%%% %%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 %%% and DMS-0317323. %%% %%% 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{coap = "Computational Optimization and Applications"} @string{cce = "Computers and Chemical 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{opte = "Optimization and Engineering"} @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{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 = {Computers and Chemical Engineering}, 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 = {Computers and Chemical Engineering}, 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 = {Computers and Chemical Engineering}, YEAR = 1998, VOLUME = 22, NUMBER = 9, PAGES = {1159--1179} } @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} } @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} } @techreport{alhasan1, AUTHOR = {M. {Al Hasan} and K. K. Ramachandran and J. E. Mitchell}, TITLE = {Optimal Placement of Stereo Sensors}, YEAR = 2006, MONTH = {September}, INSTITUTION={Mathematical Sciences, RPI}, ADDRESS= {Troy, NY 12180}, 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. Goldfarb}, TITLE = {Second-order cone programming}, YEAR = 2003, JOURNAL = mathprog, VOLUME = 95, NUMBER = 1, PAGES = {3--51}, URL={http://www.corc.ieor.columbia.edu/reports/techreports/tr-2002-02.ps or http://www.corc.ieor.columbia.edu/reports/techreports.html } } @incollection{alizadeh8, AUTHOR = {F. Alizadeh and S. Schmieta}, TITLE = {Symmetric cones, potential reduction methods, and word-by-word extensions}, YEAR = 2000, BOOKTITLE= {Handbook of Semidefinite Programming}, EDITOR = {H. Wolkowicz and R. Saigal and L. Vandenberghe}, PUBLISHER= {Kluwer Academic Publishers}, ADDRESS = {Dordrecht, The Netherlands}, PAGES = {195--223} } @article{alkhayyal1, AUTHOR = {F. A. Al-Khayyal and H. D. Sherali}, TITLE = {On finitely terminating branch-and-bound algorithms for some global optimization problems}, JOURNAL = siopt, YEAR = 2000, VOLUME = 10, NUMBER = 4, PAGES = {1049--1057} } @article{alkire1, AUTHOR = {B. Alkire and L. Vandenberghe}, TITLE = {Convex optimization problems involving finite autocorrelation sequences}, YEAR = 2002, JOURNAL = mathprog, VOLUME = 93, NUMBER = 3, PAGES = {331--359}, URL={http://www.optimization-online.org/DB_HTML/2001/01/262.html} } @article{allemand1, AUTHOR = {K. Allemand and K. Fukuda and T. M. Liebling and E. Steiner}, TITLE = {A polynomial case of unconstrained zero-one quadratic optimization}, YEAR = 2001, JOURNAL = mathprog, VOLUME = 91, NUMBER = 1, PAGES = {49--52} } @article{alon1, 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} } @article{alothman1, AUTHOR = {A. Al-Othman and M. Hajeeh}, TITLE = {An algorithm for solving the convex feasibility problem}, JOURNAL = ijor, YEAR = 2007, VOLUME = 2, NUMBER = 3, PAGES = {308--320} } @article{altaysalih1, 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} } @article{altman1, AUTHOR = {A. Altman and J. Gondzio}, TITLE = {Regularized Symmetric Indefinite Systems in Interior Point Methods for Linear and Quadratic Optimization}, YEAR = 1999, JOURNAL = oms, VOLUME = 11, PAGES = {275--302}, URL={http://ecolu-info.unige.ch/~logilab/reports/qphopdm.ps} } @article{amiri1, AUTHOR = {A. Amiri and H. Pirkul}, TITLE = {Primary and secondary route selection in backbone communication networks}, JOURNAL = ejor, YEAR = 1997, VOLUME = 93, PAGES = {98--109} } @article{an1, AUTHOR = {Le Thi Hoai An}, TITLE = {Globally minimizing a quadratic function under convex quadratic constraints}, JOURNAL = mathprog, YEAR = 2000, VOLUME = 87, NUMBER = 3, PAGES = {401--426} } @article{andersen1, AUTHOR = {E. D. Andersen and K. D. Andersen}, TITLE = {Presolving in linear programming}, JOURNAL = mathprog, YEAR = 1996, VOLUME = 71, PAGES = {221--245} } @techreport{andersen2, AUTHOR = {K. D. Andersen and E. Christiansen}, TITLE = {A symmetric primal-dual {Newton} method for minimizing a sum of norms}, YEAR = 1995, MONTH = {April}, INSTITUTION = {Campusvej 55, Odense University}, ADDRESS = {5230 Odense, Denmark} } @article{andersen3, AUTHOR = {E. D. Andersen and Y. Ye}, TITLE = {On a homogeneous algorithm for the monotone complementarity problem}, YEAR = 1999, JOURNAL = mathprog, VOLUME = 84, PAGES = {375--399} } @techreport{andersen4, AUTHOR = {K. D. Andersen}, TITLE = {A modified {Schur} complement method for handling dense columns in interior point methods for linear programming}, YEAR = 1995, MONTH = {October}, INSTITUTION={Dash Associates Ltd}, ADDRESS = {Quinton Lodge, Binswood Avenue, Leamington Spa, Warwickshire CV32 5TH, England} } @incollection{andersen5, AUTHOR = {E. D. Andersen and J. Gondzio and C. M\'{e}sz\'{a}ros and X. Xu}, TITLE = {Implementation of interior point methods for large scale linear programming}, BOOKTITLE={Interior Point Methods in Mathematical Programming}, EDITOR = {T. Terlaky}, PUBLISHER={Kluwer Academic Publishers}, YEAR = {1996}, CHAPTER = 6, PAGES = {189--252}, URL={ftp://ftp.sztaki.hu/pub/oplab/PAPERS/kluwer.ps.Z or http://www.maths.ed.ac.uk/~gondzio/software/kluwer.ps}} @article{andersen6, AUTHOR = {E. D. Andersen and Y. Ye}, TITLE = {A computational study of the homogeneous algorithm for large-scale convex optimization}, YEAR = 1998, JOURNAL = coap, VOLUME = 10, PAGES = {243--269}, URL={ftp://dollar.biz.uiowa.edu/pub/yyye/convex1.ps OR ftp://www.samnet.ou.dk/pub/papers/convex1.ps.gz} } @article{andersen7, AUTHOR = {E. D. Andersen}, TITLE = {On exploiting problem structure in a basis identifications procedure for linear programming}, YEAR = 1999, JOURNAL = joc, VOLUME = 11, PAGES = {95--103}, URL={ftp://www.samnet.ou.dk/pub/papers/bi.ps.gz or: http://www.samnet.ou.dk/~eda} } @techreport{andersen8, AUTHOR = {E. D. Andersen and K. D. Andersen}, TITLE = {The {APOS} linear programming solver: an implementation of the homogeneous algorithm}, YEAR = 1997, MONTH = {April}, NUMBER = 9337, INSTITUTION={CORE, Universite Catholique de Louvain}, ADDRESS = {Belgium}, URL={ftp://www.samnet.ou.dk/pub/papers/eda/papers/aposlp.ps.gz or: http://www.samnet.ou.dk/~eda} } @techreport{andersen9, AUTHOR = {E. D. Andersen and Y. Ye}, TITLE = {Combining interior-point and pivoting algorithms for linear programming}, YEAR = 1994, MONTH = {May}, INSTITUTION={Department of Management, Odense University}, ADDRESS = {Campusvej 55, DK-5230 Odense M, Denmark} } @techreport{andersen10, AUTHOR = {K. D. Andersen and E. Christiansen}, TITLE = {A {Newton} barrier method for minimizing a sum of euclidean norms subject to linear equality constraints}, YEAR = 1995, MONTH = {February}, INSTITUTION={Department of Mathematics and Computer Science, Odense University}, ADDRESS = {Campusvej 55, DK-5230 Odense M, Denmark} } @techreport{andersen11, AUTHOR = {E. D. Andersen and K. D. Andersen}, TITLE = {A parallel interior-point algorithm for linear programming on a shared memory machine}, YEAR = 1998, MONTH = {January}, NUMBER = 9808, INSTITUTION={CORE, Universite Catholique de Louvain}, ADDRESS = {Belgium}, URL={ftp://www.samnet.ou.dk/pub/papers/eda/papers/paposlp.ps or: http://www.samnet.ou.dk/~eda} } @techreport{andersen12, AUTHOR = {K. D. Andersen and E. Christiansen and A. R. Conn and M. L. Overton}, TITLE = {An Efficient Primal-Dual Interior-Point Method for Minimizing a Sum of Euclidean Norms}, YEAR = 1998, MONTH = {August}, INSTITUTION={Courant Institute, New York University}, ADDRESS = {New York}, URL= {http://www.cs.nyu.edu/cs/faculty/overton/papers/psfiles/sumnorms.ps.gz} } @incollection{JEM_ART, AUTHOR = {E. D. Andersen and J. E. Mitchell and C. Roos and T. Terlaky}, TITLE = {A homogenized cutting plane method to solve the convex feasibility problem}, YEAR = 2001, BOOKTITLE= {Optimization Methods and Applications}, EDITOR = {X. Q. Yang {\em et al.}}, PUBLISHER= {Kluwer Academic Publishers}, ADDRESS = {Dordrecht, The Netherlands}, CHAPTER = 10, PAGES = {167--190}, URL={http://www.rpi.edu/~mitchj/papers/feashomog.html} } @article{andersen14, AUTHOR = {E. D. Andersen and C. Roos and T. Terlaky}, TITLE = {On implementing a primal-dual interior-point method for conic quadratic optimization}, YEAR = 2003, JOURNAL = mathprog, VOLUME = 95, NUMBER = 2, PAGES = {249--277}, URL={http://www.mosek.com/download/doc/papers/conicqo.ps or http://www.optimization-online.org/DB_HTML/2000/12/245.html} } @techreport{andersen15, AUTHOR = {E. D. Andersen}, TITLE = {Linear Optimization: Theory, methods, and extensions}, YEAR = 1998, MONTH = {January}, INSTITUTION={Department of Mathematics and Computer Science, Odense University}, ADDRESS = {Campusvej 55, DK-5230 Odense M, Denmark}, URL={http://www.mosek.com/homepages/e.d.andersen/papers/linopt.ps} } @article{andersen16, AUTHOR = {E. D. Andersen}, TITLE = {On primal and dual infeasibility certificates in a homogeneous model for convex optimization}, YEAR = 2001, JOURNAL = siopt, VOLUME = 11, NUMBER = 2, PAGES = {380--388} } @incollection{andersen17, AUTHOR = {E. D. Andersen and K. D. Andersen}, TITLE = {The {MOSEK} interior point optimizer for linear programming: an implementation of the homogeneous algorithm}, YEAR = 2000, BOOKTITLE= {High Performance Optimization}, EDITOR = {H. Frenk {\em et al.}}, PUBLISHER= {Kluwer Academic Publishers}, ADDRESS = {Dordrecht, The Netherlands}, PAGES = {197--232} } @article{kandersen1, AUTHOR = {K. Andersen and G. Cornu\'ejols and Y. Li}, TITLE = {Split closure and intersection cuts}, YEAR = 2005, JOURNAL = mathprog, VOLUME = 102, NUMBER = 3, PAGES = {457--493} } @article{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} } @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{Ans1, AUTHOR = {K. M. Anstreicher}, TITLE = {A Monotonic Projection Algorithm for Fractional Linear Programming}, JOURNAL = {Algorithmica}, YEAR = 1986, VOLUME = 1, PAGES = {483--498} } @article{Ans2, AUTHOR = {K. M. Anstreicher}, TITLE = {Linear programming and the {N}ewton barrier flow}, JOURNAL = mathprog, YEAR = 1988, VOLUME = {41(3)}, PAGES = {367--373} } @article{Ans3, AUTHOR = {K. M. Anstreicher}, TITLE = {A combined {P}hase {I}-{P}hase {II} algorithm for linear programming}, JOURNAL = mathprog, YEAR = 1989, VOLUME = {43(2)}, PAGES = {209--223} } @article{Ans4, AUTHOR = {K. M. Anstreicher}, TITLE = {The worst-case step in {K}armarkar's algorithm}, JOURNAL = mor, YEAR = 1989, VOLUME = {14(2)}, PAGES = {294--302} } @article{Ans5, AUTHOR = {K. M. Anstreicher}, TITLE = {A strengthened acceptance criterion for approximate projections in {K}armarkar's algorithm}, JOURNAL = orl, YEAR = 1986, VOLUME = {5}, PAGES = {211--214} } @article{Ans6, AUTHOR = {K. M. Anstreicher}, TITLE = {A standard form variant, with safeguarded linesearch, for the modified {K}armarkar's algorithm}, JOURNAL = mathprog, YEAR = 1990, VOLUME = {47(3)}, PAGES = {337--351} } @article{Ans7, AUTHOR = {K. M. Anstreicher}, TITLE = {On the performance of {K}armarkar's algorithm over a sequence of iterations}, JOURNAL = siopt, YEAR = 1991, VOLUME = {1(1)}, PAGES = {22--29} } @article{Ans8, AUTHOR = {K. M. Anstreicher}, TITLE = {On monotonicity in the scaled potential algorithm for linear programming}, YEAR = 1991, JOURNAL = laa, VOLUME = 152, PAGES = {223--232} } @article{anstreicher9, AUTHOR = {K. M. Anstreicher}, TITLE = {Volumetric path following algorithms for linear programming}, YEAR = 1997, JOURNAL = mathprog, VOLUME = 76, PAGES = {245--263} } @article{anstreicher10, AUTHOR = {K. M. Anstreicher}, TITLE = {On {Vaidya}'s volumetric cutting plane method for convex programming}, JOURNAL = mor, YEAR = 1997, VOLUME = 22, NUMBER = 1, PAGES = {63--89}, URL={ftp://col.biz.uiowa.edu/pub/papers/volume3.ps} } @techreport{anstreicher11, AUTHOR = {K. M. Anstreicher}, TITLE = {Large step volumetric potential reduction algorithms for linear programming}, YEAR = 1994, MONTH = {May}, NOTE={Revised: July 5, 1995; to appear in {\em Annals of Operations Research}}, INSTITUTION= {Department of Management Sciences, University of Iowa}, ADDRESS = {Iowa City, Iowa 52242}, URL={ftp://col.biz.uiowa.edu/pub/papers/volume1.ps} } @article{AnsBosch, AUTHOR = {K. M. Anstreicher and R. Bosch}, TITLE = {Long steps in a {$O(n^3L)$} algorithm for linear programming}, JOURNAL = mathprog, YEAR = 1992, VOLUME = {54(3)}, PAGES = {} } @article{anstreicher12, AUTHOR = {K. M. Anstreicher and T. Terlaky}, TITLE = {A Monotonic Build-Up Simplex Algorithm For Linear Programming}, JOURNAL = or, VOLUME = 42, YEAR = 1994, PAGES = {556--561} } @techreport{anstreicher13, AUTHOR = {K. M. Anstreicher and M. Fampa}, TITLE = {A Long-Step Path Following Algorithm for Semidefinite Programming Problems}, YEAR = 1995, INSTITUTION= {Department of Management Sciences, University of Iowa}, ADDRESS = {Iowa City, Iowa 52242} } @techreport{anstreicher14, AUTHOR = {K. M. Anstreicher}, TITLE = {Potential Reduction Algorithms}, YEAR = 1995, NOTE = {To appear in {\em Interior Point Methods in Mathematical Programming}, T. Terlaky, editor (Kluwer, 1996)}, INSTITUTION= {Department of Management Sciences, University of Iowa}, ADDRESS = {Iowa City, Iowa 52242}, URL={ftp://col.biz.uiowa.edu/pub/papers} } @article{anstreicher15, AUTHOR = {K. M. Anstreicher}, TITLE = {Towards a Practical Volumetric Cutting Plane Method for Convex Programming}, YEAR = 1999, JOURNAL = siopt, VOLUME = 9, NUMBER = 1, PAGES = {190--206}, ABSTRACT={We consider the volumetric cutting plane method for finding a point in a convex set $\Ccal\subset\Re^n$ that is characterized by a separation oracle. We prove polynomiality of the algorithm with each added cut placed directly through the current point, and show that this ``central cut" version of the method can be implemented using no more than $25n$ constraints at any time.}, URL={ftp://col.biz.uiowa.edu/pub/papers/volume4.ps} } @article{anstreicher16, AUTHOR = {K. M. Anstreicher}, TITLE = {Ellipsoidal Approximations of Convex Sets Based on the Volumetric Barrier}, JOURNAL = mor, YEAR = 1999, VOLUME = {24(1)}, PAGES = {193--203}, ABSTRACT={ Let $\Ccal\subset\Re^n$ be a convex set. We assume that $\infnorm{x}\le 1$ for all $x\in\Ccal$, and that $\Ccal$ contains a ball of radius $1/R$. For $x\in\Re^n$, $r\in\Re$, and $B$ an $n\times n$ positive definite matrix, let $E(x,B,r)=\set{y\suchthat (y-x)\tran B (y-x)\le r^2}$. A $\beta$-{\it rounding} of $\Ccal$ is an ellipsoid $E(x,B,r)$ such that $E(x,B,r/\beta)\subset\Ccal\subset E(x,B,r)$. In the case that $\Ccal$ is characterized by a separation oracle, it is well known that an $O(n^{3/2})$-rounding of $\Ccal$ can be obtained using the shallow cut ellipsoid method in $O(n^3\ln(nR))$ oracle calls. We show that a modification of the volumetric cutting plane method obtains an $O(n^{3/2})$-rounding of $\Ccal$ in $O(n^2\ln(nR))$ oracle calls. We also consider the problem of obtaining an $O(n)$-rounding of $\Ccal$ when $\Ccal$ has an explicit polyhedral description. Our analysis uses a new characterization of circumscribing ellipsoids centered at, or near, the volumetric center of a polyhedral set.}, URL={ftp://col.biz.uiowa.edu/pub/papers/volume5.ps} } @article{anstreicher17, AUTHOR = {K. M. Anstreicher}, TITLE = {Linear Programming in $O([n^3/\ln n]L)$ Operations}, YEAR = 1999, JOURNAL = siopt, VOLUME = {9(4)}, PAGES = {803--812}, ABSTRACT={ We show that the complexity to solve linear programming problems, using standard linear algebra, can be reduced to $O([n^3/\ln n]L)$ operations, where $n$ is the number of variables in a standard form problem with integer data of bit size $L$. Our technique combines partial updating with a preconditioned conjugate gradient method, in a scheme first suggested by Nesterov and Nemirovskii.}, URL={ftp://col.biz.uiowa.edu/pub/papers/pcglp.ps} } @article{anstreicher18, AUTHOR = {K. M. Anstreicher}, TITLE = {The volumetric barrier for semidefinite programming}, YEAR = 2000, JOURNAL = mor, VOLUME = 25, NUMBER = 3, PAGES = {365--380}, ABSTRACT={ We consider the volumetric barrier for semidefinite programming, or "generalized" volumetric barrier, as introduced by Nesterov and Nemirovskii. We extend several fundamental properties of the volumetric barrier for a polyhedral set to the semidefinite case. Our analysis facilitates a simplified proof of self-concordancy for the semidefinite volumetric barrier, as well as for the combined volumetric-logarithmic barrier for semidefinite programming. For both of these barriers we obtain self-concordancy parameters equal to those previously shown to hold in the polyhedral case.}, URL={ftp://col.biz.uiowa.edu/pub/papers/volume6.ps} } @techreport{anstreicher19, AUTHOR = {K. M. Anstreicher}, TITLE = {On the Equivalence of Convex Programming Bounds for Boolean Quadratic Programming}, YEAR = 1998, MONTH = {May}, INSTITUTION= {Department of Management Sciences, University of Iowa}, ADDRESS = {Iowa City, Iowa 52242}, ABSTRACT={ Recent papers have shown the equivalence of several tractable bounds for Boolean quadratic programming. In this note we give simplified proofs for these results, and also show that all of the bounds considered are simultaneously attained by one diagonal perturbation of the quadratic form.}, URL={ftp://col.biz.uiowa.edu/pub/papers/bqp.ps} } @techreport{anstreicher20, AUTHOR = {K. M. Anstreicher and H. Wolkowicz}, TITLE = {On Lagrangian Relaxation of Quadratic Matrix Constraints}, YEAR = 1998, MONTH = {June}, INSTITUTION= {Department of Combinatorics and Optimization, University of Waterloo}, ADDRESS = {Waterloo, Ontario N2L 3G1, Canada}, URL={http://orion.uwaterloo.ca/~hwolkowi/henry/reports/qqplagrng.ps.gz} } @techreport{anstreicher21, AUTHOR = {K. M. Anstreicher and X. Chen and H. Wolkowicz and Y.-X. Yuan}, TITLE = {Strong Duality for a Trust-Region Type Relaxation of the Quadratic Assignment Problem}, YEAR = 1998, MONTH = {July}, NUMBER = {CORR 98--31}, INSTITUTION= {Department of Combinatorics and Optimization, University of Waterloo}, ADDRESS = {Waterloo, Ontario N2L 3G1, Canada}, URL={http://orion.uwaterloo.ca/~hwolkowi/henry/reports/sdptrsqap.ps.gz} } @article{anstreicher22, AUTHOR = {K. M. Anstreicher}, TITLE = {The Volumetric Barrier for Convex Quadratic Constraints}, JOURNAL = mp, VOLUME = 100, NUMBER = 3, YEAR = 2004, PAGES = {613--622}, URL={http://www.biz.uiowa.edu/faculty/anstreicher/volume7.ps} } @article{anstreicher23, AUTHOR = {K. M. Anstreicher and M. H. Wright}, TITLE = {A Note on the Augmented Hessian When the Reduced Hessian is Semidefinite}, JOURNAL = siopt, VOLUME = 11, NUMBER = 1, YEAR = 2001, PAGES = {243--253}, URL={http://www.biz.uiowa.edu/faculty/anstreicher/augment.ps} } @article{anstreicher24, AUTHOR = {K. M. Anstreicher}, TITLE = {Eigenvalue bounds versus semidefinite relaxations for the quadratic assignment problem}, JOURNAL = siopt, VOLUME = 11, NUMBER = 1, YEAR = 2001, PAGES = {254--265}, URL={http://www.biz.uiowa.edu/faculty/anstreicher/qapeig.ps} } @article{anstreicher25, AUTHOR = {K. M. Anstreicher and N. W. Brixius}, TITLE = {A New Bound for the Quadratic Assignment Problem Based on Convex Quadratic Programming}, YEAR = 2001, JOURNAL = mathprog, VOLUME = 89, NUMBER = 3, PAGES = {341--357}, URL={http://www.biz.uiowa.edu/faculty/anstreicher/qapqp.ps} } @article{anstreicher26, AUTHOR = {K. M. Anstreicher and J. Ji and F. A. Potra and Y. Ye}, TITLE = {Probabilistic analysis of an infeasible-interior-point algorithm for linear programming}, JOURNAL = mor, YEAR = 1999, VOLUME = {24(1)}, PAGES = {176--192} } @article{anstreicher27, AUTHOR = {K. M. Anstreicher and M. Fampa and J. Lee and J. Williams}, TITLE = {Using continuous nonlinear relaxation to solve constrained maximum-entropy sampling problems}, JOURNAL = mathprog, YEAR = 1999, VOLUME = {85(2)}, PAGES = {221--240} } @article{anstreicher28, AUTHOR = {K. M. Anstreicher and N. W. Brixius and J.-P. Goux and J. Linderoth}, TITLE = {Solving large quadratic assignment problems on computational grids}, YEAR = 2002, JOURNAL = mathprog, VOLUME = 91, NUMBER = 3, PAGES = {563--588}, URL={http://www.biz.uiowa.edu/faculty/anstreicher/mwqap.ps or http://link.springer-ny.com/link/service/journals/10107/bibs/2091003/20910563.htm } } @techreport{anstreicher29, AUTHOR = {K. M. Anstreicher}, TITLE = {Improved Linear Programming Bounds for Antipodal Spherical Codes}, YEAR = 2000, MONTH = {December}, INSTITUTION= {Department of Management Sciences, University of Iowa}, ADDRESS = {Iowa City, Iowa 52242}, URL={http://www.biz.uiowa.edu/faculty/anstreicher/kissing.ps or http://www.optimization-online.org/DB_HTML/2001/01/248.html} } @techreport{anstreicher30, AUTHOR = {K. M. Anstreicher}, TITLE = {Improved complexity for maximum volume inscribed ellipsoids}, YEAR = 2001, MONTH = {June}, INSTITUTION= {Department of Management Sciences, University of Iowa}, ADDRESS = {Iowa City, Iowa 52242}, URL={http://www.biz.uiowa.edu/faculty/anstreicher/mvie.ps} } @article{anstreicher31, AUTHOR = {K. M. Anstreicher}, TITLE = {Recent advances in the solution of quadratic assignment problems}, YEAR = 2003, JOURNAL = mathprog, VOLUME = 97, NUMBER = {1--2}, PAGES = {27--42} } @techreport{anstreicher32, AUTHOR = {K. M. Anstreicher and J. Lee}, TITLE = {A masked spectral bound for maximum-entropy sampling}, YEAR = 2003, MONTH = {September}, INSTITUTION= {IBM T.J. Watson Research Center}, NUMBER = {RC22892}, ADDRESS = {Yorktown Heights, NY}, URL={http://www.optimization-online.org/DB_HTML/2003/09/728.html} } @article{applegate1, AUTHOR = {D. Applegate and W. Cook}, TITLE = {A computational study of the job-shop scheduling problem}, JOURNAL = ORSAjoc, YEAR = 1991, VOLUME = {3(2)}, PAGES = {149--156} } @techreport{ApBiChCo, AUTHOR = {D. Applegate and R. Bixby and V. Chv\'atal and W. Cook}, TITLE = {The traveling salesman problem}, YEAR = 1994, INSTITUTION={DIMACS, Rutgers University}, ADDRESS = {New Brunswick, NJ} } @incollection{applegate3, AUTHOR = {D. Applegate and W. Cook}, TITLE = {Solving large-scale matching problems}, YEAR = 1993, BOOKTITLE = {Network Flows and Matching: First DIMACS Implementation Challenge,}, EDITOR = {D.S. Johnson and C.C. McGeogh}, PAGES = {299--348}, PUBLISHER= {American Mathematical Society}, NOTE = {DIMACS Series on Discrete Mathematics and Theoretical Computer Science, vol. 12} } @article{applegate4, AUTHOR = {D. Applegate and R. Bixby and V. Chv\'atal and W. Cook}, TITLE = {On the solution of traveling salesman problems}, JOURNAL = {Documenta Mathematica}, YEAR = 1998, VOLUME = {Extra Volume Proceedings ICM III (1998)}, PAGES = {645--656}, URL={http://www.mathematik.uni-bielefeld.de/DMV-J/xvol-icm/17/17.html} } @article{applegate5, AUTHOR = {D. Applegate and R. Bixby and V. Chv\'atal and W. Cook}, TITLE = {Implementing the {D}antzig-{F}ulkerson-{J}ohnson algorithm for large traveling salesman problems}, YEAR = 2003, JOURNAL = mathprog, VOLUME = 97, NUMBER = {1--2}, PAGES = {91--153} } @book{applegate6, AUTHOR = {D. Applegate and R. Bixby and V. Chv\'atal and W. Cook}, TITLE = {The traveling salesman problem: a computational study}, YEAR = 2006, PUBLISHER= {Princeton University Press}, ADDRESS = {Princeton, NJ}, ISBN = {978-0-691-12993-8} } @article{arantes1, AUTHOR = {J. C. Arantes and P. Telang and S. Lakshminarayanan}, TITLE = {The pooling of cryoprecipitate}, JOURNAL = {International Journal of Industrial Engineering}, YEAR = 1997, VOLUME = 4, PAGES = {159--166} } @incollection{areibi1, AUTHOR = {S. Areibi and A. Vannelli}, TITLE = {Advanced search techniques for circuit partitioning}, BOOKTITLE= {Quadratic Assignment and Related Problems}, EDITOR = {P. M. Pardalos and H. Wolkowicz}, YEAR = 1994, VOLUME = 16, PAGES = {77--96}, PUBLISHER= {AMS}, SERIES = {DIMACS: Series in Discrete Mathematics and Theoretical Computer Science} } @techreport{ariyawansa1, AUTHOR = {K. A. Ariyawansa and P. L. Jiang}, TITLE = {Polynomial cutting plane algorithms for two-stage stochastic linear programs based on ellipsoids, volumetric centers, and analytic centers}, YEAR = 1996, MONTH = {November}, INSTITUTION={Pure and Applied Mathematics, Washington State University}, ADDRESS = {Pullman, WA 99164--3113} } @techreport{ariyawansa2, AUTHOR = {K. A. Ariyawansa and A. J. Felt}, TITLE = {On a new collection of stochastic linear programming test problems}, YEAR = 2001, MONTH = {May}, NUMBER = {01--04}, INSTITUTION={Pure and Applied Mathematics, Washington State University}, ADDRESS = {Pullman, WA 99164--3113}, URL={http://www.optimization-online.org/DB_HTML/2001/05/334.html} } @article{armand1, AUTHOR = {P. Armand and J. C. Gilbert and S. Jan-J\'egou}, TITLE = {A Feasible BFGS Interior Point Algorithm for Solving Convex Minimization Problems}, JOURNAL = siopt, VOLUME = 11, NUMBER = 1, YEAR = 2001, PAGES = {199--222}, URL={http://www.inria.fr/RRRT/RR-3500.html} } @article{armijo1, AUTHOR = {L. Armijo}, TITLE = {Minimization of Functions Having Lipschitz Continuous First-Partial Derivatives}, JOURNAL = {Pacific Journal of Mathematics}, YEAR = 1966, VOLUME = {16(1)}, PAGES = {1--3} } @incollection{arora1, AUTHOR = {S. Arora and C. Lund}, TITLE = {Hardness of Approximations}, CHAPTER = 10, YEAR = 1995, EDITOR = {D. S. Hochbaum}, PUBLISHER= {PWS}, BOOKTITLE= {Approximation Algorithms for NP-Hard Problems} } @techreport{arora2, AUTHOR = {S. Arora and C. Lund and R. Motwani and M. Sudan and M. Szegedy}, TITLE = {Proof verification and the hardness of approximation problems}, YEAR = 1997, INSTITUTION={Computer Science, Princeton University}, ADDRESS = {Princeton, NJ 08544} } @article{arora3, AUTHOR = {S. Arora}, TITLE = {Approximation schemes for {NP}-hard geometric optimization problems: a survey}, YEAR = 2003, JOURNAL = mathprog, VOLUME = 97, NUMBER = {1--2}, PAGES = {43--69} } @article{arsham1, AUTHOR = {H. Arsham}, TITLE = {Initialization of the simplex algorithm: an artificial-free approach}, JOURNAL = sirev, VOLUME = 39, NUMBER = 4, YEAR = 1997, PAGES = {736--744}, NOTE = {See \cite{enge1} for a counterexample to this algorithm.}, URL={http://epubs.siam.org/sam-bin/dbq/article/30472 See also http://epubs.siam.org/sirev/97014.htm for a cursory discussion of the error of the algorithm. } } @article{arthanari1, AUTHOR = {T. S. Arthanari and M. Usha}, TITLE = {On the equivalence of the multistage-insertion and cycle-shrink formulations of the traveling salesman problem}, YEAR = 2001, JOURNAL = orl, VOLUME = 29, NUMBER = 3, PAGES = {129--139}} @article{ascheuer1, AUTHOR = {N. Ascheuer and M. Gr\"otschel and J. Rambau}, TITLE = {Combinatorial online optimization in practice}, JOURNAL = {Optima}, YEAR = 1998, VOLUME = 57, PAGES = {1--6} } @article{ascheuer2, AUTHOR = {N. Ascheuer and M. J\"unger and G. Reinelt}, TITLE = {A Branch & Cut Algorithm for the Asymmetric Traveling Salesman Problem with Precedence Constraints}, JOURNAL = coap, YEAR = 2000, VOLUME = 17, NUMBER = 1, PAGES = {61--84} } @article{ascheuer3, AUTHOR = {N. Ascheuer and M. J\"unger and G. Reinelt}, TITLE = {Solving the asymmetric travelling salesman problem with time windows by branch-and-cut}, YEAR = 2001, JOURNAL = mathprog, VOLUME = 90, NUMBER = 3, PAGES = {475--506} } @article{AKVRN, AUTHOR = {M. D. Asic and V. V. Kovacevic-Vujcic and M. D. Radosavljevic-Nikolic}, TITLE = {Asymptotic behaviour of {K}armarkar's method for linear programming}, JOURNAL = mathprog, YEAR = 1990, VOLUME = {46}, PAGES = {173--190} } @techreport{asic2, AUTHOR = {M. D. Asic and V. V. Kovacevic-Vujcic}, TITLE = {Ill-conditionedness and interior-point methods}, INSTITUTION={Faculty of Organizational Sciences, University of Belgrade}, YEAR = 1998, MONTH = {February}, ADDRESS = {Jove Ilica 154, 11040 Belgrade, Yugoslavia}, EMAIL={verakov@fon.fon.bg.ac.yu} } @article{askin1, AUTHOR = {R. G. Askin and M. Zhou}, TITLE = {A parallel station heuristic for the mixed-model production line balancing problem}, JOURNAL = {International Journal on Production Research}, YEAR = 1997, VOLUME = 11, PAGES = {3095--3105} } @article{atamturk1, AUTHOR = {A. Atamt\"urk and G. L. Nemhauser and M. W. P. Savelsbergh}, TITLE = {The mixed vertex packing problem}, YEAR = 2000, JOURNAL = mathprog, VOLUME = 89, NUMBER = 1, PAGES = {35--53} } @article{atamturk2, AUTHOR = {A. Atamt\"urk and E. L. Johnson and G. L. Nemhauser and M. W. P. Savelsbergh}, TITLE = {A relational modeling system for linear and integer programming}, YEAR = 2000, JOURNAL = or, VOLUME = 48, NUMBER = 6, PAGES = {846--857} } @article{atamturk3, AUTHOR = {A. Atamt\"urk}, TITLE = {Flow pack facets of the single node fixed-charge flow polytope}, YEAR = 2001, JOURNAL = orl, VOLUME = 29, NUMBER = 3, PAGES = {107--114}} @techreport{atamturk4, AUTHOR = {A. Atamturk}, TITLE = {Strong Formulations of Robust Mixed 0-1 Programming}, YEAR = 2003, MONTH = {December}, INSTITUTION={IEOR, University of California at Berkeley}, NUMBER = {BCOL.03.04}, ADDRESS = {CA}, URL={http://www.optimization-online.org/DB_HTML/2004/01/816.html} } @article{atamturk5, AUTHOR = {A. Atamt\"urk}, TITLE = {Sequence independent lifting for mixed-integer programming}, YEAR = 2004, JOURNAL = or, VOLUME = 52, NUMBER = 3, PAGES = {487--490}} @article{atamturk6, AUTHOR = {A. Atamt\"urk}, TITLE = {On capacitated network design cut-set polyhedra}, YEAR = 2004, JOURNAL = mathprog, VOLUME = 92, NUMBER = 3, PAGES = {425--452}} @article{atamturk7, AUTHOR = {A. Atamt\"urk and G. L. Nemhauser and M. W. P. Savelsbergh}, TITLE = {Valid inequalities for problems with additive variable upper bounds}, YEAR = 2001, JOURNAL = mathprog, VOLUME = 91, NUMBER = 1, PAGES = {145--162} } @article{atamturk8, AUTHOR = {A. Atamt\"urk and S. K\"u\cc\"ukyavuz}, TITLE = {Lot sizing with inventory bounds and fixed costs: polyhedral study and computation}, YEAR = 2005, JOURNAL = or, VOLUME = 53, NUMBER = 4, PAGES = {711--730} } @article{atamturk9, AUTHOR = {A. Atamt\"urk}, TITLE = {On the facets of the mixed-integer knapsack problem}, YEAR = 2003, JOURNAL = mathprog, VOLUME = 98, NUMBER = {1--3}, PAGES = {145--175} } @article{atamturk10, AUTHOR = {A. Atamt\"urk}, TITLE = {Cover and pack inequalities for (mixed) integer programming}, YEAR = 2005, JOURNAL = aor, VOLUME = 139, NUMBER = 1, PAGES = {21--38} } @article{atamturk10, AUTHOR = {A. Atamt\"urk and M. Zhang}, TITLE = {Two-stage robust network flow and design under demand uncertainty}, YEAR = 2007, JOURNAL = or, VOLUME = 55, NUMBER = 4, PAGES = {662--673} } @article{Atkinson1, AUTHOR = {D. S. Atkinson and P. M. Vaidya}, TITLE = {A cutting plane algorithm for convex programming that uses analytic centers}, JOURNAL = mathprog, YEAR = 1995, VOLUME = 69, PAGES = {1--43} } @phdthesis{atkinson2, AUTHOR = {D. S. Atkinson}, TITLE = {Scaling and interior point methods in optimization}, SCHOOL = {University of Illinois at Urbana-Champaign}, YEAR = 1992, ADDRESS = {Urbana, Illinois} } @article{atkinson3, AUTHOR = {D. S. Atkinson and P. M. Vaidya}, TITLE = {A scaling technique for finding the weighted analytic center of a polytope}, JOURNAL = mathprog, YEAR = 1992, VOLUME = 57, PAGES = {163--192} } @article{audet1, AUTHOR = {C. Audet and P. Hansen and B. Jaumard and G. Savard}, TITLE = {A branch and cut algorithm for non-convex quadratically constrained quadratic programming}, JOURNAL = mathprog, YEAR = 2000, VOLUME = 87, NUMBER = 1, PAGES = {131--152} } @article{audet2, AUTHOR = {C. Audet and J. E. Dennis, Jr.}, TITLE = {Pattern search algorithms for mixed variable programming}, JOURNAL = siopt, YEAR = 2001, VOLUME = 11, NUMBER = 3, PAGES = {573--594} } @article{audet3, AUTHOR = {C. Audet and J. E. Dennis, Jr.}, TITLE = {Analysis of generalized pattern searches}, YEAR = 2003, JOURNAL = siopt, VOLUME = 13, NUMBER = 3, PAGES = {889--903} } @article{audet4, AUTHOR = {C. Audet and J. E. Dennis, Jr.}, TITLE = {A pattern search filter method for nonlinear programming without derivatives}, YEAR = 2005, JOURNAL = siopt, VOLUME = 14, NUMBER = 4, PAGES = {980--1010} } @article{audet5, AUTHOR = {C. Audet and J. Haddad and G. Savard}, TITLE = {Disjunctive cuts for continuous bilevel programming}, YEAR = 2006, JOURNAL = ol, VOLUME = {online}, PAGES = {online first} } @techreport{audet6, AUTHOR = {C. Audet and G. Savard and W. Zghal}, TITLE = {New branch-and-cut algorithm for bilevel linear programming}, YEAR = 2004, NUMBER = {G--2004--13}, INSTITUTION={GERAD, \'Ecole Polytechnique de Montr\'eal}, ADDRESS = {Montr\'eal, Quebec, Canada}, NOTE={To appear in {\em Journal of Optimization Theory and Applications}}, URL={http://www.gerad.ca/fichiers/cahiers/G-2004-13.pdf or http://www.crt.umontreal.ca/~charlesa/pub_go.html or http://www.crt.umontreal.ca/~charlesa/ }} @article{AHJSavard99, AUTHOR = {C. Audet and P. Hansen and B. Jaumard and G. Savard}, TITLE = {A symmetrical linear maxmin approach to disjoint bilinear programming}, JOURNAL = mathprog, YEAR = 1999, VOLUME = 85, NUMBER = 3, PAGES = {573--592} } @article{auslender1, AUTHOR = {A. Auslender and R. Cominetti and M. Haddou}, TITLE = {Asymptotic analysis for penalty and barrier methods in convex and linear programming}, JOURNAL = mor, YEAR = 1997, VOLUME = 22, PAGES = {43--62} } @article{auslender2, AUTHOR = {A. Auslender}, TITLE = {Penalty and barrier methods: a unified framework}, JOURNAL = siopt, YEAR = 2000, VOLUME = {10(1)}, PAGES = {211--230} } @article{avella1, AUTHOR = {P. Avella and A. Sassano}, TITLE = {On the $p$-median polytope}, YEAR = 2001, JOURNAL = mathprog, VOLUME = 89, NUMBER = 3, PAGES = {395--411} } @article{averbakh1, AUTHOR = {I. Averbakh and Y. B. Zhao}, TITLE = {Explicit Reformulations for Robust Optimization Problems with General Uncertainty Sets}, YEAR = 2008, JOURNAL = siopt, VOLUME = 18, NUMBER = 4, PAGES = {1436--1466} } @article{Avis, AUTHOR = {D. Avis}, TITLE = {A survey of heuristics for the weighted matching problem}, JOURNAL = {Networks}, YEAR = 1983, VOLUME = 13, PAGES = {475--493} } @article{avis2, AUTHOR = {D. Avis and A. Deza}, TITLE = {On the solitaire cone and its relationship to multi-commodity flows}, JOURNAL = mathprog, YEAR = 2001, VOLUME = 90, NUMBER = 1, PAGES = {27--57} } @article{avis3, AUTHOR = {D. Avis and J. Umemoto}, TITLE = {Stronger linear programming relaxations of max-cut}, JOURNAL = mathprog, YEAR = 2003, VOLUME = 97, NUMBER = 3, PAGES = {451--469} } @book{avis4, EDITOR = {D. Avis and A. Hertz and O. Marcotte}, TITLE = {Graph theory and combinatorial optimization}, YEAR = 2005, PUBLISHER= {Springer}, ADDRESS = {Berlin}, URL={ http://www.springeronline.com/sgw/cda/frontpage/0,11855,4-0-22-46412898-0,00.html }} @article{babonneau1, AUTHOR = {F. Babonneau and O. du Merle and J.-P. Vial}, TITLE = {Solving large-scale linear multicommodity flow problems with an active set strategy and proximal-{ACCPM}}, JOURNAL = or, YEAR = 2006, VOLUME = 54, NUMBER = 1, PAGES = {184--197}, URL={http://blogs.unige.ch/hec/logilab/templeet.php/publication.en.html} } @article{bahn1, author = "O. Bahn and O. Du~Merle and J. L. Goffin and J. P. Vial", title = "A cutting plane method from analytic centers for stochastic programming", year = "1995", journal = mathprog, volume = 69, pages = "45--73" } @article{bahn2, author = "O. Bahn and J. L. Goffin and J. P. Vial and O. Du~Merle", title = "Experimental behavior of an interior-point cutting plane algorithm for convex programming --- an application to geometric programming", year = 1994, journal = dam, volume = 49, number = 1, pages = "3--23" } @article{bahiense1, AUTHOR = {L. Bahiense and N. Maculan and C. Sagastiz\'abal}, TITLE = {The Volume Algorithm revisited: relation with bundle methods}, YEAR = 2002, JOURNAL = mathprog, VOLUME = 94, NUMBER = 1, PAGES = {41--69}, URL={http://www.optimization-online.org/DB_HTML/2001/11/400.html} } @techreport{bai1, AUTHOR = {E.-W. Bai and Y. Ye and R. Tempo}, TITLE = {Bounded error parameter estimation: {A} sequential analytic center approach}, YEAR = 1997, MONTH = {February}, INSTITUTION={Department of Management Science, University of Iowa}, ADDRESS = {Iowa City, Iowa 52242}, URL={ftp://dollar.biz.uiowa.edu/pub/yyye/column3.ps} } @article{bai2, AUTHOR = {E.-W. Bai and Y. Ye}, TITLE = {Constrained logarithmic least squares in parameter estimation}, JOURNAL = {IEEE Transactions on Automatic Control}, YEAR = 1999, VOLUME = 44, NUMBER = 1, PAGES = {182--186} } @article{yqbai1, AUTHOR = {Y. Q. Bai and M. {El Ghami} and C. Roos}, TITLE = {A new efficient large-update primal-dual interior-point method based on a finite barrier}, YEAR = 2003, JOURNAL = siopt, VOLUME = 13, NUMBER = 3, PAGES = {766--782} } @article{yqbai1, AUTHOR = {Y. Q. Bai and M. {El Ghami} and C. Roos}, TITLE = {A comparative study of kernel functions for primal-dual interior-point algorithms in linear optimization}, YEAR = 2005, JOURNAL = siopt, VOLUME = 15, NUMBER = 1, PAGES = {101--128}} @article{baiou1, AUTHOR = {M. Ba\"iou and F. Barahona and A. R. Mahjoub}, TITLE = {Separation of partition inequalities}, JOURNAL = mor, VOLUME = {25(2)}, YEAR = 2000, PAGES = {243--254} } @article{baiou2, AUTHOR = {M. Ba\"iou and M. Balinski}, TITLE = {The stable admissions polytope}, JOURNAL = mathprog, VOLUME = {87(3)}, YEAR = 2000, PAGES = {427--439} } @ARTICLE{balachandran1, author = {Balachandran, V.}, year = 1979, title = {Generalized transportation networks with stochastic demands: an operator-theoretic approach}, journal = {Networks}, volume = 9, number = 2, pages = {169--184} } @incollection{balakrishnan1, AUTHOR = {A. Balakrishnan and T. L. Magnanti and P. Mirchandani}, TITLE = {Network design}, YEAR = 1997, BOOKTITLE= {Annotated bibliographies in combinatorial optimization}, EDITOR = {M. Dell'Amico and F. Maffioli and S. Martello}, PAGES = {311--334}, PUBLISHER= {John Wiley}, ADDRESS = {Chichester} } @article{balakrishnan2, AUTHOR = {A. Balakrishnan and T. L. Magnanti and P. Mirchandani}, TITLE = {Designing hierarchical survivable networks}, YEAR = 1998, JOURNAL = or, VOLUME = {46(1)}, PAGES = {116--136}} @article{balakrishnan3, AUTHOR = {A. Balakrishnan and T. L. Magnanti and P. Mirchandani}, TITLE = {Intuitive solution-doubling techniques for worst-case analysis of some survivable network design problems}, YEAR = 2001, JOURNAL = orl, VOLUME = 29, NUMBER = 3, PAGES = {99--106}} @article{Balas1, AUTHOR = {E. Balas and S. Ceria and G. Cornu\'{e}jols}, TITLE = {A lift-and-project cutting plane algorithm for mixed 0-1 programs}, JOURNAL = mathprog, YEAR = 1993, VOLUME = 58, PAGES = {295--324} } @article{Balas2, AUTHOR = {E. Balas and S. M. Ng}, TITLE = {On the set covering polytope: {I}. {All} the facets with coefficients in \{0,1,2\}}, JOURNAL = mathprog, YEAR = 1989, VOLUME = 43, PAGES = {57--69} } @article{Balas3, AUTHOR = {E. Balas and S. M. Ng}, TITLE = {On the set covering polytope: {II}. {Lifting} the facets with coefficients in \{0,1,2\}}, JOURNAL = mathprog, YEAR = 1989, VOLUME = 45, PAGES = {1--20} } @article{Balas4, AUTHOR = {E. Balas}, TITLE = {Intersection cuts --- a new type of cutting planes for integer programming}, JOURNAL = or, YEAR = 1971, VOLUME = 19, PAGES = {19--39} } @techreport{balas5, AUTHOR = {E. Balas and S. Ceria and G. Cornu\'{e}jols and G. Pataki}, TITLE = {Polyhedral methods for the maximum clique problem}, YEAR = 1994, MONTH = {February}, FTP = {cumparsita.gsb.columbia.edu}, INSTITUTION={Graduate School of Industrial Administration, Carnegie Mellon University}, ADDRESS = {Pittsburgh, PA} } @article{balas6, AUTHOR = {E. Balas and S. Ceria and G. Cornu\'{e}jols and N. Natraj}, TITLE = {Gomory cuts revisited}, YEAR = 1996, JOURNAL = orl, VOLUME = 19, PAGES = {1--9}, FTP = {cumparsita.gsb.columbia.edu} } @article{balas7, AUTHOR = {E. Balas and S. Ceria and G. Cornu\'{e}jols}, TITLE = {Mixed 0--1 programming by lift-and-project in a branch-and-cut framework}, JOURNAL = mgtsci, VOLUME = 42, NUMBER = 9, YEAR = 1996, PAGES = {1229--1246}, FTP = {cumparsita.gsb.columbia.edu} } @article{balas8, AUTHOR = {E. Balas and M. Fischetti and W. R. Pulleyblank}, TITLE = {The precedence-constrained asymmetric traveling salesman polytope}, JOURNAL = mathprog, VOLUME = 68, YEAR = 1995, PAGES = {241--265} } @article{balas9, AUTHOR = {E. Balas and M. Fischetti}, TITLE = {On the monotonization of polyhedra}, JOURNAL = mathprog, VOLUME = 78, YEAR = 1997, PAGES = {59--84} } @article{balas10, AUTHOR = {E. Balas}, TITLE = {Projection with a Minimal System of Inequalities}, JOURNAL = {COmputational Optimization and Applications}, VOLUME = 10, YEAR = 1998, PAGES = {189--193} } @article{balas11, AUTHOR = {E. Balas and M. Fischetti}, TITLE = {Lifted cycle inequalities for the asymmetric traveling salesman problem}, JOURNAL = mor, VOLUME = {24(2)}, YEAR = 1999, PAGES = {273--292} } @article{balas12, AUTHOR = {E. Balas and S. Ceria and M. Dawande and F. Margot and G. Pataki}, TITLE = {{OCTANE}: A new heuristic for pure 0--1 programs}, JOURNAL = or, VOLUME = 49, NUMBER = 2, YEAR = 2001, PAGES = {207--225} } @article{balas13, AUTHOR = {E. Balas and M. Perregaard}, TITLE = {A precise correspondence between lift-and-project cuts, simple disjunctive cuts, and mixed integer {Gomory} cuts for 0-1 programming}, YEAR = 2003, JOURNAL = mathprog, VOLUME = 94, NUMBER = {2--3}, PAGES = {221--245} } @article{balas14, AUTHOR = {E. Balas and S. Schmieta and C. Wallace}, TITLE = {Pivot and shift --- a mixed integer programming heuristic}, YEAR = 2004, JOURNAL = do, VOLUME = 1, NUMBER = 1, PAGES = {3--12} } @article{balas15, AUTHOR = {E. Balas and A. Bockmayr and N. Pisaruk and L. Wolsey}, TITLE = {On unions and dominants of polytopes}, YEAR = 2004, JOURNAL = mathprog, VOLUME = 99, NUMBER = 2, PAGES = {223--239} } @article{balas16, AUTHOR = {E. Balas and C. C. de Souza}, TITLE = {The vertex separator problem: a polyhedral investigation}, YEAR = 2005, JOURNAL = mathprog, VOLUME = 103, NUMBER = 3, PAGES = {583--608} } @article{balas17, AUTHOR = {E. Balas and M. J. Saltzman}, TITLE = {An algorithm for the three-index assignment problem}, YEAR = 1991, JOURNAL = or, VOLUME = 39, NUMBER = 1, PAGES = {150--161} } @article{balas18, author = {E. Balas and M. Perregaard}, title = {Lift-and-project for Mixed 0-1 programming: recent progress.}, journal = dam, volume = {123}, number = {1-3}, year = {2002}, pages = {129-154}, } @article{balas19, AUTHOR = {E. Balas}, TITLE = {Nonconvex quadratic programming via generalized pairs}, YEAR = 1975, JOURNAL = siap, VOLUME = 28, NUMBER = 2, PAGES = {335--349} } @article{BlDer, AUTHOR = {M. Ball and U. Derigs}, TITLE = {An analysis of alternate strategies for implementing matching algorithms}, YEAR = 1983, JOURNAL = {Networks}, VOLUME = 13, PAGES = {517--549} } @article{bandelt1, AUTHOR = {H.-J. Bandelt and M. Oosten and J. H. G. C. Rutten and F. C. R. Spieksma}, TITLE = {Lifting theorems and facet characterization for a class of clique partitioning inequalities}, YEAR = 1999, JOURNAL = orl, VOLUME = 24, PAGES = {235--243} } @article{BJR, AUTHOR = {F. Barahona and M. J{\"{u}}nger and G. Reinelt}, TITLE = {Experiments in quadratic 0-1 programming}, JOURNAL = mathprog, YEAR = 1989, VOLUME = {44(2)}, PAGES = {127--137} } @article{BJR2, AUTHOR = {F. Barahona and M. Gr\"{o}tschel and M. J{\"{u}}nger and G. Reinelt}, TITLE = {An application of combinatorial optimization to statistical physics and circuit layout design}, JOURNAL = or, YEAR = 1988, VOLUME = {36(3)}, PAGES = {493--513} } @article{Barahona3, AUTHOR = {F. Barahona}, TITLE = {Network design using cut inequalities}, YEAR = 1996, JOURNAL = siopt, VOLUME = 6, PAGES = {823--837} } @article{barahona4, AUTHOR = {F. Barahona and A. R. Mahjoub}, TITLE = {On the cut polytope}, YEAR = 1986, JOURNAL = mathprog, VOLUME = 36, PAGES = {157--173} } @article{barahona5, AUTHOR = {F. Barahona and D. Jensen}, TITLE = {Plant location with minimum inventory}, YEAR = 1998, JOURNAL = mathprog, VOLUME = 83, PAGES = {101--111} } @article{barahona6, AUTHOR = {F. Barahona}, TITLE = {Ground state magnetization of Ising spin glasses}, YEAR = 1994, MONTH = {May}, JOURNAL = {Physical Review B: Condensed Matter}, VOLUME = {49(18)}, PAGES = {2864--2867} } @article{barahona7, AUTHOR = {F. Barahona and R. Anbil}, TITLE = {The volume algorithm: producing primal solutions with a subgradient method}, YEAR = 2000, JOURNAL = mathprog, VOLUME = 87, NUMBER = 3, PAGES = {385--399}, URL={http://domino.watson.ibm.com/library/CyberDig.nsf/home and then search for `Barahona'} } @techreport{barahona8, AUTHOR = {F. Barahona and R. Anbil}, TITLE = {On some difficult linear programs coming from set partitioning problems}, YEAR = 1999, INSTITUTION={T. J. Watson Research Center, IBM}, ADDRESS = {Yorktown Heights, NY}, URL={http://domino.watson.ibm.com/library/CyberDig.nsf/home and then search for `Barahona' or http://www.optimization-online.org/DB_HTML/2001/01/265.html} } @techreport{barahona9, AUTHOR = {F. Barahona and F. Chudak}, TITLE = {Solving large scale uncapacitated facility location problems}, YEAR = 1999, INSTITUTION={T. J. Watson Research Center, IBM}, ADDRESS = {Yorktown Heights, NY} } @article{barahona10, AUTHOR = {F. Barahona}, TITLE = {On the $k$-cut problem}, YEAR = 2000, JOURNAL = orl, VOLUME = {26(3)}, PAGES = {99--106} } @article{barahona11, AUTHOR = {F. Barahona}, TITLE = {On the computational complexity of Ising spin glass models}, YEAR = 1982, JOURNAL = {Journal of Physics A: Mathematical, nuclear and general}, VOLUME = 15, PAGES = {3241--3253} } @article{barahona12, AUTHOR = {F. Barahona and M. Gr\"otschel and A. R. Mahjoub}, TITLE = {Facets of the bipartite subgraph polytope}, YEAR = 1985, JOURNAL = mor, VOLUME = 10, NUMBER = 2, PAGES = {340--358} } @techreport{barahona13, AUTHOR = {F. Barahona and S. Bermon and O. Gunluk and S. Hood}, TITLE = {Robust Capacity Planning in Semiconductor Manufacturing}, YEAR = 2001, INSTITUTION={T. J. Watson Research Center, IBM}, NUMBER = {RC22196}, ADDRESS = {Yorktown Heights, NY}, URL={http://www.optimization-online.org/DB_HTML/2001/10/379.html} } @techreport{barahona14, AUTHOR = {F. Barahona and L. Ladanyi}, TITLE = {Branch and cut based on the volume algorithm: {Steiner} trees in graphs and max-cut}, YEAR = 2001, MONTH = {October}, INSTITUTION={T. J. Watson Research Center, IBM}, NUMBER = {RC22221}, ADDRESS = {Yorktown Heights, NY}, URL={http://www.optimization-online.org/DB_HTML/2001/12/420.html} } @article{barahona15, AUTHOR = {F. Barahona}, TITLE = {Network reinforcement}, YEAR = 2006, JOURNAL = mp, VOLUME = 105, NUMBER = {2--3}, PAGES = {181--200}, URL={http://www.optimization-online.org/DB_HTML/2003/09/736.html} } @incollection{bard1, AUTHOR = {J. F. Bard and J. Plummer and J. C. Sourie}, TITLE = {Determining tax credits for converting nonfood crops to biofuels: an application of bilevel programming}, YEAR = 1998, BOOKTITLE = {Multilevel optimization: algorithms and applications}, EDITOR = {A. Migdalas and P. M. Pardalos and P. V\"arbrand}, PAGES = {23--50}, PUBLISHER= {Kluwer Academic Publishers} } @article{barker1, AUTHOR = {G. P. Barker and D. Carlson}, TITLE = {Cones of diagonal dominant matrices}, JOURNAL = {Pacific Journal of Mathematics}, YEAR = 1975, VOLUME = 57, PAGES = {15--32} } @article{Bar1, AUTHOR = {E. R. Barnes}, TITLE = {A variation on {K}armarkar's algorithm for solving linear programming problems}, JOURNAL = mathprog, YEAR = 1986, VOLUME = 36, PAGES = {174--182} } @misc{Bar2, AUTHOR = {E. R. Barnes}, TITLE = {A sparse matrix version of {K}armarkar's algorithm}, YEAR = 1986, MONTH = {April}, HOWPUBLISHED = {Presented at TIMS/ORSA Joint National Meeting, Los Angeles} } @techreport{BCJ, AUTHOR = {E. R. Barnes and S. Chopra and D. L. Jensen}, TITLE = {A polynomial time version of the affine scaling algorithm}, YEAR = 1987, INSTITUTION = {IBM Thomas J. Watson Research Center and New York University} } @article{barnhart1, AUTHOR = {C. Barnhart and E. L. Johnson and G. L. Nemhauser and M. W. P. Savelsbergh and P. H. Vance}, TITLE = {Branch-and-price: column generation for solving huge integer programs}, JOURNAL = or, YEAR = 1998, VOLUME = 46, PAGES = {316--329} } @article{barnhart2, AUTHOR = {C. Barnhart and N. L. Boland and L. W. Clarke and E. L. Johnson and G. L. Nemhauser and R. G. Shenoi}, TITLE = {Flight string models for aircraft fleeting and routing}, JOURNAL = transci, YEAR = 1998, VOLUME = 32, NUMBER = 3, PAGES = {208--220} } @article{barnhart3, AUTHOR = {C. Barnhart and C. A. Hane and P. H. Vance}, TITLE = {Using branch-and-price-and-cut to solve origin-destination integer multicommodity flow problems}, JOURNAL = or, YEAR = 2000, VOLUME = 48, NUMBER = 2, PAGES = {218--226} } @article{barr1, AUTHOR = {R. S. Barr and B. L. Golden and J. P. Kelly and M. G. C. Resende and W. R. Stewart}, TITLE = {Designing and reporting on computational experiments with heuristic methods}, JOURNAL = {Journal of Heuristics}, VOLUME = 1, YEAR = 1996} @article{barrett1, AUTHOR = {C. L. Barrett and S. Eubank and V. S. A. Kumar and M. V. Marathe}, TITLE = {Understanding large-scale social and infrastructure networks: a simulation-based approach}, YEAR = 2004, JOURNAL = {SIAM News}, VOLUME = 37, NUMBER = 4, MONTH = {May}, URL={http://www.siam.org/siamnews/05-04/tocmay04.htm} } @book{bartholomewbiggs1, AUTHOR = {M. Bartholomew-Biggs}, TITLE = {Nonlinear Optimization with Financial Applications}, YEAR = 2005, PUBLISHER= {Springer}, ISBN={1-4020-8110-3} } @article{barvinok1, AUTHOR = {A. I. Barvinok}, TITLE = {A polynomial time algorithm for counting integral points in polyhedra when the dimension is fixed}, YEAR = 1994, JOURNAL = mor, VOLUME = 19, NUMBER = 4, PAGES = {769--779} } @techreport{baryamureeba1, AUTHOR = {V. Baryamureeba and T. Steihaug and Y. Zhang}, TITLE = {Properties of a class of preconditioners for weighted least squares problems}, YEAR = 1999, MONTH = {April}, NUMBER = {170}, NOTE={Revised: July 6, 1999}, INSTITUTION={Department of Informatics, University of Bergen}, ADDRESS = {N-5020 Bergen, Norway}, altINSTITUTION={Department of Computational and Applied Mathematics, Rice University}, altADDRESS={Houston, Texas 77005, USA}, URL={http://www.caam.rice.edu/~zhang/papers/precond.ps.gz} } @phdthesis{baryamureeba2, AUTHOR = {V. Baryamureeba}, TITLE = {On Solving Large Sparse Linear Systems arising from Linear Programming and Linear Regression}, YEAR = 2000, MONTH = {March}, INSTITUTION={Department of Informatics, University of Bergen}, ADDRESS = {Post Box 7800, 5020 Bergen, Norway}, URL={http://www.ii.uib.no/~barya/phd_thesis.ps} } @phdthesis{basescu1, AUTHOR = {V. L. Basescu}, TITLE = {An analytic center cutting plane method in conic programming}, YEAR = 2003, MONTH = {August}, SCHOOL = {Mathematical Sciences, Rensselaer Polytechnic Institute}, ADDRESS = {Troy, NY 12180}} @techreport{basescu2, AUTHOR = {V. L. Basescu and J. E. Mitchell}, TITLE = {An analytic center cutting plane approach for conic programming}, YEAR = 2005, MONTH = {June}, NOTE={Revised June 2007}, INSTITUTION={Mathematical Sciences, Rensselaer Polytechnic Institute}, ADDRESS = {Troy, NY 12180}, URL={http://www.rpi.edu/~mitchj/papers/coniccuts.html} } @article{basescu3, AUTHOR = {J. E. Mitchell and V. L. Basescu}, TITLE = {Selective {Gram}-{Schmidt} orthonormalization for conic cutting surface algorithms}, YEAR = 2008, JOURNAL = mmor, VOLUME = 67, NUMBER = 1, PAGES = {91--115}, URL={http://www.rpi.edu/~mitchj/papers/coneGS.html} } @article{bauer1, AUTHOR = {P. Bauer}, TITLE = {The circuit polytope: facets}, JOURNAL = mor, YEAR = 1997, VOLUME = 22, PAGES = {110--145} } @article{bauer2, AUTHOR = {P. Bauer and J. T. Linderoth and M. W. P. Savelsbergh}, TITLE = {A branch and cut approach to The Cardinality Constrained Circuit problem}, YEAR = 2002, JOURNAL = mathprog, VOLUME = 91, NUMBER = 2, PAGES = {307--348}, URL={http://www.optimization-online.org/DB_HTML/2001/07/356.html} } @article{BaLa1, AUTHOR = {D. A. Bayer and J. C. Lagarias}, TITLE = {The nonlinear geometry of linear programming, {I}. {A}ffine and projective scaling trajectories}, JOURNAL = {Transactions of the American Mathematical Society}, CALLNO = {510.5 A51}, YEAR = {1989}, VOLUME = 314, PAGES = {499--526} } @article{BaLa2, AUTHOR = {D. A. Bayer and J. C. Lagarias}, TITLE = {The nonlinear geometry of linear programming, {I}{I}. {L}egendre transform coordinates and central trajectories}, JOURNAL = {Transactions of the American Mathematical Society}, CALLNO = {510.5 A51}, YEAR = {1989}, VOLUME = 314, PAGES = {527--581} } @article{baysal1, AUTHOR = {O. Baysal and M. E. Eleshaky}, TITLE = {Aerodynamic sensitivity analysis methods for the compressible {Euler} equations}, JOURNAL = {Journal of Fluids Engineering}, VOLUME = 113, YEAR = 1991, PAGES = {681--688} } @article{baysal2, AUTHOR = {O. Baysal and M. E. Eleshaky and G. W. Burgreen}, TITLE = {Aerodynamic shape optimization using sensitivity analysis on third-order {Euler} equations}, JOURNAL = {Journal of Aircraft}, VOLUME = 30, YEAR = 1993, PAGES = {953--961} } @article{baysal3, AUTHOR = {G. W. Burgreen and O. Baysal and M. E. Eleshaky}, TITLE = {Improving the efficiency of aerodynamic shape optimization}, JOURNAL = {AIAA Journal}, VOLUME = 32, YEAR = 1994, PAGES = {69--76} } @book{BS, AUTHOR = {M. S. Bazaraa and C. M. Shetty}, TITLE = {Nonlinear Programming: Theory and Algorithms}, YEAR = {1979}, PUBLISHER = {John Wiley}, ADDRESS = {New York} } @book{bazaraa2, AUTHOR = {M. S. Bazaraa and H. D. Sherali and C. M. Shetty}, TITLE = {Nonlinear Programming: Theory and Algorithms}, YEAR = {1993}, EDITION = {Second}, PUBLISHER = {John Wiley}, ADDRESS = {New York} } @article{bean1, AUTHOR = {J. C. Bean and J. R. Birge}, TITLE = {Reducing travel costs and player fatigue in the {NBA}}, JOURNAL = {Interfaces}, YEAR = 1980, VOLUME = 10, PAGES = {98--102} } @article{BHH, AUTHOR = {J. Beardwood and J. H. Halton and J. M. Hammersley}, TITLE = {The shortest path through many points}, JOURNAL = {Proceedings of the Cambridge Philosophical Society}, YEAR = 1959, VOLUME = 55, PAGES = {299--327} } @article{ORLIB, AUTHOR = {J. E. Beasley}, TITLE = {{OR}-library: {Distributing} test problems by electronic mail}, JOURNAL = {Journal of the Operational Research Society}, YEAR = 1990, VOLUME = {41(11)}, PAGES = {1069--1072} } @article{beasley2, AUTHOR = {J. E. Beasley}, TITLE = {An algorithm for set covering problems}, JOURNAL = ejor, YEAR = 1987, VOLUME = 31, PAGES = {85--93} } @article{beasley3, AUTHOR = {J. E. Beasley and B. Cao}, TITLE = {A tree search algorithm for the crew scheduling problem}, JOURNAL = ejor, YEAR = 1996, VOLUME = 94, PAGES = {517--526} } @article{beasley4, AUTHOR = {J. E. Beasley and N. Meade and T.-J. Chang}, TITLE = {An evolutionary heuristic for the index tracking problem}, JOURNAL = ejor, YEAR = 2003, VOLUME = 148, NUMBER = 3, PAGES = {621--643}, URL={ http://www.sciencedirect.com/science/article/B6VCT-47RBN0J-1/2/0fd60356c93391b1ce1a93c7168feb2f } } @article{beck1, AUTHOR = {A. Beck and M. Teboulle}, TITLE = {A probabilistic result for the max-cut problem on random graphs}, YEAR = 2000, JOURNAL = orl, VOLUME = 27, NUMBER = 1, PAGES = {209--214} } @article{beck2, AUTHOR = {A. Beck and M. Teboulle}, TITLE = {Global optimality conditions for quadratic optimization problems with binary constraints}, JOURNAL = siopt, VOLUME = 11, NUMBER = 1, YEAR = 2001, PAGES = {179--188} } @article{beck3, AUTHOR = {A. Beck and M. Teboulle}, TITLE = {Mirror descent and nonlinear projected subgradient methods for convex optimization}, YEAR = 2003, JOURNAL = orl, VOLUME = 31, NUMBER = 3, PAGES = {167--175} } @techreport{beisel1, AUTHOR = {E.-P. Beisel and M. Mendel}, TITLE = {Controlled Potential Reduction Methods for Linear Programming}, YEAR = 2000, MONTH = {April}, INSTITUTION={Fachbereich 7 Mathematik Bergische Universitaet GHS}, ADDRESS = {Gaußstraße 20 D-42097 Wuppertal, Germany}, URL={http://www.math.uni-wuppertal.de/org/OR/PS-Files/contrEPM.dvi or mailto:Peter.Beisel@math.uni-wuppertal.de} } @article{belenguer1, AUTHOR = {J. M. Belenguer and E. Benavent}, TITLE = {A cutting plane algorithm for the capacitated arc routing problem}, YEAR = 2003, JOURNAL = cor, VOLUME = 30, NUMBER = 5, PAGES = {705--728} } @techreport{belloni1, AUTHOR = {A. Belloni and R. M. Freund and S. Vempala}, TITLE = {An efficient re-scaled perceptron algorithm for conic systems}, YEAR = 2006, MONTH = {October}, INSTITUTION={IBM T.J. Watson Research Center}, ADDRESS = {Yorktown Heights, NY 10598}, URL={http://www.optimization-online.org/DB_HTML/2006/10/1488.html} } @article{bellavia1, AUTHOR = {S. Bellavia and M. Macconi}, TITLE = {An inexact interior point method for monotone NCP}, JOURNAL = oms, YEAR = 1999, VOLUME = 11, PAGES = {211--241} } @book{belton1, AUTHOR = {V. Belton and T. S. Stewart}, TITLE = {Multiple criteria decision analysis: An integrated approach}, YEAR = 2001, PUBLISHER= {Kluwer Academic Publishers}, ADDRESS = {Dordrecht, The Netherlands} } @article{benameur1, AUTHOR = {W. {Ben-Amor} and J. Neto}, TITLE = {A constraint generation algorithm for large scale linear programs using multiple-points separation}, JOURNAL = mp, YEAR = 2006, VOLUME = 107, NUMBER = 3, PAGES = {517--537} } @article{benamor1, AUTHOR = {H. {Ben Amor} and J. Desrosiers and J. M. Val\'erio de Carvalho}, TITLE = {Dual-optimal inequalities for stabilized column generation}, JOURNAL = or, YEAR = 2006, VOLUME = 54, NUMBER = 3, PAGES = {454--463} } @techreport{bengtsson1, AUTHOR = {C. Bengtsson and J. Holst}, TITLE = {On portfolio selection: Improved covariance matrix estimation for {Swedish} asset returns}, YEAR = 2002, MONTH = {October}, INSTITUTION={Department of Economics, Lund University}, ADDRESS = {Sweden}, URL={http://www.hermes.ucy.ac.cy/conferences/ewgfm/papers/bengtsson_holst_20021004.pdf}} @article{bennaceur1, AUTHOR = {H. Bennaceur and I. Gouachi and G. Plateau}, TITLE = {An incremental branch-and-bound method for the satisfiability problem}, JOURNAL = joc, YEAR = 1998, VOLUME = 10, PAGES = {301--308} } @article{bennett1, AUTHOR = {K. P. Bennett and E. J. Bredensteiner}, TITLE = {A parametric optimization method for machine learning}, JOURNAL = joc, YEAR = 1997, VOLUME = 9, PAGES = {311--318} } @article{benson1, AUTHOR = {S. J. Benson and Y. Ye and X. Zhang}, TITLE = {Solving large-scale sparse semidefinite programs for combinatorial optimization}, YEAR = 2000, JOURNAL = siopt, VOLUME = {10(2)}, PAGES = {443--461}, URL={http://epubs.siam.org/sam-bin/dbq/article/32800 or ftp://dollar.biz.uiowa.edu/pub/yyye/largesdp.ps or http://dollar.biz.uiowa.edu/col/ye/} } @article{benson2, AUTHOR = {S. J. Benson and Y. Ye and X. Zhang}, TITLE = {Mixed Linear and Semidefinite Programming for Combinatorial and Quadratic Optimization}, YEAR = 1999, JOURNAL = oms, VOLUME = 11, PAGES = {515--544}, CODE={The computer program, coded in C, and its User Guide are available to public research. 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} } @techreport{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 = 2000, MONTH = {December}, NUMBER = {ORFE--00--06}, INSTITUTION={Operations Research and Financial Engineering, Princeton University}, ADDRESS = {Princeton, NJ}, 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} } @techreport{bensonhy3, AUTHOR = {H. Y. Benson and D. F. Shanno and R. J. Vanderbei}, TITLE = {A Comparative Study of Large-Scale Nonlinear Optimization Algorithms}, YEAR = 2001, MONTH = {December}, NUMBER = {ORFE--01--04}, INSTITUTION={Operations Research and Financial Engineering, Princeton University}, ADDRESS = {Princeton, NJ}, 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} } @techreport{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 = 2005, MONTH = {September}, INSTITUTION={Drexel University}, ADDRESS = {Philadelphia, PA}, URL={http://www.optimization-online.org/DB_HTML/2005/09/1200.html} } @techreport{bental1, AUTHOR = {A. Ben-Tal and A. Nemirovskii}, TITLE = {Convex optimization in engineering: Modeling, analysis, algorithms}, INSTITUTION={Faculty of Industrial Engineering and Management, Technion --- Israel Institute of Technology}, YEAR = 1997, ADDRESS = {Technion-City, Haifa 32000, Israel} } @article{bental2, AUTHOR = {A. Ben-Tal and A. Nemirovskii}, TITLE = {Potential reduction polynomial time method for truss topology design}, JOURNAL = siopt, YEAR = 1994, VOLUME = 4, PAGES = {596--612} } @article{bental3, AUTHOR = {A. Ben-Tal and A. Nemirovski}, TITLE = {On polyhedral approximations of the second-order cone}, YEAR = 2001, JOURNAL = mor, VOLUME = 26, NUMBER = 2, PAGES = {193--205} } @techreport{bental4, AUTHOR = {A. Ben-Tal and A. Nemirovski}, TITLE = {On the quality of SDP approximations of uncertain SDP programs}, INSTITUTION={Faculty of Industrial Engineering and Management, Technion --- Israel Institute of Technology}, NUMBER = {\#4/98}, YEAR = 1998, ADDRESS = {Technion-City, Haifa 32000, Israel}, URL={http://iew3.technion.ac.il:8080/~optlab/lconsdp.ps} } @article{bental5, AUTHOR = {A. Ben-Tal and A. Nemirovski}, TITLE = {Robust convex optimization}, JOURNAL = mor, YEAR = 1998, VOLUME = 23, PAGES = {769--805} } @article{bental6, AUTHOR = {A. Ben-Tal and A. Nemirovski}, TITLE = {Robust solutions of uncertain linear programs}, JOURNAL = orl, YEAR = 1999, VOLUME = 25, NUMBER = 1, PAGES = {1--13} } @article{bental7, AUTHOR = {A. Ben-Tal and M. Ko\check{c}vara and A. Nemirovski and J. Zowe}, TITLE = {Free material design via semidefinite programming: the multiload case with contact conditions}, YEAR = 1999, JOURNAL = siopt, VOLUME = 9, NUMBER = 4, PAGES = {813--832}, also={SIAM Review, 42(4), 2000, pages 695--715} } @techreport{bental8, AUTHOR = {A. Ben-Tal and A. Nemirovski}, TITLE = {On the quality of SDP approximations of uncertain SDP programs affected by box uncertainty}, INSTITUTION={MINERVA Optimization Center, Technion --- Israel Institute of Technology}, NUMBER = {\#2/00}, YEAR = 2000, MONTH = {April}, ADDRESS = {Technion-City, Haifa 32000, Israel}, URL={http://iew3.technion.ac.il:8080/subhome.phtml?/Home/research} } @article{bental9, AUTHOR = {A. Ben-Tal and F. Jarre and M. Ko\check{c}vara and A. Nemirovski and J. Zowe}, TITLE = {Optimal Design of Trusses Under a Nonconvex Global Buckling Constraint}, YEAR = 2000, JOURNAL = opte, VOLUME = 1, NUMBER = 1, PAGES = {189--213} } @article{bental10, AUTHOR = {A. Ben-Tal and A. Nemirovski}, TITLE = {Robust solutions of linear programming problems contaminated with uncertain data}, YEAR = 2000, JOURNAL = mathprog, VOLUME = 88, NUMBER = 3, PAGES = {411--424}, URL={ http://link.springer-ny.com/link/service/journals/10107/bibs/0088003/00880411.htm } } @article{bental11, AUTHOR = {A. Ben-Tal and M. Teboulle}, TITLE = {A conjugate duality scheme generating a new class of differentiable duals}, YEAR = 1996, JOURNAL = siopt, VOLUME = 6, NUMBER = 3, PAGES = {617--625} } @incollection{bental12, AUTHOR = {A. Ben-Tal and A. Ben-Israel and E. Rosinger}, TITLE = {A {Helly} type theorem and semi-infinite programming}, YEAR = 1979, BOOKTITLE= {Constructive Approaches to Mathematical models}, EDITOR = {C. V. Coffman and G. J. Fix}, PUBLISHER= {Academic Press}, ADDRESS = {New York}, PAGES = {127--135} } @book{bental13, AUTHOR = {A. Ben-Tal and A. Nemirovski}, TITLE = {Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications}, PUBLISHER= {SIAM}, SERIES = {MPS/SIAM Series on Optimization}, VOLUME = 2, YEAR = 2001, ADDRESS = {Philadelphia} } @article{bental14, AUTHOR = {A. Ben-Tal and M. Teboulle}, TITLE = {Hidden convexity in some nonconvex quadratically constrained quadratic programming}, YEAR = 1996, JOURNAL = mathprog, VOLUME = 72, NUMBER = 1, PAGES = {51--63} } @article{bental15, AUTHOR = {A. Ben-Tal and A. Nemirovski}, TITLE = {Robust optimization --- methodology and applications}, YEAR = 2003, JOURNAL = mathprog, VOLUME = 92, NUMBER = 3, PAGES = {453--480} } @article{bental16, AUTHOR = {A. Ben-Tal and A. Goryashko and E. Guslitzer and A. Nemirovski}, TITLE = {Adjustable robust solutions of uncertain linear programs}, YEAR = 2004, JOURNAL = mathprog, VOLUME = 99, NUMBER = 2, PAGES = {351--376} } @article{bental17, AUTHOR = {A. Ben-Tal and A. Nemirovski}, TITLE = {Non-euclidean restricted memory level method for large-scale convex optimization}, YEAR = 2005, JOURNAL = mathprog, VOLUME = 102, NUMBER = 3, PAGES = {407--456} } @techreport{bental18, AUTHOR = {A. Ben-Tal and S. Boyd and A. Nemirovski}, TITLE = {Control of Uncertainty-Affected Discrete Time Linear Systems via Convex Programming}, YEAR = 2005, INSTITUTION={ISYE, Georgia Tech}, ADDRESS = {Altanta, GA}, URL={http://www2.isye.gatech.edu/~nemirovs/FollowUpFinal.pdf or http://www2.isye.gatech.edu/~nemirovs/ }} @article{bental19, AUTHOR = {A. Ben-Tal and S. Boyd and A. Nemirovski}, TITLE = {Extending the Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems}, YEAR = 2006, JOURNAL = mathprog, VOLUME = 107, NUMBER = {1--2}, PAGES = {63--89} } @article{bental20, AUTHOR = {A. Ben-Tal and A. Nemirovski}, TITLE = {Selected Topics in Robust Convex Optimization}, YEAR = 2006, JOURNAL = mathprog, VOLUME = {To appear}, NUMBER = {}, PAGES = {} } @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} } @techreport{berger1, AUTHOR = {A. J. Berger and J. M. Mulvey and E. Rothberg and R. J. Vanderbei}, TITLE = {Solving multistage stochastic programs using tree dissection}, YEAR = 1995, INSTITUTION={Statistics and Operations Research, Princeton University}, ADDRESS = {Princeton, New Jersey 08544}, URL={http://www.princeton.edu/~rvdb/techreps_pdf.html or http://www.princeton.edu/~rvdb/ps/treedissectionpaper.ps (missing the first page) } } @techreport{berger2, AUTHOR = {A. J. Berger and J. E. Mitchell and J. M. Mulvey and R. Rush}, TITLE = {A tabu search procedure for target-matching in financial scenario generation}, YEAR = 1997, MONTH = {December}, INSTITUTION={DSES, Rensselaer Polytechnic Institute}, ADDRESS = {Troy, NY 12180}, URL={http://www.rpi.edu/~mitchj/papers/target.html} } @techreport{berkelaar1, AUTHOR = {A. B. Berkelaar and B. Jansen and C. Roos and T. Terlaky}, TITLE = {Sensitivity Analysis for Degenerate Quadratic Programming}, YEAR = 1996, INSTITUTION={Faculty of Technical Mathematics and Informatics, Delft University of Technology}, ADDRESS = {Delft, The Netherlands}, URL={http://www.eur.nl/WebDOC/doc/econometrie/eeb19960111120022.ps}} @article{berkelaar2, AUTHOR = {A. B. Berkelaar and B. Jansen and C. Roos and T. Terlaky}, TITLE = {Basis- and partition Identification for Quadratic Programming and Linear Complementarity Problems}, YEAR = 1999, JOURNAL = mathprog, VOLUME = {86(2)}, PAGES = {261--282}, URL={http://www.eur.nl/few/ei/pub/ei9614.ps} } @article{berkelaar3, AUTHOR = {A. B. Berkelaar and J. F. Sturm and S. Zhang}, TITLE = {Polynomial Primal-Dual Cone Affine Scaling for Semidefinite Programming}, YEAR = 1999, JOURNAL = {Applied Numerical Mathematics}, 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} } @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. Krishnan}, TITLE = {The world wide web: opportunities for operations research and management science}, JOURNAL = joc, VOLUME = 10, YEAR = 1998, PAGES = {359--383} } @article{bhatia1, AUTHOR = {R. Bhatia and C. Davis and F. Kittaneh}, TITLE = {Some inequalities for commutators and an application to spectral variation}, YEAR = 1991, JOURNAL = aeqm, VOLUME = 41, PAGES = {70--78}} @article{bhatia2, AUTHOR = {R. Bhatia and L. Elsner and G. M. Krause}, TITLE = {Spectral variation bounds for diagonalisable matrices}, YEAR = 1997, JOURNAL = aeqm, VOLUME = 54, PAGES = {102--107}} @article{bienstock1, AUTHOR = {D. Bienstock}, TITLE = {Computational study of a family of mixed-integer quadratic programming problems}, JOURNAL = mathprog, VOLUME = 74, YEAR = 1996, PAGES = {121--140} } @article{bienstock2, AUTHOR = {D. Bienstock and O. G\"unl\"uk}, TITLE = {Computational experience with a difficult mixed integer multicommodity flow problem}, JOURNAL = mathprog, VOLUME = 68, YEAR = 1995, PAGES = {213--237} } @article{bienstock3, AUTHOR = {D. Bienstock and W. Cook}, TITLE = {Computational integer programming (Foreword)}, JOURNAL = mathprog, VOLUME = 81, YEAR = 1998, PAGES = {147--148} } @article{bienstock4, AUTHOR = {D. Bienstock and S. Chopra and O. G\"unl\"uk and C.-Y. Tsai}, TITLE = {Minimum cost capacity installation for multicommodity network flows}, JOURNAL = mathprog, VOLUME = 81, YEAR = 1998, PAGES = {177--199} } @article{bienstock5, AUTHOR = {D. Bienstock and G. Muratore}, TITLE = {Strong inequalities for capacitated survivable network design problems}, YEAR = 2000, JOURNAL = mathprog, VOLUME = 89, NUMBER = 1, PAGES = {127--147} } @article{bienstock6, AUTHOR = {D. Bienstock and M. Zuckerberg}, TITLE = {Subset algebra lift operators for 0-1 integer programming}, JOURNAL = siopt, YEAR = 2005, VOLUME = 15, NUMBER = 1, PAGES = {63--95}, URL={http://www.columbia.edu/~dano/papers.html or http://www.corc.ieor.columbia.edu/reports/techreports/tr-2002-01.pdf} } @article{bienstock7, AUTHOR = {D. Bienstock and O. Raskina and I. Saniee and Q. Wang}, TITLE = {Combined network design and multiperiod pricing: modeling, solution techniques, and computation}, JOURNAL = or, YEAR = 2006, VOLUME = 54, NUMBER = 2, PAGES = {261--276} } @techreport{biegler1, AUTHOR = {L. Biegler and J. Nocedal and C. Schmid and D. Ternet}, TITLE = {Numerical experience with a reduced Hessian method for large scale optimization}, YEAR = 1997, MONTH = {July}, INSTITUTION={Optimization Technology Center, Northwestern University}, ADDRESS = {Evanston IL}, URL={http://www.ece.nwu.edu/~nocedal/recent_pub.html} } @techreport{BillupsFerris, AUTHOR = {S. C. Billups and M. C. Ferris}, TITLE = {Convergence of infeasible interior point algorithms from arbitrary starting points}, YEAR = 1993, MONTH = {October}, INSTITUTION = {Computer Sciences Department, University of Wisconsin}, ADDRESS = {Madison, Wisconsin 53706} } @article{billups2, AUTHOR = {S. C. Billups and M. C. Ferris}, TITLE = {{QPCOMP}: {A} quadratic programming based solver for mixed complementarity problems}, JOURNAL = mathprog, VOLUME = 76, YEAR = 1997, PAGES = {533--562} } @article{billups3, AUTHOR = {S. C. Billups and M. C. Ferris}, TITLE = {Improving the robustness of descent-based methods for semi-smooth equations using proximal perturbations}, JOURNAL = mathprog, VOLUME = {87(1)}, YEAR = 2000, PAGES = {153--175} } @article{birge1, AUTHOR = {J. R. Birge}, TITLE = {Decomposition and partitioning methods for multistage stochastic linear programs}, JOURNAL = or, YEAR = 1985, VOLUME = 33, PAGES = {989--1007} } @article{birge2, AUTHOR = {J. R. Birge and C. J. Donohue and D. F. Holmes and O. G. Svintsitski}, TITLE = {A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs}, JOURNAL = mathprog, VOLUME = 75, YEAR = 1996, PAGES = {327--352} } @article{birge3, AUTHOR = {J. R. Birge and R. J.-B. Wets}, TITLE = {Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse}, JOURNAL = {Mathematical Programming Study}, YEAR = 1986, VOLUME = 27, PAGES = {54--102} } @article{birge4, AUTHOR = {J. R. Birge}, TITLE = {Stochastic Programming Computation and Applications}, JOURNAL = joc, YEAR = 1997, VOLUME = 9, PAGES = {111--133}, URL={http://joc.pubs.informs.org/BackIssuesVol009TOC.html} } @article{birge5, AUTHOR = {J. R. Birge and J. Ho}, TITLE = {Optimal flows in stochastic dynamic networks with congestion}, JOURNAL = or, YEAR = 1993, VOLUME = 41, NUMBER = 1, PAGES = {203--216} } @book{birge6, AUTHOR = {J. R. Birge and F. Louveaux}, TITLE = {Introduction to Stochastic Programming}, YEAR = 1997, PUBLISHER= {Springer}, ADDRESS = {New York} } @article{birge7, AUTHOR = {J. R. Birge and G. Zhao}, TITLE = {Successive Linear Approximation Solution of Infinite-Horizon Dynamic Stochastic Programs}, YEAR = 2008, JOURNAL = siopt, VOLUME = 18, NUMBER = 4, PAGES = {1165--1186} } @techreport{bischof1, AUTHOR = {C. Bischof and A. Carle and G. Corliss and A. Griewank and P. Howland}, TITLE = {{ADIFOR}, Generating derivative codes from FORTRAN programs}, INSTITUTION={Argonne National Laboratory}, NUMBER = {MCS-P263-0991}, YEAR = 1991, ADDRESS = {Argonne, IL} } @article{MIPLIB, AUTHOR = {R. E. Bixby and E. A. Boyd and R. R. Indovina}, TITLE = {{MIPLIB}: {A} test set of mixed integer programming problems}, JOURNAL = {SIAM News}, YEAR = 1992, MONTH = {March}, VOLUME = {25(2)}, PAGES = {16} } @article{MIPLIB3, AUTHOR = {R. E. Bixby and S. Ceria and C. M. McZeal and M. W. P. Savelsbergh}, TITLE = {An updated mixed integer programming library: {MIPLIB} 3.0}, JOURNAL = {Optima}, YEAR = 1998, VOLUME = 58, PAGES = {12--15}, NOTE = {Problems available at {\em http://www.caam.rice.edu/bixby/miplib/miplib.html}} } @article{Bixby9111, AUTHOR = {R. E. Bixby and J. W. Gregory and I. J. Lustig and R. E. Marsten and D. F. Shanno}, TITLE = {Very large-scale linear programming: a case study in combining interior point and simplex methods}, YEAR = 1992, JOURNAL = or, VOLUME = {40}, PAGES = {885--897} } @article{Bixby3, AUTHOR = {R. E. Bixby}, TITLE = {Progress in Linear Programming}, JOURNAL = ORSAjoc, VOLUME = {6(1)}, YEAR = 1994, PAGES = {15--22} } @article{Bixby4, AUTHOR = {R. E. Bixby and M. J. Saltzman}, TITLE = {Recovering An Optimal {LP} Basis From An Interior Point Solution}, JOURNAL = orl, YEAR = 1994, VOLUME = 15, PAGES = {169--178} } @article{bixby5, AUTHOR = {R. E. Bixby}, TITLE = {Implementing the simplex method: {The} initial basis}, JOURNAL = ORSAjoc, YEAR = 1992, VOLUME = 4, PAGES = {267--284} } @article{bixby6, AUTHOR = {R. E. Bixby and W. Cook and A. Cox and E. K. Lee}, TITLE = {Computational experience with parallel mixed integer programming in a distributed environment}, YEAR = 1999, JOURNAL = aor, VOLUME = 90, PAGES = {19--43} } @article{bixby7, AUTHOR = {R. E. Bixby and E. K. Lee}, TITLE = {Solving a truck dispatching scheduling problem using branch-and-cut}, YEAR = 1998, JOURNAL = or, VOLUME = 46, PAGES = {355--367} } @techreport{bixby8, AUTHOR = {R. E. Bixby and W. Cook and A. Cox and E. K. Lee}, TITLE = {Parallel mixed integer programming}, YEAR = 1995, INSTITUTION={Department of Computational and Applied Mathematics, Rice University}, NUMBER = {CRPC--TR95554}, ADDRESS = {Houston, Texas}} @article{bixby9, AUTHOR = {R. E. Bixby and A. Martin}, TITLE = {Parallelizing the dual simplex method}, JOURNAL = joc, YEAR = 2000, VOLUME = {12(1)}, PAGES = {45--56} } @article{bixby10, AUTHOR = {R. E. Bixby}, TITLE = {Solving real-world linear programs: a decade and more of progress}, JOURNAL = or, YEAR = 2002, VOLUME = 50, NUMBER = 1, PAGES = {3--15} } @incollection{Bjo, AUTHOR = {A. Bj{\"{o}}rck}, TITLE = {Least Squares Methods}, BOOKTITLE = {Handbook of Numerical Analysis (to appear)}, PUBLISHER = {Elsevier/North Holland}, YEAR = 1988, EDITOR = {P. G. Ciarlet and J. L. Lions} } @article{bland1, AUTHOR = {R. G. Bland and D. Goldfarb and M. J. Todd}, TITLE = {The ellipsoid method: a survey}, JOURNAL = or, YEAR = 1981, VOLUME = 29, NUMBER = 6, PAGES = {1039--1091} } @article{blair1, AUTHOR = {C. E. Blair and R. G. Jeroslow}, TITLE = {An exact penalty method for mixed-integer programs}, JOURNAL = mor, YEAR = 1981, VOLUME = 6, NUMBER = 1, PAGES = {14--18} } @techreport{bobrovnikova1, AUTHOR = {E. Bobrovnikova and S. Vavasis}, TITLE = {Accurate solution of weighted least squares by iterative methods}, YEAR =