URL={ftp://cs.nyu.edu/pub/tech-reports/tr721.ps.gz} } @article{alizadeh3, AUTHOR = {F. Alizadeh and J.-P.\ Haeberly and M. L. Overton}, TITLE = {Complementarity and nondegeneracy in semidefinite programming}, JOURNAL = mathprog, VOLUME = 77, NUMBER = 2, YEAR = 1997, PAGES = {111--128} } @techreport{alizadeh4, AUTHOR = {F. Alizadeh and J.-P.\ Haeberly and M. V. Nayakkankuppam and M. L. Overton}, TITLE = {{SDPpack} User's Guide, {Version} 0.8 {BETA}}, YEAR = 1997, MONTH = {March}, NUMBER = 734, INSTITUTION={New York University Computer Science Dept}, ADDRESS = {New York, NY}, URL={http://www.cs.nyu.edu/phd_students/madhu/sdppack/sdppack.html}, ABSTRACT= {This report describes SDPpack, a package of Matlab files designed to solve semidefinite programs (SDP). SDP is a generalization of linear programming to the space of block diagonal, symmetric, positive semidefinite matrices. The main routine implements a primal-dual Mehrotra predictor-corrector scheme based on the XZ+ZX search direction. We also provide certain specialized routines, one to solve SDP's with only diagonal constraints, and one to compute the Lovasz theta function of a graph, using the XZ search direction. Routines are also provided to determine whether an SDP is primal or dual degenerate, and to compute the condition number of an SDP. The code optionally uses MEX files for improved performance; binaries are available for several platforms. Benchmarks show that the codes provide highly accurate solutions to a wide variety of problems.} } @techreport{alizadeh5, AUTHOR = {F. Alizadeh and S. Schmieta}, TITLE = {Optimization with semidefinite, quadratic and linear constraints}, YEAR = 1997, MONTH = {November}, INSTITUTION={RUTCOR, Rutgers University}, ADDRESS = {640 Bartholomew Rd, Piscataway NJ 08854}, URL={ftp://rutcor.rutgers.edu/pub/rrr/reports97/23.ps.gz} } @techreport{alizadeh6, AUTHOR = {S. Schmieta and F. Alizadeh}, TITLE = {Associative Algebras, Symmetric Cones and Polynomial Time Interior Point Algorithms}, YEAR = 1998, MONTH = {May}, INSTITUTION={RUTCOR, Rutgers University}, ADDRESS = {640 Bartholomew Rd, Piscataway NJ 08854}, URL={http://karush.rutgers.edu/~alizadeh/MYPAPERS/sqlpoly.ps.gz} } @article{alizadeh7, AUTHOR = {F. Alizadeh and D. 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Andersen and E. Christiansen}, TITLE = {A symmetric primal-dual {Newton} method for minimizing a sum of norms}, YEAR = 1995, MONTH = {April}, INSTITUTION = {Campusvej 55, Odense University}, ADDRESS = {5230 Odense, Denmark} } @article{andersen3, AUTHOR = {E. D. Andersen and Y. Ye}, TITLE = {On a homogeneous algorithm for the monotone complementarity problem}, YEAR = 1999, JOURNAL = mathprog, VOLUME = 84, PAGES = {375--399} } @techreport{andersen4, AUTHOR = {K. D. Andersen}, TITLE = {A modified {Schur} complement method for handling dense columns in interior point methods for linear programming}, YEAR = 1995, MONTH = {October}, INSTITUTION={Dash Associates Ltd}, ADDRESS = {Quinton Lodge, Binswood Avenue, Leamington Spa, Warwickshire CV32 5TH, England} } @incollection{andersen5, AUTHOR = {E. D. Andersen and J. Gondzio and C. M\'{e}sz\'{a}ros and X. Xu}, TITLE = {Implementation of interior point methods for large scale linear programming}, BOOKTITLE={Interior Point Methods in Mathematical Programming}, EDITOR = {T. Terlaky}, PUBLISHER={Kluwer Academic Publishers}, YEAR = {1996}, CHAPTER = 6, PAGES = {189--252}, URL={ftp://ftp.sztaki.hu/pub/oplab/PAPERS/kluwer.ps.Z or http://www.maths.ed.ac.uk/~gondzio/software/kluwer.ps}} @article{andersen6, AUTHOR = {E. D. Andersen and Y. Ye}, TITLE = {A computational study of the homogeneous algorithm for large-scale convex optimization}, YEAR = 1998, JOURNAL = coap, VOLUME = 10, PAGES = {243--269}, URL={ftp://dollar.biz.uiowa.edu/pub/yyye/convex1.ps OR ftp://www.samnet.ou.dk/pub/papers/convex1.ps.gz} } @article{andersen7, AUTHOR = {E. D. Andersen}, TITLE = {On exploiting problem structure in a basis identifications procedure for linear programming}, YEAR = 1999, JOURNAL = joc, VOLUME = 11, PAGES = {95--103}, URL={ftp://www.samnet.ou.dk/pub/papers/bi.ps.gz or: http://www.samnet.ou.dk/~eda} } @techreport{andersen8, AUTHOR = {E. D. Andersen and K. D. Andersen}, TITLE = {The {APOS} linear programming solver: an implementation of the homogeneous algorithm}, YEAR = 1997, MONTH = {April}, NUMBER = 9337, INSTITUTION={CORE, Universite Catholique de Louvain}, ADDRESS = {Belgium}, URL={ftp://www.samnet.ou.dk/pub/papers/eda/papers/aposlp.ps.gz or: http://www.samnet.ou.dk/~eda} } @techreport{andersen9, AUTHOR = {E. D. Andersen and Y. Ye}, TITLE = {Combining interior-point and pivoting algorithms for linear programming}, YEAR = 1994, MONTH = {May}, INSTITUTION={Department of Management, Odense University}, ADDRESS = {Campusvej 55, DK-5230 Odense M, Denmark} } @techreport{andersen10, AUTHOR = {K. D. Andersen and E. Christiansen}, TITLE = {A {Newton} barrier method for minimizing a sum of euclidean norms subject to linear equality constraints}, YEAR = 1995, MONTH = {February}, INSTITUTION={Department of Mathematics and Computer Science, Odense University}, ADDRESS = {Campusvej 55, DK-5230 Odense M, Denmark} } @techreport{andersen11, AUTHOR = {E. D. Andersen and K. D. Andersen}, TITLE = {A parallel interior-point algorithm for linear programming on a shared memory machine}, YEAR = 1998, MONTH = {January}, NUMBER = 9808, INSTITUTION={CORE, Universite Catholique de Louvain}, ADDRESS = {Belgium}, URL={ftp://www.samnet.ou.dk/pub/papers/eda/papers/paposlp.ps or: http://www.samnet.ou.dk/~eda} } @techreport{andersen12, AUTHOR = {K. D. Andersen and E. Christiansen and A. R. Conn and M. L. Overton}, TITLE = {An Efficient Primal-Dual Interior-Point Method for Minimizing a Sum of Euclidean Norms}, YEAR = 1998, MONTH = {August}, INSTITUTION={Courant Institute, New York University}, ADDRESS = {New York}, URL= {http://www.cs.nyu.edu/cs/faculty/overton/papers/psfiles/sumnorms.ps.gz} } @incollection{JEM_ART, AUTHOR = {E. D. Andersen and J. E. Mitchell and C. Roos and T. Terlaky}, TITLE = {A homogenized cutting plane method to solve the convex feasibility problem}, YEAR = 2001, BOOKTITLE= {Optimization Methods and Applications}, EDITOR = {X. Q. Yang {\em et al.}}, PUBLISHER= {Kluwer Academic Publishers}, ADDRESS = {Dordrecht, The Netherlands}, CHAPTER = 10, PAGES = {167--190}, URL={http://www.rpi.edu/~mitchj/papers/feashomog.html} } @article{andersen14, AUTHOR = {E. D. Andersen and C. Roos and T. Terlaky}, TITLE = {On implementing a primal-dual interior-point method for conic quadratic optimization}, YEAR = 2003, JOURNAL = mathprog, VOLUME = 95, NUMBER = 2, PAGES = {249--277}, URL={http://www.mosek.com/download/doc/papers/conicqo.ps or http://www.optimization-online.org/DB_HTML/2000/12/245.html} } @techreport{andersen15, AUTHOR = {E. D. Andersen}, TITLE = {Linear Optimization: Theory, methods, and extensions}, YEAR = 1998, MONTH = {January}, INSTITUTION={Department of Mathematics and Computer Science, Odense University}, ADDRESS = {Campusvej 55, DK-5230 Odense M, Denmark}, URL={http://www.mosek.com/homepages/e.d.andersen/papers/linopt.ps} } @article{andersen16, AUTHOR = {E. D. Andersen}, TITLE = {On primal and dual infeasibility certificates in a homogeneous model for convex optimization}, YEAR = 2001, JOURNAL = siopt, VOLUME = 11, NUMBER = 2, PAGES = {380--388} } @incollection{andersen17, AUTHOR = {E. D. Andersen and K. D. Andersen}, TITLE = {The {MOSEK} interior point optimizer for linear programming: an implementation of the homogeneous algorithm}, YEAR = 2000, BOOKTITLE= {High Performance Optimization}, EDITOR = {H. Frenk {\em et al.}}, PUBLISHER= {Kluwer Academic Publishers}, ADDRESS = {Dordrecht, The Netherlands}, PAGES = {197--232} } @article{kandersen1, AUTHOR = {K. Andersen and G. Cornu\'ejols and Y. Li}, TITLE = {Split closure and intersection cuts}, YEAR = 2005, JOURNAL = mathprog, VOLUME = 102, NUMBER = 3, PAGES = {457--493} } @article{anderson1, AUTHOR = {E. J. Anderson and M. C. Ferris}, TITLE = {A direct search algorithm for optimization with noisy function evaluations}, JOURNAL = siopt, YEAR = 2001, VOLUME = 11, NUMBER = 3, PAGES = {837--857} } @book{anderson2, AUTHOR = {E. J. Anderson and P. Nash}, TITLE = {Linear Programming in Infinite-Dimensional Spaces}, YEAR = 1987, PUBLISHER= {John Wiley}, ADDRESS = {Chichester}, ISBN={0 471 91250 6} } @article{anderson3, AUTHOR = {E. J. Anderson and P. Nash and A. Philpott}, TITLE = {A class of continuous network flow problems}, JOURNAL = mor, YEAR = 1982, VOLUME = 7, PAGES = {501--514} } @article{anderson4, AUTHOR = {E. J. Anderson and A. Philpott}, TITLE = {A continuous-time network simplex algorithm}, JOURNAL = {Networks}, YEAR = 1989, VOLUME = 19, PAGES = {395--425} } @article{andersson1, AUTHOR = {F. Andersson and H. Mausser and D. Rosen and S. Uryasev}, TITLE = {Credit risk optimization with conditional value-at-risk criterion}, JOURNAL = mathprog, YEAR = 2001, VOLUME = 89, NUMBER = 2, PAGES = {273--309}, URL={http://www.ise.ufl.edu/uryasev/pubs.html or http://www.ise.ufl.edu/uryasev/Credit_risk_optimization.pdf } } @article{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{anjos1, AUTHOR = {M. F. Anjos and H. Wolkowicz}, TITLE = {Strengthened semidefinite relaxations via a second lifting for the {MAX-CUT} problem}, YEAR = 2002, JOURNAL = dam, VOLUME = 119, PAGES = {79--106}, URL={ http://orion.math.uwaterloo.ca:80/~hwolkowi/henry/reports/ABSTRACTS.html or http://orion.math.uwaterloo.ca:80/~hwolkowi/henry/reports/strengthMC.ps.gz or http://www.optimization-online.org/DB_HTML/2001/02/273.html}} @techreport{anjos2, AUTHOR = {M. F. Anjos and H. Wolkowicz}, TITLE = {A Tight Semidefinite Relaxation of the Cut Polytope}, YEAR = 2000, MONTH = {March}, NUMBER = {CORR--19}, INSTITUTION={Combinatorics and Optimization, University of Waterloo}, ADDRESS = {Waterloo, Ontario, N2L 3G1 Canada}, URL={ http://orion.math.uwaterloo.ca:80/~hwolkowi/henry/reports/ABSTRACTS.html or http://www.math.uwaterloo.ca/~manjos} } @article{anjos3, AUTHOR = {M. F. Anjos and H. Wolkowicz}, TITLE = {Geometry of Semidefinite Max-Cut Relaxations via Matrix Ranks}, YEAR = 2002, JOURNAL = jco, VOLUME = 6, NUMBER = 3, PAGES = {237--270}, URL={ http://orion.math.uwaterloo.ca:80/~hwolkowi/henry/reports/ABSTRACTS.html or http://www.math.uwaterloo.ca/~manjos} } @techreport{anjos4, AUTHOR = {M. F. Anjos and N. J. Higham and P. L. Takouda and H. Wolkowicz}, TITLE = {A semidefinite programming approach for the nearest correlation matrix problem}, YEAR = 2003, MONTH = {September}, INSTITUTION={Combinatorics and Optimization, University of Waterloo}, ADDRESS = {Waterloo, Ontario, N2L 3G1 Canada}, URL={http://www.optimization-online.org/DB_HTML/2003/09/729.html} } @article{anjos5, AUTHOR = {M. F. Anjos}, TITLE = {An improved semidefinite programming relaxation for the satisfiability problem}, YEAR = 2005, JOURNAL=mathprog, VOLUME = 102, NUMBER = 3, PAGES = {589--608}, URL={http://www.optimization-online.org/DB_HTML/2003/06/673.html} } @article{anjos6, AUTHOR = {M. F. Anjos and S. Burer}, TITLE = {On handling free variables in interior-point methods for conic linear optimization}, JOURNAL = siopt, YEAR = 2007, VOLUME = 18, NUMBER = 4, PAGES = {1310--1325}, URL={http://mfa.research.uwaterloo.ca/ }} @article{Ans1, AUTHOR = {K. M. Anstreicher}, TITLE = {A Monotonic Projection Algorithm for Fractional Linear Programming}, JOURNAL = {Algorithmica}, YEAR = 1986, VOLUME = 1, PAGES = {483--498} } @article{Ans2, AUTHOR = {K. M. Anstreicher}, TITLE = {Linear programming and the {N}ewton barrier flow}, JOURNAL = mathprog, YEAR = 1988, VOLUME = {41(3)}, PAGES = {367--373} } @article{Ans3, AUTHOR = {K. M. Anstreicher}, TITLE = {A combined {P}hase {I}-{P}hase {II} algorithm for linear programming}, JOURNAL = mathprog, YEAR = 1989, VOLUME = {43(2)}, PAGES = {209--223} } @article{Ans4, AUTHOR = {K. M. Anstreicher}, TITLE = {The worst-case step in {K}armarkar's algorithm}, JOURNAL = mor, YEAR = 1989, VOLUME = {14(2)}, PAGES = {294--302} } @article{Ans5, AUTHOR = {K. M. Anstreicher}, TITLE = {A strengthened acceptance criterion for approximate projections in {K}armarkar's algorithm}, JOURNAL = orl, YEAR = 1986, VOLUME = {5}, PAGES = {211--214} } @article{Ans6, AUTHOR = {K. M. Anstreicher}, TITLE = {A standard form variant, with safeguarded linesearch, for the modified {K}armarkar's algorithm}, JOURNAL = mathprog, YEAR = 1990, VOLUME = {47(3)}, PAGES = {337--351} } @article{Ans7, AUTHOR = {K. M. Anstreicher}, TITLE = {On the performance of {K}armarkar's algorithm over a sequence of iterations}, JOURNAL = siopt, YEAR = 1991, VOLUME = {1(1)}, PAGES = {22--29} } @article{Ans8, AUTHOR = {K. M. Anstreicher}, TITLE = {On monotonicity in the scaled potential algorithm for linear programming}, YEAR = 1991, JOURNAL = laa, VOLUME = 152, PAGES = {223--232} } @article{anstreicher9, AUTHOR = {K. M. Anstreicher}, TITLE = {Volumetric path following algorithms for linear programming}, YEAR = 1997, JOURNAL = mathprog, VOLUME = 76, PAGES = {245--263} } @article{anstreicher10, AUTHOR = {K. M. Anstreicher}, TITLE = {On {Vaidya}'s volumetric cutting plane method for convex programming}, JOURNAL = mor, YEAR = 1997, VOLUME = 22, NUMBER = 1, PAGES = {63--89}, URL={ftp://col.biz.uiowa.edu/pub/papers/volume3.ps} } @techreport{anstreicher11, AUTHOR = {K. M. Anstreicher}, TITLE = {Large step volumetric potential reduction algorithms for linear programming}, YEAR = 1994, MONTH = {May}, NOTE={Revised: July 5, 1995; to appear in {\em Annals of Operations Research}}, INSTITUTION= {Department of Management Sciences, University of Iowa}, ADDRESS = {Iowa City, Iowa 52242}, URL={ftp://col.biz.uiowa.edu/pub/papers/volume1.ps} } @article{AnsBosch, AUTHOR = {K. M. Anstreicher and R. Bosch}, TITLE = {Long steps in a {$O(n^3L)$} algorithm for linear programming}, JOURNAL = mathprog, YEAR = 1992, VOLUME = {54(3)}, PAGES = {} } @article{anstreicher12, AUTHOR = {K. M. Anstreicher and T. Terlaky}, TITLE = {A Monotonic Build-Up Simplex Algorithm For Linear Programming}, JOURNAL = or, VOLUME = 42, YEAR = 1994, PAGES = {556--561} } @techreport{anstreicher13, AUTHOR = {K. M. Anstreicher and M. Fampa}, TITLE = {A Long-Step Path Following Algorithm for Semidefinite Programming Problems}, YEAR = 1995, INSTITUTION= {Department of Management Sciences, University of Iowa}, ADDRESS = {Iowa City, Iowa 52242} } @techreport{anstreicher14, AUTHOR = {K. M. Anstreicher}, TITLE = {Potential Reduction Algorithms}, YEAR = 1995, NOTE = {To appear in {\em Interior Point Methods in Mathematical Programming}, T. Terlaky, editor (Kluwer, 1996)}, INSTITUTION= {Department of Management Sciences, University of Iowa}, ADDRESS = {Iowa City, Iowa 52242}, URL={ftp://col.biz.uiowa.edu/pub/papers} } @article{anstreicher15, AUTHOR = {K. M. Anstreicher}, TITLE = {Towards a Practical Volumetric Cutting Plane Method for Convex Programming}, YEAR = 1999, JOURNAL = siopt, VOLUME = 9, NUMBER = 1, PAGES = {190--206}, ABSTRACT={We consider the volumetric cutting plane method for finding a point in a convex set $\Ccal\subset\Re^n$ that is characterized by a separation oracle. We prove polynomiality of the algorithm with each added cut placed directly through the current point, and show that this ``central cut" version of the method can be implemented using no more than $25n$ constraints at any time.}, URL={ftp://col.biz.uiowa.edu/pub/papers/volume4.ps} } @article{anstreicher16, AUTHOR = {K. M. Anstreicher}, TITLE = {Ellipsoidal Approximations of Convex Sets Based on the Volumetric Barrier}, JOURNAL = mor, YEAR = 1999, VOLUME = {24(1)}, PAGES = {193--203}, ABSTRACT={ Let $\Ccal\subset\Re^n$ be a convex set. We assume that $\infnorm{x}\le 1$ for all $x\in\Ccal$, and that $\Ccal$ contains a ball of radius $1/R$. For $x\in\Re^n$, $r\in\Re$, and $B$ an $n\times n$ positive definite matrix, let $E(x,B,r)=\set{y\suchthat (y-x)\tran B (y-x)\le r^2}$. A $\beta$-{\it rounding} of $\Ccal$ is an ellipsoid $E(x,B,r)$ such that $E(x,B,r/\beta)\subset\Ccal\subset E(x,B,r)$. In the case that $\Ccal$ is characterized by a separation oracle, it is well known that an $O(n^{3/2})$-rounding of $\Ccal$ can be obtained using the shallow cut ellipsoid method in $O(n^3\ln(nR))$ oracle calls. We show that a modification of the volumetric cutting plane method obtains an $O(n^{3/2})$-rounding of $\Ccal$ in $O(n^2\ln(nR))$ oracle calls. We also consider the problem of obtaining an $O(n)$-rounding of $\Ccal$ when $\Ccal$ has an explicit polyhedral description. Our analysis uses a new characterization of circumscribing ellipsoids centered at, or near, the volumetric center of a polyhedral set.}, URL={ftp://col.biz.uiowa.edu/pub/papers/volume5.ps} } @article{anstreicher17, AUTHOR = {K. M. Anstreicher}, TITLE = {Linear Programming in $O([n^3/\ln n]L)$ Operations}, YEAR = 1999, JOURNAL = siopt, VOLUME = {9(4)}, PAGES = {803--812}, ABSTRACT={ We show that the complexity to solve linear programming problems, using standard linear algebra, can be reduced to $O([n^3/\ln n]L)$ operations, where $n$ is the number of variables in a standard form problem with integer data of bit size $L$. Our technique combines partial updating with a preconditioned conjugate gradient method, in a scheme first suggested by Nesterov and Nemirovskii.}, URL={ftp://col.biz.uiowa.edu/pub/papers/pcglp.ps} } @article{anstreicher18, AUTHOR = {K. M. Anstreicher}, TITLE = {The volumetric barrier for semidefinite programming}, YEAR = 2000, JOURNAL = mor, VOLUME = 25, NUMBER = 3, PAGES = {365--380}, ABSTRACT={ We consider the volumetric barrier for semidefinite programming, or "generalized" volumetric barrier, as introduced by Nesterov and Nemirovskii. We extend several fundamental properties of the volumetric barrier for a polyhedral set to the semidefinite case. Our analysis facilitates a simplified proof of self-concordancy for the semidefinite volumetric barrier, as well as for the combined volumetric-logarithmic barrier for semidefinite programming. For both of these barriers we obtain self-concordancy parameters equal to those previously shown to hold in the polyhedral case.}, URL={ftp://col.biz.uiowa.edu/pub/papers/volume6.ps} } @techreport{anstreicher19, AUTHOR = {K. M. Anstreicher}, TITLE = {On the Equivalence of Convex Programming Bounds for Boolean Quadratic Programming}, YEAR = 1998, MONTH = {May}, INSTITUTION= {Department of Management Sciences, University of Iowa}, ADDRESS = {Iowa City, Iowa 52242}, ABSTRACT={ Recent papers have shown the equivalence of several tractable bounds for Boolean quadratic programming. 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Yuan}, TITLE = {Strong Duality for a Trust-Region Type Relaxation of the Quadratic Assignment Problem}, YEAR = 1998, MONTH = {July}, NUMBER = {CORR 98--31}, INSTITUTION= {Department of Combinatorics and Optimization, University of Waterloo}, ADDRESS = {Waterloo, Ontario N2L 3G1, Canada}, URL={http://orion.uwaterloo.ca/~hwolkowi/henry/reports/sdptrsqap.ps.gz} } @article{anstreicher22, AUTHOR = {K. M. Anstreicher}, TITLE = {The Volumetric Barrier for Convex Quadratic Constraints}, JOURNAL = mp, VOLUME = 100, NUMBER = 3, YEAR = 2004, PAGES = {613--622}, URL={http://www.biz.uiowa.edu/faculty/anstreicher/volume7.ps} } @article{anstreicher23, AUTHOR = {K. M. Anstreicher and M. H. Wright}, TITLE = {A Note on the Augmented Hessian When the Reduced Hessian is Semidefinite}, JOURNAL = siopt, VOLUME = 11, NUMBER = 1, YEAR = 2001, PAGES = {243--253}, URL={http://www.biz.uiowa.edu/faculty/anstreicher/augment.ps} } @article{anstreicher24, AUTHOR = {K. M. 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Check http://dollar.biz.uiowa.edu/col/}, URL={ftp://dollar.biz.uiowa.edu/pub/yyye/byz2.ps or http://dollar.biz.uiowa.edu/col/ye/} } @techreport{benson3, AUTHOR = {S. J. Benson and L. C. McInnes and J. J. Mor\'{e}}, TITLE = {GPCG: A case study in the performance and scalability of optimization algorithms}, YEAR = 2000, MONTH = {September}, INSTITUTION={Mathematics and Computer Science Division, Argonne National Laboratory}, ADDRESS = {Argonne, IL}, NUMBER = {ANL/MCS-P768-0799}, URL={http://www.mcs.anl.gov/tao} } @techreport{benson4, AUTHOR = {S. J. Benson and Y. Ye}, TITLE = {{DSDP4} -- a software package implementing the dual-scaling algorithm for semidefinite programming}, YEAR = 2002, MONTH = {June}, INSTITUTION={Mathematics and Computer Science Division, Argonne National Laboratory}, ADDRESS = {Argonne, IL}, NUMBER = {ANL/MCS-TM-255}, URL={http://www-unix.mcs.anl.gov/~benson/ or http://www-unix.mcs.anl.gov/~benson/dsdp/dsdpuserguide.pdf }} @techreport{benson5, AUTHOR = {S. J. Benson}, TITLE = {Parallel computing on semidefinite programs}, YEAR = 2002, INSTITUTION={Mathematics and Computer Science Division, Argonne National Laboratory}, ADDRESS = {Argonne, IL}, NUMBER = {ANL/MCS-P939-0302}, URL={http://www-unix.mcs.anl.gov/~benson/ or http://www.optimization-online.org/DB_HTML/2002/03/459.html} } @techreport{bensonhy1, AUTHOR = {H. Y. Benson and D. F. Shanno and R. J. Vanderbei}, TITLE = {Interior-Point Methods for Nonconvex Nonlinear Programming: Jamming and Numerical Testing}, YEAR = 2004, JOURNAL = mathprog, VOLUME = 99, NUMBER = 1, PAGES = {35--48}, URL={http://www.sor.princeton.edu/~rvdb/ps/loqo3_5.pdf or: http://www.princeton.edu/~rvdb/techreps_pdf.html or: http://www.princeton.edu/~rvdb} } @article{bensonhy2, AUTHOR = {H. Y. Benson and D. F. Shanno and R. J. Vanderbei}, TITLE = {Interior-Point Methods for Nonconvex Nonlinear Programming: Filter Methods and Merit Functions}, YEAR = 2002, JOURNAL = coap, VOLUME = 23, NUMBER = 2, PAGES = {257--272}, URL={http://www.sor.princeton.edu/~rvdb/tex/loqo4/loqo4_2.pdf or: http://www.princeton.edu/~rvdb/techreps_pdf.html or: http://www.princeton.edu/~rvdb} } @incollection{bensonhy3, AUTHOR = {H. Y. Benson and D. F. Shanno and R. J. Vanderbei}, TITLE = {A Comparative Study of Large-Scale Nonlinear Optimization Algorithms}, YEAR = 2003, BOOKTITLE= {High Performance Algorithms and Software for Nonlinear Optimization}, EDITOR = {G. Di Pillo and A. Murli}, PAGES = {94--126}, PUBLISHER= {Kluwer Academic Publishers}, URL={http://www.optimization-online.org/DB_HTML/2001/12/409.html or: http://www.princeton.edu/~rvdb/techreps_pdf.html or: http://www.princeton.edu/~rvdb} } @article{bensonhy4, AUTHOR = {H. Y. Benson and R. J. Vanderbei}, TITLE = {Solving problems with semidefinite and related constraints using interior-point methods for nonlinear programming}, YEAR = 2003, JOURNAL = mathprog, VOLUME = 95, NUMBER = 2, PAGES = {279--302} } @article{bensonhy5, AUTHOR = {H. Y. Benson and A. Sen and D. F. Shanno and R. J. Vanderbei}, TITLE = {Interior-Point Algorithms, Penalty Methods and Equilibrium Problems}, YEAR = 2006, JOURNAL = coap, VOLUME = 34, NUMBER = 2, PAGES = {155--182} } @article{bensonhy6, AUTHOR = {H. Y. Benson and D. F. Shanno}, TITLE = {An exact primal-dual penalty method approach to warmstarting interior-point methods for linear programming}, YEAR = 2007, JOURNAL = coap, VOLUME = 38, NUMBER = 3, PAGES = {371--399}, URL={http://www.optimization-online.org/DB_HTML/2005/09/1200.html} } @article{bensonhy7, AUTHOR = {H. Y. Benson and D. F. 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Nemirovski}, TITLE = {On the quality of SDP approximations of uncertain SDP programs}, INSTITUTION={Faculty of Industrial Engineering and Management, Technion --- Israel Institute of Technology}, NUMBER = {\#4/98}, YEAR = 1998, ADDRESS = {Technion-City, Haifa 32000, Israel}, URL={http://iew3.technion.ac.il:8080/~optlab/lconsdp.ps} } @article{bental5, AUTHOR = {A. Ben-Tal and A. Nemirovski}, TITLE = {Robust convex optimization}, JOURNAL = mor, YEAR = 1998, VOLUME = 23, PAGES = {769--805} } @article{bental6, AUTHOR = {A. Ben-Tal and A. Nemirovski}, TITLE = {Robust solutions of uncertain linear programs}, JOURNAL = orl, YEAR = 1999, VOLUME = 25, NUMBER = 1, PAGES = {1--13} } @article{bental7, AUTHOR = {A. Ben-Tal and M. Ko\check{c}vara and A. Nemirovski and J. Zowe}, TITLE = {Free material design via semidefinite programming: the multiload case with contact conditions}, YEAR = 1999, JOURNAL = siopt, VOLUME = 9, NUMBER = 4, PAGES = {813--832}, also={SIAM Review, 42(4), 2000, pages 695--715} } @techreport{bental8, AUTHOR = {A. Ben-Tal and A. Nemirovski}, TITLE = {On the quality of SDP approximations of uncertain SDP programs affected by box uncertainty}, INSTITUTION={MINERVA Optimization Center, Technion --- Israel Institute of Technology}, NUMBER = {\#2/00}, YEAR = 2000, MONTH = {April}, ADDRESS = {Technion-City, Haifa 32000, Israel}, URL={http://iew3.technion.ac.il:8080/subhome.phtml?/Home/research} } @article{bental9, AUTHOR = {A. Ben-Tal and F. Jarre and M. Ko\check{c}vara and A. Nemirovski and J. Zowe}, TITLE = {Optimal Design of Trusses Under a Nonconvex Global Buckling Constraint}, YEAR = 2000, JOURNAL = opte, VOLUME = 1, NUMBER = 1, PAGES = {189--213} } @article{bental10, AUTHOR = {A. Ben-Tal and A. 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Nemirovski}, TITLE = {Non-euclidean restricted memory level method for large-scale convex optimization}, YEAR = 2005, JOURNAL = mathprog, VOLUME = 102, NUMBER = 3, PAGES = {407--456} } @techreport{bental18, AUTHOR = {A. Ben-Tal and S. Boyd and A. Nemirovski}, TITLE = {Control of Uncertainty-Affected Discrete Time Linear Systems via Convex Programming}, YEAR = 2005, INSTITUTION={ISYE, Georgia Tech}, ADDRESS = {Altanta, GA}, URL={http://www2.isye.gatech.edu/~nemirovs/FollowUpFinal.pdf or http://www2.isye.gatech.edu/~nemirovs/ }} @article{bental19, AUTHOR = {A. Ben-Tal and S. Boyd and A. Nemirovski}, TITLE = {Extending the Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems}, YEAR = 2006, JOURNAL = mathprog, VOLUME = 107, NUMBER = {1--2}, PAGES = {63--89} } @article{bental20, AUTHOR = {A. Ben-Tal and A. Nemirovski}, TITLE = {Selected Topics in Robust Convex Optimization}, YEAR = 2008, JOURNAL = mathprog, VOLUME = 112, NUMBER = 1, PAGES = {125--158} } @techreport{bentham1, AUTHOR = {{H. van} Bentham and A. Hipolito and B. Jansen and C. Roos and T. Terlaky and J. Warners}, TITLE = {Radio link frequency assignment project, {Technical} annex {T}--2.3.2: {Potential} reduction methods}, YEAR = 1995, INSTITUTION={Faculty of Technical Mathematics and Informatics, Delft University of Technology}, ADDRESS = {Delft, The Netherlands} } @article{beraldi1, AUTHOR = {P. Beraldi and A. Ruszczy\'nski}, TITLE = {The probabilistic set-covering problem}, JOURNAL = or, YEAR = 2002, VOLUME = 50, NUMBER = 6, PAGES = {956--967} } @article{berenson, AUTHOR = {A. Berenson}, TITLE = {A full reopening of stock trading is set for {Monday}}, JOURNAL = nyt, YEAR = 2001, MONTH = {September 14}, PAGES = {C1} } @book{berge1, AUTHOR = {C. 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Roos and T. Terlaky}, TITLE = {Sensitivity Analysis for Degenerate Quadratic Programming}, YEAR = 1996, INSTITUTION={Faculty of Technical Mathematics and Informatics, Delft University of Technology}, ADDRESS = {Delft, The Netherlands}, URL={http://www.eur.nl/WebDOC/doc/econometrie/eeb19960111120022.ps}} @article{berkelaar2, AUTHOR = {A. B. Berkelaar and B. Jansen and C. Roos and T. Terlaky}, TITLE = {Basis- and partition Identification for Quadratic Programming and Linear Complementarity Problems}, YEAR = 1999, JOURNAL = mathprog, VOLUME = {86(2)}, PAGES = {261--282}, URL={http://www.eur.nl/few/ei/pub/ei9614.ps} } @article{berkelaar3, AUTHOR = {A. B. Berkelaar and J. F. Sturm and S. Zhang}, TITLE = {Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming}, YEAR = 1999, JOURNAL = anm, VOLUME = 29, NUMBER = 3, PAGES = {317--333}, URL={http://www.eur.nl/few/ei/pub/ei9667.ps} } @incollection{berkelaar4, AUTHOR = {A. B. Berkelaar}, TITLE = {The Optimal Set and Optimal Partition Approach to Linear and Quadratic Programming}, YEAR = 1997, BOOKTITLE= {Advances in Sensitivity Analysis and Parametric Programming}, CHAPTER = 6, PUBLISHER= {Kluwer}, ADDRESS = {Dordrecht, The Netherlands}, URL={http://www.eur.nl/WebDOC/doc/econometrie/eeb19960111120044.pdf}} @article{berkelaar5, AUTHOR = {A. B. Berkelaar and C. Dert and B. Oldenkamp and S. Zhang}, TITLE = {A primal-dual decomposition-based interior point approach to two-stage stochastic linear programming}, YEAR = 2002, JOURNAL = or, VOLUME = 50, NUMBER = 5, PAGES = {904--915}, URL={http://www.few.eur.nl/few/people/zhang/publications/ei9918.ps}, ABSTRACT={Decision making under uncertainty is a challenge faced by many decision makers. Stochastic programming is a major tool developed to deal with optimization with uncertainties that has found applications in, e.g. finance, such as asset-liability and bond-portfolio management. Computationally however, many models in stochastic programming remain unsolvable because of overwhelming dimensionality. For a model to be well solvable, its special structure must be explored. Most of the solution methods are based on decomposing the data. In this paper we propose a new decomposition approach for two-stage stochastic programming, based on a direct application of the path-following method combined with the homogeneous self-dual technique. Numerical experiments show that our decomposition algorithm is very efficient for solving stochastic programs. In particular, we apply our deompostition method to a two-period portfolio selection problem using options on a stock index. In this model the investor can invest in a money-market account, a stock index, and European options on this index with different maturities. We experiment our model with market prices of options on the S&P500.} } @article{berkelaar6, AUTHOR = {A. B. Berkelaar and J. A. S. Gromicho and R. Kouwenberg and S. Zhang}, TITLE = {A primal-dual decomposition algorithm for multistage stochastic convex programming}, YEAR = 2005, JOURNAL = mathprog, VOLUME = 104, NUMBER = 1, PAGES = {153--177} } @techreport{berman1, AUTHOR = {P. Berman and M. Karpinski and A. Zelikovsky}, TITLE = {A foctor 3/2 approximation for generalized {Steiner} tree problem with distances one and two}, YEAR = 2008, INSTITUTION={Department of Computer Science and Engineering, Pennsylvania State University}, URL={http://arxiv.org/pdf/0812.2137} } @article{berry1, AUTHOR = {J. Berry and M. Goldberg}, TITLE = {Path optimization for graph partitioning problems}, YEAR = 1999, JOURNAL = dam, VOLUME = 90, PAGES = {27--50} } @article{bertsimas1, AUTHOR = {D. Bertsimas and J. B. Orlin}, TITLE = {A technique for speeding up the solution of the {Lagrangean} dual}, JOURNAL = mathprog, YEAR = 1994, VOLUME = 63, PAGES = {23--45} } @article{bertsimas2, AUTHOR = {D. Bertsimas and D. Simchi-Levi}, TITLE = {A new generation of vehicle routing research: Robust algorithms, addressing uncertainty}, JOURNAL = or, YEAR = 1996, VOLUME = 44, PAGES = {286--304} } @article{bertsimas3, AUTHOR = {D. Bertsimas and X. Luo}, TITLE = {On the worst case complexity of potential reduction algorithms for linear programming}, JOURNAL = mathprog, YEAR = 1997, VOLUME = 77, PAGES = {321--333} } @article{bertsimas4, AUTHOR = {D. Bertsimas and R. Vohra}, TITLE = {Rounding algorithms for covering problems}, JOURNAL = mathprog, YEAR = 1998, VOLUME = 80, PAGES = {63--89} } @book{bertsimas5, AUTHOR = {D. Bertsimas and J. Tsitsiklis}, TITLE = {Introduction to Linear Optimization}, YEAR = 1997, PUBLISHER= {Athena} } @article{bertsimas6, AUTHOR = {D. Bertsimas and C.-P. Teo}, TITLE = {From valid inequalities to heuristics: a unified view of primal-dual approximation algorithms in covering problems}, JOURNAL = or, YEAR = 1998, VOLUME = 46, PAGES = {503--514} } @article{bertsimas7, AUTHOR = {D. Bertsimas and I. Popescu}, TITLE = {On the relation between option and stock prices: a convex optimization approach}, JOURNAL = or, VOLUME = 50, NUMBER = 2, YEAR = 2002, PAGES = {358--374} } @article{bertsimas8, AUTHOR = {D. Bertsimas and C. Darnell and R. Soucy}, TITLE = {Portfolio construction through mixed-integer programming at {G}rantham, {M}ayo, {V}an {O}tterloo and {C}ompany}, JOURNAL = {Interfaces}, VOLUME = 29, NUMBER = 1, YEAR = 1999, PAGES = {49--66} } @article{bertsimas9, AUTHOR = {D. Bertsimas and M. Sim}, TITLE = {The price of robustness}, JOURNAL = or, VOLUME = 52, NUMBER = 1, YEAR = 2004, PAGES = {35--53} } @article{bertsimas10, AUTHOR = {D. Bertsimas and S. de Boer}, TITLE = {Simulation-based booking limits for airline revenue management}, JOURNAL = or, VOLUME = 53, NUMBER = 1, YEAR = 2005, PAGES = {90--106} } @article{bertsimas11, AUTHOR = {D. Bertsimas and K. Natarajan and C.-P. Teo}, TITLE = {Probabilistic combinatorial optimization: moments, semidefinite programming, and asymptotic bounds}, YEAR = 2005, JOURNAL = siopt, VOLUME = 15, NUMBER = 1, PAGES = {185--209}} @article{bertsimas12, AUTHOR = {D. Bertsimas and I. Popescu}, TITLE = {Optimal inequalities in probability theory: a convex optimization approach}, YEAR = 2005, JOURNAL = siopt, VOLUME = 15, NUMBER = 3, PAGES = {780--804} } @article{bertsimas13, AUTHOR = {D. Bertsimas and M. Sim}, TITLE = {Robust discrete optimization and network flows}, YEAR = 2003, JOURNAL = mathprog, VOLUME = 98, NUMBER = {1--3}, PAGES = {49--71} } @article{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. 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W\"achter}, TITLE = {Global convergence of a trust-region {SQP}-filter algorithm for general nonlinear progamming}, YEAR = 2003, JOURNAL = siopt, VOLUME = 13, NUMBER = 3, PAGES = {635--659} } @article{fletcher9, AUTHOR = {R. Fletcher and S. Leyffer}, TITLE = {Solving mathematical programs with complementarity constraints as nonlinear programs}, YEAR = 2004, JOURNAL = oms, VOLUME = 18, NUMBER = 1, PAGES = {15--40} } @article{fleten1, AUTHOR = {S.-E. Fleten and K. H{\o}yland and S. W. Wallace}, TITLE = {The performance of stochastic dynamic and fixed mix portfolio models}, JOURNAL = ejor, YEAR = 2002, VOLUME = 140, NUMBER = 1, PAGES = {37--49}, URL={http://home.himolde.no/~wallace/venezia.pdf}} @techreport{fliege1, AUTHOR = {J. Fliege}, TITLE = {An Efficient Interior-Point Method for Convex Multicriteria Optimization Problems}, YEAR = 2004, MONTH = {March}, NUMBER = 248, INSTITUTION={Ergebnisberichte Angewandte Mathematik, Fachbereich Mathematik, Universit{\"a}t Dortmund}, ADDRESS = {44221 Dortmund, Germany}, URL={http://www.optimization-online.org/DB_HTML/2004/03/839.html}, ABSTRACT={In multicriteria optimization, several objective functions, conflicting with each other, have to be minimized simultaneously. We propose a new efficient method for approximating the solution set of a multiobjective programming problem, where the objective functions involved are arbitary convex functions and the set of feasible points is convex. The method is based on generating warm-start points for an efficient interior-point algorithm, while the approximation computed consists of a finite set of discrete points. Complexity results for the method proposed are derived. It turns out that the number of operations per point \emph{decreases} when the number of points generated for the approximation \emph{increases}.} } @techreport{fliege2, AUTHOR = {J. Fliege and L. N. Vicente}, TITLE = {A multicriteria approach to bilevel optimization}, YEAR = 2003, MONTH = {May}, NUMBER = 248, INSTITUTION={Ergebnisberichte Angewandte Mathematik, Fachbereich Mathematik, Universit{\"a}t Dortmund}, ADDRESS = {44221 Dortmund, Germany}, URL={http://www.optimization-online.org/DB_HTML/2003/05/649.html} } @techreport{flippo1, AUTHOR = {O. E. Flippo and B. Jansen}, TITLE = {Duality and sensitivity in quadratic optimization over a sphere}, YEAR = 1992, MONTH = {September}, NUMBER = {92--65}, INSTITUTION = {Faculty of Technical Mathematics and Informatics, Delft University of Technology}, ADDRESS = {Delft, The Netherlands} } @article{FlAg, AUTHOR = {C. A. Floudas and A. 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R. Esposito and Z. H. G\"um\"us and S. T. Harding and J. L. Klepeis and C. A. Meyer and C. A. Schweiger}, TITLE = {Handbook of test problems in local and global optimization}, YEAR = 1999, PUBLISHER= {Kluwer Academic Publishers}, ADDRESS = {Dordrecht, The Netherlands}, SERIES = {Nonconvex Optimization and its Applications}, NUMBER = 33 } @book{floudas6, AUTHOR = {C. A. Floudas}, TITLE = {Deterministic global optimization: theory, methods and applications}, YEAR = 1999, PUBLISHER= {Kluwer Academic Publishers}, ADDRESS = {Dordrecht, The Netherlands}, SERIES = {Nonconvex Optimization and its Applications}, NUMBER = 37 } @article{floudas7, AUTHOR = {C. A. Meyer and C. A. Floudas}, TITLE = {Convex envelopes for edge-concave functions}, YEAR = 2005, JOURNAL = mathprog, VOLUME = 103, NUMBER = 2, PAGES = {207--224} } @article{floudas8, AUTHOR = {C. A. Floudas and O. 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Gill}, TITLE = {Primal-dual interior point methods for nonconvex nonlinear programming}, YEAR = 1998, JOURNAL = siopt, VOLUME = 8, PAGES = {1132--1152}, URL={http://math.ucsd.edu/~scicomp/peg/peg.html OR http://www.optsyst.math.kth.se/~andersf/Welcome.html} } @article{forsgren2, AUTHOR = {A. Forsgren and W. Murray}, TITLE = {Newton methods for large-scale linear inequality-constrained minimization}, JOURNAL = siopt, VOLUME = 7, YEAR = 1997, PAGES = {162--176} } @article{forsgren3, AUTHOR = {A. Forsgren}, TITLE = {Optimality conditions for nonconvex semidefinite programming}, YEAR = 2000, JOURNAL = mathprog, VOLUME = {88(1)}, PAGES = {105--128}, URL={http://www.optsyst.math.kth.se/~andersf/doc/sdpopt.html} } @techreport{forsgren4, AUTHOR = {A. Forsgren and G. Sporre}, TITLE = {On weighted linear least-squares problems related to interior methods for convex quadratic programming}, INSTITUTION={Department of Mathematics, Royal Institute of Technology (KTH)}, ADDRESS = {SE-100 44 Stockholm, Sweden}, YEAR = 2000, MONTH = {May}, NUMBER = {TRITA-MAT-2000-OS11}, URL={http://www.optsyst.math.kth.se/~andersf/doc/psinvqp.html} } @article{forsgren5, AUTHOR = {A. Forsgren and P. E. Gill and M. H. Wright}, TITLE = {Interior methods for nonlinear optimization}, YEAR = 2002, JOURNAL = sirev, VOLUME = 44, NUMBER = 4, PAGES = {525--597} } @article{fortin1, AUTHOR = {C. Fortin and H. Wolkowicz}, TITLE = {The trust region subproblem and semidefinite programming}, YEAR = 2004, JOURNAL = oms, VOLUME = 18, NUMBER = 1, PAGES = {41--67} } @article{fortz1, AUTHOR = {B. Fortz and M. Labb\`e and F. Maffioli}, TITLE = {Solving the two-connected network with bounded meshes problem}, YEAR = 2000, JOURNAL = or, VOLUME = 48, NUMBER = 6, PAGES = {866--877} } @article{fortz2, AUTHOR = {B. Fortz and M. Labb\`e}, TITLE = {Polyhedral results for two-connected networks with bounded rings}, YEAR = 2002, JOURNAL = mathprog, VOLUME = 93, NUMBER = 1, URL={http://www.optimization-online.org/DB_HTML/2001/05/328.html} } @incollection{fortz3, AUTHOR = {B. Fortz and M. Labb\'e}, TITLE = {Polyhedral appoaches to the design of survivable networks}, YEAR = 2006, BOOKTITLE={Handbook of Optimization in Telecommunications}, EDITOR = {M. G. C. Resende and P. M. Pardalos}, PUBLISHER={Spinger Science + Business Media}, ADDRESS = {New York}, PAGES = {367--389}, CHAPTER = 15 } @book{fourer1, AUTHOR = {R. Fourer and D. M. Gay and B. W. Kernighan}, TITLE = {{AMPL}: A modeling language for mathematical programming}, YEAR = 2003, EDITION = {2nd}, PUBLISHER= {Thomson}, ADDRESS = {Toronto, Canada}, NOTE={First chapter, software, and other material available at http://www.ampl.com }} @inproceedings{fourer2, AUTHOR = {R. Fourer and D. M. Gay}, TITLE = {Numerical Issues and Influences in the Design of Algebraic Modeling Languages for Optimization}, YEAR = 2003, EDITOR = {D.F. Griffiths and G.A. Watson}, BOOKTITLE= {Proceedings of the 20th Biennial Conference on Numerical Analysis}, ADDRESS = {Dundee, Scotland}, URL={http://www.optimization-online.org/DB_HTML/2003/12/792.html} } @techreport{fourer3, AUTHOR = {R. Fourer and L. B. Lopes and K. Martin}, TITLE = {{LPFML}: {A} {W3C} {XML} Schema for Linear Programming}, YEAR = 2004, MONTH = {January}, INSTITUTION={Department of Industrial Engineering and Management Sciences, Northwestern University}, ADDRESS = {IL}, URL={http://www.optimization-online.org/DB_HTML/2004/02/817.html} } @article{fox1, AUTHOR = {B. L. Fox}, TITLE = {Integrating and accelerating tabu search, simulated annealing, and genetic algorithms}, JOURNAL = aor, VOLUME = 41, YEAR = 1993, PAGES = {47--67} } @article{fox2, AUTHOR = {B. L. Fox}, TITLE = {Faster simulated annealing}, JOURNAL = siopt, VOLUME = 5, YEAR = 1995, PAGES = {488--505} } @techreport{fragniere1, AUTHOR = {E. Fragniere and J. Gondzio and R. Sarkissian and J.-P. Vial}, TITLE = {Structure exploiting tool in algebraic modeling languages}, YEAR = 1997, MONTH = {June}, INSTITUTION={LOGILAB, Section of Management Studies, University of Geneva}, ADDRESS = {102 Bd Carl Vogt, CH-1211 Geneva 4, Switzerland}, URL={http://ecolu-info.unige.ch/~logilab/reports/set.ps} } @article{fragniere2, AUTHOR = {E. Fragniere and J. Gondzio and J.-P. Vial}, oldTITLE = {A Planning Model with one Million Scenarios Solved on an Affordable Parallel Machine}, TITLE = {Building and Solving Large-scale Stochastic Programs on an Affordable Distributed Computing System}, YEAR = 2000, JOURNAL = aor, VOLUME = 99, PAGES = {167--187}, URL={http://ecolu-info.unige.ch/~logilab/reports/million2.ps} } @article{Fraley1, AUTHOR = {C. Fraley}, TITLE = {Linear updates in a single-phase projective method}, JOURNAL = orl, VOLUME = 9, YEAR = 1990, PAGES = {169--174} } @article{Fraley2, AUTHOR = {C. Fraley and J. P. Vial}, TITLE = {Alternative approaches to feasibility in projective methods for linear programming}, JOURNAL = {ORSA Jounal on Computing}, YEAR = 1992, VOLUME = {4(3)}, PAGES = {285--299} } @techreport{franconi1, AUTHOR = {L. Franconi and J. Stander}, TITLE = {Microaggregation and model based methods for disclosure limitation and their application to business microdata}, YEAR = 2000, INSTITUTION={Department of Mathematics and Statistics, Plymouth University of Plymouth}, ADDRESS = {Plymouth, UK}, URL={http://www.tech.plym.ac.uk/maths/staff/jstander/disclosure.doc} } @article{frangioni1, AUTHOR = {A. Frangioni and G. Gallo}, TITLE = {A bundle type dual-ascent approach to linear multicommodity min-cost flow problems}, JOURNAL = {INFORMS Jounal on Computing}, YEAR = 1999, VOLUME = {11(4)}, PAGES = {370--393} } @article{frangioni2, AUTHOR = {A. Frangioni and A. Lodi and G. Rinaldi}, TITLE = {New approaches for optimizing over the semimetric polytope}, JOURNAL = mp, YEAR = 2005, VOLUME = 104, NUMBER = {2--3}, PAGES = {375--388} } @article{frangioni3, AUTHOR = {A. Frangioni and C. Gentile}, TITLE = {Perspective cuts for a class of convex 0-1 mixed integer programs}, JOURNAL = mathprog, YEAR = 2006, VOLUME = 106, NUMBER = 2, PAGES = {225--236} } @article{frangioni4, AUTHOR = {A. Frangioni and C. Gentile}, TITLE = {Solving nonlinear single-unit commitment problems with ramping constraints}, JOURNAL = or, YEAR = 2006, VOLUME = 54, NUMBER = 4, PAGES = {767--775} } @article{frangioni5, AUTHOR = {A. Frangioni and C. Gentile}, TITLE = {Experiments with a hybrid interior point/combinatorial approach for network flow problems}, JOURNAL = oms, YEAR = 2007, VOLUME = 22, NUMBER = 4, PAGES = {573--585}, url={http://www.di.unipi.it/~frangio/ or http://www.di.unipi.it/~frangio/papers/XtnddXovr.pdf } } @article{frank1, AUTHOR = {A. Frank and T. Jordan}, TITLE = {Minimal edge-coverings of pairs of sets}, JOURNAL = {Journal of Combinatorial Theory, Series B}, VOLUME = 65, YEAR = 1995, PAGES = {73--110} } @article{frank2, AUTHOR = {A. Frank and T. Jordan}, TITLE = {Directed vertex-connectivity augmentation}, JOURNAL = mathprog, VOLUME = 84, NUMBER = 3, YEAR = 1999, PAGES = {537--553} } @article{FWolfe56, AUTHOR = {M. Frank and P. Wolfe}, TITLE = {An algorithm for quadratic programming}, JOURNAL = nrlq, VOLUME = 3, YEAR = 1956, PAGES = {149--154} } @article{ofrank1, AUTHOR = {O. Frank and W. Gaul}, TITLE = {On reliability in stochastic networks}, JOURNAL = {Networks}, VOLUME = {12}, YEAR = 1982, PAGES = {119--126} } @ARTICLE{frantzeskakis1, author = {Frantzeskakis, L. F. and Powell, W. B.}, year = 1993, title = {Bounding procedures for multistage stochastic dynamic networks}, journal = {Networks}, volume = 23, number = 7, pages = {575--595} } @article{frauendorfer1, AUTHOR = {K. Frauendorfer}, TITLE = {Barycentric scenario trees in convex multistage stochastic programming}, JOURNAL = mathprog, VOLUME = 75, YEAR = 1996, PAGES = {277--293} } @article{frenk1, AUTHOR = {H. Frenk and J. Sturm and S. Zhang}, TITLE = {An interior point subgradient method for linearly constrained nondifferentiable convex programming}, YEAR = 1998, JOURNAL = oms, VOLUME = 10, PAGES = {197--215}, URL={http://www.eur.nl/few/ei/pub/ei9612.ps} } @article{Freund1, AUTHOR = {R. M. Freund}, TITLE = {Theoretical efficiency of a shifted-barrier-function algorithm for linear programming}, YEAR = 1991, JOURNAL = laa, VOLUME = 152, PAGES = {19--42} } @techreport{Freund179, AUTHOR = {R. M. Freund}, TITLE = {Projective Transformations for Interior Point Methods, Part {I}: Basic Theory and Linear Programming}, YEAR = {1988}, MONTH = {June}, INSTITUTION = {Massachusetts Institute of Technology}, NUMBER = {OR179--88} } @article{Freund180, author = "R. M. Freund", title = "Projective transformations for interior--point algorithms, and a superlinearly convergent algorithm for the w--center problem", journal = mathprog, volume = "58", year = "1993", pages = "385--414", this = "Amalgamation of Freund \cite{int:Freund5,int:Freund6}" } @article{Freund182, AUTHOR = {R. M. Freund}, TITLE = {Polynomial Algorithms for Linear Programming Based only on Primal Scaling and Projected Gradients of a Potential Function}, YEAR = 1991, JOURNAL = mathprog, VOLUME = 51, PAGES = {203--222} } @article{Freund192, AUTHOR = {R. M. Freund and K-C. Tan}, TITLE = {A Method for the Parametric Center Problem, with a Strictly Monotone Polynomial-Time Algorithm for Linear Programming}, JOURNAL = mathprog, YEAR = 1991, VOLUME = 16, PAGES = {775--801} } @article{Freund201, author = "R. M. Freund", title = "A potential--function reduction algorithm for solving a linear program directly from an infeasible ``warm start''", journal = mathprog, volume = "52", year = "1991", pages = "441--466" } @article{Freund3453, AUTHOR = {R. M. Freund}, TITLE = {Following a ``balanced'' trajectory from an infeasible point to an optimal linear programming solution with a polynomial-time algorithm}, JOURNAL = mathprog, VOLUME = 21, YEAR = {1996}, PAGES = {839--859} } @techreport{Freund3559, AUTHOR = {R. M. Freund}, TITLE = {An infeasible-start algorithm for linear programming whose complexity depends on the distance from the starting point to the optimal solution}, YEAR = 1993, MONTH = {April}, INSTITUTION = {Sloan School of Management, Massachusetts Institute of Technology}, ADDRESS = {Cambridge, MA 02139}, NUMBER = {3559--93--MSA} } @article{freund2, AUTHOR = {R. M. Freund and S. Mizuno}, TITLE = {Interior Point Methods: Current Status and Future Directions}, JOURNAL = {Optima}, YEAR = 1996, VOLUME = 51, PAGES = {1--9}, URL={ftp://longterm.mit.edu/rmf.papers/ipm.ps or http://web.mit.edu/rfreund/www/publications.html} } @article{freund3, AUTHOR = {R. M. Freund and J. Vera}, TITLE = {Condition-based complexity of convex optimization in conic linear form via the ellipsoid algorithm}, YEAR = 2000, JOURNAL = siopt, VOLUME = {10(1)}, PAGES = {155--176}, URL={ftp://longterm.mit.edu/rmf.papers/EA.ps or http://web.mit.edu/rfreund/www/publications.html} } @article{freund4, AUTHOR = {R. M. Freund and J. B. Orlin}, TITLE = {On the complexity of four polyhedral set containment problems}, JOURNAL = mathprog, VOLUME = 33, YEAR = {1985}, PAGES = {139--145} } @techreport{freund5, AUTHOR = {R. M. Freund and J. R. Vera}, TITLE = {Measures of a conic linear system}, YEAR = 1999, NUMBER = {4/99}, INSTITUTION={Dept. of Industrial and System Engineering, Catholic University of Chile}, ADDRESS = {Santiago, Chile}, URL={http://www.ing.puc.cl/~jvera/illpose.ps or jvera@ing.puc.cl} } @article{freund6, AUTHOR = {R. M. Freund and J. R. Vera}, TITLE = {Some charactirizations and properties of the ``distance to ill-posedness'' and the condition measure of a conic linear system}, JOURNAL = mathprog, VOLUME = 86, YEAR = {1999}, PAGES = {225--260} } @article{freund7, AUTHOR = {R. M. Freund}, TITLE = {On the Primal-Dual Geometry of Level Sets in Linear and Conic Optimization}, YEAR = 2003, JOURNAL = siopt, VOLUME = 13, NUMBER = 4, PAGES = {1004--1013}, URL={http://web.mit.edu/rfreund/www/Rr-geometry.ps} } @article{freund8, AUTHOR = {R. M. Freund}, TITLE = {Complexity of Convex Optimization using Geometry-based Measures and a Reference Point}, YEAR = 2004, JOURNAL = mathprog, VOLUME = 99, NUMBER = 2, PAGES = {197--221}, URL={http://web.mit.edu/rfreund/www/GC.ps} } @article{freund9, AUTHOR = {R. M. Freund}, TITLE = {On the behavior of the homogeneous self-dual model for conic convex optimization}, YEAR = 2006, JOURNAL = mathprog, VOLUME = 106, NUMBER = 3, PAGES = {527--545}, URL={http://web.mit.edu/rfreund/www/HSD-behavior_MATHPROG.pdf} } @article{rwfreund1, AUTHOR = {R. W. Freund and F. Jarre}, TITLE = {An Interior-Point Method For Multifractional Programs With Convex Constraints}, JOURNAL = {Journal Of Optimization Theory And Applications}, YEAR = 1995, VOLUME = 85, PAGES = {125--161} } @article{rwfreund2, AUTHOR = {R. W. Freund and F. Jarre and S. Mizuno}, TITLE = {Convergence of a Class of Inexact Interior-Point Algorithms for Linear Programs}, YEAR = 1999, JOURNAL = mor, VOLUME = {24(1)}, PAGES = {50--71}, URL={http://www.ism.ac.jp/~mizuno/papers/fjm96a.ps or http://cm.bell-labs.com/cs/doc/97/3-11.ps.gz} } @article{rwfreund3, AUTHOR = {R. W. Freund and F. Jarre}, TITLE = {A {QMR}-based interior-point algorithm for solving linear programs}, JOURNAL = mathprog, VOLUME = 76, YEAR = 1997, PAGES = {183--210} } @techreport{rwfreund4, AUTHOR = {R. W. Freund and F. Jarre}, TITLE = {Solving the Sum-of-Ratios Problem by an Interior-Point Method}, YEAR = 1999, MONTH = {June}, NUMBER = {Numerical Analysis Manuscript 99 3 13}, INSTITUTION={Bell Laboratories}, ADDRESS = {Murray Hill, New Jersey}, URL={http://cm.bell-labs.com/cs/doc/99/3-13.ps.gz} } @article{rwfreund5, AUTHOR = {R. W. Freund and F. Jarre}, TITLE = {An interior-point method for fractional programs with convex constraints}, JOURNAL = mathprog, VOLUME = 67, YEAR = 1994, PAGES = {407--440} } @article{rwfreund6, AUTHOR = {R. W. Freund and F. Jarre and S. Schaible}, TITLE = {On self-concordant barrier functions for conic hulls and fractional programming}, JOURNAL = mathprog, VOLUME = 74, YEAR = 1996, PAGES = {237--246} } @article{friedlander1, AUTHOR = {M. P. Friedlander and M. A. Saunders}, TITLE = {A globally convergent linearly constrained {Lagrangian} method for nonlinear optimization}, YEAR = 2005, JOURNAL = siopt, VOLUME = 15, NUMBER = 3, PAGES = {863--897} } @article{friedlander2, AUTHOR = {M. P. Friedlander and P. Tseng}, TITLE = {Exact Regularization of Convex Programs}, YEAR = 2008, JOURNAL = siopt, VOLUME = 18, NUMBER = 4, PAGES = {1326--1350} } @inproceedings{frieze1, AUTHOR = {A. Frieze and M. Jerrum}, TITLE = {Improved approximation algorithms for MAX $k$-CUT and MAX BISECTION}, YEAR = 1995, BOOKTITLE= {Proceedings of the Fourth IPCO Conference}, PAGES = {1--13} } @article{fu1, AUTHOR = {M. Fu and Z.-Q. Luo and Y. Ye}, TITLE = {Approximation algorithms for quadratic programming}, YEAR = 1998, JOURNAL = jco, VOLUME = 2, PAGES = {29--50} } @article{fuduli1, AUTHOR = {A. Fuduli and M. Gaudioso and G. Giallombardo}, TITLE = {Minimizing nonconvex nonsmooth functions via cutting planes and proximity control}, YEAR = 2004, JOURNAL = siopt, VOLUME = 14, NUMBER = 3, PAGES = {743--756} } @techreport{fujie1, AUTHOR = {T. Fujie and M. Kojima}, TITLE = {Relaxation by semidefinite programs}, YEAR = 1995, MONTH = {May}, INSTITUTION={Department of Mathematical and Computing Sciences, Tokyo Institute of Technology}, NUMBER = {B-298}, ADDRESS = {2-12-1 Oh-Okayama, Meguro-ku, Tokyo 152, Japan} } @article{fujie2, AUTHOR = {T. Fujie and M. Kojima}, TITLE = {Semidefinite programming relaxation for nonconvex quadratic programs}, JOURNAL = jogo, YEAR = 1997, VOLUME = 10, PAGES = {367--380} } @techreport{fujisawa1, AUTHOR = {K. Fujisawa and M. Kojima and K. Nakata}, TITLE = {SDPA (Semidefinite Programming Algorithm)}, YEAR = 1996, MONTH = {October}, NOTE={Revised September 2004}, INSTITUTION={Department of Mathematical and Computing Sciences, Tokyo Institute of Technology}, ADDRESS = {2-12-1 Oh-Okayama, Meguro-ku, Tokyo 152, Japan}, URL={http://sdpa.indsys.chuo-u.ac.jp/sdpa/index.html} } @article{fujisawa2, AUTHOR = {K. Fujisawa and M. Kojima and K. Nakata}, TITLE = {Exploiting Sparsity in Primal-Dual Interior-Point Methods for Semidefinite Programming}, YEAR = 1997, JOURNAL = mp, VOLUME = 79, PAGES = {235--253}, ABSTRACT= {The Helmberg-Rendl-Vanderbei-Wolkowicz/Kojima-Shindoh-Hara/Monteiro and the Nesterov-Todd search directions have been used in many primal-dual interior-point methods for semidefinite programs. This paper proposes an efficient method for computing the two directions when a semidefinite program to be solved is large scale and sparse.}, URL={ftp://ftp.is.titech.ac.jp/pub/OpRes/articles/b324.ps.Z} } @incollection{fujisawa3, AUTHOR = {K. Fujisawa and M. Fukuda and M. Kojima and K. Nakata}, TITLE = {Numerical evaluation of {SDPA} (Semidefinite Programming algorithm)}, YEAR = 2000, BOOKTITLE= {High Performance Optimization}, EDITOR = {H. Frenk and K. Roos and T. Terlaky and S. Zhang}, PAGES = {267--301}, PUBLISHER= {Kluwer Academic Press}, ABSTRACT= {SDPA (SemiDefinite Programming Algorithm) is a C++ implementation of a Mehrotra-type primal-dual predictor-corrector interior-point method for solving the standard form semidefinite program and its dual. We report numerical results of large scale problems to evaluate its performance, and investigate how major time-consuming parts of SDPA vary with the problem size, the number of constraints and the sparsity of data matrices.}, URL={ftp://ftp.is.titech.ac.jp/pub/OpRes/articles/b330.ps.Z} } @article{fujisawa4, AUTHOR = {K. Fujisawa and M. Fukuda and K. Nakata}, TITLE = {Preprocessing sparse semidefinite programs via matrix completion}, YEAR = 2006, JOURNAL = oms, VOLUME = 21, PAGES = {17--39}, ABSTRACT={Considering that preprocessing is an important phase in linear programming, it should be systematically more incorporated in semidefinite programming solvers. The conversion method proposed by the authors (SIAM Journal on Optimization, vol.~11, pp.~647--674, 2000, and Mathematical Programming, Series B, vol.~95, pp.~303--327, 2003) is a preprocessing of sparse semidefinite programs based on matrix completion. This article proposed a new version of the conversion method which employs a flop estimation function inside its heuristic procedure. Extensive numerical experiments are included showing the advantage of preprocessing by the conversion method for very sparse semidefinite programs of certain classes.}, URL={http://www.optimization-online.org/DB_HTML/2004/03/837.html} } @techreport{fukuda1, AUTHOR = {K. Fukuda and T. Terlaky}, TITLE = {On the existence of a short admissible pivot sequences for feasibility and linear optimization problems}, YEAR = {1999}, MONTH = {January}, INSTITUTION = {TWI/SSOR, Delft University of Technology}, ADDRESS = {Delft, The Netherlands}, URL={http://ssor.twi.tudelft.nl/~terlaky/files/shsecrep.ps} } @article{fukuda2, AUTHOR = {M. Fukuda and M. Kojima and K. Murota and K. 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Glineur}, TITLE = {Topics in Convex Optimization: Interior-Point Methods, Conic Duality and Approximations}, YEAR = 2001, MONTH = {January}, INSTITUTION={Service MATHRO, Facult\'e Polytechnique de Mons}, ADDRESS = {Mons, Belgium}, URL={http://mathro.fpms.ac.be/~glineur/papers/PhD.ps.gz} } @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}, SCHOOL = {Facult\'{e} Polytechnique de Mons}, YEAR = {1997}, MONTH = Jun, TYPE = {Travail de fin d'\'{e}tudes \'{e}tudes}, ADDRESS = {Mons, Belgium}, URL = {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}, URL = {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}, URL = {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}, URL = {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}, URL = {http://mathro.fpms.ac.be/~glineur/Papers/Image9901.ps.gz}, NOTE = {published as \cite{Glineur98}}} @TECHREPORT{Image9903, AUTHOR = {Fr. Glineur}, TITLE = {Proving strong duality for geometric optimization using a conic formulation}, INSTITUTION = {Facult\'{e} Polytechnique de Mons}, TYPE = {IMAGE Technical Report}, NUMBER = {9903}, YEAR = {1999}, MONTH = Oct, ADDRESS = {Mons, Belgium}, URL = {http://mathro.fpms.ac.be/~glineur/Papers/Image9903.ps.gz}, NOTE = {To appear in Annals of Operations Research}} @TECHREPORT{Image9904, AUTHOR = {Fr. Glineur and T. Terlaky}, TITLE = {Deriving duality for lp-norm optimization using conic optimization}, INSTITUTION = {Facult\'{e} Polytechnique de Mons}, TYPE = {IMAGE Technical Report}, NUMBER = {9904}, YEAR = {1999}, MONTH = Dec, ADDRESS = {Mons, Belgium}, URL = {http://mathro.fpms.ac.be/~glineur/Papers/Image9904.ps.gz}} @TECHREPORT{Image0001, AUTHOR = {Fr. Glineur}, TITLE = {Polyhedral approximation of the second-order cone: computational experiments}, INSTITUTION = {Facult\'{e} Polytechnique de Mons}, TYPE = {IMAGE Technical Report}, NUMBER = {0001}, YEAR = {2000}, MONTH = Jan, ADDRESS = {Mons, Belgium}, NOTE = {revised November 2000}, URL = {http://mathro.fpms.ac.be/~glineur/Papers/Image0001.ps.gz}} @TECHREPORT{Image0005, AUTHOR = {Fr. Glineur and T. Terlaky}, TITLE = {A conic formulation for $l_p$-norm optimization}, INSTITUTION = {Facult\'{e} Polytechnique de Mons}, TYPE = {IMAGE Technical Report}, NUMBER = {0005}, YEAR = {2000}, MONTH = May, ADDRESS = {Mons, Belgium}, URL = {http://mathro.fpms.ac.be/~glineur/Papers/Image0005.ps.gz}, NOTE = {submitted to Journal of Optimization Theory and Applications}} @TECHREPORT{Image0006, AUTHOR = {Fr. Glineur}, TITLE = {An extended conic formulation for geometric optimization}, INSTITUTION = {Facult\'{e} Polytechnique de Mons}, TYPE = {IMAGE Technical Report}, NUMBER = {0006}, YEAR = {2000}, MONTH = May, ADDRESS = {Mons, Belgium}, URL = {http://mathro.fpms.ac.be/~glineur/Papers/Image0006.ps.gz}, NOTE = {published as \cite{Glineur00}}} @TECHREPORT{Image0007, AUTHOR = {Fr. 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Johnson}, TITLE = {T-space and cutting planes}, YEAR = 2003, JOURNAL = mathprog, VOLUME = 96, NUMBER = 2, PAGES = {341--375} } @article{gomory8, AUTHOR = {J. Ar\'aoz and L. Evans and R. E. Gomory and E. L. Johnson}, TITLE = {An approach to integer programming}, YEAR = 2003, JOURNAL = mathprog, VOLUME = 96, NUMBER = 2, PAGES = {377--408} } @article{gomory9, AUTHOR = {R. E. Gomory}, TITLE = {Early integer programming}, JOURNAL = or, YEAR = 2002, VOLUME = 50, NUMBER = 1, PAGES = {78--81} } @article{goncalves1, AUTHOR = {J. P. M. Goncalves and R. H. Storer and J. Gondzio}, TITLE = {A family of linear programming algorithms based on an algorithm by von {N}eumann}, YEAR = 2009, JOURNAL = oms, VOLUME = 24, NUMBER = 3, PAGES = {461--478} } @article{gondzio0, AUTHOR = {J. Gondzio}, TITLE = {Multiple centrality corrections in a primal-dual method for linear programming}, YEAR = 1996, JOURNAL = coap, VOLUME = 6, PAGES = {137--156} } @article{gondzio1, AUTHOR = {J. 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Vial}, TITLE = {Warm start and $\varepsilon$-subgradients in cutting plane scheme for block-angular linear programs}, YEAR = 1999, JOURNAL = coap, VOLUME = 14, NUMBER = 1, PAGES = {17--36}, oldINSTITUTION={Logilab, HEC Geneva, Section of Management Sciences, University of Geneva}, oldADDRESS = {102 Bd Carl Vogt, CH-1211 Geneva 4, Switzerland}, URL={http://ecolu-info.unige.ch/~logilab/reports/balp.ps} } @article{gondzio4, AUTHOR = {J. Gondzio and R. Sarkissian and J.-P. Vial}, TITLE = {Parallel implementation of a central decomposition method for solving large scale planning problems}, YEAR = 2001, JOURNAL = coap, VOLUME = 19, PAGES = {5--29}, URL={http://ecolu-info.unige.ch/~logilab/reports/paccpm.ps}, ABSTRACT={We use a decomposition approach to solve two types of realistic problems: block-angular linear programs arising in energy planning, and multicommodity network problems arising in capacity planning for survivable telecommunication networks. Decomposition is an algorithmic device that breaks down computations into several independent subproblems. It is thus ideally suited to parallel implementation. To achieve robustness and greater reliability in the performance of the decomposition algorithm, we use the Analytic Center Cutting Plane Method (\textsc{accpm}) to handle the master program. We run the algorithm on two different parallel computing platforms: a network of PC's running under Linux and a genuine parallel machine, the IBM SP2. The approach is well adapted for this coarse grain parallelism and the results display good speed-up's for the classes of problems we have treated.} } @article{gondzio5, AUTHOR = {J. Gondzio and R. Sarkissian and J.-P. Vial}, TITLE = {Using an interior point method for the master problem in a decomposition approach}, JOURNAL = ejor, VOLUME = 101, PAGES = {577--587}, YEAR = 1997 } @article{gondzio6, AUTHOR = {J. Gondzio and O. du Merle and R. Sarkissian and J.-P. 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Mitchell}, TITLE = {The clique partition problem with minimum clique size constraint}, YEAR = 2005, MONTH = {May}, INSTITUTION={Department of Mathematical Sciences, Rensselaer Polytechnic Institute}, ADDRESS = {Troy, NY, USA}, URL={http://www.rpi.edu/~mitchj/papers/cppmin.html} } @article{xiaoyun4, AUTHOR = {X. Ji and J. E. Mitchell}, TITLE = {Branch-and-price-and-cut on the clique partition problem with minimum clique size requirement}, YEAR = 2007, JOURNAL = do, VOLUME = 4, NUMBER = 1, PAGES = {87--102}, URL={http://www.rpi.edu/~mitchj/papers/Price.html} } @techreport{ji1, AUTHOR = {J. Ji and F. A. Potra}, TITLE = {Tapia indicators and finite termination of infeasible-interior-point methods for degenerate {LCP}}, YEAR = 1995, MONTH = {October}, INSTITUTION={Department of Mathematics, The university of Iowa}, ADDRESS = {Iowa City, Iowa 52242} } @article{ji2, AUTHOR = {J. Ji and F. A. Potra and R. 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