% % % % This is a list of references concerning interior point methods for % mathematical programming. % % % Compiled by : Eberhard Kranich % % % The author is obliged to Eric Grosse and Dave Gay for making this % bibliography available via NETLIB. % % **************************************************************** % * ATTENTION: The former "int:" part of the citation keys are * % * changed to "ipm:"; e.g., int:xyz --> ipm:xyz. * % **************************************************************** % % Current number of references : 2446 % % Last edit : February 10, 1999 % % % @incollection{ipm:Abhyankar1, author = "S. S. Abhyankar and T. L. Morin and T. B. Trafalis", title = "Efficient faces of polytope\,: {Interior} point algorithms, parameterization of algebraic varieties, and multiple objective optimization", booktitle = "Mathematical Developments Arising from Linear Programming\,:\,Proceedings of a Joint Summer Research Conference held at Bowdoin College, Brunswick, Maine, USA, June/July 1988", editor = "J. C. Lagarias and M. J. Todd", year = "1990", pages = "319--341", series = "Contemporary Mathematics", volume = "114", publisher = "American Mathematical Society", address = "Providence, Rhode Island, USA" } @techreport{ipm:Adler1, author = "I. Adler", title = "A primal--dual implementation of {Karmarkar's} algorithm", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Atlanta, GA, USA}", year = "1985", month = "November", institution = "Operations Research Center, University of California", address = "Berkeley, CA\,94720, USA" } @article{ipm:Adler2, author = "I. Adler and R. D. C. Monteiro", title = "Limiting behavior of the affine scaling continuous trajectories for linear programming problems", journal = "Mathematical Programming", volume = "50", year = "1991", pages = "29--51" } @article{ipm:Adler3, author = "I. Adler and R. D. C. Monteiro", title = "A geometric view of parametric linear programming", journal = "Algorithmica", volume = "8", year = "1992", pages = "161--176" } @techreport{ipm:Adler4, author = "I. Adler and G. Veiga", title = "On implementing interior point methods for linear programming", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Los Angeles, CA, USA}", year = "1986", month = "April", institution = "Department of Industrial Engineering and Operations Research, University of California", address = "Berkeley, CA\,94720, USA" } @techreport{ipm:Adler5, author = "I. Adler and N. K. Karmarkar and G. Veiga", title = "Implementing an interior point algorithm for linear programming", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Miami Beach, FL, USA}", year = "1986", month = "October", institution = "Department of Industrial Engineering and Operations Research, University of California", address = "Berkeley, CA\,94720, USA" } @techreport{ipm:Adler6, author = "I. Adler and N. K. Karmarkar and M. G. C. Resende and G. Veiga", title = "Implementation of an interior point algorithm for linear programming", type = "{Technical Report}", year = "1986", institution = "Department of Industrial Engineering and Operations Research, University of California", address = "Berkeley, CA\,94720, USA" } @techreport{ipm:Adler7, author = "I. Adler and {M. de} Carvalho and M. G. C. Resende and G. Veiga", title = "Computational performance of variants of {Karmarkar's} algorithm", type = "{Talk held at the ORSA/TIMS Joint National Meeting in St. Louis, USA}", year = "1987", month = "October", institution = "Department of Industrial Engineering and Operations Research, University of California", address = "Berkeley, CA~94720, USA" } @techreport{ipm:Adler8, author = "I. Adler and {M. de} Carvalho and M. G. C. Resende and G. Veiga", title = "A {Monte--Carlo} study of variants of interior point algorithms", type = "{Technical Report}", year = "1987", institution = "Department of Industrial Engineering and Operations Research, University of California", address = "Berkeley, CA~94720, USA" } @article{ipm:Adler9, 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 {Karmarkar's} algorithm", journal = "ORSA Journal on Computing", volume = "1", year = "1989", pages = "84--106" } @article{ipm:Adler10, author = "I. Adler and N. K. Karmarkar and M. G. C. Resende and G. Veiga", title = "An implementation of {Karmarkar's} algorithm for linear programming", journal = "Mathematical Programming", volume = "44", year = "1989", pages = "297--335", note = "(Errata in {\em Mathematical Programming}, 50:415, 1991)" } @techreport{ipm:Adler11, author = "I. Adler and R. D. C. Monteiro", title = "An interior point algorithm applied to a class of convex separable programming problems", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Nashville, Tennessee, USA}", year = "1991", month = "May", institution = "Department of Industrial Engineering and Operations Research, University of California", address = "Berkeley, CA~94720, USA" } @techreport{ipm:Adler12, author = "I. Adler", title = "Implementation issues of path--following algorithms for linear programming", type = "{Talk held at the EURO/TIMS Joint International Conference on Operational Research in Paris, France}", year = "1988", month = "July", institution = "Department of Industrial Engineering and Operations Research, University of California", address = "Berkeley, CA~94720, USA" } @techreport{ipm:Adler13, author = "I. Adler", title = "Computational tests of the {Karmarkar} algorithm", type = "{Talk held at the SIAM Conference on Optimization in Houston, TX, USA}", year = "1987", month = "May", institution = "Department of Industrial Engineering and Operations Research, University of California", address = "Berkeley, CA~94720, USA" } @incollection{ipm:Adler14, author = "I. Adler and R. D. C. Monteiro", title = "Limiting behavior of the affine scaling continuous trajectories for linear programming problems", booktitle = "Mathematical Developments Arising from Linear Programming\,: Proceedings of a Joint Summer Research Conference held at Bowdoin College, Brunswick, Maine, USA, June/July 1988", editor = "J. C. Lagarias and M. J. Todd", year = "1990", pages = "189--211", series = "Contemporary Mathematics", volume = "114", publisher = "American Mathematical Society", address = "Providence, Rhode Island, USA" } @article{ipm:Adler15, author = "I. Adler and P. A. Beling", title = "Polynomial algorithms for {LP} over a subring of the algebraic integers with applications to {LP} with circulant matrices", journal = "Mathematical Programming", volume = "57", year = "1992", pages = "121--143", note = "Condensed version in\,: {\em 32nd Annual Symposium on Foundations of Computer Science (San Juan, 1991), pp.\,480--487, IEEE Computer Society Press, Los Alamitos, CA, USA, 1991}" } @article{ipm:Adler16, author = "I. Adler and R. Shamir", title = "A randomized scheme for speeding up algorithms for linear and convex programming with high constraints--to--variables ratio", journal = "Mathematical Programming", volume = "61", year = "1993", pages = "39--53" } @article{ipm:Adler17, author = "I. Adler and P. A. Beling", title = "Polynomial algorithms for linear programming over the algebraic numbers", journal = "Algorithmica", volume = "12", year = "1994", pages = "436--457" } @techreport{ipm:Adler18, author = "I. Adler and F. Alizadeh", title = "Primal--dual interior point algorithms for convex quadratically constrained and semidefinite optimization problems", type = "{RUTCOR Research Report}", year = "1995", number = "RRR~46--95", institution = "RUTCOR -- Rutgers Center for Operations Research, Hill Center for Mathematical Sciences", address = "New Brunswick, NJ~08903, USA", } @article{ipm:Akguel1, author = "M. Akg{\"{u}}l", title = "A short proof of {Karmarkar's} main result", journal = "Do{\u{g}}a T{\"{u}}rk Matematik Dergisi (Turkish Journal of Mathematics, Ankara)", volume = "14", year = "1990", pages = "48--55" } @article{ipm:Akguel2, author = "M. Akg{\"{u}}l", title = "On the exact solution of a system of linear homogeneous equations via a projective algorithm", journal = "Arabian Journal for Science and Engineering", volume = "15", number = "4", year = "1990", pages = "753--754" } @techreport{ipm:Akrotirianakis1, author = "I. Akrotirianakis and B. Rustem", title = "A globally convergent interior point algorithm for general non--linear programming problems", type = "{Technical Report}", number = "97--14", year = "1997", month = "November", institution = "Department of Computing, Imperial College of Science, Technology and Medicine", address = "180~Queen's Gate, London\,SW7\,2BZ, United Kingdom" } @article{ipm:Albuquerque1, author = "J. S.Albuquerque and V. Gopal and G. H. Staus and L. T. Biegler and B. C. Ydstie", title = "Interior point {SQP} strategies for structured process optimization problems", journal = "Computers and Chemical Engineering", volume = "21", year = "1997", pages = "S853--S859 (Supplement)" } @techreport{ipm:Alfakih1, author = "A. Y. Alfakih and A. Khandani and H. Wolkowicz", title = "An interior--point algorithm for the {Euclidean} distance matrix completion problem", type = "{Research Report}", number = "CORR~97--9", year = "1997", institution = "Department of Combinatorics and Optimization, University of Waterloo", address = "Waterloo, Ontario, Canada" } @article{ipm:Alizadeh1, author = "F. Alizadeh", title = "A sublinear--time randomized parallel algorithm for the maximum clique problem in perfect graphs", journal = "Proceedings of the Second ACM--SIAM Symposium on Discrete Algorithms", year = "1991", pages = "188--194" } @incollection{ipm:Alizadeh2, author = "F. Alizadeh", title = "Optimization over the positive semi-definite cone\,: {Interior--point} methods and combinatorial applications", booktitle = "Advances in Optimization and Parallel Computing", editor = "P. M. Pardalos", year = "1992", pages = "1--25", publisher = "North Holland", address = "Amsterdam, The Netherlands" } @incollection{ipm:Alizadeh3, author = "F. Alizadeh", title = "Combinatorial optimization with semi--definite matrices", booktitle = "Proceedings of the Second Integer Programming and Combinatorial Optimization (IPCO) Conference", editor = "E. Balas and G. Cornu{\'e}jols and R. Kannan", year = "1992", pages = "385--405", publisher = "Carnegie--Mellon University", address = "Pittsburg, PA, USA" } @phdthesis{ipm:Alizadeh4, author = "F. Alizadeh", title = "Combinatorial optimization with interior point methods and semi--definite matrices", year = "1991", school = "University of Minnesota", address = "Minneapolis, Minnesota, USA" } @article{ipm:Alizadeh5, author = "F. Alizadeh", title = "Interior point methods in semidefinite programming with applications to combinatorial optimization", journal = "SIAM Journal on Optimization", volume = "5", year = "1995", pages = "13--51" } @techreport{ipm:Alizadeh6, author = "F. Alizadeh and J.--P. A. Haeberly and M. L. Overton", title = "Complementarity and nondegeneracy in semidefinite programming", type = "{RUTCOR Research Report}", year = "1995", month = "March", institution = "RUTCOR -- Rutgers Center for Operations Research, Hill Center for Mathematical Sciences", address = "New Brunswick, NJ~08903, USA", } @techreport{ipm:Alizadeh7, author = "F. Alizadeh and J.--P. A. Haeberly and M. L. Overton", title = "Primal--dual interior--point methods for semidefinite programming", type = "{RUTCOR Research Report}", year = "1995", institution = "RUTCOR -- Rutgers Center for Operations Research, Hill Center for Mathematical Sciences", address = "New Brunswick, NJ~08903, USA", note = "Also published as\,: Technical Report, Courant Institute of Mathematical Sciences, New York University, New York, 1995" } @incollection{ipm:Alizadeh8, author = "F. Alizadeh and J.--P. A. Haeberly and M. L. Overton", title = "A new primal--dual interior--point method for semidefinite programming", booktitle = "Applied Linear Algebra (Proceedings of the 5th SIAM Conference, held in Snowbird, UT, USA, June 1994)", editor = "J. G. Lewis", year = "1994", pages = "113--117", publisher = "SIAM Publications", address = "Philadelphia, PA, USA" } @techreport{ipm:Alizadeh9, author = "F. Alizadeh and J.--P. A. Haeberly and M. V. Nayakkankuppam and M. L. Overton", title = "{SDPpack} user's guide, version 0.8beta", type = "{Technical Report}", number = "734", year = "1997", month = "March", institution = "Department of Computer Science, New York University", address = "New York, NY, USA" } @article{ipm:Alizadeh10, author = "F. Alizadeh and J.--P. A. Haeberly and M. L. Overton", title = "Primal--dual interior--point methods for semidefinite programming\,: {Convergence} rates, stability and numerical results", journal = "SIAM Journal on Optimization", volume = "8", year = "1998", pages = "746--768" } @techreport{ipm:Alizadeh11, author = "F. Alizadeh and J.--P. A. Haeberly and M. V. Nayakkankuppam and M. L. Overton and S. Schmieta", title = "{SDPpack} user's guide, version 0.9beta", type = "{Technical Report}", number = "737", year = "1997", institution = "Department of Computer Science, New York University", address = "New York, NY, USA" } @techreport{ipm:Alizadeh12, author = "F. Alizadeh and S. Schmieta", title = "Optimization with semidefinite, quadratic and linear constraints", type = "{RUTCOR Research Report}", number = "RRR\,23--97", year = "1997", month = "November", institution = "RUTCOR -- Rutgers Center for Operations Research, Hill Center for Mathematical Sciences", address = "New Brunswick, NJ~08903, USA" } @article{ipm:AlSultan1, author = "K. S. {Al--Sultan}", title = "A {Newton} based radius reduction algorithm for nearest point problems in pos cones", journal = "ORSA Journal on Computing", volume = "6", year = "1994", pages = "282--289" } @phdthesis{ipm:AlSultan2, author = "K. S. {Al--Sultan}", title = "Nearest point problems\,: {Theory} and algorithms", year = "1990", school = "University of Michigan", address = "Ann Arbor, Michigan, USA" } @article{ipm:Altman1, author = "A. Altman and J. Gondzio", title = "An efficient implementation of a higher order primal--dual interior point method for large sparse linear programs", journal = "Archives of Control Sciences", volume = "2", year = "1993", pages = "23--40" } @techreport{ipm:Altman2, author = "A. Altman and J. Gondzio", title = "{\em HOPDM} -- {A} higher order primal--dual method for large scale linear programming", type = "{Program Manual}", year = "1992", month = "July", institution = "Systems Research Institute, Polish Academy of Sciences", address = "Newelska6, PL--01--447~Warshaw, Poland", note = "See also Altman and Gondzio \cite{ipm:Altman3}" } @article{ipm:Altman3, author = "A. Altman and J. Gondzio", title = "{\em HOPDM} -- {A} higher order primal--dual method for large scale linear programming", journal = "European Journal of Operational Research", volume = "66", year = "1993", pages = "159--160", note = "See also Altman and Gondzio \cite{ipm:Altman2}, and Gondzio \cite{ipm:Gondzio9}" } @incollection{ipm:Altman4, author = "A. Altman", title = "An application of an interior point method for problems with uncertainty", booktitle = "Operations Research~'93", editor = "A. Bachem and U. Derigs and M. J{\"u}nger and R. Schrader", year = "1994", pages = "5--7", publisher = "Physica Verlag (A Springer--Verlag Company)", address = "Heidelberg, Germany" } @article{ipm:Altman5, author = "A. Altman", title = "{\em QHOPDM} -- {A} higher order primal--dual method for large scale convex quadratic programming", journal = "European Journal of Operational Research", volume = "87", year = "1995", pages = "200--202" } @article{ipm:Altman6, author = "A. Altman and M. Amann and G. Klaassen and A. Ruszczynski and W. Sch{\"o}pp", title = "Cost--effective sulphur emission reduction under uncertainty", journal = "European Journal of Operational Research", volume = "90", year = "1996", pages = "395--412" } @article{ipm:Altman7, author = "A. Altman and K. C. Kiwiel", title = "A note on some analytic center cutting plane methods for convex feasibility and minimization problems", journal = "Computational Optimization and Applications", volume = "5", year = "1996", pages = "175--180" } @article{ipm:Altman8, author = "A. Altman", title = "The interior point method for nondifferentiable optimization", journal = "Journal of Computer and Systems Sciences International", volume = "33", number = "6", year = "1995", pages = "12--21" } @article{ipm:Altman9, author = "A. Altman", title = "Higher order primal--dual interior point method for separable convex quadratic optimization", journal = "Control and Cybernetics (Poland)", volume = "25", year = "1996", pages = "761--772" } @techreport{ipm:Altman10, author = "A. Altman and J. Gondzio", title = "Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization", type = "{Logilab Technical Report}", number = "98.6", year = "1998", month = "March", institution = "Section of Management Studies, University of Geneva", address = "102 Bd. Carl Vogt, CH--1211 Geneva 4, Switzerland" } @article{ipm:Amaya1, author = "J. Amaya", title = "Numerical experiments with the symmetric affine scaling algorithm on degenerate linear programming problems", journal = "Optimization", volume = "27", year = "1993", pages = "51--62" } @article{ipm:Amaya2, author = "J. Amaya", title = "On the symmetric affine scaling algorithm for linear programming", journal = "Optimization", volume = "32", year = "1995", pages = "147--158" } @techreport{ipm:Andersen1, author = "J. A. Andersen and R. Levkovitz and G. Mitra and M. Tamiz", title = "Adopting interior search algorithms for the solution of {LP}s for serial, coarse grain parallel and massively parallel computers", type = "{Talk held at the First International Symposium on Interior Point Methods for Linear Programming\,: Theory and Practice, in Scheveningen, The Netherlands}", year = "1990", month = "January", institution = "Department of Mathematics and Statistics, Brunel University", address = "Uxbridge, Middlesex~UB8~3PH, United Kingdom" } @techreport{ipm:Andersen2, author = "J. A. Andersen and G. Mitra", title = "Solving the {Newton} iteration step of the interior point method on massively parallel ({SIMD}) computer", type = "{Talk held at the Symposium APMOD~'91---Applied Mathematical Programming and Modelling, Brunel University, London, United Kingdom}", year = "1991", month = "January", institution = "Department of Mathematics and Statistics, Brunel University", address = "Uxbridge, Middlesex~UB8~3PH, United Kingdom" } @article{ipm:Andersen3, author = "K. D. Andersen", title = "An infeasible dual affine scaling method for linear programming", journal = "Mathematical Programming Society Committee on Algorithms (COAL) Bulletin", volume = "22", year = "1993", pages = "19--27" } @incollection{ipm:Andersen4, author = "J. A. Andersen and R. Levkovitz and G. Mitra", title = "Adapting the interior point method for the solution of linear programs on high performance computers", booktitle = "Operations Research and Computer Science\,: New Developments in Their Interfaces", year = "1992", pages = "73--86", publisher = "Pergamon Press", address = "Oxford, United Kingdom", editor = "O. Balci and R. Sharda and S. A. Zenios" } @phdthesis{ipm:Andersen5, author = "J. A. Andersen", title = "Iterative methods for the solution of linear programs", year = "1992", school = "Department of Mathematics and Statistics, Brunel University", address = "Uxbridge, Middlesex~UB8\,3PH, United Kingdom" } @article{ipm:Andersen6, author = "E. D. Andersen and Y. Ye", title = "Combining interior--point algorithms and pivoting for linear programming", journal = "Management Science", volume = "42", year = "1996", pages = "1719--1731" } @article{ipm:Andersen7, author = "E. D. Andersen", title = "Finding all linearly dependent rows in large--scale linear programming", journal = "Optimization Methods and Software", volume = "6", year = "1995", pages = "219--2227" } @article{ipm:Andersen8, author = "K. D. Andersen and E. Christiansen", title = "Limit analysis with the dual affine scaling algorithm", journal = "Journal of Computational and Applied Mathematics", volume = "59", year = "1995", pages = "233--243" } @article{ipm:Andersen9, author = "E. D. Andersen and K. D. Andersen", title = "Presolving in linear programming", journal = "Mathematical Programming", volume = "71", year = "1995", pages = "221--245" } @techreport{ipm:Andersen10, author = "K. D. Andersen", title = "A large scaling implementation of the dual affine scaling algorithm", type = "Preprint", year = "1993", institution = "Department of Mathematics and Computer Science, Odense University", address = "DK--5320~Odense~M, Denmark", note = "To appear in {\em Mathematical Programming Society Committee on Algorithms (COAL) Bulletin}" } @article{ipm:Andersen11, author = "K. D. Andersen", title = "A modified {Schur} complement for handling dense columns in interior point methods for linear programming", journal = "ACM Transactions on Mathematical Software", volume = "22", year = "1996", pages = "348--356" } @techreport{ipm:Andersen12, author = "K. D. Andersen and E. D. Christiansen", title = "A {Newton} barrier method for minimizing a sum of {Euclidean} norms subject to linear equality constraints", type = "Preprint", number = "95--07", year = "1995", month = "February", institution = "Department of Mathematics and Computer Science, Odense University", address = "DK--5320~Odense~M, Denmark" } @article{ipm:Andersen13, author = "E. D. Andersen and Y. Ye", title = "On a homogeneous algorithm for the monotone complementarity problem", journal = "Mathematical Programming", volume = "84", year = "1999", pages = "375--399" } @techreport{ipm:Andersen14, author = "K. D. Andersen and E. D. Christiansen", title = "A symmetric primal--dual {Newton} method for minimizing a sum of norms", type = "Preprint", year = "1995", institution = "Department of Mathematics and Computer Science, Odense University", address = "DK--5320~Odense~M, Denmark" } @incollection{ipm:Anderson15, 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 of Mathematical Programming", editor = "T. Terlaky", year = "1996", pages = "189--252", series = "Applied Optimization", volume = "5", publisher = "Kluer Academic Publishers", address = "Dordrecht, The Netherlands" } @phdthesis{ipm:Andersen16, author = "E. D. Andersen", title = "Solution of linear and convex optimization problems with interior--point methods", year = "1996", month = "January", school = "Department of Mathematics and Computer Science, Odense University,", address = "DK--5320~Odense~M, Denmark" } @article{ipm:Andersen17, author = "K. D. Andersen", title = "An efficient {Newton} barrier method for minimizing a sum of {Euclidean} norms", journal = "SIAM Journal on Optimization", volume = "6", year = "1996", pages = "74--95" } @techreport{ipm:Andersen18, author = "E. D. Andersen and K. D. Andersen", title = "{The APOS LP solver}", type = "{Technical Report}", year = "1995", institution = "Center of Operations Research and Econometrics, Universite Catholique de Louvain", address = "B--1348~Louvain--la--Neuve, Belgium" } @techreport{ipm:Andersen19, author = "E. D. Andersen", title = "Implementation of interior point methods for large scale linear programming", type = "{Technical Report}", number = "96--1", year = "1996", institution = "Department of Management, School of Business and Admininstration, Odense Uinversity", address = "Odense, Denmark" } @techreport{ipm:Andersen20, author = "E. D. Andersen and K. D. Andersen", title = "{The APOS linear programming solver\,: An} implementation of the homogeneous algorithm", type = "{CORE Discussion Paper}", number = "9337", year = "1997", institution = "Center of Operations Research and Econometrics, Universite Catholique de Louvain", address = "B--1348~Louvain--la--Neuve, Belgium" } @techreport{ipm:Andersen21, author = "E. D. Andersen", title = "On exploiting problem structure in a basis identification procedure for linear programming", type = "{Technical Report}", number = "96--6", year = "1996", institution = "Department of Management, School of Business and Admininstration, Odense Uinversity", address = "Odense, Denmark" } @article{ipm:Andersen22, author = "E. D. Andersen and Y. Ye", title = "A computational study of the homogeneous algorithm for large-- scale convex optimization", journal = "Computational Optimization and Applications", volume = "10", year = "1998", pages = "243--269" } @incollection{ipm:Andersen23, author = "E. D. Andersen and Y. Ye", title = "On a homogeneous algorithm for a monotone complementarity problem with nonlinear equality constraints", booktitle = "Complementarity and Variational Problems\,: State--of--the--Art (Baltimore 1995)", editor = "M. C. Ferris and J.--S. Pang", year = "1997", pages = "1--11", publisher = "SIAM Publications", address = "Philadelphia, PA, USA" } @techreport{ipm:Andersen24, author = "E. D. Andersen and K. D. Andersen", title = "A parallel interior--point algorithm for linear programming on a shared memory machine", type = "{CORE Discussion Paper}", number = "9808", year = "1998", institution = "Center of Operations Research and Econometrics, Universite Catholique de Louvain", address = "B--1348~Louvain--la--Neuve, Belgium" } @techreport{ipm:Andersen25, author = "E. D. Andersen and A. Damgaard", title = "Utility based option pricing with proportional transaction costs and diversification problems\,: {An} interior point optimization approach", type = "{Technical Report}", number = "", year = "1997", institution = "Department of Management, School of Business and Admininstration, Odense University", address = "Odense, Denmark" } @incollection{ipm:Andersen26, author = "E. D. Andersen", title = "The homogeneous self--dual methods for linear programming", booktitle = "Encyclopaedia of Optimization", editor = "C. A. Floudas and P. M. Pardalos", year = "1997", pages = "", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @techreport{ipm:Andersen27, 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", type = "{CORE Discussion Paper}", number = "", year = "1998", month = "August", institution = "Center of Operations Research and Econometrics, Universite Catholique de Louvain", address = "B--1348~Louvain--la--Neuve, Belgium" } @article{ipm:Andrusenko1, author = "S. K. Andrusenko and E. A. Nurminskii and P. I. Stetsyuk", title = "Numerical experiments in a new class of algorithms in linear programming", journal = "Zhurnal Vychislitel'noi Matematiki~i~ Matematicheskoi Fiziki (Moscow)", volume = "27", year = "1987", pages = "349--356", note = "Translated in\,: {\em USSR Computational Mathematics and Mathematical Physics}, 27(2):18--22, 1987" } @article{ipm:Angier1, author = "N. Angier", title = "Folding the perfect corner", journal = "Time Magazin", volume = "124", year = "1984", month = "December 3,", pages = "55" } @article{ipm:Anitescu1, author = "M. Anitescu and G. Lesaja and F. Potra", title = "An infeasible--interior--point predictor--corrector algorithm for the {$P_{*}$}--geometric {LCP}", journal = "Applied Mathematics and Optimization", volume = "36", year = "1997", pages = "203--228" } @techreport{ipm:Anitescu2, author = "M. Anitescu and G. Lesaja and F. Potra", title = "Equivalence between different formulations of the linear complementarity problem", type = "{Reports on Computational Mathematics}", number = "71", year = "1995", month = "June", institution = "Department of Mathematics, University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Anstreicher1, author = "K. M. Anstreicher", title = "Analysis of a modified {Karmarkar} algorithm for linear programming", type = "{Technical Report}", number = "B\#84", year = "1985", month = "August", institution = "Yale School of Management, Yale University", address = "New Haven, CT~06520, USA" } @techreport{ipm:Anstreicher2, author = "K. M. Anstreicher", title = "Analysis of {Karmarkar's} algorithm for fractional linear programming", type = "{Technical Report}", year = "1985", month = "November", institution = "Yale School of Management, Yale University", address = "New Haven, CT~06520, USA" } @article{ipm:Anstreicher3, author = "K. M. Anstreicher", title = "A monotonic projective algorithm for fractional linear programming", journal = "Algorithmica", volume = "1", number = "4", year = "1986", pages = "483--498" } @article{ipm:Anstreicher4, author = "K. M. Anstreicher", title = "A strenghtened acceptance criterion for approximate projections in {Karmarkar's} algorithm", journal = "Operations Research Letters", volume = "5", year = "1986", pages = "211--214" } @techreport{ipm:Anstreicher5, author = "K. M. Anstreicher", title = "On the complexity of the projective algorithm for standard form linear programming", type = "{Technical Report}", number = "B\#104", year = "1987", institution = "Yale School of Management, Yale University", address = "New Haven, CT~06520, USA" } @incollection{ipm:Anstreicher6, author = "K. M. Anstreicher", title = "Dual ellipsoids and degeneracy in the projective algorithm for linear programming", booktitle = "Mathematical Developments Arising from Linear Programming\,: Proceedings of a Joint Summer Research Conference held at Bowdoin College, Brunswick, Maine, USA, June/July 1988", editor = "J. C. Lagarias and M. J. Todd", year = "1990", pages = "141--149", series = "Contemporary Mathematics", volume = "114", publisher = "American Mathematical Society", address = "Providence, Rhode Island, USA" } @article{ipm:Anstreicher7, author = "K. M. Anstreicher", title = "Linear programming and the {Newton} barrier flow", journal = "Mathematical Programming", volume = "41", year = "1988", pages = "367--373" } @article{ipm:Anstreicher8, author = "K. M. Anstreicher", title = "On the performance of {Karmarkar's} algorithm over a sequence of iterations", journal = "SIAM Journal on Optimization", volume = "1", number = "1", year = "1991", pages = "22--29" } @article{ipm:Anstreicher9, author = "K. M. Anstreicher", title = "The worst--case step in {Karmarkar's} algorithm", journal = "Mathematics of Operations Research", volume = "14", year = "1989", pages = "294--302" } @article{ipm:Anstreicher10, author = "K. M. Anstreicher", title = "Progress in interior point algorithms since 1984", journal = "SIAM News", volume = "22", year = "1989", month = "March", pages = "12--14" } @article{ipm:Anstreicher11, author = "K. M. Anstreicher", title = "A combined phase\,{I}\,--\,phase\,{II} scaled potential algorithm for linear programming", journal = "Mathematical Programming", volume = "52", year = "1991", pages = "429--439" } @article{ipm:Anstreicher12, author = "K. M. Anstreicher", title = "A standard form variant and safeguarded linesearch for the modified {Karmarkar} algorithm", journal = "Mathematical Programming", volume = "47", year = "1990", pages = "337--351" } @article{ipm:Anstreicher13, author = "K. M. Anstreicher and R. A. Bosch", title = "Long steps in a ${O(n^{3}L)}$ algorithm for linear programming", journal = "Mathematical Programming", volume = "54", year = "1992", pages = "251--265" } @article{ipm:Anstreicher14, author = "K. M. Anstreicher and P. Watteyne", title = "A family of search directions for {Karmarkar's} algorithm", journal = "Operations Research", volume = "41", year = "1993", pages = "759--767" } @article{ipm:Anstreicher15, author = "K. M. Anstreicher and {D. den} Hertog and C. Roos and T. Terlaky", title = "A long step barrier method for convex quadratic programming", journal = "Algorithmica", volume = "10", year = "1993", pages = "365--382" } @article{ipm:Anstreicher16, author = "K. M. Anstreicher", title = "Strict monotonicity and improved complexity in the standard form projective algorithm for linear programming", journal = "Mathematical Programming", volume = "62", year = "1993", pages = "517--535" } @article{ipm:Anstreicher17, author = "K. M. Anstreicher", title = "On monotonicity in the scaled potential algorithm for linear programming", journal = "Linear Algebra and Its Applications", volume = "152", year = "1991", pages = "223--232" } @article{ipm:Anstreicher18, author = "K. M. Anstreicher", title = "A combined phase\,{I}\,--\,phase\,{II} projective algorithm for linear programming", journal = "Mathematical Programming", volume = "43", year = "1989", pages = "209--223" } @article{ipm:Anstreicher19, author = "K. M. Anstreicher", title = "On long step path following and {SUMT} for linear and quadratic programming", journal = "SIAM Journal on Optimization", volume = "6", year = "1996", pages = "33--46" } @article{ipm:Anstreicher20, author = "K. M. Anstreicher", title = "On interior algorithms for linear programming with no regularity assumptions", journal = "Operations Research Letters", volume = "11", year = "1992", pages = "209--212" } @techreport{ipm:Anstreicher21, author = "K. M. Anstreicher and R. A. Bosch", title = "On partial updating in a potential reduction linear programming algorithm of {Kojima, Mizuno and Yoshise}", type = "{Technical Report}", year = "1991", institution = "Yale School of Management, Yale University", address = "New Haven, CT~06520, USA", note = "Same as Bosch and Anstreicher \cite{ipm:Bosch2}" } @techreport{ipm:Anstreicher22, author = "K. M. Anstreicher", title = "Recent developments in algorithms for linear programming", type = "{Talk held at the Third SIAM Conference on Optimization in Boston, MA, USA}", year = "1989", month = "April", institution = "Yale School of Management, Yale University", address = "New Haven, CT~06520, USA" } @techreport{ipm:Anstreicher23, author = "K. M. Anstreicher", title = "Advances in interior point methods for linear programming", type = "{Tutorial held at the ORSA/TIMS Joint National Meeting in Anaheim, CA, USA}", year = "1991", month = "November", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Anstreicher24, author = "K. M. Anstreicher and J. Ji", title = "More on dual ellipsoids and degeneracy in interior algorithms for linear programming", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Anstreicher25, author = "K. M. Anstreicher", title = "Efficient centering for linear programming interior point methods", type = "{Technical Report}", year = "1992", month = "January", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Anstreicher26, author = "K. M. Anstreicher and J. Ji and Y. Ye", title = "Average performance of an ellipsoid termination criterion for linear programming interior point algorithms", type = "{Technical Report}", number = "92--01", year = "1992", month = "February", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Anstreicher27, author = "K. M. Anstreicher and J. Ji and F. A. Potra and Y. Ye", title = "Probabilistic analysis of an infeasible primal--dual algorithm for linear programming", type = "{Reports on Computational Mathematics}", number = "27", year = "1992", month = "July", institution = "Department of Mathematics, University of Iowa", address = "Iowa City, IA~52242, USA" } @incollection{ipm:Anstreicher28, author = "K. M. Anstreicher and J. Ji and F. A. Potra and Y. Ye", title = "Average performance of a self--dual interior--point algorithm for linear programming", booktitle = "Complexity in Numerical Optimization", editor = "P. M. Pardalos", year = "1993", pages = "1--15", publisher = "World Scientific Publishing Co.", address = "London, United Kingdom" } @article{ipm:Anstreicher29, author = "K. M. Anstreicher and J.--Ph. Vial", title = "On the convergence of an infeasible primal--dual interior--point method for convex programming", journal = "Optimization Methods and Software", volume = "3", year = "1994", pages = "273--283" } @article{ipm:Anstreicher30, author = "K. M. Anstreicher and R. A. Bosch", title = "A new infinity--norm path following algorithm for linear programming", journal = "SIAM Journal on Optimization", volume = "5", year = "1995", pages = "236--246" } @article{ipm:Anstreicher31, author = "K. M. Anstreicher", title = "Large step volumetric potential reduction algorithms for linear programming", journal = "Annals of Operations Research", volume = "62", year = "1996", pages = "521--538" } @article{ipm:Anstreicher32, author = "K. M. Anstreicher", title = "On {Vaidya's} volumetric cutting plane method for convex programming", journal = "Mathematics of Operations Research", volume = "22", year = "1997", pages = "63--89" } @article{ipm:Anstreicher33, author = "K. M. Anstreicher", title = "Volumetric path following algorithms for linear programming", journal = "Mathematical Programming", volume = "76", year = "1997", pages = "245--263" } @book{ipm:Anstreicher34, author = "K. M. Anstreicher and R. M. Freund", title = "{Interior Point Methods in Mathematical Programming}", year = "1996", series = "Annals of Operations Research", volume = "62", publisher = "Baltzer Science Publishing Company", address = "Basel, Switzerland", note = "Special issue" } @incollection{ipm:Anstreicher35, author = "K. M. Anstreicher and M. Fampa", title = "A long--step path following algorithm for semidefinite programming problems", year = "1998", pages = "181--196", booktitle = "Topics in Semidefinite and Interior--Point Methods", editor = "P. M. Pardalos and M. Wolkowicz", series = "Fields Institute Communications Series", volume = "18", publisher = "American Mathematical Society (AMS)", address = "Providence, RI, USA" } @book{ipm:Anstreicher36, author = "K. M. Anstreicher", title = "{Interior Point Methods in Theory and Practice}", year = "1997", series = "Mathematical Programming", volume = "76", publisher = "North Holland", address = "Amsterdam, The Netherlands", note = "(Special issue)" } @incollection{ipm:Anstreicher37, author = "K. M. Anstreicher", title = "Potential reduction Algorithms", booktitle = "Interior Point Methods of Mathematical Programming", editor = "T. Terlaky", year = "1996", pages = "125--158", series = "Applied Optimization", volume = "5", publisher = "Kluer Academic Publishers", address = "Dordrecht, The Netherlands" } @techreport{ipm:Anstreicher38, author = "K. M. Anstreicher", title = "Ellipsoidal approximations of convex sets based on the volumetric barrier", type = "{Technical Report}", year = "1997", month = "March", institution = "Department of Mathematics, University of Iowa", address = "Iowa City, IA~52242, USA" } @article{ipm:Anstreicher39, author = "K. M. Anstreicher", title = "Towards a practical volumetric cutting plane method for convex programming", journal = "SIAM Journal on Optimization", volume = "9", year = "1999", pages = "190--206" } @techreport{ipm:Anstreicher40, author = "K. M. Anstreicher", title = "The volumetric barrier for semidefinite programming", type = "{Technical Report}", year = "1998", month = "January", institution = "Department of Mathematics, University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Anstreicher41, author = "K. M. Anstreicher and H. Wolkowicz", title = "On {Lagrangian} relaxation of quadratic matrix constraints", type = "{Research Report}", number = "CORR 98--24", year = "1998", institution = "Department of Combinatorics and Optimization, University of Waterloo", address = "Waterloo, Ontario~N2L\,3G1, Canada" } @techreport{ipm:Anstreicher42, author = "K. M. Anstreicher", title = "On the equivalence of convex programming bounds for {Boolean} quadratic programming", type = "{Technical Report}", number = "", year = "1998", month = "May", institution = "Department of Mathematics, University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Anstreicher43, author = "K. M. Anstreicher X. Chen and H. Wolkowicz and Y.--X. Yuan", title = "Strong duality for a trust--region type relaxation of the quadratic assignment problem", type = "{Research Report}", number = "CORR 98--31", year = "1998", institution = "Department of Combinatorics and Optimization, University of Waterloo", address = "Waterloo, Ontario~N2L\,3G1, Canada" } @techreport{ipm:Anstreicher44, author = "K. M. Anstreicher", title = "The volumetric barrier for convex quadratic constraints", type = "{Technical Report}", number = "", year = "1998", month = "October", institution = "Department of Mathematics, University of Iowa", address = "Iowa City, IA~52242, USA" } @book{ipm:Arbel1, author = "A. Arbel", title = "{Exploring Interior Point Linear Programming\,: Algorithms and Software}", year = "1993", series = "Foundations of Computing Series", publisher = "MIT Press", address = "Cambridge, MA~02142, USA" } @article{ipm:Arbel2, author = "A. Arbel", title = "An interior multiobjective linear programming algorithm", journal = "Computers and Operations Research", volume = "20", number = "7", year = "1993", pages = "723--735" } @article{ipm:Arbel3, author = "A. Arbel", title = "Anchoring points and cones of opportunities in interior multiobjective linear programming", journal = "Journal of the Operational Research Society", volume = "45", number = "1", year = "1994", pages = "83--96" } @article{ipm:Arbel4, author = "A. Arbel", title = "Generating interior search directions for multiobjective linear programming using approximate gradients and efficient anchoring points", journal = "Optimization", volume = "28", year = "1993", pages = "149--164" } @article{ipm:Arbel5, author = "A. Arbel", title = "An interior multiobjective primal--dual linear programming algorithm using approximated gradients and sequential generation of anchor points", journal = "Optimization", volume = "30", year = "1994", pages = "137--150" } @article{ipm:Arbel6, author = "A. Arbel", title = "Using efficient anchoring points for generating search directions in interior multi--objective linear programming", journal = "Journal of the Operational Research Society", volume = "45", year = "1994", pages = "330--334" } @article{ipm:Arbel7, author = "A. Arbel", title = "Using sequential generation of anchoring points in an interior multi--objective primal--dual linear programming algorithm", journal = "Archives of Control Sciences", volume = "2", year = "1993", pages = "5--21" } @article{ipm:Arbel8, author = "A. Arbel", title = "A multiobjective interior primal--dual linear programming algorithm", journal = "Computers and Operations Research", volume = "21", year = "1994", pages = "433--445" } @incollection{ipm:Arbel9, author = "A. Arbel", title = "Interior--point methods for multiobjective linear programming problems", booktitle = "Multiple Criteria Decision Making, Proceedings of the 10th International Conference ''Expand and Enrich the Domain of Thinking and Application'', held at Taipei, Taiwan, July 1992", editor = "G. H. Tzeng et al.", year = "1994", pages = "27--36", publisher = "Springer Verlag", address = "Berlin, Germany" } @incollection{ipm:Arbel10, author = "A. Arbel and S. S. Oren", title = "A modification of {Karmarkar's} algorithm for multiple objective linear programming", booktitle = "Multiple Criteria Decision Making, Proceedings of the 10th International Conference ''Expand and Enrich the Domain of Thinking and Application'', held at Taipei, Taiwan, July 1992", editor = "G. H. Tzeng", year = "1994", pages = "37--46", publisher = "Springer Verlag", address = "Berlin, Germany" } @article{ipm:Arbel11, author = "A. Arbel", title = "A weighted--gradient approach to multi--objective linear programming problems using the analytical hierarchy process", journal = "Mathematical Computations and Modelling", volume = "17", number = "4--5", year = "1993", pages = "27--39" } @article{ipm:Arbel12, author = "A. Arbel", title = "Large--scale optimization methods applied to the cutting stock problem of irregular shapes", journal = "International Journal of Production Research", volume = "31", year = "1993", pages = "483--500" } @article{ipm:Arbel13, author = "A. Arbel", title = "An interior multiple objective primal--dual linear programming algorithm using efficient anchoring points", journal = "Journal of the Operational Research Society", volume = "46", year = "1995", pages = "1121--1132" } @article{ipm:Arbel14, author = "A. Arbel and S. S. Oren", title = "Using approximate gradients in developing an interactive interior primal--dual multiobjective linear programming algorithm", journal = "European Journal of the Operational Research", volume = "89", year = "1996", pages = "202--211" } @article{ipm:Arbel15, author = "A. Arbel and S. S. Oren", title = "Generating interior search directions for multiobjective linear programming", journal = "Journal of Multi--Criteria Decisions and Analysis", volume = "2", year = "1993", pages = "73--86" } @article{ipm:Arbel16, author = "A. Arbel and P. Korhonen", title = "Using aspiration levels in an interactive interior multiobjective linear programming algorithm", journal = "European Journal of the Operational Research", volume = "89", year = "1996", pages = "193--201" } @article{ipm:Arbel17, author = "A. Arbel", title = "An interior multiobjective primal--dual linear programming algorithm based on approximated gradients and efficient anchoring points", journal = "Computers and Operations Research", volume = "24", year = "1997", pages = "353--365" } @article{ipm:Arbel18, author = "A. Arbel and P. Korhonen", title = "Using aspiration levels in an interior primal--dual multiobjective linear programming algorithm", journal = "Journal of Multi--Criteria Decisions and Analysis", volume = "5", year = "1996", pages = "61--71" } @incollection{ipm:Arbel19, author = "A. Arbel and P.Korhonen", title = "An interior multiobjective linear programming algorithm using aspirations", booktitle = "Multiple Criteria Decision Making, Proceedings of the Conference held at Hagen, Germany, 1995", editor = "G. Fandel and T. Gal", year = "1997", pages = "245--254", series = "Lecture Notes in Economics and Mathematical Systems", volume = "448", publisher = "Springer Verlag", address = "Berlin, Germany" } @phdthesis{ipm:ArgaezRamos1, author = "M. {Arg{\'a}ez Ramos}", title = "Exact and inexact {Newton} linesearch interior--point algorithms for nonlinear programming problems", year = "1997", school = "Department of Computational and Applied Mathematics, Rice University", address = "Houston, TX~77251, USA", note = "Available as\,: Technical Report TR97--13" } @article{ipm:Armacost1, author = "A. Armacost and S. Mehrotra", title = "A computational comparison of the network simplex method with the dual affine scaling method", journal = "Journal of the Operational Research Society of India (Opsearch)", volume = "28", number = "1", year = "1991", pages = "18--35" } @techreport{ipm:Armand1, author = "P. Armand and J. C. Gilbert and S. Jan--J{\'e}gou", title = "A feasible {BFGS} interior point algorithm for solving strongly convex minimization problems", type = "{Research Report}", number = "3500", year = "1998", month = "October", institution = "Institute National de Recherche en Informatique et Automatique (INRIA)", address = "F--78153~Roquencourt, France" } @techreport{ipm:Aronson1, author = "J. Aronson and R. Barr and R. Helgason and J. Kennington and A. Loh and H. Zaki", title = "The projective transformation algorithm by {Karmarkar}\,: {A} computational experiment with assignment problems", type = "{Technical Report}", number = "85--OR--3", year = "1985", month = "August", institution = "Department of Operations Research, Southern Methodist University", address = "Dallas, TX~75275, USA" } @techreport{ipm:Aronson2, author = "J. Aronson and R. Barr and R. Helgason and J. Kennington and A. Loh and H. Zaki", title = "A specialization of {Karmarkar's} algorithm to solve network problems", type = "{Technical Report}", year = "1985", institution = "Department of Operations Research, Southern Methodist University", address = "Dallas, TX~75275, USA" } @techreport{ipm:Asic1, author = "M. D. A\u{s}i{\'c} and V. V. Kova\u{c}evi{\'c}--Vuj\u{c}i{\'c} and M. D. Radosavljevi{\'c}--Nikoli{\'c}", title = "Behavior of {Karmarkar's} method on degenerate problems", type = "{Technical Report}", year = "1988", institution = "Department of Mathematics, Michigan State University", address = "East Lansing, MI~48824, USA" } @article{ipm:Asic2, author = "M. D. A\u{s}i{\'c} and V. V. Kova\u{c}evi{\'c}--Vuj\u{c}i{\'c} and M. D. Radosavljevi{\'c}--Nikoli{\'c}", title = "Asymptotic behavior of {Karmarkar's} method for linear programming", journal = "Mathematical Programming", volume = "46", year = "1990", pages = "173--190" } @techreport{ipm:Asic3, author = "M. D. A\u{s}i{\'c} and V. V. Kova\u{c}evi{\'c}--Vuj\u{c}i{\'c} and M. D. Radosavljevi{\'c}--Nikoli{\'c}", title = "Asymptotic behavior and numerical stability of {Karmarkar's} method for linear programming", type = "{Technical Report}", year = "1986", institution = "University of Belgrade", address = "Belgrade, Yugoslavia" } @article{ipm:Asic4, author = "M. D. A\u{s}i{\'c} and V. V. Kova\u{c}evi{\'c}--Vuj\u{c}i{\'c}", title = "An interior semi--infinite programming method", journal = "Journal of Optimization Theory and Applications", volume = "59", year = "1988", pages = "369--390" } @incollection{ipm:Asic5, author = "M. D. A\u{s}i{\'c} and V. V. Kova\u{c}evi{\'c}--Vuj\u{c}i{\'c} and M. D. Radosavljevi{\'c}--Nikoli{\'c}", title = "A note on limiting behavior of the projective and the affine rescaling algorithms", booktitle = "Mathematical Developments Arising from Linear Programming\,: Proceedings of a Joint Summer Research Conference held at Bowdoin College, Brunswick, Maine, USA, June/July 1988", editor = "J. C. Lagarias and M. J. Todd", year = "1990", pages = "151--157", series = "Contemporary Mathematics", volume = "114", publisher = "American Mathematical Society", address = "Providence, Rhode Island, USA" } @article{ipm:Asic6, author = "M. D. A\u{s}i{\'c} and V. V. Kova\u{c}evi{\'c}--Vuj\u{c}i{\'c} and M. D. Radosavljevi{\'c}--Nikoli{\'c}", title = "Karmarkar algoritam\,: {Analiza} numericke stabilnosti i neke modifikacije", journal = "Proceedings of the 12th Yugoslav Symposium on Operations Research (Herceg--Novi, Yugoslavia, October 1985)", year = "1985", pages = "33--41", note = "(In Yugoslav)" } @article{ipm:Asic7, author = "M. D. A\u{s}i{\'c} and V. V. Kova\u{c}evi{\'c}--Vuj\u{c}i{\'c} and M. D. Radosavljevi{\'c}--Nikoli{\'c}", title = "Asimptotsko ponasanje {Karmarkarove} metode", journal = "Proceedings of the 13th Yugoslav Symposium on Operations Research (Herceg--Novi, Yugoslavia, October 1986)", year = "1986", pages = "81--88", note = "(In Yugoslav)" } @techreport{ipm:Asic8, author = "M. D. A\u{s}i{\'c} and V. V. Kova\u{c}evi{\'c}--Vuj\u{c}i{\'c}", title = "Ill--conditionedness and interior--point methods", type = "{Technical Report}", year = "1998", month = "February", institution = "Laboratory for Operations Research, Faculty of Organizational Sciences, University of Belgrade", address = "Jove Ilica~154, YU--11040~Belgrade, Yugoslavia" } @article{ipm:Astfalk1, author = "G. Astfalk and I. J. Lustig and R. E. Marsten and D. Shanno", title = "The interior--point method for linear programming", journal = "IEEE Software", volume = "9", number = "4", year = "1992", pages = "61--68" } @misc{ipm:At1, key = "AT and T Bell Laboratories", title = "{The {AT~\&~T KORBX} Linear Programming System, AT~\&~T Bell Laboratories, Holmdel, NJ~07733, USA}", year = "1988", address = "Holmdel, NJ~07733, USA", note = "Introduced at the ORSA/TIMS Joint National Meeting in Denver, CO, USA, October 1988" } @article{ipm:Atkinson1, author = "D. S. Atkinson and P. M. Vaidya", title = "A scaling technique for finding the weighted analytic center of a polytope", journal = "Mathematical Programming", volume = "57", year = "1992", pages = "163--192" } @techreport{ipm:Atkinson2, author = "D. S. Atkinson and P. M. Vaidya", title = "A cutting plane algorithm that uses analytic centers", type = "{Working Paper}", year = "1992", institution = "College of Commerce and Business Administration, University of Illinois at Urbana--Champaign", address = "Urbana, IL~61820, USA" } @techreport{ipm:Atkinson3, author = "D. S. Atkinson and P. M. Vaidya", title = "An analytic center based cutting plane algorithm for convex programming", type = "{Technical Report}", year = "1992", month = "June", institution = "College of Commerce and Business Administration, University of Illinois at Urbana--Champaign", address = "Urbana, IL~61820, USA" } @article{ipm:Atkinson4, author = "D. S. Atkinson and P. M. Vaidya", title = "A cutting plane algorithm for convex programming that uses analytic centers", journal = "Mathematical Programming", volume = "69", year = "1995", pages = "1--43" } @techreport{ipm:Atkinson5, author = "D. S. Atkinson and P. M. Vaidya", title = "Minimizing weighted self--concordant logarithmic barrier functions by scaling", type = "{Preprint}", year = "1992", institution = "Department of Mathematics, University of Illinois at Urbana--Champaign", address = "Urbana, IL~61820, USA" } @phdthesis{ipm:Atkinson6, author = "D. S. Atkinson", title = "Scaling and interior--point methods in optimization", year = "1992", school = "Coordinated Science Laboratory, College of Engineering, University of Illinois at Urbana--Champaign", address = "Urbana, IL~61820, USA" } @article{ipm:Auslender1, author = "A. Auslender and M. Haddou", title = "An interior--proximal method for convex linearly constrained problems and its extension to variational inequalities", journal = "Mathematical Programming", volume = "71", year = "1995", pages = "77--100" } @techreport{ipm:Babrovnikova1, author = "E. Babrovnikova and S. Vavasis", title = "Accurate solution of weighted least squares by iterative methods", type = "{Preprint}", number = "ANL/MSC--P644--0297", year = "1997", month = "February", institution = "Mathematics and Computer Science Division, Argonne National Laboratory", address = "Argonne, IL~60439, USA" } @mastersthesis{ipm:Bach1, author = "R. Bach", title = "{{\"U}ber die Effizienz eines polynomialen Verfahrens zur L{\"o}sung von linearen Optimierungsproblemen. (About the efficiency of a polynomial method for solving linear programming problems)}", year = "1990", month = "December", school = "{Fachbereich Wirtschaftswissenschaften und Operations Research, FernUniversit{\"a}t Hagen}", address = "P. O. Box 940, D--5800 Hagen, Germany", note = "(In German)" } @techreport{ipm:Bachem1, author = "A. Bachem and M. Strietzel", title = "{Eine parallele Implementierung des Karmarkar--Verfahrens (A parallel implementation of Karmarkar's method)}", type = "{Technical Report}", number = "92--121", year = "1992", institution = "Department of Mathematics, University of Cologne", address = "Cologne, Germany", note = "(In German)" } @techreport{ipm:Bachem2, author = "A. Bachem and M. Strietzel", title = "{Einbettung der parallelen Grundsoftware CARO in die primale--duale Barrierfunktionsmethode (Imbedding of the parallel basic software CARO into the primal--dual barrier function method)}", type = "{Technical Report}", number = "93--129", year = "1993", institution = "Department of Mathematics, University of Cologne", address = "Cologne, Germany", note = "(In German)" } @techreport{ipm:Bagchi1, author = "A. Bagchi and B. Kalantari", title = "A method for computing approximate solution of the trust region problem with application to projective methods for quadratic programming", type = "{Working Paper}", year = "1988", institution = "Department of Computer Science, Rutgers University", address = "New Brunswick, NJ~08903, USA" } @techreport{ipm:Bahn1, author = "O. Bahn and J.--L. Goffin and J.--Ph. Vial and O. Du~Merle", title = "Implementation and behavior of an interior point cutting plane algorithm for convex programming\,: {An} application to geometric programming", type = "{Working Paper}", year = "1991", institution = "University of Geneva", address = "Geneva, Switzerland", note = "See also Bahn et al.\,\cite{ipm:Bahn3}" } @article{ipm:Bahn2, author = "O. Bahn and O. Du~Merle and J.--L. Goffin and J.--Ph. Vial", title = "A cutting plane method from analytic centers for stochastic programming", journal = "Mathematical Programming", volume = "69", year = "1995", pages = "45--73" } @article{ipm:Bahn3, author = "O. Bahn and J.--L. Goffin and J.--Ph. Vial and O. Du~Merle", title = "Experimental behavior of an interior point cutting plane algorithm for convex programming\,:\,{An} application to geometric programming", journal = "Discrete Applied Mathematics", volume = "49", year = "1994", pages = "3--23", note = "See also Bahn et al.\,\cite{ipm:Bahn1}" } @techreport{ipm:Bai1, author = "E. Bai and Y. Ye and R. Tempo", title = "Bounded error parameter estimation\,: {A} sequential analytic center approach", type = "{Technical Report}", year = "1997", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @article{ipm:Balakrishnan1, author = "V. Balakrishnan and E. Feron and S. Boyd and L. {El Ghaoui}", title = "Computing bounds for the structured singular value via interior point algorithm", journal = "Proceedings of the American Control Conference (Chicago, IL, USA, June 1992)", volume = "3", year = "1994", pages = "2195--2196" } @techreport{ipm:Ballintijn1, author = "C. Ballintijn", title = "Implementation aspects and performance results of the dual--affine algorithm", type = "{Talk held at the 14th Conference on the Mathematics of Operations Research in Dalfsen, The Netherlands}", year = "1990", month = "January", institution = "Koninklijke Shell Laboratorium Amsterdam (KSLA)", address = "Amsterdam, The Netherlands", note = "See Marsten et al.\,\cite{ipm:Marsten5}" } @techreport{ipm:Barle1, author = "J. Barle and J. Grad", title = "The implementation of {Karmarkar's} algorithm using electronic spreadsheet", type = "{Talk held at the DGOR--Jahrestagung in Berlin, Germany}", year = "1988", month = "September", institution = "Ekonomska Fakulteta Borisa Kidrica, University of Ljubljana", address = "YU--61109~Ljubljana, Yugoslavia" } @article{ipm:Barle2, author = "J. Barle and J. Grad", title = "The implementations of interior point methods for solving {LP on PC}", journal = "Operations Research Proceedings 1992", year = "1992", pages = "26--33" } @article{ipm:Barnes1, author = "E. R. Barnes", title = "A variation on {Karmarkar's} algorithm for solving linear programming problems", journal = "Mathematical Programming", volume = "36", year = "1986", pages = "174--182" } @techreport{ipm:Barnes2, author = "E. R. Barnes", title = "A sparse matrix version of {Karmarkar's} algorithm", type = "{Technical Report}", year = "1986", institution = "Department of Mathematical Sciences, IBM~T.~J.~Watson Research Center", address = "P.\,O.\,Box 218, Yorktown Heights, NY~10598, USA" } @techreport{ipm:Barnes3, author = "E. R. Barnes", title = "A polynomial--time version of the affine scaling algorithm", type = "{Talk held at the ORSA/TIMS Joint National Meeting in St.~Louis, USA}", year = "1987", month = "October", institution = "Department of Mathematical Sciences, IBM~T.~J.~Watson Research Center", address = "P.~O.~Box~218, Yorktown Heights, NY~10598, USA" } @techreport{ipm:Barnes4, author = "E. R. Barnes", title = "The role of centering in interior point methods", type = "{Technical Report}", year = "1988", institution = "Department of Mathematical Sciences, IBM~T.~J.~Watson Research Center", address = "P.~O.~Box~218, Yorktown Heights, NY~10598, USA" } @techreport{ipm:Barnes5, author = "E. R. Barnes", title = "Phase--{I} procedures for interior point problems", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Washington, DC, USA}", year = "1988", month = "April", institution = "Department of Mathematical Sciences, IBM~T.~J.~Watson Research Center", address = "P.~O.~Box~218, Yorktown Heights, NY~10598, USA" } @techreport{ipm:Barnes6, author = "E. R. Barnes", title = "Numerical techniques for interior point methods", type = "{Technical Report}", year = "1989", institution = "School of Industrial and Systems Engineering, Georgia Institute of Technology", address = "Atlanta, GA~30322--0205, USA" } @techreport{ipm:Barnes7, author = "E. R. Barnes", title = "Computing centers and minimum covering ellipsoids for polytopes", type = "{Talk held at the ORSA/TIMS Joint National Meeting in New York, NY, USA}", year = "1989", month = "October", institution = "School of Industrial and Systems Engineering, Georgia Institute of Technology", address = "Atlanta, GA~30322--0205, USA" } @techreport{ipm:Barnes8, author = "E. R. Barnes and D. J. Jensen", title = "Affine--scaling algorithms for linear programming with centering steps", type = "{Technical Report}", year = "1987", institution = "Department of Mathematical Sciences, IBM~T.~J.~Watson Research Center", address = "P.~O.~Box~218, Yorktown Heights, NY~10598, USA" } @techreport{ipm:Barnes9, author = "E. R. Barnes and S. Chopra and D. J. Jensen", title = "Polynomial--time convergence of the affine scaling algorithm with centering", type = "{Talk held at the Conference on Progress in Mathematical Programming, Asimolar Conference Center, Pacific Grove, CA, USA}", year = "1987", month = "March", institution = "Department of Mathematical Sciences, IBM~T.~J.~Watson Research Center", address = "P.~O.~Box~218, Yorktown Heights, NY~10598, USA" } @techreport{ipm:Barnes10, author = "E. R. Barnes and S. Chopra and D. J. Jensen", title = "The affine scaling method with centering", type = "{Technical Report}", year = "1988", institution = "Department of Mathematical Sciences, IBM~T.~J.~Watson Research Center", address = "P.~O.~Box~218, Yorktown Heights, NY~10598, USA" } @techreport{ipm:Barnes11, author = "E. R. Barnes and S. Chopra and D. J. Jensen", title = "A polynomial--time version of the affine--scaling algorithm", type = "{Working Paper Series}", number = "88--101", year = "1988", institution = "Graduate School of Business and Administration, New York University", address = "New York, NY~10006, USA" } @techreport{ipm:Barnes12, author = "E. R. Barnes and A. Moretti", title = "On the convergence of the affine scaling algorithm", type = "{Technical Report}", year = "1991", institution = "School of Industrial and Systems Engineering, Georgia Institute of Technology", address = "Atlanta, GA~30332--0205, USA" } @incollection{ipm:Barnes13, author = "E. R. Barnes", title = "Some results concerning convergence of the affine scaling algorithm", booktitle = "Mathematical Developments Arising from Linear Programming\,: Proceedings of a Joint Summer Research Conference held at Bowdoin College, Brunswick, Maine, USA, June/July 1988", editor = "J. C. Lagarias and M. J. Todd", year = "1990", pages = "131--139", series = "Contemporary Mathematics", volume = "114", publisher = "American Mathematical Society", address = "Providence, Rhode Island, USA" } @article{ipm:Barnes14, author = "E. R. Barnes", title = "Minimum containing ellipsoids and regular polyhedra", journal = "Mathematical Programming Society Committee on Algorithms (COAL) Newsletter", volume = "19", year = "1991", month = "August", pages = "2--6" } @techreport{ipm:Barutt1, author = "J. F. Barutt and J. A. Ludvijsen and E. M. Olsen", title = "Using the interior point method for solving large scale crew scheduling problems", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Las Vegas, NV, USA}", year = "1990", month = "May", institution = "Northwest Airlines F--7140, MSP International Airport", address = "St.~Paul, MN~55111, USA" } @techreport{ipm:Batterman1, author = "A. Batterman and M. Heinkenschloss", title = "Preconditioners for {Karush--Kuhn--Tucker} matrices arising in the optimal control of distributed systems", type = "{Technical Report}", number = "TR~96--34", year = "1996", institution = "Department of Computational and Applied Mathematics, Rice University", address = "Houston, TX~77251, USA" } @article{ipm:Bayer1, author = "D. A. Bayer and J. C. Lagarias", title = "Karmarkar's linear programming algorithm and {N}ewton's method", journal = "Mathematical Programming", volume = "50", year = "1991", pages = "291--330" } @article{ipm:Bayer2, author = "D. A. Bayer and J. C. Lagarias", title = "The nonlinear geometry of linear programming, {Part\,I\,: Affine} and projective scaling trajectories", journal = "Transactions of the American Mathematical Society", volume = "314", number = "2", year = "1989", pages = "499--526" } @article{ipm:Bayer3, author = "D. A. Bayer and J. C. Lagarias", title = "The nonlinear geometry of linear programming, {Part\,II\,: Legendre} transform coordinates", journal = "Transactions of the American Mathematical Society", volume = "314", number = "2", year = "1989", pages = "527--581" } @misc{ipm:Bayer4, author = "D. A. Bayer and N. K. Karmarkar and J. C. Lagarias", title = "Methods and apparatus for optimization system operational parameters", howpublished = "U.~S.~Patent No.~4.744.027", year = "1988", note = "AT~\&~T Bell Laboratories, Murray Hill, NJ~07974, USA" } @inbook{ipm:Bazaraa1, author = "M. S. Bazaraa and J. J. Jarvis and H. F. Sherali", title = "Linear Programming and Network Flows", chapter = "8.4\,: {Karmarkar's} projective algorithm, pages 380--394, chapter 8.5~: {A}nalysis of {Karmarkar's} algorithm", year = "1990", pages = "394--418", publisher = "John Wiley \& Sons", address = "New York", edition = "second" } @book{ipm:Beasley1, author = "J. E. Beasley", title = "{Advances in Linear and Integer Programming}", year = "1996", series = "Oxford Lecture Series in Mathematics and its Applications", volume = "4", publisher = "Oxford Science Publications, Oxford University Press", address = "Oxford, Great Britain" } @article{ipm:Beck1, author = "C. Beck", title = "Computational issues in solving {LMIs} (linear matrix inequalities)", journal = "Proceedings of the 30th IEEE Conference on Decision and Control (Brighton, United Kingdom, December 1991)", year = "1991", volume = "2", pages = "1259--1260" } @inbook{ipm:Beisel1, author = "E. P. Beisel and M. Mendel", title = "{Optimierungsmethoden des Operations Research, Band\,1 (Optimization Methods of Operations Research, Vol.\,1)}", chapter = "11\,: {Die Projektionsmethode von Karmarkar~(The projection method of Karmarkar)}", pages = "169--187", publisher = "Vieweg Verlag", address = "Braunschweig, Germany", year = "1987", note = "(In German)" } @techreport{ipm:Beisel2, author = "E. P. Beisel", title = "{Affin--transformierende global konvergente Innere--Punkte--Verfahren der linearen Optimierung mit langen Schrittweiten (Affine--scaling globally convergent long step interior--point methods for linear programming)}", type = "{Habilitationthesis}", year = "1996", institution = "Fachbereich Mathematik, Bergische Universit{\"a}t-- Gesamthochschule Wuppertal", address = "Gauss--str. 20, D--42097~Wuppertal, Germany", note = "(In German)" } @article{ipm:Belegundu1, author = "A. D. Belegundu and L. Berke and S. N. Patnaik", title = "An optimization algorithm based on the method of feasible directions", journal = "Structural Optimization", volume = "9", year = "1995", pages = "83--88" } @article{ipm:Bellavia1, author = "S. Bellavia", title = "Inexact interior--point method", journal = "Journal of Optimization Theory and Applications", volume = "96", year = "1998", pages = "109--121" } @techreport{ipm:Benchakroun1, author = "A. Benchakroun and J. P. Dussault and A. Mansouri", title = "Local convergence analysis of the method of centers", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "Universite de Sherbrooke", address = "Sherbrooke, Canada" } @article{ipm:Benchakroun2, author = "A. Benchakroun and J. P. Dussault and A. Mansouri", title = "Un algorithme de points interieurs pour un probleme de programmation non--lineaire", journal = "Information Systems and Operational Research (INFORS)", volume = "35", year = "1997", pages = "239--248" } @techreport{ipm:BenDaya1, author = "M. {Ben--Daya} and C. M. Shetty", title = "Polynomial barrier function algorithm for linear programming", type = "{Technical Report}", number = "J~88--4", year = "1988", institution = "School of Industrial and Systems Engineering, Georgia Institute of Technology", address = "Atlanta, GA~30322--0205, USA" } @article{ipm:BenDaya2, author = "M. {Ben--Daya} and C. M. Shetty", title = "Polynomial barrier function algorithm for convex quadratic programming", journal = "Arabian Journal for Science and Engineering", volume = "15", number = "4", year = "1990", pages = "657--670" } @article{ipm:BenDaya3, author = "M. {Ben--Daya}", title = "Line search techniques for the logarithmic barrier function in quadratic programming", journal = "Journal of the Operational Research Society", volume = "46", year = "1995", pages = "322--328" } @techreport{ipm:Benjamin1, author = "J. Benjamin and M. Dialsy", title = "Some applications of the primal--dual interior point algorithm using {GAUSS} programming language", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Philadelphia, PA, USA}", year = "1990", month = "October", institution = "Economics Department, North Carolina A\,\&\,T State University", address = "Greensboro, NC~27411, USA" } @techreport{ipm:Benson1, author = "S. Benson and Y. Ye and X. Zhang", title = "Solving large--scale sparse semidefinite programs for combinatorial optimization", type = "{Working Paper}", number = "", year = "1997", month = "August", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Benson2, author = "S. Benson and Y. Ye and X. Zhang", title = "Mixed linear and semidefinite programming for combinatorial and quadratic optimization", type = "{Working Paper}", number = "", year = "1998", month = "February", institution = "Applied Mathematics and Computer SCiences, University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:BenTal1, author = "A. {Ben--Tal} and A. S. Nemirovsky", title = "Interior point polynomial time method for truss topology design", type = "{Technical Report}", number = "3/92", year = "1992", month = "June", institution = "Optimization Laboratory, Faculty of Industrial Engineering and Management at Technion, Technion City", address = "Haifa~32000, Israel" } @article{ipm:BenTal2, author = "A. {Ben--Tal} and A. S. Nemirovsky", title = "Potential reduction polynomial time method for truss topology design", journal = "SIAM Journal on Optimization", volume = "4", year = "1994", pages = "596--612" } @incollection{ipm:BenTal3, author = "A. {Ben--Tal} and A. S. Nemirovsky", title = "An interior point algorithm for truss topology design", booktitle = "Topology Design of Structures", pages = "55--69", editor = "M. P. Bendsoe and C. A. Soares", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands", year = "1993" } @techreport{ipm:BenTal4, author = "A. {Ben--Tal} and M. Zibulevsky and I. Yusefovich", title = "Penalty/barriers multipliers methods for minimax and constrained smooth convex programs", type = "{Research Report}", number = "9/92", year = "1992", institution = "Optimization Laboratory, Faculty of Industrial Engineering and Management, Technion, Israel Institute of Technology", address = "Haifa, Israel" } @article{ipm:BenTal5, author = "A. {Ben--Tal} and G. Roth", title = "A truncated log barrier algorithm for large--scale convex programming and minimax problems\,: {Implementation} and computational results", journal = "Optimization Methods and Software", volume = "6", year = "1996", pages = "283--312" } @techreport{ipm:BenTal6, author = "A. {Ben--Tal} and M. Zibulevsky", title = "Penalty/barrier multipliers methods\,: {A} new class of augmented {Lagrangian} algorithms for large--scale convex programming problems", type = "{Research Report}", number = "4/93", year = "1993", institution = "Optimization Laboratory, Faculty of Industrial Engineering and Management, Technion, Israel Institute of Technology", address = "Haifa~32000, Israel" } @techreport{ipm:BenTal7, author = "A. {Ben--Tal} and A. S. Nemirovsky", title = "Structural design via semidefinite programming", type = "{Working Paper}", number = "", year = "1997", month = "August", institution = "Optimization Laboratory, Faculty of Industrial Engineering and Management Technion -- Israel Institute of Technology, Technion City", address = "Haifa~32000, Israel" } @techreport{ipm:BenTal8, author = "A. {Ben--Tal} and A. S. Nemirovsky", title = "On polyhedral approximations of the second--order cone", type = "{Research Report}", number = "3/98", year = "1998", month = "", institution = "Optimization Laboratory, Faculty of Industrial Engineering and Management Technion -- Israel Institute of Technology, Technion City", address = "Haifa~32000, Israel" } @techreport{ipm:BenTal9, author = "A. {Ben--Tal} and A. S. Nemirovsky", title = "On the quality of {SDP} approximations of uncertain {SDP} programs", type = "{Research Report}", number = "4/98", year = "1998", month = "", institution = "Optimization Laboratory, Faculty of Industrial Engineering and Management Technion -- Israel Institute of Technology, Technion City", address = "Haifa~32000, Israel" } @techreport{ipm: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\,: {Potential} reduction methods", type = "{Technical Annex}", number = "T--2.3.2", year = "1995", institution = "Faculty of Technical Mathematics and Informatics, Delft University of Technology", address = "Delft, The Netherlands" } @article{ipm:Berger1, author = "A. J. Berger and J. M. Mulvey and A. Ruszczynski", title = "An extension of the {DQA} algorithm to convex stochastic programs", journal = "SIAM Journal on Optimization", volume = "4", year = "1994", pages = "735--753" } @article{ipm:Berke1, author = "L. Berke and N. Khot and R. Polyak and R. Schneur", title = "Application of the {Newton} modified barrier method in structural optimizations", journal = "Proceedings of the 33rd American Institute of Aeronautics and Astronautics (AIAA) Conference", year = "1992" } @techreport{ipm:Berkelaar1, author = "A. B. Berkelaar and B. Jansen and C. Roos and T. Terlaky", title = "Sensitivity analysis for degenerate quadratic programming", type = "{Technical Report}", number = "", year = "1996", month = "February", institution = "Faculty of Technical Mathematics and Informatics, TU Delft", address = "NL--2600~GA~Delft, The Netherlands" } @techreport{ipm:Berkelaar2, author = "A. B. Berkelaar and B. Jansen and C. Roos and T. Terlaky", title = "Optimal basis and optimal tripartition identification algorithms for quadratic programming and linear complementarity problems -- from an interior solution to a basis solution and vice versa", type = "{Technical Report}", number = "", year = "1996", month = "March", institution = "Faculty of Technical Mathematics and Informatics, TU Delft", address = "NL--2600~GA~Delft, The Netherlands" } @incollection{ipm:Berkelaar3, author = "A. Berkelaar and C. Roos and T. Terlaky", title = "The optimal set and optimal partition approach for linear and quadratic programming", booktitle = "Advances in Sensitivity Analysis and Parametric Programming", editor = "T. Gal and H. J. Greenberg", year = "1997", pages = "6.1--6.44", series = "International Series in Operations Research and Management Science", volume = "6", publisher = "Kluwer Academic Press", address = "Dordrecht, The Netherlands" } @article{ipm:Bertsekas1, author = "D. P. Bertsekas", title = "Projected {N}ewton methods for optimization problems with simple constraints", journal = "SIAM Journal on Control and Optimization", volume = "20", year = "1982", pages = "221--246" } @article{ipm:Bertsimas1, author = "D. Bertsimas and X. Luo", title = "On the worst case complexity of potential reduction algorithms for linear programming", journal = "Mathematical Programming", volume = "77", year = "1997", pages = "321--333" } @book{ipm:Bertsimas2, author = "D. Bertsimas and J. Tsitsiklis", title = "Introduction to Linear Optimization", year = "1997", publisher = "Athena Scientific", address = "" } @article{ipm:Bertsimas3, author = "D. Bertsimas and J. B. Orlin", title = "A technique for speeding up the solution of the {Lagrangian} dual", journal = "Mathematical Programming", volume = "63", year = "1994", pages = "23--45" } @article{ipm:Betke1, author = "U. Betke and P. Gritzmann", title = "Projection algorithms for linear programming", journal = "European Journal of Operational Research", volume = "60", year = "1992", pages = "287--295" } @techreport{ipm:Biegler1, author = "L. Biegler and J. Nocedal and C. Schmitt and D. Ternet", title = "Numerical experience with a reduced {Hessian} method for large scale optimization", type = "{Technical Report}", number = "OTC\,97/06", year = "1997", month = "July", institution = "Optimization Technology Center, Northwestern University", address = "Evanston, IL~60208--3119, USA" } @article{ipm:Billups1, author = "S. C. Billups and S. C. Ferris", title = "Convergence of infeasible interior--point algorithms from arbitrary starting points", journal = "SIAM Journal on Optimization", volume = "6", year = "1996", pages = "316--325" } @techreport{ipm:Birge1, author = "J. R. Birge and L. Qi", title = "Solving stochastic linear programs via a variant of {Karmarkar's} algorithm", type = "{Technical Report}", number = "85--12", year = "1985", institution = "Department of Industrial and Operations Engineering, University of Michigan", address = "Ann Arbor, MI~48103, USA" } @article{ipm:Birge2, author = "J. R. Birge and L. Qi", title = "Computing block--angular {Karmarkar} projections with applications to stochastic programming", journal = "Management Science", volume = "34", year = "1988", pages = "1472--1479"} @techreport{ipm:Birge3, author = "J. R. Birge and R. M. Freund and R. J. Vanderbei", title = "Prior reduced fill--in in solving equations in interior point algorithm", type = "{Working Paper}", number = "OR~3186--90--MS", year = "1990", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA", note = "See also Birge, Freund and Vanderbei \cite{ipm:Birge7}" } @techreport{ipm:Birge4, author = "J. R. Birge and C. Rosa", title = "A simplified proof of the general convergence of affine scaling", type = "{Technical Report}", number = "91--7", year = "1991", institution = "Department of Industrial and Operations Engineering, University of Michigan", address = "Ann Arbor, MI~48104, USA" } @techreport{ipm:Birge5, author = "J. R. Birge and D. Holmes", title = "Using interior point methods for stochastic linear programming", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Anaheim, CA, USA}", year = "1991", month = "November", institution = "Department of Industrial and Operations Engineering, University of Michigan", address = "Ann Arbor, MI~48104, USA", note = "See Birge and Holmes \cite{ipm:Birge6}" } @article{ipm:Birge6, author = "J. R. Birge and D. F. Holmes", title = "Efficient solution of two stage stochastic linear programs using interior point methods", journal = "Computational Optimization and Applications", volume = "1", year = "1992", pages = "245--276" } @article{ipm:Birge7, author = "J. R. Birge and R. M. Freund and R. J. Vanderbei", title = "Prior reduced fill--in in solving equations in interior point algorithms", journal = "Operations Research Letters", volume = "11", year = "1992", pages = "195--198" } @article{ipm:Birge8, author = "J. R. Birge and H. Tang", title = "Computing {Karmarkar's} projections quickly by using matrix factorization", journal = "Applied Mathematics, A Journal of the Chinese Universities (Series B)", volume = "11", year = "1996", pages = "227--248" } @article{ipm:Bisseling1, author = "R. H. Bisseling and T. M. Doup and {L. D. J. C.} Loyens", title = "A parallel interior point algorithm for linear programming on a network of transputers", journal = "Annals of Operations Research", volume = "43", year = "1993", pages = "51--86" } @article{ipm:Bixby1, 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", journal = "Operations Research", volume = "40", year = "1992", pages = "885--897" } @article{ipm:Bixby2, author = "R. E. Bixby and M. J. Saltzman", title = "Recovering an optimal {LP} basis from an interior point solution", journal = "Operations Research Letters", volume = "15", year = "1994", pages = "169--178" } @article{ipm:Blair1, author = "C. E. Blair", title = "The iterative step in the linear programming algorithm of {N. Karmarkar}", journal = "Algorithmica", volume = "1", number = "4", year = "1986", pages = "537--539" } @techreport{ipm:Blair2, author = "C. E. Blair", title = "{Karmarkar's} algorithm and the simplex algorithm", type = "{Technical Report}", year = "1989", institution = "College of Commerce and Business Administration, University of Illinois at Urbana--Champaign", address = "Urbana, IL~61820, USA" } @article{ipm:Blanchon1, author = "G. Blanchon and J.--C. Dodu and A. Renaud and M. Bouhtou", title = "Implementation of a primal--dual interior--point method applied to the planning of reactive power compensation devices", journal = "Proceedings of the Twelfth Power Systems Computation Conference", volume = "2", year = "1996", pages = "827--836" } @incollection{ipm:Bloch1, author = "A. M. Bloch", title = "Steepest descent, linear programming, and {Hamiltonian} flows", booktitle = "Mathematical Developments Arising from Linear Programming\,: Proceedings of a Joint Summer Research Conference held at Bowdoin College, Brunswick, Maine, USA, June/July 1988", editor = "J. C. Lagarias and M. J. Todd", year = "1990", pages = "77--88", series = "Contemporary Mathematics", volume = "114", publisher = "American Mathematical Society", address = "Providence, Rhode Island, USA" } @article{ipm:Blum1, author = "L. 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Witzgall", title = "Algorithmic enhancements to the method of center for linear programming", journal = "ORSA Journal on Computing", volume = "1", year = "1989", pages = "159--171" } @techreport{ipm:Boggs3, author = "P. T. Boggs", title = "Higher--order methods for large linear and quadratic programming problems", type = "{Talk held at the Second International Conference on Industrial and Applied Mathematics (ICIAM~'91), Washington, DC, USA}", year = "1991", month = "July", institution = "United States Department of Commerce, National Institute of Standards and Technology, Center for Applied Mathematics", address = "Gaithersburg, MD~20899, USA" } @article{ipm:Boggs4, author = "P. T. Boggs", title = "Comparing algorithms is not an easy task", journal = "SIAM News", volume = "19", number = "1", year = "1986", pages = "7" } @article{ipm:Boggs5, author = "P. T. Boggs and P. D. Domich and J. E. Rogers and C. Witzgall", title = "An interior--point method for linear and quadratic programming problems", journal = "Mathematical Programming Society Committee on Algorithms (COAL) Newsletter", volume = "19", year = "1991", month = "August", pages = "32--40" } @techreport{ipm:Boggs6, author = "P. T. Boggs", title = "Interior point methods", type = "{Technical Report}", year = "1995", institution = "United States Department of Commerce, National Institute of Standards and Technology, Center for Applied Mathematics", address = "Gaithersburg, MD~20899, USA", note = "To appear in {\em Encyclopedia of Operations Research}" } @article{ipm:Boggs7, author = "P. T. Boggs and P. D. Domich and J. E. Rogers and C. Witzgall", title = "An interior--point method for general large scale quadratic programming problems", journal = "Annals of Operations Research", volume = "62", year = "1996", pages = "419--437" } @techreport{ipm:Bonnans1, author = "J. F. Bonnans and M. Bouhtou", title = "An interior point affine algorithm for convex programming based on a potential function", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "Institute National de Recherche en Informatique et Automatique (INRIA)", address = "F--78153~Roquencourt, France" } @article{ipm:Bonnans2, author = "J. F. Bonnans and M. Bouhtou", title = "The trust region affine interior point algorithm for convex and nonconvex quadratic programming", journal = "R.A.I.R.O. Recherche Operationnelle/Operations Research", volume = "29", year = "1995", pages = "195--217" } @article{ipm:Bonnans3, author = "J. F. Bonnans and C. C. Gonzaga", title = "Convergence of interior--point algorithms for the monotone linear complementarity problem", journal = "Mathematics of Operations Research", volume = "21", year = "1996", pages = "1--25" } @article{ipm:Bonnans4, author = "J. F. Bonnans and C. Pola", title = "A trust region interior point algorithm for linearly constrained optimization", journal = "SIAM Journal on Optimization", volume = "7", year = "1997", pages = "717--731", url = "http://www.siam.org/journals/siopt/7--3/25063.html" } @article{ipm:Bonnans5, author = "J. F. Bonnans and F. A. Potra", title = "On the convergence of the iteration sequence of infeasible path--following algorithms for linear complementarity problems", journal = "Mathematics of Operations Research", volume = "22", year = "1997", pages = "378--407" } @techreport{ipm:Bonnans6, author = "J. F. Bonnans and F. A. Potra", title = "Infeasible path--following algorithms for linear complementarity problems", type = "{Reports on Computational Mathematics}", number = "63", year = "1994", institution = "Department of Mathematics, The University of Iowa", address = "Iowa City, IA~52242, USA", note = "To appear in {\em Mathematics of Operations Research}. See also Potra and Bonnans \cite{ipm:Potra12}" } @inbook{ipm:Bonnans7, author = "J. F. Bonnans and J. C. Gilbert and C. Lemar{\'e}chal and C. Sagastiz{\'a}bal", title = "{Optimisation Num{\'e}rique\, : Aspects Th{\'e}oriques et Pratiques}", chapter = "{Part\,IV\,: Algorithmes de points int{\'e}rieurs pour l'optimisation lin{\'e}aire et quadratique (Interior point algorithms for linear and quadratic optimization)}", year = "1997", volume = "257", pages = "203--310", series = "Math{\'e}matique \& Applications", publisher = "Springer Verlag", address = "Paris, France", note = "(In French)" } @techreport{ipm:Borchers1, author = "B. Borchers and J. E. Mitchell", title = "Using an interior point method in a branch and bound algorithm for integer programming", type = "{RPI Mathematical Report}", number = "195", year = "1991", institution = "Department of Mathematical Sciences, Rensselaer Polytechnic Institute", address = "Troy, NY~12180--3590, USA", note = "Revised July 1992" } @phdthesis{ipm:Borchers2, author = "B. Borchers", title = "Improved branch and bound algorithms for integer programming", year = "1992", month = "June", school = "Department of Mathematical Sciences, Rensselaer Polytechnic Institute", address = "Troy, NY~12180--3590, USA" } @techreport{ipm:Borchers3, author = "B. Borchers", title = "{CSDP}\,: {A C} library for semidefinite programming", type = "{Technical Report}", number = "", year = "1997", institution = "Faculty of Mathematics, Institute of Mining and Technology, New Mexico Tech", address = "Socorro, NM, USA" } @article{ipm:Borchers4, author = "B. Borchers and J. E. Mitchell", title = "A computational comparison of branch and bound and outer approximation algorithms for $0--1$ mixed integer nonlinear programs", journal = "Computers and Operations Research", volume = "24", year = "1997", pages = "699--701" } @techreport{ipm:Borchers5, author = "B. Borchers", title = "{SDPLIB\,1.0}\,: {A} collection of semidefinite programming test problems", type = "{Technical Report}", number = "", year = "1998", month = "July", institution = "Faculty of Mathematics, Institute of Mining and Technology, New Mexico Tech", address = "Socorro, NM, USA" } @article{ipm:Bosch1, author = "R. A. Bosch and K. M. Anstreicher", title = "A partial updating algorithm for linear programs with many more variables than constraints", journal = "Optimization Methods and Software", volume = "4", year = "1995", pages = "243--257" } @article{ipm:Bosch2, author = "R. A. Bosch and K. M. Anstreicher", title = "On partial updating in a potential reduction linear programming algorithm of {Kojima, Mizuno and Yoshise}", journal = "Algorithmica", volume = "9", number = "1", year = "1993", pages = "184--197", note = "Same as Anstreicher and Bosch \cite{ipm:Anstreicher21}" } @article{ipm:Bosch3, author = "R. A. Bosch", title = "On {Mizuno's} rank one updating algorithm for linear programming", journal = "SIAM Journal on Optimization", volume = "3", year = "1993", pages = "861--867" } @techreport{ipm:Bosch4, author = "R. A. Bosch", title = "A new proof of a partial updating theorem", type = "{Technical Report}", number = "", year = "1995", institution = "Department of Mathematics, Oberlin College", address = "Oberlin, OH~44074, USA" } @techreport{ipm:Bosch5, author = "R. A. Bosch and R. V. Torenbeek", title = "A family of algorithms for approximating the smallest eigenvalue of a matrix with no complex eigenvalues", type = "{Technical Report}", number = "", year = "1995", institution = "Department of Mathematics, Oberlin College", address = "Oberlin, OH~44074, USA" } @phdthesis{ipm:Bouhtou1, author = "M. Bouhtou", title = "M{\'e}thodes de points int{\'e}rieurs pour l'optimisation des syst{\`e}mes de grande taille ({Interior point methods for large--scale optimization systems})", year = "1993", school = "Laboratoire de Analyse et Modelisation de Syst{\`e}mes pour l'Aide a la Decision (LAMSADE), Universit{\'e} de Paris Dauphine", address = "F--75775~Paris~Cedex~16, France", note = "(In French)" } @article{ipm:Boukari1, author = "D. Boukari and A. V. Fiacco", title = "Survey of penalty, exact penalty and multiplier methods from 1968 to 1993", journal = "Optimization", volume = "30", year = "1995", pages = "301--334" } @book{ipm:Box1, author = "M. J. Box and D. Davies and W. H. Swann", title = "Nonlinear Optimization Technique", year = "1969", series = "ICI Monograph of Mathematics and Statistics", volume = "5", publisher = "Oliver and Boyd Ltd.", address = "London, United Kingdom" } @article{ipm:Boyd1, author = "S. Boyd and L. {El Ghaoui}", title = "Methods of centers for minimizing generalized eigenvalues", journal = "Linear Algebra and Its Applications", volume = "188/189", year = "1993", pages = "63--111" } @techreport{ipm:Boyd2, author = "S. Boyd and L. Vandenberghe and M. Grant", title = "Efficient convex optimization for engineering design", type = "{ISL--Report}", year = "1994", institution = "Department of Electrical Engineering, Information Systems Laboratory, Stanford University", address = "Stanford, CA~94305, USA", note = "Submitted to {\em Automatica}" } @book{ipm:Boyd3, author = "S. Boyd and L. {El Ghaoui} and E. Feron and V. Balakrishnan", title = "Linear Matrix Inequalities in System and Control Theory", year = "1994", series = "SIAM Studies in Applied Mathematics", volume = "15", publisher = "Society of Industrial and Applied Mathematics (SIAM)", address = "Philadelphia, PA~19101, USA" } @article{ipm:Boyd4, author = "S. Boyd and L. Vandenberghe", title = "{CRCD} program\,: {Convex} optimization for engineering analysis and design", journal = "Proceedings of the 1995 American Control Conference", volume = "Part 2/6", year = "1995", pages = "1069--1071" } @techreport{ipm:Branch1, author = "M. A. Branch and T. F. Coleman and Y. Li", title = "A subspace, interior, and conjugate gradient method for large--scale bound--constrained minimization problems", type = "{Technical Report}", number = "TR~95--1525", year = "1995", institution = "Department of Computer Science, Cornell University", address = "Ithaca, NY~14853, USA" } @article{ipm:Bregman1, author = "L. M. Bregman", title = "A polynomial--time simplex type method for solving linear systems of inequalities", journal = "Kibernetika (Kiev)", volume = "26", number = "1", year = "1990", pages = "84--87", note = "Translated in\,: {\em Cybernetics (USA)}, 26(1):106--110, 1990" } @incollection{ipm:Breitfeld1, author = "M. G. Breitfeld and D. F. Shanno", title = "Preliminary computational experience with modified log--barrier functions for large--scale nonlinear programming", booktitle = "Large--Scale Optimization\,: The State--of--the --Art", editor = "W. W. Hager and D. W. Hearn and P. M. Pardalos", year = "1994", pages = "45--67", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @article{ipm:Breitfeld2, author = "M. G. Breitfeld and D. F. Shanno", title = "Computational experience with penalty--barrier methods for nonlinear programming", journal = "Annals of Operations Research", volume = "62", year = "1996", pages = "439--463" } @techreport{ipm:Breitfeld3, author = "M. G. Breitfeld and D. F. Shanno", title = "A globally convergent penalty--barrier algorithm for nonlinear programming and its computational performance", type = "{Research Report}", number = "RRR~12--94", year = "1994", institution = "RUTCOR\,--\,Rutgers Center for Operations Research, Rutgers University", address = "Busch Campus, New Brunswick, NJ~08903, USA", note = "Submitted to {\em Mathematical Programming}" } @article{ipm:Brophy1, author = "J. F. Brophy and P. W. Smith", title = "Prototyping {Karmarkar's} algorithm using {MATH/PROTRAN}", journal = "International Mathematical and Statistical Libraries (IMSL) Directions", volume = "5", year = "1988", pages = "2--3" } @incollection{ipm:Brown1, author = "G. W. Brown and T. C. Koopmans", title = "Computational suggestions for maximizing a linear function subject to linear inequalities", booktitle = "Activity Analysis of Production and Allocation", publisher = "John Wiley \& Sons", address = "New York", editor = "T. C. Koopmans", year = "1951", pages = "377--380" } @techreport{ipm:Brown2, author = "G. G. Brown and R. D. McBride and K. R. Wood", title = "Computational methods in the projective linear programming algorithm", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Atlanta, GA, USA}", year = "1985", month = "November", institution = "Department of Operations Research, Naval Postgraduate School", address = "Monterey, CA~93943, USA" } @techreport{ipm:Burer1, author = "S. Burer and R. D. C. Monteiro", title = "An efficient algorithm for solving the {MAXCUT} {SDP} relaxation", type = "{Manuscript}", year = "1998", month = "December", institution = "School of Industrial and Systems Engineering, Georgia Institute of Technology", address = "Atlanta, GA~30332--0205, USA" } @incollection{ipm:Burke1, author = "J. V. Burke and A. A. Goldstein and P. Tseng and Y. Ye", title = "Translational cuts for convex minimization", booktitle = "Complexity in Numerical Optimization", editor = "P. M. Pardalos", year = "1993", pages = "57--73", publisher = "World Scientific Publishing Co.", address = "London, United Kingdom" } @techreport{ipm:Burke2, author = "J. V. Burke and S. R. Xu", title = "The global linear convergence of a non--interior path--following algorithm for linear complementarity problems", type = "{Technical Report}", number = "", year = "1996", month = "December", institution = "Department of Mathematics, University of Washington", address = "Seattle, WA~98195, USA" } @techreport{ipm:Byrd1, author = "R. Byrd and J. C. Gilbert and J. Nocedal", title = "A trust region method based on interior point technique for nonlinear programming", type = "{Technical Report}", number = "OTC\,96--02", year = "1996", institution = "Optimization Technology Center, Northwestern University", address = "Evanston, IL~60208--3119, USA" } @techreport{ipm:Byrd2, author = "R. Byrd and M. B. Hribar and J. Nocedal", title = "An interior point algorithm for large scale nonlinear programming", type = "{Technical Report}", number = "OTC\,97/05", year = "1997", month = "July", institution = "Optimization Technology Center, Northwestern University", address = "Evanston, IL~60208--3119, USA" } @techreport{ipm:Byrd3, author = "R. Byrd and G. Liu and J. Nocedal", title = "On the local behavior of an interior point method for nonlinear programming", type = "{Technical Report}", number = "OTC\,98/02", year = "1998", month = "January", institution = "Optimization Technology Center, Northwestern University", address = "Evanston, IL~60208--3119, USA", note = "To appear in {\em Proceedings of the 1997 Dundee Conference on Numerical Analysis}" } @article{ipm:Cao1, author = "M. Cao and M. C. Ferris", title = "Interior--point algorithms for monotone affine variational inequalities", journal = "Journal of Optimization Theory and Applications", volume = "83", year = "1994", pages = "269--283" } @article{ipm:Carmona1, author = "R. A. Carmona and S. Zhong", title = "Interior point methods for sea--bottom image enhancement", journal = "Proceedings of the Detection and Remediation Technologies for Mines and Minelike Targets", volume = "", year = "1997", pages = "132--137" } @article{ipm:Carolan1, author = "W. Carolan and J. Hill and J. Kennington and S. Niemi and S. Wichmann", title = "An empirical evaluation of the {KORBX} algorithms for military airlift applications", journal = "Operations Research", volume = "38", year = "1990", pages = "240--248" } @article{ipm:Caroll1, author = "C. W. 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Shanno", title = "A primal--dual interior point method for convex separable nonlinear programs", type = "{RUTCOR Research Report}", number = "RRR~25--90", year = "1990", month = "May", institution = "RUTCOR\,--\,Rutgers Center for Operations Research, Hill Center for Mathematical Sciences", address = "New Brunswick, NJ~08903, USA", note = "Technical Report SOR~90--02, School of Engineering and Applied Science, Department of Civil Engineering and Operations Research, Princeton University, Princeton, NJ~08544, USA, 1990" } @article{ipm:Carpenter2, author = "T. J. Carpenter and I. J. Lustig and J. M. Mulvey and D. F. Shanno", title = "Higher order predictor--corrector interior point methods with application to quadratic objectives", journal = "SIAM Journal on Optimization", volume = "3", year = "1993", pages = "696--725" } @article{ipm:Carpenter3, author = "T. J. Carpenter and I. J. Lustig and J. M. Mulvey and D. F. Shanno", title = "Separable quadratic programming via primal--dual interior point method and its use in a sequential procedure", journal = "ORSA Journal on Computing", volume = "5", year = "1993", pages = "182--191" } @phdthesis{ipm:Carpenter4, author = "T. J. Carpenter", title = "Practical interior--point methods for quadratic programming", year = "1992", school = "School of Engineering and Applied Science, Department of Civil Engineering and Operations Research, Princeton University", address = "Princeton, NJ~08544, USA" } @article{ipm:Carpenter5, author = "T. J. Carpenter and D. F. Shanno", title = "An interior point method for quadratic programs based on conjugate projected gradients", journal = "Computational Optimization and Applications", volume = "2", year = "1993", pages = "5--28" } @techreport{ipm:Castillo1, author = "I. Castillo and E. R. Barnes", title = "On the convergence of the affine scaling linear programming algorithm", type = "{Technical Report}", year = "1995", month = "April", institution = "School of Industrial and Systems Engineering, Georgia Institute of Technology", address = "Atlanta, GA~30332--0205, USA" } @article{ipm:Castro1, author = "J. Castro and N. Nabona", title = "An implementation of linear and nonlinear multicommodity network flows", journal = "European Journal of Operational Research", volume = "92", year = "1996", pages = "37--53" } @incollection{ipm:Castro2, author = "J. Castro and N. Nabona", title = "Primal--dual interior point method for multicommodity network flows with side constraints and comparison with alternative methods", booktitle = "System Modelling and Optimization (Proceedings of the 17th IFIP Conference, Prague, Czech Republic, July 1995)", year = "1996", pages = "451--458", editor = "J. 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Castro", title = "An interior--point algorithm for quadratic programming through separable equivalent problems", journal = "Q{\"u}estii{\'o}", volume = "22", year = "1998", pages = "117--142", note = "(In Spanish, English summary)" } @techreport{ipm:Cavalier1, author = "T. M. Cavalier and T. C. Schall", title = "Implementing a projective algorithm for solving inequality constrained linear programs", type = "{IMSE Working Paper}", number = "86--128", year = "1986", institution = "Department of Industrial and Management Systems Engineering, Pennsylvania State University", address = "University Park, PA~16802, USA" } @article{ipm:Cavalier2, author = "T. M. Cavalier and T. C. Schall", title = "Implementing an affine scaling algorithm for linear programming", journal = "Computers and Operations Research", volume = "14", year = "1987", pages = "341--347" } @techreport{ipm:Cavalier3, author = "T. M. Cavalier and A. L. 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Kochar", title = "A class of algorithms for linear programming", type = "{Research Memorandum}", number = "85--14", year = "1985", institution = "Department of Industrial Engineering, Purdue University", address = "West Lafayette, IN~47907, USA", note = "Revised 1986" } @techreport{ipm:Chandru2, author = "V. Chandru and B. Kochar", title = "Exploiting special structures using a variant of {Karmarkar's} algorithm", type = "{Research Memorandum}", number = "86--10", year = "1986", institution = "Department of Industrial Engineering, Purdue University", address = "West Lafayette, IN~47907, USA" } @techreport{ipm:Chandru3, author = "V. Chandru", title = "Notes on {Karmarkar's} new algorithm for linear programming", type = "{Unpublished Memorandum}", year = "1984", institution = "Department of Industrial Engineering, Purdue University", address = "West Lafayette, IN~47907, USA" } @article{ipm:Chang1, author = "S. Y. Chang and K. G. Murty", title = "The steepest descent gravitational method for linear programming", journal = "Discrete Applied Mathematics", volume = "25", year = "1989", pages = "211--239" } @techreport{ipm:Charnes1, author = "A. Charnes and T. Song and M. Wolfe", title = "An explicit solution sequence and convergence of {Karmarkar's} algorithm", type = "{Research Report}", number = "CCS~501", year = "1984", institution = "Center for Cybernetic Studies, University of Texas", address = "Austin, TX~78712--1177, USA" } @techreport{ipm:Chen1, author = "S. Chen", title = "Computational experience with the {Karmarkar} algorithm", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Los Angeles, CA, USA}", year = "1986", month = "April", institution = "AT~\&~T Bell Laboratories", address = "Holmdel, NJ~07733, USA" } @techreport{ipm:Chen2, author = "S. Chen and D. N. Lee", title = "Supercomputers and an efficient implementation of {Karmarkar's} algorithm", type = "{Talk held at the SIAM National Meeting on Numerical Analysis in Denver, CO, USA}", year = "1987", institution = "AT~\&~T Bell Laboratories", address = "Holmdel, NJ~07733, USA" } @techreport{ipm:Chen3, author = "B. T. Chen", title = "Finite convergence of nonsmooth equation based methods for affine {VIPs}", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Orlando, FL, USA}", year = "1992", month = "April", institution = "Department of Management and Systems, Washington State University", address = "Pullman, WA~99104, USA" } @phdthesis{ipm:Chen4, author = "B. T. Chen", title = "A continuation method for monotone variational inequality and complementarity problems\,: {With} application to linear and nonlinear programming", year = "1990", school = "Decision Sciences Department, The Wharton School, University of Pennsylvania", address = "Philadelphia, PA, USA" } @article{ipm:Chen5, author = "C. Chen and O. L. Mangasarian", title = "A class of smoothing functions for nonlinear and mixed complementarity problems", journal = "Computational Optimization and Applications", volume = "5", year = "1996", pages = "97--138" } @techreport{ipm:Cheng1, author = "Y. C. Cheng and K. T. Medhi", title = "The {AT\,\&\,T KORBX Linear Programming System}\,: {P}reconditioned conjugate gradient implementation", type = "{Talk held at the ORSA/TIMS Joint National Meeting in New York, NY, USA}", year = "1989", month = "October", institution = "AT\,\&\,T Bell Laboratories", address = "Holmdel, NJ~07733, USA" } @techreport{ipm:Cheng2, author = "Y. C. Cheng and J. M. Liu and M. Meketon and P. Wang and R. Vanderbei and L. Slutsman", title = "Linear programming algorithms implemented on the {AT~\&~T KORBX System}", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Denver, CO, USA}", year = "1988", month = "October", institution = "AT~\&~T Bell Laboratories", address = "Holmdel, NJ~07733, USA" } @techreport{ipm:Cheng3, author = "Y. C. Cheng and D. J. Houck and E. Housos and C. Huang and M. S. Meketon and L. Slutsman and R. Vanderbei and P. Wang", title = "The {AT~\&~T~KORBX Linear Programming System}\,: {S}ystem architecture and performance", type = "{Talk held at the 13th International Symposium on Mathematical Programming in Tokyo, Japan}", year = "1988", month = "August", institution = "AT~\&~T Bell Laboratories", address = "Holmdel, NJ~07733, USA" } @article{ipm:Cheng4, author = "Y. C. Cheng and D. J. Houck and J. M. Liu and M. S. Meketon and L. Slutsman and R. J. Vanderbei and P. Wang", title = "The {AT~\&~T~KORBX System}", journal = "AT~\&~T Technical Journal", volume = "68", year = "1989", pages = "7--19" } @article{ipm:Cheng5, author = "Z. Y. Cheng and J. E. Mitchell", title = "An alternative derivation of the projective interior point method for linear programming through the least squares approach", journal = "Optimization", volume = "31", year = "1994", pages = "95--106" } @article{ipm:Cheng6, author = "Z. Y. Cheng and J. E. Mitchell", title = "A primal--dual interior--point method for linear programming based on a weighted barrier function", journal = "Journal of Optimization THeory and Applications", volume = "87", year = "1995", pages = "301--321" } @techreport{ipm:Chifflet1, author = "M. J. Chifflet and A. Lisser and D. Tachat and P. Tolla", title = "Computing block--angular {Karmarkar} projections with applications to multicommodity flow problems", type = "{Talk held at the 12th Triennial Conference on Operations Research in Athens, Greece}", year = "1990", month = "June", institution = "Laboratoire de Analyse et Modelisation de Systemes pour l'Aide a la Decision (LAMSADE), Universite de Paris Dauphine", address = "F--75775~Paris~Cedex~16, France" } @article{ipm:Chiment1, author = "J. J. Chiment", title = "Complexity issues for numerical optimization", journal = "SIAM News", volume = "24", number = "3", year = "1991", month = "May", pages = "24--25" } @article{ipm:Chin1, author = "P. Chin and A. Vannelli", title = "Interior point methods for placement", journal = "IEEE International Symposium on Circuits and Systems", volume = "1", year = "1994", pages = "1.169--1.172" } @article{ipm:Chin2, author = "P. Chin and A. Vannelli", title = "{PCG} techniques for interior point algorithms", journal = "Proceedings of the 36th Midwest Symposium on Circuits and Systems (Detroit, MI, USA, August 1993)", volume = "1", year = "1994", pages = "200--201" } @techreport{ipm:Chiu1, author = "S. S. Chiu and Y. Ye", title = "Recovering the shadow price in projection methods for linear programming", type = "{Technical Report}", year = "1985", institution = "Engineering Economic Systems Department, Stanford University", address = "Stanford, CA~94305, USA" } @techreport{ipm:Chiu2, author = "S. S. Chiu and Y. Ye", title = "Simplex method and {Karmarkar's} algorithm\,: {A} unifying structure", type = "{Technical Report}", year = "1985/86", institution = "Engineering Economic Systems Department, Stanford University", address = "Stanford, CA~94305, USA" } @techreport{ipm:Choi1, author = "I. C. Choi and D. Goldfarb", title = "Interior point methods for solving structured linear programs using parallel computation", type = "{Talk held at the ORSA/TIMS Joint National Meeting in New York, NY, USA}", year = "1989", month = "October", institution = "Department of Industrial Engineering and Operations Research, Columbia University", address = "New York, NY~10027, USA" } @techreport{ipm:Choi2, author = "I. C. Choi and D. Goldfarb", title = "Detecting optimal basic and nonbasic variables prior to optimality in interior point methods", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Las Vegas, NV, USA}", year = "1990", month = "May", institution = "Department of Industrial Engineering and Operations Research, Columbia University", address = "New York, NY~10027, USA" } @techreport{ipm:Choi3, author = "I. C. Choi and C. L. Monma and D. F. Shanno", title = "Computational experience with a primal--dual interior point method for linear programming", type = "{Technical Report}", year = "1989", institution = "RUTCOR Center of Operations Research, Rutgers University", address = "New Brunswick, NJ~08903, USA" } @article{ipm:Choi4, author = "I. C. Choi and C. L. Monma and D. F. Shanno", title = "Further development of a primal--dual interior point method", journal = "ORSA Journal on Computing", volume = "2", year = "1990", pages = "304--311" } @incollection{ipm:Choi5, author = "I. C. Choi and D. Goldfarb", title = "Solving multicommodity network flow problems by an interior point method", booktitle = "Large--Scale Numerical Optimization, Papers from the Workshop held at Cornell University, Ithaca, NY, USA, October 1989", series = "SIAM Proceedings in Applied Mathematics", volume = "46", year = "1990", pages = "58--69", editor = "T. F. Coleman and Y. Li", publisher = "Society of Industrial and Applied Mathematics (SIAM)", address = "Philadelphia, PA, USA" } @techreport{ipm:Choi6, author = "I. C. Choi", title = "Partitioning methods in interior point algorithms", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Orlando, FL, USA}", year = "1992", month = "April", institution = "Department of Industrial Engineering, The Wichita State University", address = "Wichita, KS~67206, USA" } @article{ipm:Choi7, author = "I. C. Choi and D. Goldfarb", title = "Exploiting special structure in a primal--dual path--following algorithm", journal = "Mathematical Programming", volume = "58", year = "1993", pages = "33--52" } @phdthesis{ipm:Choi8, author = "I. C. Choi", title = "Interior point methods for solving large structured linear programs", year = "1990", school = "Department of Industrial Engineering and Operations Research, Columbia University", address = "New York, NY~10027, USA" } @article{ipm:Choi9, author = "I. C. Choi and D. Goldfarb", title = "On solution--containing ellipsoids in linear programming", journal = "Journal of Optimization Theory and Applications", volume = "80", year = "1994", pages = "161--173" } @article{ipm:Christensen1, author = "P. W. Christensen and A. Larbring and J. S. Pang and N. Stromberg", title = "Formulationa nd comparison of algorithm for frictional contact problems", journal = "International Journal for Numerical Methods in Engineering", volume = "42", year = "1998", pages = "145--173" } @article{ipm:Christiansen1, author = "E. Christiansen and K. O. Kortanek", title = "Computing material collapse displacement fields on a {Cray~X--MP/48} by the {LP} primal affine scaling algorithm", journal = "Annals of Operations Research", volume = "22", year = "1990", pages = "355--376" } @article{ipm:Christiansen2, author = "E. Christiansen and K. O. Kortanek", title = "Computation of the collapse state in limit analysis using the {LP} primal affine scaling algorithm", journal = "Journal of Computational and Applied Mathematics", volume = "34", year = "1991", pages = "47--63" } @article{ipm:Christoforidis1, author = "M. Christoforidis and M. Aganagic and B. Awobamise and S. Tong", title = "Long--term/midterm resource optimization of a hydro--dominant power system using interior point method", journal = "Power Industry Computer Application Conference", volume = "", year = "1995", pages = "164--" } @article{ipm:Christoforidis2, author = "M. Christoforidis and M. Aganagic and B. Awobamise and S. Tong and A. F. Rahimi", title = "Long--term/midterm resource optimization of a hydro--dominant power system using interior point method", journal = "IEEE Transactions on Power Systems", volume = "11", year = "1996", pages = "287--294" } @article{ipm:Chu1, author = "S. C. K. Chu", title = "On the existence of positive non--extreme point solutions of linear programming", journal = "International Journal of Mathematical Education in Science and Technology", volume = "21", year = "1990", pages = "99--103" } @article{ipm:Clark1, author = "C. E. Clark and J. L. Strand", title = "Application of the {Karmarkar} algorithm and expert system technology to transmission network planning", journal = "GLOBECOM Tokyo~'87\,: Conference Record of the IEEE/IEICE Global Telecommunications Conference in Tokyo", volume = "2", year = "1987", pages = "270" } @book{ipm:Clausen1, author = "J. Clausen and F. A. {Al--Khayyal}", title = "Interior Point Methods", year = "1991", month = "August", series = "Mathematical Programming Society Committee on Algorithms (COAL) Newsletter", volume = "19", publisher = "Mathematical Programming Society", address = "Amsterdam, The Netherlands" } @article{ipm:Clements1, author = "K. A. Clements and P. W. Davis and K. P. Frey", title = "An interior point algorithm for weighted least absolute value power system state estimation", journal = "IEEE Winter Power Meeting (New York 1991)", volume = "", year = "1991", pages = "Paper.91--WM225--2 PWRS" } @techreport{ipm:Coleman1, author = "T. Coleman and Y. Li", title = "Quadratic interior point algorithms for piecewise linear problems", type = "{Talk held at the ORSA/TIMS Joint National Meeting in New York, NY, USA}", year = "1989", month = "October", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853, USA" } @book{ipm:Coleman2, author = "T. F. Coleman and Y. Li", title = "Large--Scale Optimization, Papers from the Workshop held at Cornell University, Ithaca, NY, USA, October 1989", year = "1990", series = "SIAM Proceedings in Applied Mathematics", volume = "46", publisher = "Society of Industrial and Applied Mathematics (SIAM)", address = "Philadelphia, PA, USA" } @article{ipm:Coleman3, author = "T. F. Coleman and Y. Li", title = "A globally and quadratically convergent affine scaling method for linear {L$_{\mbox{1}}$} problems", journal = "Mathematical Programming", volume = "52", year = "1992", pages = "189--222" } @article{ipm:Coleman4, author = "T. F. Coleman and Y. Li", title = "On the convergence of interior--reflective {Newton} methods for nonlinear minimization subject to bounds", journal = "Mathematical Programming", volume = "67", year = "1994", pages = "189--224" } @article{ipm:Coleman5, author = "T. F. Coleman and Y. Li", title = "An interior trust region approach for nonlinear minimization subject to bounds", journal = "SIAM Journal on Optimization", volume = "6", year = "1996", pages = "418--445" } @techreport{ipm:Coleman6, author = "T. F. Coleman and J. Liu", title = "An interior {Newton} method for quadratic programming", type = "{Technical Report}", number = "TR\,93--1388", year = "1993", month = "October", institution = "Computer Science Department, Cornell University", address = "Ithaca, NY~14853, USA" } @article{ipm:Coleman7, author = "T. F. Coleman and L. A. Hulbert", title = "A globally and superlinearly convergent algorithm for convex quadratic programs with simple bounds", journal = "SIAM Journal on Optimization", volume = "3", year = "1993", pages = "298--321" } @article{ipm:Coleman8, author = "T. F. Coleman and Y. Li", title = "A reflective {Newton} method for minimizing a quadratic function subject to bounds on some of the variables", journal = "SIAM Journal on Optimization", volume = "6", year = "1996", pages = "1040--1058" } @techreport{ipm:Coleman9, author = "T. F. Coleman and J. Czyzyk and C. Sun and M. Wagner and S. J. Wright", title = "{pPCx}\,: {Parallel} software for linear programming", type = "{Technical Report}", number = "TR\,96--14", year = "1996", month = "December", institution = "Computer Science Department, Cornell University", address = "Ithaca, NY~14853, USA", note = "See also {\it{Proceedings of the Eighth SIAM Conference on Parallel Processing for Scientific Computing (Minneapolis, MN, 1997), 8pp. (electronic), SIAM, Philadelphia, PA, 1997}}" } @techreport{ipm:Colmenares1, author = "O. Colmenares", title = "Karmarkar's linear programming algorithm\,: {B}etter or worse than the classical method~?", type = "{Technical Report}", year = "1985", month = "January", institution = "Graduate School of Management, University of California at Los Angeles", address = "Los Angeles, CA, USA" } @article{ipm:Cominetti1, author = "R. Cominetti and J. {San Martin}", title = "Asymptotic analysis of the exponential penalty trajectory in linear programming", journal = "Mathematical Programming", volume = "67", year = "1994", pages = "169--187" } @techreport{ipm:Conn1, author = "A. R. Conn and N. I. M. Gould and Ph. L. Toint", title = "A globally convergent {Lagrangian} barrier algorithm for optimization with general inequality constraints and simple bounds", type = "{Technical Report}", number = "92/07", year = "1992", institution = "Department of Mathematics, FUNDP", address = "Namur, Belgium" } @article{ipm:Conn2, author = "A. R. Conn and N. I. M. Gould and Ph. L. Toint", title = "A note on using alternative second--order models for the subproblems arising in barrier function methods for minimization", journal = "Numerische Mathematik", volume = "68", year = "1994", pages = "17--33" } @techreport{ipm:Conn3, author = "A. R. Conn and M. L. Overton", title = "A primal--dual interior--point method for minimizing a sum of {Euclidean} distances", type = "{Technical Report}", year = "1995", institution = "Department of Mathematics, FUNDP", address = "Namur, Belgium", note = "(In preparation)" } @techreport{ipm:Conn4, author = "A. R. Conn and N. I. M. Gould and P. L. Toint", title = "A primal--dual algorithm fror minimizing a nonconvex function subject to bound and linear equality constraints", type = "{Technical Report}", number = "RC\,20639", year = "1996", institution = "IBM T.\,J.\,Watson Research Center", address = "Yorktown Heights, New York, NY, USA" } @article{ipm:Conway1, author = "R. Conway and M. Magazine", title = "A case against software patents", journal = "OR/MS Today", volume = "18", number = "1", year = "1991", month = "February", pages = "14--15" } @inbook{ipm:Cook1, author = "T. M. Cook and R. A. Russell", title = "Introduction to Management Science", chapter = "4\,: {A}n alternative to the simplex method --- {Karmarkar's} algorithm", pages = "137--139", publisher = "Prentice Hall", address = "Englewood Cliffs, NJ~07632, USA", edition = "fourth", year = "1989" } @inbook{ipm:Cottle1, author = "R. Cottle and J.--S. Pang and R. E. Stone", title = "{The Linear Complementarity Problem}", chapter = "5.9\,: Interior--point methods", pages = "461--475", publisher = "Academic Press", year = "1992" } @techreport{ipm:CPLEX1, key = "Cplex1", title = "{\emph{CPLEX User's Guide}}", type = "Manual", institution = "CPLEX Optimization, Inc.", address = "Incline Village, NV, USA", year = "1993", url = "http://www.cplex.com/barsolv.html" } @article{ipm:Cremonese1, author = "P. Cremonese", title = "Programmazione lineare e algoritmo proiettivo. {Implementazione}, experienze, relazione col simplesso {(Linear Programming and Projective Algorithm. Implementation, experiences, Simplex Relation)}", journal = "Ricerca Operativa (Italy)", volume = "18", year = "1988", pages = "73--102", note = "(In Italian)" } @techreport{ipm:Crouzeix1, author = "J. P. Crouzeix and C. Roos", title = "On the inverse target map of a linear programming problem", type = "{Working Paper}", year = "1994", institution = "University of Clermont", address = "Clermont, France" } @techreport{ipm:Cvetkovic1, author = "D. Cvetkovi{\'c} and M. Cangalovi{\'c} and V. V. {Kova\u{c}evi{\'c}--Vuj\u{c}i{\'c}}", title = "Semidefinite relaxations of traveling salesman problem", type = "{Technical Report}", number = "902--98", year = "1998", month = "November", institution = "Laboratory for Operations Research, Faculty of Organizational Sciences, University of Belgrade", address = "Belgrade, Yugoslavia" } @article{ipm:Czyzyk1, author = "J. Czyzyk and R. Fourer and S. Mehrotra", title = "A study of the augmented system and column--splitting approaches for solving two--stage stochastic linear programs by interior--point methods", journal = "ORSA Journal on Computing", volume = "7", year = "1995", pages = "474--490" } @techreport{ipm:Czyzyk2, author = "J. Czyzyk and R. Fourer and S. Mehrotra", title = "Using massively parallel processors to solve large sparse linear programs by an interior--point method", type = "{Technical Report}", year = "1994", month = "July", institution = "Department of Industrial Engineering and Management Sciences, Northwestern University", address = "Evanston, IL~60208--3119, USA", note = "Revised May 1994" } @techreport{ipm:Czyzyk3, author = "J. Czyzyk and S. Mehrotra and S. J. Wright", title = "{PCx} user guide", type = "{Technical Report}", number = "OTC\,96/01", year = "1996", month = "May", institution = "Optimization Technology Center, Northwestern University", address = "Evanston, IL~60208--3119, USA", note = "For a revised version see Czyzyk et al.\,\cite{ipm:Czyzyk4}", url = "http://www.mcs.anl.gov/home/otc/Library/PCx/" } @techreport{ipm:Czyzyk4, author = "J. Czyzyk and S. Mehrotra and M. Wagner and S. J. Wright", title = "{PCx User's Guide (Version 1.1)}", type = "{Technical Report}", number = "OTC\,96/01", year = "1997", month = "November", institution = "Optimization Technology Center, Northwestern University", address = "Evanston, IL~60208--3119, USA", note = "(Revised version of Czyzyk, Fourer and Wright \cite{ipm:Czyzyk3})", url = "http://www.mcs.anl.gov/home/otc/Library/PCx/" } @techreport{ipm:Das1, author = "I. Das", title = "An interior point algorithm for the general nonlinear programming problem with trust region globalization", type = "{Technical Report}", number = "TR~96--17", year = "1996", institution = "Department of Computational and Applied Mathematics, Rice University", address = "Houston, TX~77251, USA" } @techreport{ipm:Dantzig1, author = "G. B. Dantzig and Y. Ye", title = "A build--up interior method for linear programming\,: {Affine} scaling form", type = "{Technical Report}", number = "SOL~90--4", year = "1990", month = "February", institution = "Systems Optimization Laboratory, Department of Operations Research, Stanford University", address = "Stanford, CA~94305, USA" } @article{ipm:Dantzig2, author = "G. B. Dantzig and D. Goldfarb and E. Lawler and C. Monma and S. M. Robinson", title = "Report of the {Committee on Algorithms and the Law}", journal = "Optima (The Mathematical Programming Society Newsletter)", volume = "33", year = "1991", month = "June", pages = "2--19", note = "Containing\,: B.~Kahin, The case against {''software patents''}, Appendix~A, pages 5--13, and The League for Programming Freedom, Against software patents, Appendix~B, pages 14--19" } @techreport{ipm:Dantzig3, author = "G. B. Dantzig and Y. Ye", title = "A build--up interior method for linear programming\,: {Affine} scaling form", type = "{Technical Report}", year = "1991", month = "July", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Dantzig4, author = "G. B. Dantzig", title = "Dikin's interior method for {LP}", type = "{Manuscript}", year = "1988", institution = "Systems Optimization Laboratory, Department of Operations Research, Stanford University", address = "Stanford, CA~94305, USA" } @article{ipm:Dantzig5, author = "G. B. Dantzig and D. Goldfarb and E. Lawler and C. Monma and S. M. Robinson", title = "Report of the {MPS Committee on Algorithms and the Law}", journal = "SIAM News", volume = "24", number = "6", year = "1991", month = "November", pages = "3, 18" } @book{ipm:Dantzig6, author = "G. B. Dantzig and M. Thapa", title = "Linear Programming\,: An Introduction", year = "1997", publisher = "Springer Verlag", address = "Berlin, Germany" } @article{ipm:David1, author = "{David~II}--Report", title = "Renewing {U.S.} mathematics --- {A} plan for the 1990s, {S}ection~24\,: {Interior} point methods for linear programming", journal = "Notices of the American Mathematical Society", volume = "37", number = "8", year = "1990", month = "October", pages = "984--1004, esp.\ 1001--1002" } @article{ipm:Dennis1, author = "J. E. Dennis and A. M. Morshedi and K. Turner", title = "A variable metric variant of the {Karmarkar} algorithm for linear programming", journal = "Mathematical Programming", volume = "39", year = "1987", pages = "1--20" } @article{ipm:Dennis2, author = "J. E. Dennis and L. N. Vicente", title = "Trust--region interior--point algorithms for minimization problems with simple bounds", journal = "Applied Mathematics and Parallel Computing", volume = "", year = "1996", pages = "97--107" } @techreport{ipm:Dennis3, author = "J. E. Dennis and M. Heinkenschloss and L. N. Vicente", title = "Trust--region interior--point algorithms for a class of nonlinear programming problems", type = "{Technical Report}", number = "TR~94--45", year = "1994", institution = "Department of Computational and Applied Mathematics, Rice University", address = "Houston, TX~77251, USA", note = "Revised May 1995" } @techreport{ipm:Dennis4, author = "J. E. Dennis and M. Heinkenschloss and L. N. Vicente", title = "{TRICE}\,--\,{Trust--region} interior--point algorithms for optimal control and engineering design problems", type = "{Project}", number = "", year = "1997", institution = "Department of Computational and Applied Mathematics, Rice University", address = "Houston, TX~77251, USA", note = "For further informations see {\tt http://www.caam.rice.edu/~trice}" } @article{ipm:Dennis5, author = "J. E. Dennis and M. Heinkenschloss and L. N. Vicente", title = "Trust--region interior--point {SQP} algorithms for a class of nonlinear programming problems", journal = "SIAM Journal on Control and Optimization", volume = "36", year = "1998", pages = "1750--1794" } @inproceedings{ipm:Derigs1, author = "U. Derigs", title = "{Neuere Ans{\"a}tze in der Linearen Optimierung---Motivation, Konzepte und Verfahren~(Recent results in linear programming---motivation, concepts and methods)}", booktitle = "Operations Research Proceedings 1985", editor = "L. Streitfeldt and H. Hauptmann and A. W. Marusev and D. Ohse and U. Pape", year = "1986", pages = "47--58", address = "Springer Verlag, Berlin, Germany", note = "(In German)" } @article{ipm:Diao1, author = "Z. Y. Diao", title = "Karmarkar's algorithm and its modification", journal = "Chinese Journal on Operations Research", volume = "7", number = "1", year = "1988", pages = "73--75" } @article{ipm:Diao2, author = "Z. Y. Diao", title = "A remark on {Karmarkar's} algorithm", journal = "Chinese Journal on Operations Research", volume = "7", number = "2", year = "1988", pages = "61--62" } @techreport{ipm:Diao3, author = "Z. Y. Diao", title = "Interior point algorithms and dynamic systems", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "Shandong University", address = "People's Republic of China" } @article{ipm:Didderich1, author = "G. T. Didderich", title = "Some remarks on {Karmarkar's} potential function", journal = "Aequationes Mathematicae", volume = "36", year = "1988", pages = "57--75" } @article{ipm:Dikin1, author = "I. I. Dikin", title = "Iterative solution of problems of linear and quadratic programming", journal = "Doklady Akademii Nauk SSSR", volume = "174", year = "1967", pages = "747--748", note = "Translated in\,: {\em Soviet Mathematics Doklady 8:674--675, 1967}" } @article{ipm:Dikin2, author = "I. I. Dikin", title = "On the convergence of an iterative process", journal = "Upravlyaemye Sistemi", volume = "12", year = "1974", pages = "54--60", note = "(In Russian)" } @article{ipm:Dikin3, author = "I. I. Dikin", title = "Letter to the editor", journal = "Mathematical Programming", volume = "41", year = "1988", pages = "393--394" } @book{ipm:Dikin4, author = "I. I. Dikin and V. I. Zorkaltsev", title = "Iterative Solutions of Mathematical Programming Problems -- Interior Point Methods", year = "1980", publisher = "Nauka Publishers", address = "Novosibirsk, USSR", note = "(In Russian)" } @techreport{ipm:Dikin5, author = "I. I. Dikin", title = "The convergence of dual variables", type = "{Technical Report}", year = "1991", month = "December", institution = "Siberian Energy Institute", address = "Irkutsk, Russia" } @article{ipm:Dikin6, author = "I. I. Dikin", title = "Determination of the interior point of one system of linear inequalities", journal = "Kibernetika Sistemnyi Analiz", volume = "1", year = "1992", pages = "76--74, 188", note = "(In Russian). Translated in Cybernetic and Systems Analysis" } @article{ipm:Dikin7, author = "I. I. Dikin and C. Roos", title = "Convergence of the dual variables for the primal affine scaling method with unit steps in the homogeneous case", journal = "Journal of Optimization Theory and Applications", volume = "95", year = "1997", pages = "305--321" } @incollection{ipm:Dikin8, author = "I. I. Dikin", title = "The method of interior points in linear programming", booktitle = "{Optimizatsiya\,: Modeli, Metody, Resheniya}", editor = "V. P. Bulatov", year = "1992", pages = "54--69", publisher = "Nauka", address = "Novosibirsk, USSR", note = "(In Russian)" } @article{ipm:Ding1, author = "J. Ding and T. Y. Li", title = "An algorithm based on weighted logarithmic barrier functions for linear complementarity problems", journal = "Arabian Journal for Science and Engineering", volume = "15", number = "4", year = "1990", pages = "769--685" } @article{ipm:Ding2, author = "J. Ding and T. Y. Li", title = "A polynomial--time predictor--corrector algorithm for a class of linear complementarity problems", journal = "SIAM Journal on Computing", volume = "1", number = "1", year = "1991", pages = "83--92" } @techreport{ipm:Ding3, author = "J. Ding", title = "An interior point algorithm for linear complementarity problems", type = "{Technical Report}", year = "1992", institution = "University of Southern Mississippi", address = "USA", note = "To appear in {\em Linear Algebra and Its Applications}" } @techreport{ipm:Ding4, author = "J. Ding", title = "A new polynomial--time algorithm for linear programming", type = "{Technical Report}", year = "1988", institution = "Department of Mathematics, Michigan State University", address = "East Lansing, MI~48824, USA" } @incollection{ipm:Ding5, author = "J. Ding", title = "A scaled gradient projection algorithm for linear complementarity problems", booktitle = "Advances in Optimization and Approximation", editor = "D.--Z. Du and J. Sun", year = "1994", pages = "58--67", series = "Nonconvex Optimization and Its Applications", volume = "1", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @techreport{ipm:Dinn1, author = "J. Dinn", title = "A new polynomial--time algorithm for linear programming", type = "{Technical Report}", year = "1988", institution = "Department of Mathematics, Michigan State University", address = "East Lansing, MI~48824, USA", note = "Incorrect author name, see Ding \cite{ipm:Ding4}" } @article{ipm:Dinn2, author = "N. F. Dinn and N. K. Karmarkar and L. P. Sinha", title = "Karmarkar algorithm enables interactive planning of networks", journal = "Record AT~\&~T~Bell Laboratories", volume = "64", number = "2", year = "1986", pages = "11--13" } @article{ipm:Dodani1, author = "M. H. Dodani and A. J. G. Babu", title = "Karmarkar's projective method for linear programming\,: {A} computational survey", journal = "Computers and Industrial Engineering", volume = "13", year = "1987", pages = "285--289" } @article{ipm:Dodani2, author = "M. H. Dodani and A. J. G. Babu", title = "Karmarkar's projective method for linear programming\,: {A} computational appraisal", journal = "Computers and Industrial Engineering", volume = "16", year = "1989", pages = "198--206" } @article{ipm:Dodani3, author = "M. H. Dodani and A. J. G. Babu", title = "Karmarkar's projective method for linear programming\,: {A} computational survey", journal = "International Journal of Mathematical Education in Science and Technology", volume = "21", year = "1990", pages = "191--212" } @book{ipm:Dolecki1, author = "S. Dolecki", title = "Optimization\,: Proceedings of the 5th French--German Conference in Castel--Novel, Varetz, France, October 1988", year = "1989", series = "Lecture Notes in Mathematics", volume = "1405", publisher = "Springer Verlag", address = "Berlin, Germany" } @article{ipm:Doljansky1, author = "M. Doljansky and M. Teboulle", title = "An interior proximal algorithm and the exponetial multiplier method for semidefinite programming", journal = "SIAM Journal on Optimization", volume = "9", year = "1999", pages = "1--13" } @techreport{ipm:Domich1, author = "P. D. Domich and P. T. Boggs and J. R. Donaldson and C. Witzgall", title = "Optimal 3--dimensional methods for linear programming", type = "{Technical Report}", number = "NISTIR~89--4225", year = "1989", month = "December", institution = "United States Department of Commerce, National Institute of Standards and Technology", address = "Gaithersburg, MD~20899, USA" } @article{ipm:Domich2, author = "P. D. Domich and P. T. Boggs and J. E. Rogers and C. Witzgall", title = "Optimizing over 3--d subspaces in an interior point method", journal = "Linear Algebra and Its Applications", volume = "152", year = "1991", pages = "315--342" } @techreport{ipm:Domich3, author = "P. D. Domich and P. T. Boggs and J. R. Donaldson and C. Witzgall", title = "Third order correction methods to the method of centers for linear programming problems", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Las Vegas, NV, USA}", year = "1990", month = "May", institution = "United States Department of Commerce, National Institute of Standards and Technology, Applied and Computational Mathematics Division", address = "Boulder, CO~80303, USA" } @techreport{ipm:Domich4, author = "P. D. Domich and P. T. Boggs and J. R. Donaldson and C. Witzgall", title = "An interior point approach for linear and quadratic programming", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Anaheim, CA, USA}", year = "1991", month = "November", institution = "United States Department of Commerce, National Institute of Standards and Technology, Applied and Computational Mathematics Division", address = "Boulder, CO~80303, USA" } @techreport{ipm:Doup1, author = "T. Doup and R. Bisseling and L. Loyens", title = "A parallel interior point algorithm for linear programming on a network of 400 transputers", type = "{Talk held at the Symposium APMOD~'91---Applied Mathematical Programming and Modelling, Brunel University, London, United Kingdom}", year = "1991", month = "January", institution = "Shell Research Center (KSLA)", address = "Amsterdam, The Netherlands", note = "See also Bisseling, Doup and Loyens\,\cite{ipm:Bisseling1}" } @techreport{ipm:Dowling1, author = "M. L. Dowling", title = "Comparing the affine and projective vector fields associated with linear programming", type = "{Technical Report}", year = "1989", institution = "Department of Management, University of Georgia", address = "Athens, GA~30602, USA", note = "Submitted to {\em Mathematical Programming}" } @article{ipm:Dowling2, author = "M. L. Dowling", title = "An affine scaling algorithm for linear programming problems with inequality constraints", journal = "Mathematical Models of Operations Research", volume = "43", year = "1996", pages = "301--318" } @techreport{ipm:Dowling3, author = "M. L. Dowling", title = "An affine scaling method for nonlinear programming", type = "{Habilitationthesis}", year = "1994", institution = "Institut f{\"u}r Angewandte Mathematik, Abteilung f{\"u}r Mathematische Optimierung, Technische Universit{\"a}t Braunschweig", address = "P{\"o}ckelstr. 14, D--38106 Braunschweig, Germany" } @article{ipm:Du1, author = "D. Z. Du and F. Wu and X. S. Zhang", title = "Why is the objective function nonlinearized in the interior point methods for nonlinear programming?", journal = "Mathematics in Practice and Theory", volume = "2", year = "1990", pages = "63--68", note = "(In Chinese)" } @article{ipm:Duff1, author = "I. S. Duff", title = "The solution of large--scale least--squares problems on supercomputers", journal = "Annals of Operations Research", volume = "22", year = "1990", pages = "241--252" } @techreport{ipm:Eckstein1, author = "J. Eckstein and R.--J. Qi and V. I. Ragulin and S. A. Zenios", title = "Data--parallel implementations of dense linear programming algorithms", type = "{Technical Report}", number = "TMC--230", year = "1992", month = "May", institution = "Thinking Machines Corporation", address = "Cambridge, MA~02142, USA", note = "Also available as Decision Sciences Department Report~92--05--06, The Wharton School, University of Pennsylvania, Philadelphia, PA~19101, USA" } @article{ipm:Economist1, key = "Economist", title = "Not so simplex", journal = "The Economist", year = "1984", month = "December 1," } @techreport{ipm:Edirisinghe1, author = "C. Edirisinghe and W. Ziemba", title = "A boundary point algorithm for linear programming", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Anaheim, CA, USA}", year = "1991", month = "November", institution = "Department of Commerce and Business Administration, University of British Columbia", address = "Vancouver, BC~V6T~1Y8, Canada" } @techreport{ipm:Edwards1, author = "J. J. Edwards and J. A. Tomlin", title = "Towards a highly parallel mathematical programming system", type = "{Talk held at the 14th International Mathematical Programming Symposium in Amsterdam, The Netherlands}", year = "1991", month = "August", institution = "IBM Almaden Research Center", address = "San Jose, CA~95120, USA", note = "{Technical Report in preparation}" } @article{ipm:ElBakry1, author = "A. S. {El--Bakry} and R. A. Tapia and Y. Zhang", title = "A study of indicators for identifying zero variables in interior--point methods", journal = "SIAM Review", volume = "36", year = "1994", pages = "45--72" } @techreport{ipm:ElBakry2, author = "A. S. {El--Bakry} and R. A. Tapia and Y. Zhang", title = "Numerical comparisons of local convergence strategies for interior--point methods in linear programming", type = "{Technical Report}", number = "TR~91--18", year = "1991", institution = "Department of Mathematical Sciences, Rice University", address = "Houston, TX~77251, USA" } @techreport{ipm:ElBakry3, author = "A. S. {El--Bakry} and R. A. Tapia and Y. Zhang", title = "On obtaining highly accurate or basic solutions using interior--point methods in linear programming", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "Department of Mathematical Sciences, Rice University", address = "Houston, TX~77251, USA" } @phdthesis{ipm:ElBakry4, author = "A. S. {El--Bakry}", title = "On the role of indicators in identifying zero variables in linear programming", year = "1991", school = "Department of Mathematical Sciences, Rice University", address = "Houston, TX~77251, USA" } @article{ipm:ElBakry5, author = "A. S. {El--Bakry} and R. A. Tapia and Y. Zhang", title = "On the convergence rate of {Newton} interior--point methods in the absence of strict complementarity", journal = "Computational Optimization and Applications", volume = "6", year = "1996", pages = "157--167" } @article{ipm:ElBakry6, author = "A. S. {El--Bakry} and R. A. Tapia and T. Tsuchiya and Y. Zhang", title = "On the formulation and theory of the {Newton} interior--point method for nonlinear programming", journal = "Journal of Optimization Theory and Applications", volume = "89", year = "1996", pages = "507--541" } @techreport{ipm:ElBakry7, author = "A. S. {El--Bakry} and R. A. Tapia and Y. Zhang", title = "Logarithmic indicators and the identification of subgroups of variables in interior--point methods", type = "{Technical Report}", number = "TR~93--35", year = "1993", month = "September", institution = "Department of Computational and Applied Mathematics, Rice University", address = "Houston, TX~77251, USA" } @article{ipm:ElBakry8, author = "A. S. {El--Bakry}", title = "Convergence rate of primal--dual reciprocal barrier {Newton} interior--point methods", journal = "Optimization Methods and Software", volume = "9", year = "1998", pages = "37--44" } @article{ipm:Emmett1, author = "A. Emmett", title = "Karmarkar's algorithm\,: {A} threat to simplex~?", journal = "IEEE Spectrum", volume = "22", number = "12", year = "1985", month = "December", pages = "54--55" } @article{ipm:Encheva1, author = "T. J. Encheva", title = "Computational comparisons for the method of centers of gravity of vertices", journal = "Serdica (Bulgaricae Mathematicae Publicationes)", volume = "16", number = "3", year = "1990", pages = "188--193" } @techreport{ipm:Epelman1, author = "M. Epelman and R. M. Freund", title = "Condition number complexity of an elementary algorithm for resolving a conic linear system", type = "{Technical Report}", number = "", year = "1997", month = "February", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA" } @techreport{ipm:Epelman2, author = "M. Epelman and R. M. Freund", title = "Condition number complexity of an elementary algorithm for computing a reliable solution of a conic linear system", type = "{Technical Report}", number = "", year = "1998", month = "December", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA" } @techreport{ipm:Eriksson1, author = "J. R. Eriksson", title = "Algorithms for entropy and mathematical programming", type = "{Link{\"o}ping Studies in Science and Technology Dissertations}", number = "63", year = "1981", institution = "Department of Mathematics, Link{\"o}ping University", address = "S--58183~Link{\"o}ping, Sweden" } @techreport{ipm:Eriksson2, author = "J. R. Eriksson", title = "An iterative primal--dual algorithm for linear programming", type = "{Technical Report}", number = "LiTH--MAT--R--1985--10", year = "1985", institution = "Department of Mathematics, Link{\"o}ping University", address = "S--58183~Link{\"o}ping, Sweden" } @techreport{ipm:Eriksson3, author = "J. R. Eriksson", title = "Using the entropy function to get an interior point method for linear programming", type = "{Technical Report}", number = "LiTH--MAT--R--1990--02", year = "1990", institution = "Department of Mathematics, Link{\"o}ping University", address = "S--58183~Link{\"o}ping, Sweden" } @article{ipm:Evtushenko1, author = "Yu. G. Evtushenko and V. G. Zhadan", title = "Stable barrier--projection and barrier--{Newton} methods in linear programming", journal = "Computational Optimization and Applications", volume = "3", year = "1994", pages = "289--303", note = "See also Evtushenko and Zhadan \cite{ipm:Evtushenko4}" } @article{ipm:Evtushenko2, author = "Yu. G. Evtushenko and V. G. Zhadan", title = "Stable barrier--projection and barrier--{Newton} methods in nonlinear programming", journal = "Optimization Methods and Software", volume = "3", year = "1994", pages = "237--256", note = "See also Evtushenko and Zhadan \cite{ipm:Evtushenko4}" } @incollection{ipm:Evtushenko3, author = "Yu. G. Evtushenko and V. G. Zhadan", title = "{Barrier--Newton} methods in linear programming", booktitle = "System Modelling and Optimization (Proceedings of the 16th IFIP--TC7 Conference, Compiegne, France, July 1993)", year = "1994", pages = "215--224", editor = "J. Henry and J. P. Yvon", series = "Lecture Notes in Control and Information Sciences", volume = "197", publisher = "Springer Verlag", address = "Berlin, Germany" } @incollection{ipm:Evtushenko4, author = "Yu. G. Evtushenko and V. G. Zhadan", title = "Stable barrier--projection and barrier--{Newton} methods for linear and nonlinear programming", booktitle = "Algorithms for Continuous Optimization\,: The State--of--the--Art (Il Ciocco, Barga, Italy, September 1993)", editor = "E. Spedicato", year = "1994", pages = "255--285", series = "NATO Adavanced Science Institute Series C\,: Mathematical and Physical Sciences", volume = "434", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands", note = "See also Evtushenko and Zhadan \cite{ipm:Evtushenko1,ipm:Evtushenko2}" } @incollection{ipm:Evtushenko5, author = "Yu. G. Evtushenko and V. G. Zhadan", title = "Dual barrier--projection methods in linear programming", booktitle = "Recent Trends in Optimization Theory and Applications", editor = "R. P. Agarwal", year = "1995", pages = "51--66", series = "World Science Series in Applied Analysis", volume = "5", publisher = "World Science Publishing", address = "River Edge, NJ, USA", } @article{ipm:Evtushenko6, author = "Yu. G. Evtushenko and V. G. Zhadan and A. P. Cherenkov", title = "Application of {Newton's} method to the solution of linear programming problems", journal = "Zhurnal Vychislitel'noi Matematiki~i~ Matematicheskoi Fiziki (Moscow)", volume = "35", year = "1995", pages = "850--866", note = "Translated in\,: {\em USSR Computational Mathematics and Mathematical Physics}, 35:673--686, 1995" } @article{ipm:Evtushenko7, author = "Yu. G. Evtushenko and V. G. Zhadan", title = "Dual barrier--projection and {barrier--Newton} methods for linear programming problems", journal = "Zhurnal Vychislitel'noi Matematiki~i~ Matematicheskoi Fiziki (Moscow)", volume = "36", number = "7", year = "1996", pages = "30--45", note = "(In Russian)" } @article{ipm:Evtushenko8, author = "Yu. G. Evtushenko and V. G. Zhadan", title = "On some papers on interior point methods", journal = "Zhurnal Vychislitel'noi Matematiki~i~ Matematicheskoi Fiziki (Moscow)", volume = "36", number = "12", year = "1996", pages = "161--162", note = "(In Russian)" } @article{ipm:Ezzine1, author = "J. Ezzine and M. Ben--Daya", title = "Singular pertubed nonlinear {ODE}s and interior point optimization algorithms", journal = "Proceedings of the 1995 American Control Conference (Seattle, WA, USA, June 1995)", volume = "3", year = "1995", pages = "1816--1820" } @article{ipm:Fan1, author = "M. K. H. Fan and B. Nekooie", title = "A second--order interior point method for solving linear matrix inequality problems", journal = "Proceedings of the 1994 American Control Conference (Baltimore, MD, USA, June/July 1994)", volume = "1", year = "1994", pages = "831--835", note = "A different title found\,: {\em An algorithm on minimizing generalized eigenvalues with linear matrix inequality constraints}" } @article{ipm:Fan2, author = "M. K. H. Fan", title = "A second--order interior point method for solving linear matrix inequality problems", journal = "SIAM Journal on Control and Optimization", volume = "", year = "19\,?", pages = "", note ="(To appear)" } @techreport{ipm:Fang1, author = "W. Fang and W. Shi--Quan", title = "New algorithms for linear programming", type = "{Technical Report}", year = "19..(?)", institution = "Institute of Applied Mathematics, Academia Sinica", address = "Beijing, People Republic of China" } @techreport{ipm:Fang2, author = "S.--C. Fang and S. C. Puthenpura and R. Saigal and P. Sinha", title = "Stochastic linear programming via affine scaling and {Kalman}", type = "{Technical Memorandum}", number = "51173--900808--01~TM", year = "1989", institution = "AT~\&~T Bell Laboratories", address = "Holmdel, NJ~07733, USA" } @article{ipm:Fang3, author = "S.--C. Fang", title = "A new unconstrained convex programming approach to linear programming", journal = "Zeitschrift f{\"u}r Operations Research---Methods and Models of Operations Research", volume = "36", number = "2", year = "1992", pages = "149--161" } @book{ipm:Fang4, author = "S.--C. Fang and S. Puthenpura", title = "Linear Optimization and Extensions", chapter = "6\,: {Karmarkar's} projective scaling algorithm, chapter 7\,: {Affine} scaling algorithm, chapter 8\,: {Insights} into the interior--point methods, chapter 9\,: {Affine} scaling for convex quadratic programming, chapter 10\,: {Implementation of interior--point methods}", year = "1993", publisher = "Prentice Hall", address = "Englewood Cliffs, NJ~07632, USA" } @techreport{ipm:Fang5, author = "S.--C. Fang and J. H. S. Tsao", title = "Linear programming with an entropic perturbation", type = "{OR Research Report}", number = "259", year = "1991", month = "October", institution = "Operations Research Program, North Carolina State University", address = "Raleigh, NC~27695, USA", note = "To appear in {\em Zeitscrift f{\"u}r Operations Research -- Methods and Model of Operations Research 1993}" } @techreport{ipm:Fang6, author = "S.--C. Fang and J. H. S. Tsao", title = "An unconstrained convex programming approach to solving convex quadratic programming problems", type = "{OR Research Report}", number = "263", year = "1992", month = "April", institution = "Operations Research Program, North Carolina State University", address = "Raleigh, NC~27695, USA", note = "To appear in {\em Optimization, 1992}" } @techreport{ipm:Fang7, author = "S.--C. Fang and S.--Y. Wu", title = "An inexact approach to solving linear semi--infinite programming problems", type = "{OR Research Report}", number = "265", year = "1992", month = "November", institution = "Operations Research Program, North Carolina State University", address = "Raleigh, NC~27695, USA" } @techreport{ipm:Fang8, author = "S.--C. Fang and S.--Y. Wu", title = "Entropic path--following for linear semi--infinite programming", type = "{OR Research Report}", number = "266", year = "1992", month = "December", institution = "Operations Research Program, North Carolina State University", address = "Raleigh, NC~27695, USA" } @techreport{ipm:Fang9, author = "S.--C. Fang", title = "Dynamic facility network planning -- {An LP} loader", type = "{Technical Memorandum}", number = "54112--860610--01~TM", year = "1986", month = "June", institution = "AT~\&~T Bell Laboratories", address = "Holmdel, NJ~07733, USA" } @techreport{ipm:Fang10, author = "S.--C. Fang", title = "Dynamic facility network planning -- {A} solution architecture with block {Cholesky} factorization", type = "{Technical Memorandum}", number = "54112--860305--01~TM", year = "1986", month = "March", institution = "AT~\&~T Bell Laboratories", address = "Holmdel, NJ~07733, USA" } @techreport{ipm:Fang11, author = "S.--C. Fang and L. A. Slutsman", title = "Dynamic facility network planning -- {Design} architecture", type = "{Technical Memorandum}", number = "54112--860226--01~TM", year = "1986", month = "February", institution = "AT~\&~T Bell Laboratories", address = "Holmdel, NJ~07733, USA" } @techreport{ipm:Fang12, author = "S.--C. Fang and L. A. Slutsman", title = "Dynamic facility network planning -- {Modeling}", type = "{Technical Memorandum}", number = "54112--850915--01~TM", year = "1985", month = "September", institution = "AT~\&~T Bell Laboratories", address = "Holmdel, NJ~07733, USA" } @article{ipm:Fang13, author = "S.--C. Fang and H. S. J. Tsao", title = "On the entropic perturbation and exponential penalty methods for linear programming", journal = "Journal of Optimization Theory and Applications", volume = "89", year = "1996", pages = "461--466" } @article{ipm:Farrell1, author = "J. J. Farrell", title = "Recent advances in linear programming applied to global defense", journal = "Proceedings of the 27th IEEE Conference on Decision and Control, Austin, TX, USA", year = "1988", month = "December", pages = "242--243" } @techreport{ipm:Fask1, author = "A. Fask and W. F. Walker", title = "A polynomial--time algorithm for solving transportation problems where the sources are bounded", type = "{Talk held at ORSA/TIMS Joint National Meeting in New Orleans, USA}", year = "1987", month = "May", institution = "Farleigh Dickinson University", address = "Madison, NJ~07940, USA" } @article{ipm:Faybusovich1, author = "L. E. Faybusovich", title = "Interior--point methods and entropy", journal = "Proceedings of the 30th IEEE Conference on Decision and Control (Brighton, United Kingdom, December 1991)", year = "1991", volume = "3", pages = "2094--2095" } @incollection{ipm:Faybusovich2, author = "L. E. Faybusovich", title = "Dikin's algorithm for matrix linear programming problems", booktitle = "System Modelling and Optimization (Proceedings of the 16th IFIP--TC7 Conference, Compiegne, France, July 1993)", year = "1994", pages = "237--247", editor = "J. Henry and J. P. Yvon", series = "Lecture Notes in Control and Information Sciences", volume = "197", publisher = "Springer Verlag", address = "Berlin, Germany" } @article{ipm:Faybusovich3, author = "L. E. Faybusovich", title = "A {Hamiltonian} structure for generalized affine--scaling vector fields", journal = "Journal on Nonlinear Sciences", volume = "5", year = "1995", pages = "11--28" } @article{ipm:Faybusovich4, author = "L. E. Faybusovich and J. B. Moore", title = "Infinite--dimensional quadratic optimization\,: {Interior}--point methods and control applications", journal = "Applied Mathematics and Optimization", volume = "36", year = "1997", pages = "43--66" } @article{ipm:Faybusovich5, author = "L. E. 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Forsgren", title = "On linear least--squares problems with diagonally dominant weight matrices", type = "{Technical Report}", number = "{TRITA--MAT--1995--OS2}", year = "1995", institution = "Optimization and Systems Theory, Department of Mathematics, Royal Institute of Technology", address = "S--10044 Stockholm, Sweden" } @article{ipm:Forsgren3, author = "A. L. Forsgren and P. E. Gill and J. R. Shinnerl", title = "Stability of symmetric ill--conditioned systems arising in interior methods for constrained optimization", journal = "SIAM Journal on Matrix Analysis and Applications", volume = "17", year = "1996", pages = "187--211" } @article{ipm:Forsgren4, author = "A. L. Forsgren and P. E. Gill", title = "Primal-dual interior methods for nonconvex nonlinear programming", journal = "SIAM Journal on Optimization", volume = "8", year = "1998", pages = "1132--1152" } @techreport{ipm:Forsgren5, author = "A. L. Forsgren", title = "Optimality conditions for nonconvex semidefinite programming", type = "{Technical Report}", number = "{TRITA--MAT--1998--OS6}", year = "1998", month = "May", institution = "Optimization and Systems Theory, Department of Mathematics, Royal Institute of Technology", address = "S--10044 Stockholm, Sweden" } @techreport{ipm:Fourer1, author = "R. Fourer and S. Mehrotra", title = "Performance of an augmented system approach for solving least--squares problems in an interior--point method for linear programming", type = "{Technical Report (in preparation)}", year = "1991", institution = "Department of Industrial Engineering and Management Sciences, Northwestern University", address = "Evanston, IL~60208, USA" } @article{ipm:Fourer2, author = "R. Fourer and S. 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Vial", title = "A planning model with one million scenarios solved on an affordable parallel machine", type = "{Logilab Technical Report}", number = "1998.11", year = "1998", month = "June", institution = "Department of Management Studies, University of Geneva", address = "102 Bd Carl Vogt, CH--1211 Geneva, Switzerland" } @article{ipm:Fraley1, author = "C. Fraley", title = "Linear updates for a single\,--\,phase projective method", journal = "Operations Research Letters", volume = "9", year = "1990", pages = "169--174" } @techreport{ipm:Fraley2, author = "C. Fraley and J.--Ph. Vial", title = "Single\,--\,phase versus multiple\,--\,phase projective methods for linear programming", type = "{Technical Report}", year = "1989", institution = "COMIN, University of Geneva", address = "2~Rue de Candolle, CH--1211~Geneva~4, Switzerland" } @incollection{ipm:Fraley3, author = "C. Fraley and J.--Ph. 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Zhang", title = "An interior--point subgradient method for linearly constrained nondifferentiable convex programming", journal = "Optimization Methods and Software", volume = "10", year = "1998", pages = "197--215" } @article{ipm:Freund1, author = "R. M. Freund", title = "An analogous of {Karmarkar's} algorithm for inequality constrained linear programs, with a 'new' class of projective transformations for centering a polytope", journal = "Operations Research Letters", volume = "7", year = "1988", pages = "9--13" } @article{ipm:Freund2, author = "R. M. Freund", title = "Polynomial--time algorithms for linear programming based only on primal scaling and projected gradients of a potential function", journal = "Mathematical Programming", volume = "51", year = "1991", pages = "203--222" } @techreport{ipm:Freund3, author = "R. M. Freund", title = "A generalization/extension of {Karmarkar's} algorithm for inequality constrained linear programs based on projective centering of the polyhedra", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Washington, DC, USA}", year = "1988", month = "April", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA" } @techreport{ipm:Freund4, author = "R. M. Freund", title = "Projective transformations for finding the w--center of a polyhedra", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Denver, CO, USA}", year = "1988", month = "October", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA" } @techreport{ipm:Freund5, author = "R. M. Freund", title = "Projective transformations for interior point methods, {Part\,I\,: Basic} theory and linear programming", type = "{Working Paper}", number = "2049--88", year = "1988", month = "October", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA" } @techreport{ipm:Freund6, author = "R. M. Freund", title = "Projective transformations for interior point methods, {Part\,II\,: Analysis} of an algorithm for finding the weighted center of a polyhedral system", type = "{Working Paper}", number = "2050--88", year = "1988", month = "October", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA" } @article{ipm:Freund7, author = "R. M. Freund", title = "Theoretical efficiency of a shifted barrier function algorithm for linear programming", journal = "Linear Algebra and Its Applications", volume = "152", year = "1991", pages = "19--41" } @article{ipm:Freund8, author = "R. M. Freund", title = "A potential--function reduction algorithm for solving a linear program directly from an infeasible 'warm start'", journal = "Mathematical Programming", volume = "52", year = "1991", pages = "441--466" } @techreport{ipm:Freund9, author = "R. M. Freund", title = "Theoretical efficiency of solving a linear program from an infeasible 'warm start'", type = "{Talk held at the First International Symposium on Interior Point Methods for Linear Programming\,: Theory and Practice, in Scheveningen, The Netherlands}", year = "1990", month = "January", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA" } @techreport{ipm:Freund10, author = "R. M. Freund", title = "Interior point algorithms for solving a linear program directly from an infeasible 'warm start'", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Las Vegas, NV, USA}", year = "1990", month = "May", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA" } @techreport{ipm:Freund11, author = "R. M. Freund", title = "Recent results and perspectives on solving linear programming from an infeasible 'warm start'", type = "{Talk held at the SIAM Annual Meeting in Chicago, IL, USA}", year = "1990", month = "July", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA" } @techreport{ipm:Freund12, author = "R. M. Freund", title = "Newton's method for general parametric center problems", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Philadelphia, PA, USA}", year = "1990", month = "October", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA" } @article{ipm:Freund13, author = "R. M. Freund and K. C. Tan", title = "A method for the parametric center problem, with a strictly monotone polynomial--time algorithm for linear programming", journal = "Mathematics of Operations Research", volume = "16", number = "4", year = "1991", pages = "775--801" } @techreport{ipm:Freund14, author = "R. M. Freund and K. C. Tan", title = "A parametric center algorithm and a strictly monotonic central path algorithm for {LP}", type = "{Talk held at the ORSA/TIMS Joint National Meeting in New York, NY, USA}", year = "1989", month = "October", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA" } @techreport{ipm:Freund15, author = "R. M. Freund and K. C. Tan", title = "Newton's method for parametric center problems", type = "{Talk held at the SIAM Annual Meeting in Chicago, IL, USA}", year = "1990", month = "July", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA" } @techreport{ipm:Freund16, author = "R. M. Freund", title = "Interior--point methods for linear programming\,: {A} status report", type = "{Tutorial held at the ORSA/TIMS Joint National Meeting in Nashville, Tennessee, USA}", year = "1991", month = "May", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA" } @techreport{ipm:Freund17, author = "R. M. Freund", title = "Projective transformations for interior point algorithms, a superlinearly convergent algorithm for the w--center problem", type = "{Working Paper}", year = "1989", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA", note = "To appear in {\em Mathematical Programming}" } @techreport{ipm:Freund18, author = "R. M. Freund", title = "A combined {phase\,I\,--\,phase\,II} algorithm for {LP} based on the intuitive geometry of linear programming", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Anaheim, CA, USA}", year = "1991", month = "November", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA" } @techreport{ipm:Freund19, author = "R. M. Freund", title = "Pre--selection of the {phase\,I\,--\,phase\,II} balance in a path--following algorithm for the 'warm start' linear programming problem", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA" } @article{ipm:Freund20, author = "R. M. Freund", title = "A potential reduction algorithm with user--specified {phase\,I\,---\,phase\,II} balance for solving a linear program from an infeasible warm start", journal = "SIAM Journal on Optimization", volume = "5", year = "1995", pages = "247--268" } @techreport{ipm:Freund21, author = "R. M. Freund and K. C. Tan", title = "Newton's method for the general parametric centering problem with applications", type = "{Working Paper}", year = "1990", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA", note = "To appear in {\em Mathematical Programming}" } @techreport{ipm:Freund22, author = "R. M. Freund", title = "Projective transformations for interior point algorithms", type = "{Talk held at the AMS--ISM--SIAM Research Conference on ''Mathematical Developments Arising from Linear Programming'' in Bowdoin College, Brunswick, Maine, USA}", year = "1988", month = "June", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA" } @techreport{ipm:Freund23, author = "R. M. Freund", title = "Computational complexity of tracing the path of centers of a linear inequality system as the data for the system is parametrically deformed", type = "{Talk held at the Workshop on Complexity Issues for Numerical Optimization, Cornell University, Ithaca, NY, USA}", year = "1991", month = "March", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA" } @techreport{ipm:Freund24, author = "R. M. Freund", title = "Algorithms for solving a linear program from infeasible warm start based on the intuitive geometrics of {LP}", type = "{Talk held at the 14th International Mathematical Programming Symposium in Amsterdam, The Netherlands}", year = "1991", month = "August", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA" } @techreport{ipm:Freund25, author = "R. M. Freund", title = "Solving a linear program from an infeasible warm start\,: {Conceptual} issues, theory, and a new interior point algorithm", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Anaheim, CA, USA}", year = "1991", month = "November", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA" } @techreport{ipm:Freund26, author = "R. M. Freund", title = "Following a trajectory from an infeasible point to an optimal linear programming solution", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA" } @article{ipm:Freund27, author = "R. M. Freund and M. J. Todd", title = "Barrier functions and interior--point algorithms for linear programming with zero--, one--, or two--sided bounds of the variables", journal = "Mathematics of Operations Research", volume = "20", year = "1995", pages = "415--440" } @article{ipm:Freund28, author = "R. M. Freund", title = "Projective transformations for interior--point algorithms, and a superlinearly convergent algorithm for the w--center problem", journal = "Mathematical Programming", volume = "58", year = "1993", pages = "385--414", note = "Amalgamation of Freund \cite{ipm:Freund5,ipm:Freund6}" } @article{ipm:Freund29, author = "R. M. Freund", title = "An infeasible--start algorithm for linear programming whose complexity depends on the distance from the starting point to the optimal solution", journal = "Annals of Operations Research", volume = "62", year = "1996", pages = "29--57" } @techreport{ipm:Freund30, author = "R. M. Freund", title = "Complexity of an algorithm for finding an approximate solution of a semi--definite program, with no regularity condition", type = "{Working Paper}", number = "OR--302--94", year = "1994", institution = "Operations Research Center, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA" } @techreport{ipm:Freund31, author = "R. M. Freund and H. K. Wadhwa", title = "Implementation and empirical study of a combined {phase\,I\,--\,phase\,II} potential reduction algorithm for linear programming", type = "{Working Paper}", number = "3411--92", year = "1992", month = "March", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA" } @techreport{ipm:Freund32, author = "R. M. Freund and J. R. Vera", title = "Some characterizations and properties of the distance to ill--posedness and the condition measure of a conic linear system", type = "{Sloan Working Paper}", number = "3862--95--MSA", year = "1995", month = "November", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA", note = "Submitted to {\em Mathematical Programming}" } @techreport{ipm:Freund33, author = "R. M. Freund and M. A. Nunez", title = "Condition measures and properties of the central trajectory of a linear program", type = "{Sloan Working Paper}", number = "", year = "1996", month = "March", institution = "Sloan School of Management, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA", note = "Submitted to {\em Mathematical Programming}. Identical version to Nunez and Freund \cite{ipm:Nunez2}" } @article{ipm:Freund34, author = "K. M. Anstreicher and R. M. Freund", title = "Following a ''balanced'' trajectory from an infeasible point to an optimal linear programming solution with a polynomial--time algorithm", journal = "Mathematics of Operations Research", volume = "21", year = "1996", pages = "839--859" } @article{ipm:Freund35, author = "R. M. Freund and S. Mizuno", title = "Interior point methods\,: {Current} status and future directions", journal = "Optima (The Mathematical Programming Society Newsletter)", volume = "51", year = "1996", pages = "1--9" } @techreport{ipm:Freund36, author = "R. M. Freund and J. Vera", title = "Condition--based complexity of convex optimization in conic linear form via the ellipsoid algorithm", type = "{Technical Report}", number = "", year = "1997", month = "September", institution = "Operations Research Center, Massachusetts Institute of Technology", address = "Cambridge, MA~02139, USA" } @techreport{ipm:RFreund1, author = "R. W. Freund and F. Jarre", title = "An interior--point method for convex fractional programming", type = "{AT \& T Numerical Analysis Manuscript}", number = "93--03", year = "1993", month = "May", institution = "AT{\&}T Bell Laboratories", address = "Murray Hill, NJ~07974, USA" } @article{ipm:RFreund2, author = "R. W. Freund and F. Jarre", title = "An interior--point method for multi--fractional programming with convex constraints", journal = "Journal of Optimization Theory and Applications", volume = "85", year = "1995", pages = "125--161" } @techreport{ipm:RFreund3, author = "R. W. Freund and F. Jarre", title = "On the complexity of convex fractional programs", type = "{Technical Report (in preparation)}", year = "1993", institution = "AT{\&}T Bell Laboratories", address = "Murray Hill, NJ~07974, USA" } @article{ipm:RFreund4, author = "R. W. Freund and F. Jarre", title = "An interior--point method for fractional programs with convex constraints", journal = "Mathematical Programming", year = "1994", pages = "407--440", note = "See also {\em Zeitschrift f{\"u}r Angewandte Mathematik und Mechanik 74(1994), T523--T525}" } @techreport{ipm:RFreund5, author = "R. W. Freund and F. Jarre and S. Schaible", title = "On interior--point methods for fractional programs and their convex reformulation", type = "{AT \& T Numerical Analysis Manuscript}", number = "94--17", year = "1994", institution = "AT{\&}T Bell Laboratories", address = "Murray Hill, NJ~07974, USA" } @article{ipm:RFreund6, author = "R. W. Freund and F. Jarre", title = " A {QMR}--based interior--point algorithm for solving linear programs", journal = "Mathematical Programming", volume = "76", year = "1997", pages = "183--210" } @article{ipm:RFreund7, author = "R. W. Freund and F. Jarre and S. Schaible", title = "On self--concordant barrier functions for conic hulls and fractional programming", journal = "Mathematical Programming", volume = "74", year = "1996", pages = "237--246" } @techreport{ipm:RFreund8, author = "R. W. Freund and F. Jarre and S. Mizuno", title = "Convergence of a class of inexact interior--point algorithms for linear program", type = "{Numerical Analysis Manuscript}", number = "97--3--11", year = "1997", month = "October", institution = "AT{\&}T Bell Laboratories", address = "Murray Hill, NJ~07974, USA" } @article{ipm:Fricker1, author = "F. Fricker", title = "{Komplexe Optimierungsaufgaben schneller l{\"o}sen~(Solving complex optimization problems faster)}", journal = "Frankfurter Allgemeine Zeitung, Sektion\,: Natur und Wissen", year = "1985", month = "March 27,", note = "(In German)" } @techreport{ipm:Frisch1, author = "K. R. Frisch", title = "The logarithmic potential method for convex programming", type = "Unpublished manuscript", year = "1955", month = "May", institution = "Institute of Economics, University of Oslo", address = "Oslo, Norway" } @article{ipm:Frisch2, author = "K. R. Frisch", title = "The multiplex method for linear programming", journal = "Sankhya", volume = "18", year = "1957", pages = "329--362" } @techreport{ipm:Frisch3, author = "K. R. Frisch", title = "Principles of linear programming---{With} a particular reference to the double gradient form of the logarithmic potential method", type = "Memorandum", year = "1954", month = "October", institution = "Institute of Economics, University of Oslo", address = "Oslo, Norway" } @techreport{ipm:Frisch4, author = "K. R. Frisch", title = "Linear dependencies and a mechanized form of the multiplex method for linear programming", type = "Memorandum", year = "1957", institution = "Institute of Economics, University of Oslo", address = "Oslo, Norway" } @techreport{ipm:Frisch5, author = "K. R. Frisch", title = "Principles of linear programming--the double gradient form of the logarithmic potential method", type = "Memorandum", year = "1954", month = "October", institution = "Institute of Economics, University of Oslo", address = "Oslo, Norway" } @article{ipm:Frisch6, author = "K. R. Frisch", title = "La resolution des problemes de programme lineaire par la methode du potential logarithmique", journal = "Cahiers du Seminaire D'Econometrie", volume = "4", year = "1956", pages = "7--20" } @article{ipm:Fu1, author = "M. Fu and Z.--Q. Luo and Y. Ye", title = "Approximation algorithms for quadratic programming", journal = "Journal of Combinatorial Optimization", volume = "2", year = "1998", pages = "29--50" } @article{ipm:Fujie1, author = "T. Fujie and M. Kojima", title = "Semidefinite programming relaxation for nonconvex quadratic programs", journal = "Journal of Global Optimization", volume = "10", year = "1997", pages = "367--380" } @techreport{ipm:Fujisawa1, author = "K. Fujisawa and M. Kojima", title = "{SDPA (Semi--Definite Programming Algorithm) --- User's Manual}", type = "{Research Reports on Information Sciences, Ser.\,B\,: Operations Research}", number = "B--308", year = "1995", month = "November", institution = "Department of Information Sciences, Tokyo Institute of Technology", address = "Oh--Okayama, Meguro--ku, Tokyo\,152, Japan", note = "Revised August 1996" } @techreport{ipm:Fujisawa2, author = "K. Fujisawa and M. Kojima", title = "{SDPA (Semi--Definite Programming Algorithm) --- The Software}", type = "{Research Reports on Information Sciences, Ser.\,B\,: Operations Research}", number = "", year = "1995", month = "November", institution = "Department of Information Sciences, Tokyo Institute of Technology", address = "Oh--Okayama, Meguro--ku, Tokyo\,152, Japan" } @article{ipm:Fujisawa3, author = "K. Fujisawa and M. Kojima and K. Nakata", title = "Exploiting sparsity in primal--dual interior--point methods for semidefinite programming", journal = "Mathematical Programming", volume = "78", year = "1997", pages = "235--253" } @techreport{ipm:Fujisawa4, author = "K. Fujisawa and M. Fukuda and M. Kojima and K. Nakata", title = "Numerical evaluation of {SDPA (SemiDefinite Programming Algorithm)}", type = "{Research Reports on Information Sciences, Ser.\,B\,: Operations Research}", number = "B--330", year = "1997", month = "September", institution = "Department of Mathematical and Computing Sciences, Tokyo Institute of Technology", address = "Oh--Okayama, Meguro--ku, Tokyo\,152, Japan" } @article{ipm:Fujisawa5, author = "K. Fujisawa", title = "Numerical experiments on interior point method programs related to positive semidefinite programming", journal = "S{\= u}rikaisekikenky{\= u}sho K{\= o}ky{\= u}roku", volume = "1004", year = "1997", pages = "190--199", note = "(In Japanese, English summary)" } @article{ipm:Fukushima1, author = "M. Fukushima and N. Arai and T. Ibaraki", title = "An interior method for nonlinear minimum cost network flow problems", journal = "Systems and Control (Japan)", volume = "31", number = "11", year = "1987", pages = "837--843" } @article{ipm:Gahinet1, author = "P. Gahinet and A. S. Nemirovsky", title = "The projective method for solving linear matrix inequalities", journal = "Mathematical Programming", volume = "77", year = "1997", pages = "163--190", note = "See also Nemirovsky and Gahinet \cite{ipm:Nemirovsky5}" } @article{ipm:Garcia1, author = "C. B. Garcia and F. J. Gould", title = "An application of homotopy to solving linear programs", journal = "Mathematical Programming", volume = "27", year = "1983", pages = "263--282" } @article{ipm:Garey1, author = "M. R. Garey and D. M. Gay", title = "Letter from the {AT~\&~T Laboratories}", journal = "Mathematical Programming Society Committee on Algorithms (COAL) Newsletter", year = "1985", month = "December" } @inbook{ipm:Garfunkel1, author = "S. A. Garfunkel and L. A. Steen and J. Malkevitch", title = "For All Practical Purposes\,: Introduction to Contemporary Mathematics", chapter = "4\,: {L}inear programming\,: {A}n alternative to the simplex method", pages = "80--83, 362", publisher = "W. H. Freeman and Company", address = "New York", year = "1988" } @article{ipm:Garzillo1, author = "A. Garzillo and M. Innorta and M. Ricci", title = "The problem of active and reactive optimum power dispatching solving by utilizing a primal--dual interior point method", journal = "Energia Elettrica", volume = "74", year = "1997", pages = "113--122" } @techreport{ipm:Gassmann1, author = "H. I. Gassmann", title = "Interior point methods in stochastic linear programming\,: {Reducing} fill--in", type = "{Working Paper}", number = "WP--91--4", year = "1991", institution = "Dalhousie School of Business Administration, Dalhousie University", address = "Halifax, Canada~B3H\,1Z5", note = "Available through\,: http://ttg.sba.dal.ca/sba/doc/fillin.ps or http://ttg.sba.dal.ca/sba/profs/hgassmann/fillin.html" } @techreport{ipm:Gay1, author = "D. M. Gay", title = "Sparse projections in {Karmarkar's} linear programming algorithm", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Atlanta, GA, USA}", year = "1985", month = "November", institution = "AT~\&~T~Bell Laboratories", address = "Murray Hill, NJ~07974, USA", note = "No underlying report" } @techreport{ipm:Gay2, author = "D. M. Gay", title = "Pictures of {Karmarkar's} linear programming algorithm", type = "{Computer Science Technical Report}", number = "136", year = "1987", month = "January", institution = "AT~\&~T~Bell Laboratories", address = "Murray Hill, NJ~07974, USA" } @article{ipm:Gay3, author = "D. M. Gay", title = "A variant of {Karmarkar's} linear programming algorithm for problems in standard form", journal = "Mathematical Programming", volume = "37", year = "1987", pages = "81--90", note = "Errata in {\em Mathematical Programming}, 40:111, 1988" } @article{ipm:Gay4, author = "D. M. Gay", title = "Massive memory buys little speed for complete, in--core sparse {C}holesky factorizations on some scalar computers", journal = "Linear Algebra and Its Applications", volume = "152", year = "1991", pages = "291--314" } @incollection{ipm:Gay5, author = "D. M. Gay", title = "Stopping tests that compute optimal solutions for interior--point linear programming algorithms", booktitle = "Advances in Numerical Partial Differential Equations and Optimization\,: Proceedings of the Fifth Mexico--United States Workshop", year = "1991", pages = "17--42", editor = "S. Gomez and J. P. Hennart and R. A. Tapia", series = "Proceedings in Applied Mathematics", volume = "47", publisher = "SIAM Publications", address = "Philadelphia, PA, USA" } @article{ipm:Gay6, author = "D. M. Gay and N. K. Karmarkar and K. G. Ramakrishnan", title = "The {Karmarkar} algorithm\,: {Adding} wings to linear programming", journal = "Record AT~\&~T~Bell Laboratories", volume = "64", number = "2", year = "1986", pages = "4--10" } @book{ipm:Gay7, author = "D. M. Gay and M. Kojima and R. A. Tapia", title = "Interior Point Methods for Linear Programming", year = "1991", month = "July", series = "Linear Algebra and Its Applications", volume = "152", publisher = "North Holland", address = "Amsterdam, The Netherlands", note = "(Special issue)" } @techreport{ipm:Gay8, author = "D. M. Gay and M. L. Overton and M. H. Wright", title = "Primal--dual interior point methods for indefinite nonlinear programming", type = "{Technical Report}", year = "1995", institution = "AT~\&~T~Bell Laboratories", address = "Murray Hill, NJ~07974, USA", note = "(In preparation)" } @techreport{ipm:Gay9, author = "D. M. Gay and M. L. Overton and M. H. Wright", title = "A primal--dual interior point method for nonconvex nonlinear programming", type = "{Technical Report}", number = "97--4--08", year = "1997", month = "July", institution = "AT~\&~T~Bell Laboratories", address = "Murray Hill, NJ~07974, USA", note ="To appear in {\em{Advances in Nonlinear Programming, Y. Yuan (ed.), Kluwer Academic Publishers, Dordrecht, The Netherlands, 1998}}" } @article{ipm:Ge1, author = "R. Ge", title = "Solving linear programming problems via linear minimax problems", journal = "Applied Mathematics and Computation", volume = "46", number = "1", year = "1991", pages = "59--77" } @inbook{ipm:Gelbaum1, author = "B. R. Gelbaum", title = "Linear Algebra\,: Basics, Practice and Theory", chapter = "5.7~: {The Karmarkar algorithm}", pages = "504--527", publisher = "North Holland", address = "New York", year = "1989" } @techreport{ipm:Ghare1, author = "P. Ghare", title = "Free decision variables and simplified interior point methods for linear programming", type = "{Talk held at the Symposium APMOD\,'91---Applied Mathematical Programming and Modelling, Brunel University, London, United Kingdom}", year = "1991", month = "January", institution = "Northern Virginia Graduate Centre", address = "USA" } @article{ipm:Ghellinck1, author = "{G. de} Ghellinck and J.--Ph. Vial", title = "A polynomial {N}ewton method for linear programming", journal = "Algorithmica", volume = "1", number = "4", year = "1986", pages = "425--453" } @article{ipm:Ghellinck2, author = "{G. de} Ghellinck and J.--Ph. Vial", title = "An extension of {Karmarkar's} algorithm for solving a system of linear homogeneous equations on the simplex", journal = "Mathematical Programming", volume = "39", year = "1987", pages = "79--92" } @techreport{ipm:Ghellinck3, author = "{G. de} Ghellinck and J.--Ph. Vial", title = "A unified approach to projective and affine algorithms for linear programming", type = "{Talk held at the EURO/TIMS Joint International Conference on Operational Research in Paris, France}", year = "1988", month = "July", institution = "Center of Operations Research and Econometrics, Universite Catholique de Louvain", address = "B--1348~Louvain--la--Neuve, Belgium" } @techreport{ipm:Gill1, author = "P. E. Gill and W. Murray and M. A. Saunders", title = "A single\,--\,phase dual barrier method for linear programming", type = "{Technical Report}", number = "SOL~88--10", year = "1988", month = "August", institution = "Systems Optimization Laboratory, Department of Operations Research, Stanford University", address = "Stanford, CA~94305, USA" } @techreport{ipm:Gill2, author = "P. E. Gill and W. Murray and M. A. Saunders", title = "Interior--point methods for linear programs\,: {A} challenge to the simplex method", type = "{Technical Report}", number = "SOL~88--14", year = "1988", month = "July", institution = "Systems Optimization Laboratory, Department of Operations Research, Stanford University", address = "Stanford, CA~94305, USA" } @techreport{ipm:Gill3, author = "P. E. Gill and W. Murray and M. A. Saunders and M. H. Wright", title = "A note on nonlinear approaches to linear programming", type = "{Technical Report}", number = "SOL~86--7", year = "1986", month = "April", institution = "Systems Optimization Laboratory, Department of Operations Research, Stanford University", address = "Stanford, CA~94305, USA" } @techreport{ipm:Gill4, author = "P. E. Gill and W. Murray and M. A. Saunders and M. H. Wright", title = "Convergence results for a shifted barrier linear programming method", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Washington, DC, USA}", year = "1988", month = "April", institution = "Systems Optimization Laboratory, Department of Operations Research, Stanford University", address = "Stanford, CA~94305, USA" } @techreport{ipm:Gill5, author = "P. E. Gill and W. Murray and M. A. Saunders and M. H. Wright", title = "Shifted barrier methods for linear programming", type = "{Technical Report}", number = "SOL~88--9", year = "1988", month = "August", institution = "Systems Optimization Laboratory, Department of Operations Research, Stanford University", address = "Stanford, CA~94305, USA" } @techreport{ipm:Gill6, author = "P. E. Gill and A. Marxen and W. Murray and M. A. Saunders and M. H. Wright", title = "Solution of the primal {LP}-problem by a barrier method\,: {S}ome implementation aspects", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Washington, DC, USA}", year = "1988", month = "April", institution = "Systems Optimization Laboratory, Department of Operations Research, Stanford University", address = "Stanford, CA~94305, USA", note = "See Marxen \cite{ipm:Marxen1,ipm:Marxen2}" } @article{ipm:Gill7, author = "P. E. Gill and W. Murray and M. A. Saunders and J. A. Tomlin and M. H. Wright", title = "On projected {Newton} barrier methods for linear programming and an equivalence to {Karmarkar's} projective method", journal = "Mathematical Programming", volume = "36", year = "1986", pages = "183--209" } @article{ipm:Gill8, author = "P. E. Gill and W. Murray and D. B. Poncele{\'o}n and M. A. Saunders", title = "Primal--dual methods for linear programming", journal = "Mathematical Programming", volume = "70", year = "1995", pages = "251--277" } @techreport{ipm:Gill9, author = "P. E. Gill and W. Murray and D. B. Poncele{\'o}n and M. A. Saunders", title = "Solving reduced {KKT}--systems in barrier methods for linear and quadratic programming", type = "{Technical Report}", number = "SOL~91-7", year = "1991", month = "July", institution = "Systems Optimization Laboratory, Department of Operations Research, Stanford University", address = "Stanford, CA~94305, USA", note = "See also Gill et al. \cite{ipm:Gill12}" } @book{ipm:Gill10, author = "P. E. Gill and W. Murray and M. H. Wright", title = "Numerical Linear Algebra and Optimization, {V}ol.\,2", publisher = "Addison Wesley Publishing Company", year = "1992", address = "Amsterdam, The Netherlands", note = "Chapter on interior point methods" } @article{ipm:Gill11, author = "P. E. Gill and W. Murray and D. B. Poncele{\'o}n and M. A. Saunders", title = "Preconditioners for indefinite systems arising in optimization", journal = "SIAM Journal on Matrix Analysis and Applications", volume = "13", year = "1992", pages = "292--311" } @incollection{ipm:Gill12, author = "P. E. Gill and W. Murray and D. B. Poncele{\'o}n and M. A. Saunders", title = "Solving reduced {KKT}--systems in barrier methods for linear programming", booktitle = "Numerical Analysis 1993", editor = "D. F. Griffiths and G. A. Watson", year = "1994", pages = "89--104", series = "Pitman Research Notes in Mathematics", volume = "303", publisher = "Longman Scientific \& Technical", address = "Harlow, United Kingdom", note = "See also Gill et al. \cite{ipm:Gill9}" } @article{ipm:Gill13, author = "P. E. Gill and M. A. Saunders and J. R. Shinnerl", title = "On the stability of {Cholesky} factorization for symmetric quasidefinite systems", journal = "SIAM Journal on Matrix Analysis and Applications", volume = "17", year = "1996", pages = "35--46" } @article{ipm:Glassman1, author = "N. D. Glassman", title = "{ONR (Office of Naval Research)} focuses on interior methods", journal = "SIAM News", volume = "20", number = "2", pages = "12", year = "1987", month = "March" } @article{ipm:Gleick1, author = "J. Gleick", title = "Breakthrough in problem solving", journal = "The New York Times", year = "1984", month = "November 19, " } @techreport{ipm:Goessl1, author = "H. Goessl", title = "{Eine Modifikation des Verfahrens von Karmarkar basierend auf einer Formulierung des Algorithmus im Originalproblem~(A modification of Karmarkar's algorithm based on a formulation of the algorithm in the original problem)}", type = "{Interner Bericht der intergrierten Arbeitsgruppe Mathematische Probleme aus dem Ingenieurbereich}", year = "1986", month = "October", institution = "Fachbereich Mathematik, Gesamthochschule Wuppertal", address = "D--42097~Wuppertal~1, Germany", note = "(In German)" } @techreport{ipm:Goessl2, author = "H. Goessl", title = "{Eine Verallgemeinerung und eine duale Variante des Verfahrens von de Ghellinck und Vial zur linearen Optimierung~(A generalization and a dual variant of the algorithm of de Ghellinck and Vial for linear programming)}", type = "{Interner Bericht der intergrierten Arbeitsgruppe Mathematische Probleme aus dem Ingenieurbereich}", year = "1987", month = "December", institution = "Fachbereich Mathematik, Gesamthochschule Wuppertal", address = "D--42097~Wuppertal~1, Germany", note = "(In German)" } @phdthesis{ipm:Goessl3, author = "H. Goessl", title = "{Varianten der polynomialen Newtonmethode zur linearen Optimierung~(Variants of the polynomial Newton method for linear programming)}", year = "1989", school = "Fachbereich Mathematik, Gesamthochschule Wuppertal", address = "D--42097~Wuppertal~1, Germany", note = "(In German)" } @incollection{ipm:Goffin1, author = "J.--L. Goffin", title = "Affine and projective methods in nondifferentiable optimization", booktitle = "Trends in Mathematical Optimization\,: Proceedings of the 4th French--German Conference on Optimization in Irsee, Germany, April 1986", editor = "K. H. Hoffmann and J. B. Hiriat--Urruty and C. Lemarechal and J. Zowe", series = "International Series of Numerical Mathematics", volume = "84", year = "1988", pages = "79--91", publisher = "Birkh{\"a}user Verlag", address = "Basel, Switzerland" } @techreport{ipm:Goffin2, author = "J.--L. Goffin", title = "Decomposition and large scale optimization with the interior point algorithms", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Philadelphia, PA, USA}", year = "1990", month = "October", institution = "Faculty of Management, McGill University", address = "Montreal, Ontario, Canada" } @article{ipm:Goffin3, author = "J.--L. Goffin and J.--Ph. Vial", title = "Cutting planes and column generation techniques with the projective algorithm", journal = "Journal of Optimization Theory and Applications", volume = "65", year = "1990", pages = "409--429" } @article{ipm:Goffin4, author = "J.--L. Goffin and A. Haurie and J.--Ph. Vial", title = "Decomposition and nondifferentiable optimization with the projective algorithm", journal = "Management Science", volume = "38", number = "2", year = "1992", pages = "284--302" } @article{ipm:Goffin5, author = "J.--L. Goffin and J.--Ph. Vial", title = "Short steps with {Karmarkar's} projective algorithm for linear programming", journal = "SIAM Journal on Optimization", volume = "4", year = "1994", pages = "193--207" } @article{ipm:Goffin6, author = "J.--L. Goffin and J.--Ph. Vial", title = "On the computation of weighted analytic centers and dual ellipsoids with the projective algorithm", journal = "Mathematical Programming", volume = "60", year = "1993", pages = "81--92" } @article{ipm:Goffin7, author = "J.--L. Goffin and A. Haurie and J.--Ph. Vial and D. L. Zhu", title = "Using central prices in the decomposition of linear programs", journal = "European Journal of Operational Research", volume = "64", year = "1993", pages = "393--409" } @techreport{ipm:Goffin8, author = "J.--L. Goffin", title = "Affine methods in nondifferentiable optimization", type = "{CORE Discussion Paper}", number = "8744", year = "1987", institution = "Center for Operations Research and Econometrics, Universite Catholique de Louvain", address = "B--1348 Louvain--la--Neuve, Belgium" } @techreport{ipm:Goffin9, author = "J.--L. Goffin and J.--Ph. Vial", title = "Experimentation with the interior cutting plane method {(ICPM)}", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "Faculty of Management, McGill University", address = "Montreal, Ontario, Canada" } @techreport{ipm:Goffin10, author = "J.--L. Goffin and J.--Ph. Vial", title = "On the computation of weighted analytic centers and dual ellipsoids with the projective algorithm", type = "{Manuscript}", year = "1989", month = "July", institution = "Faculte des Sciences Economiques et Sociales, Universite de Geneve", address = "Geneve, Suisse" } @incollection{ipm:Goffin11, author = "J.--L. Goffin and Z.--Q. Luo and Y. Ye", title = "On the complexity of a column generation algorithm for convex or quasiconvex feasibility problems", booktitle = "Large--Scale Optimization\,: The State--of--the --Art", editor = "W. W. Hager and D. W. Hearn and P. M. Pardalos", year = "1994", pages = "182--191", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @article{ipm:Goffin12, author = "J.--L. Goffin and Z.--Q. Luo and Y. Ye", title = "Complexity analysis of an interior cutting plane method for convex feasibility problems", journal = "SIAM Journal on Optimization", volume = "6", year = "1996", pages = "638--652" } @article{ipm:Goffin13, author = "J.--L. Goffin and J. Gondzio and R. Sarkissian and J.--Ph. Vial", title = "Solving nonlinear multicommodity flow problems by the analytic center cutting plane method", journal = "Mathematical Programming", volume = "76", year = "1997", pages = "131--154" } @techreport{ipm:Goffin14, author = "J.--L. Goffin and Z.--Q. Luo and Y. Ye", title = "Complexity analysis of a potential reduction and column generation algorithm for convex programming", type = "{Technical Report}", year = "1994", institution = "Faculty of Management, McGill University", address = "Montreal, Ontario, Canada", note = "To appear in {\em SIAM Journal on Optimization}" } @techreport{ipm:Goffin15, author = "J.--L. Goffin and Z.--Q. Luo and Y. Ye", title = "Further complexity analysis of a primal--dual column generation algorithm for convex or quasiconvex feasibility problems", type = "{Technical Report}", year = "1993", month = "August", institution = "Faculty of Management, McGill University", address = "Montreal, Ontario, Canada", note = "To appear in {\em SIAM Journal on Optimization}" } @techreport{ipm:Goffin16, author = "J.--L. Goffin", title = "Using the primal dual infeasible {Newton} method in the analytic center method for problems defined by deep cutting planes", type = "{Technical Report}", year = "1994", month = "September", institution = "Faculty of Management, McGill University", address = "Montreal, Ontario, Canada" } @article{ipm:Goffin17, author = "J.--L. Goffin and P. Marcotte and D. Zhu", title = "An analytic center cutting plane method for pseudomonotone variational inequalities", journal = "Operations Research Letters", volume = "20", year = "1997", pages = "1--6" } @techreport{ipm:Goffin18, author = "J.--L. Goffin and F. Sharifi--Mokhtarian--Mokhtarian", title = "Using the primal dual infeasible {Newton} method in the analytic center method for problems defined by deep cutting planes", type = "{Technical Report}", number = "GERAD G--94--41", year = "1994", institution = "Faculty of Management, McGill University", address = "Montreal, Ontario, Canada", note = "Revised April 1996" } @article{ipm:Goffin19, author = "J.--L. Goffin and J.--Ph. Vial", title = "Shallow, deep and very deep cuts in the analytic center cutting plane method", journal = "Mathematical Programming", volume = "84", year = "1999", pages = "89--103" } @techreport{ipm:Goffin20, author = "J.--L. Goffin and J.--Ph. Vial", title = "A two--cut approach in the analytic center cutting plane method", type = "{Logilab Technical Report}", number = "97.6", year = "1997", month = "August", institution = "LOGILAB, HEC Geneva, Department of Management Studies, University of Geneva", address = "CH--1211 Geneva, Switzerland" } @techreport{ipm:Goffin21, author = "J.--L. Goffin and J.--Ph. Vial", title = "Multiple cuts in the analytic center cutting plane method", type = "{Logilab Technical Report}", number = "98.10", year = "1998", month = "June", institution = "LOGILAB, HEC Geneva, Department of Management Studies, University of Geneva", address = "102~Bd Carl Vogt, CH--1211 Geneva, Switzerland" } @incollection{ipm:Goldberg1, author = "A. V. Goldberg and S. A. Plotkin and D. B. Shmoys and E. Tardos", title = "Interior--point methods in parallel computation", booktitle = "Proceedings of the 30th Annual Symposium on Foundations of Computer Science, Research Triangle Park, NC, USA, 1989", year = "1990", pages = "350--355", publisher = "IEEE Computer Society Press", address = "Los Alamitos, CA, USA" } @article{ipm:Goldberg2, author = "A. V. Goldberg and S. A Plotkin and D. B. Shmoys and E. Tardos", title = "Using interior--point methods for fast parallel algorithms for bipartite matching and related problems", journal = "SIAM Journal on Computing", volume = "21", number = "1", year = "1992", pages = "140--150" } @techreport{ipm:Goldfarb1, author = "D. Goldfarb", title = "A relaxed version of {Karmarkar's} method", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Miami Beach, FL, USA}", year = "1986", month = "October", institution = "Department of Industrial Engineering and Operations Research, Columbia University", address = "New York, NY~10027, USA" } @techreport{ipm:Goldfarb2, author = "D. Goldfarb", title = "A primal projective interior point method for linear programming", type = "{Talk held at the First International Symposium on Interior Point Methods for Linear Programming\,: Theory and Practice, in Scheveningen, The Netherlands}", year = "1990", month = "January", institution = "Department of Industrial Engineering and Operations Research, Columbia University", address = "New York, NY~10027, USA" } @article{ipm:Goldfarb3, author = "D. Goldfarb and S. Liu", title = "An ${O(n^{3}L)}$ primal interior point algorithm for convex quadratic programming", journal = "Mathematical Programming", volume = "49", year = "1990/91", pages = "325--340" } @article{ipm:Goldfarb4, author = "D. Goldfarb and S. Mehrotra", title = "A relaxed version of {Karmarkar's} method", journal = "Mathematical Programming", volume = "40", year = "1988", pages = "289--315" } @article{ipm:Goldfarb5, author = "D. Goldfarb and S. Mehrotra", title = "Relaxed variants of {Karmarkar's} algorithm for linear programs with unknown optimal objective value", journal = "Mathematical Programming", volume = "40", year = "1988", pages = "183--195" } @techreport{ipm:Goldfarb6, author = "D. Goldfarb and S. Mehrotra", title = "A homogeneous equations variant of {Karmarkar's} algorithm for solving linear programs", type = "{Talk held at ORSA/TIMS Joint National Meeting in New Orleans, USA}", year = "1987", month = "May", institution = "Department of Industrial Engineering and Operations Research, Columbia University", address = "New York, NY~10027, USA" } @article{ipm:Goldfarb7, author = "D. Goldfarb and S. Mehrotra", title = "A self--correcting version of {Karmarkar's} algorithm", journal = "SIAM Journal on Numerical Analysis", volume = "26", year = "1989", pages = "1006--1015" } @incollection{ipm:Goldfarb8, author = "D. Goldfarb and M. J. Todd", title = "{Linear Programming}", booktitle = "Optimization", publisher = "North Holland", address = "Amsterdam, The Netherlands", editor = "G. L. Nemhauser and A. H. G. {Rinnooy Kan} and M. J. Todd", series = "Handbooks in Operations Research and Management Science", volume = "1", year = "1989", pages = "141--170" } @article{ipm:Goldfarb9, author = "D. Goldfarb and S. Liu and S. Wang", title = "A logarithmic barrier function algorithm for quadratically constrained convex programming", journal = "SIAM Journal on Optimization", volume = "1", year = "1991", pages = "252--267" } @techreport{ipm:Goldfarb10, author = "D. Goldfarb and S. Liu", title = "Interior point potential function reduction algorithm for solving convex quadratic programming", type = "{Technical Report}", year = "1990", institution = "Department of Industrial Engineering and Operations Research, Columbia University", address = "New York, NY~10027, USA" } @article{ipm:Goldfarb11, author = "D. Goldfarb and D. Xiao", title = "A primal projective interior point method for linear programming", journal = "Mathematical Programming", volume = "51", year = "1991", pages = "17--43" } @article{ipm:Goldfarb12, author = "D. Goldfarb and S. Liu", title = "An {$O(n^{3}L)$} primal--dual potential reduction algorithm for solving quadratic programs", journal = "Mathematical Programming", volume = "61", year = "1993", pages = "161--170" } @techreport{ipm:Goldfarb13, author = "D. Goldfarb and D. X. Shaw", title = "A path--following projective interior point method for linear programming", type = "{Technical Report}", year = "1991", institution = "Department of Industrial Engineering and Operations Research, Columbia University", address = "New York, NY~10027, USA", note = "To appear in {\em SIAM Journal on Optimization}" } @article{ipm:Goldfarb14, author = "D. Goldfarb and D. X. Shaw", title = "On the complexity of a class of projective interior point methods", journal = "Mathematics of Operations Research", volume = "20", year = "1995", pages = "116--134" } @article{ipm:Goldfarb15, author = "D. Goldfarb and K. Scheinberg", title = "Interior point trajectories in semidefinite programs", journal = "SIAM Journal on Optimization", volume = "8", year = "1998", pages = "871--886" } @article{ipm:Golshtejn1, author = "E. G. Gol'shtejn and A. S. Nemirovsky and Yu. E. Nesterov", title = "On some recent advances in optimization", journal = "Ekonomika i Matematickeskie Metody (Moscow)", volume = "26", number = "1", year = "1990", pages = "178--190", note = "(In Russian)" } @article{ipm:Gondzio1, author = "J. Gondzio", title = "Splitting dense columns of constraint matrix in interior point methods for large scale linear programming", journal = "Optimization", volume = "24", year = "1992", pages = "285--297" } @techreport{ipm:Gondzio2, author = "J. Gondzio", title = "An advanced implementation of {Cholesky} factorization for computing projections in interior point methods for large scale linear programming", type = "Cahier", number = "107", year = "1991", month = "December", institution = "Laboratoire de Analyse et Modelisation de Systemes pour l'Aide a la Decision (LAMSADE), Universite de Paris Dauphine", address = "F--75775~Paris~Cedex~16, France", note = "Published in Gondzio\,\cite{ipm:Gondzio4} after title change" } @article{ipm:Gondzio3, author = "J. Gondzio and D. Tachat", title = "The design and application of the {IMPLO -- A FORTRAN} library for linear optimization with interior point methods", journal = "R.A.I.R.O. Recherche Operationnelle/Operations Research", volume = "28", year = "1994", pages = "37--56" } @article{ipm:Gondzio4, author = "J. Gondzio", title = "Implementing {Cholesky} factorization for interior point methods of linear programming", journal = "Optimization", volume = "27", year = "1993", pages = "121--140", note = "Title change version of Gondzio\,\cite{ipm:Gondzio2}" } @article{ipm:Gondzio5, author = "J. Gondzio", title = "Presolve analysis of linear programs prior to applying the interior--point method", journal = "INFORMS Journal on Computing", volume = "9", year = "1997", pages = "73--91" } @article{ipm:Gondzio6, author = "J. Gondzio and M. Makowski", title = "Solving a class of {LP} problems with a primal--dual logarithmic barrier method", journal = "European Journal of Operational Research", volume = "80", year = "1995", pages = "184--192" } @incollection{ipm:Gondzio7, author = "J. Gondzio and T. Terlaky", title = "A computational view of interior point methods", booktitle = "{Advances in Linear and Integer Programming}", editor = "J. E. Beasley", year = "1996", pages = "103--144", series = "Oxford Lecture Series in Mathematics and its Applications", volume = "4", publisher = "Oxford Science Publications, Oxford University Press", address = "Oxford, Great Britain" } @article{ipm:Gondzio8, author = "J. Gondzio", title = "Multiple centrality corrections in a primal--dual method for linear programming", journal = "Computational Optimization and Applications", volume = "6", year = "1996", pages = "137--156", note = "See also Gondzio \cite{ipm:Gondzio10}" } @article{ipm:Gondzio9, author = "J. Gondzio", title = "{HOPDM (Version2.12) -- A fast LP} solver based on a primal--dual interior point method", journal = "European Journal of Operational Research", volume = "85", year = "1995", pages = "221--225", note = "See also Altman and Gondzio \cite{ipm:Altman3}", url = "http://ecolu--info.unige.ch/~logilab/software/hopdm.html" } @article{ipm:Gondzio10, author = "J. Gondzio", title = "On the use of multiple centrality corrections in a primal--dual method for large scale linear programming", journal = "International Symposium of Economic Informatics (Bucharest, Romania, May 1995)", volume = "", year = "1995", pages = "311--321", note = "See also Gondzio \cite{ipm:Gondzio8}" } @techreport{ipm:Gondzio11, author = "J. Gondzio", title = "Preconditioned conjugate gradients in an interior point method for two--stage stochastic programming", type = "{Working Paper}", number = "WP--94--130", year = "1994", institution = "IIASA International Institute for Applied Systems Analysis", address = "A--2361~Laxenburg, Austria" } @techreport{ipm:Gondzio12, author = "J. Gondzio and M. Makowski", title = "{HOPDM--Modular solver for LP problems user's guide to version\, 2.12}", type = "{Working Paper}", number = "WP--95--50", year = "1995", month = "June", institution = "IIASA International Institute for Applied Systems Analysis", address = "A--2361~Laxenburg, Austria" } @techreport{ipm:Gondzio13, author = "J. Gondzio and {O. du} Merle", title = "Analytic center cutting plane method -- {User's} guide for the library", type = "{Technical Report}", number = "1995.33", year = "1995", month = "December", institution = "Department of Management Studies, University of Geneva", address = "CH--1211 Geneva, Switzerland" } @techreport{ipm:Gondzio14, author = "J. Gondzio and {O. du} Merle and R. Sarkissian and J.--Ph. Vial", title = "{ACCPM} -- A library for convex optimization based on an analytic center cutting plane method", type = "{Technical Report}", number = "1995.34", year = "1995", month = "December", institution = "Department of Management Studies, University of Geneva", address = "CH--1211 Geneva, Switzerland" } @article{ipm:Gondzio15, author = "J. Gondzio and R. Sarkissian and J.--Ph. Vial", title = "Using an interior point method for the master problems in a decomposition approach", journal = "European Journal of Operational Research", volume = "101", year = "1997", pages = "577--587" } @techreport{ipm:Gondzio16, author = "J. Gondzio and R. Sarkissian", title = "Column generation with a primal--dual method", type = "{Logilab Technical Report}", number = "96.6", year = "1996", month = "June", institution = "LOGILAB, HEC Geneva, Department of Management Studies, University of Geneva", address = "CH--1211 Geneva, Switzerland" } @article{ipm:Gondzio17, author = "J. Gondzio", title = "Warm start of the priml--dual method applied in the cutting plane scheme", journal = "Mathematical Programming", volume = "83", year = "1998", pages = "125--143" } @techreport{ipm:Gondzio18, author = "J. Gondzio and J.--Ph. Vial", title = "Warm start and epsilon--subgradients in the cutting plane scheme for block--angular linear programs", type = "{Logilab Technical Report}", number = "97.1", year = "1997", month = "June", institution = "LOGILAB, HEC Geneva, Department of Management Studies, University of Geneva", address = "CH--1211 Geneva~4, Switzerland" } @techreport{ipm:Gondzio19, author = "J. Gondzio and R. Sarkissian and J.--Ph. Vial", title = "Parallel implementation of a central decomposition method for solving large scale planning problems", type = "{Logilab Technical Report}", number = "98.1", year = "1998", month = "January", institution = "LOGILAB, HEC Geneva, Department of Management Studies, University of Geneva", address = "CH--1211 Geneva~4, Switzerland" } @article{ipm:Gong1, author = "D. P. Gong and S. R. Xu", title = "An interior point algorithm for solving linear programming problems with hybrid constraints", journal = "Sinica Naturalis Univ.\,Sunyatsemi", volume = "31", number = "4", year = "1992", pages = "19--25", note = "(In Chinese, English summary)" } @techreport{ipm:Gonzaga1, author = "C. C. Gonzaga", title = "New results in conical projection methods for mathematical programming", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Miami Beach, FL, USA}", year = "1986", month = "October", institution = "Department of Electrical Engineering and Computer Science, University of California", address = "Berkeley, CA~94720, USA" } @article{ipm:Gonzaga2, author = "C. C. Gonzaga", title = "Search directions for interior linear programming methods", journal = "Algorithmica", volume = "6", year = "1991", pages = "153--181" } @article{ipm:Gonzaga3, author = "C. C. Gonzaga", title = "Interior point algorithms for linear programming problems with inequality constraints", journal = "Mathematical Programming", volume = "52", year = "1991", pages = "209--225" } @article{ipm:Gonzaga4, author = "C. C. Gonzaga", title = "Polynomial affine algorithms for linear programming", journal = "Mathematical Programming", volume = "49", year = "1990", pages = "7--21" } @article{ipm:Gonzaga5, author = "C. C. Gonzaga", title = "Conical projection algorithms for linear programming", journal = "Mathematical Programming", volume = "43", year = "1989", pages = "151--173" } @incollection{ipm:Gonzaga6, author = "C. C. Gonzaga", title = "An algorithm for solving linear programming problems in ${O(n^{3}L)}$ operations", booktitle = "Progress in Mathematical Programming\,: Interior Point and Related Methods", publisher = "Springer Verlag", address = "New York", editor = "N. Megiddo", year = "1989", pages = "1--28" } @article{ipm:Gonzaga7, author = "C. C. Gonzaga", title = "Large steps path--following methods for linear programming, {Part\,I\,: Barrier} function method", journal = "SIAM Journal on Optimization", volume = "1", year = "1991", pages = "268--279" } @article{ipm:Gonzaga8, author = "C. C. Gonzaga", title = "Large steps path--following methods for linear programming, {Part\,II\,: Potential} reduction method", journal = "SIAM Journal on Optimization", volume = "1", year = "1991", pages = "280--292" } @techreport{ipm:Gonzaga9, author = "C. C. Gonzaga", title = "An overview of ${O(\sqrt{n}L)}$--iteration algorithms for linear programming", type = "{Talk held at the 14th Conference on the Mathematics of Operations Research in Dalfsen, The Netherlands}", year = "1990", month = "January", institution = "Department of Systems Engineering and Computer Science, COPPE Federal University of Rio de Janeiro", address = "21941~Rio~de~Janeiro, RJ, Brazil" } @techreport{ipm:Gonzaga10, author = "C. C. Gonzaga", title = "A larger step path--following potential reduction algorithm for linear programming", type = "{Talk held at the First International Symposium on Interior Point Methods for Linear Programming\,: Theory and Practice, in Scheveningen, The Netherlands}", year = "1990", month = "January", institution = "Department of Systems Engineering and Computer Science, COPPE Federal University of Rio de Janeiro", address = "21941~Rio~de~Janeiro, RJ, Brazil" } @techreport{ipm:Gonzaga11, author = "C. C. Gonzaga", title = "Large steps potential reduction algorithms for linear programming", type = "{Talk held at the SIAM Annual Meeting in Chicago, IL, USA}", year = "1990", month = "July", institution = "Department of Systems Engineering and Computer Science, COPPE Federal University of Rio de Janeiro", address = "21941~Rio~de~Janeiro, RJ, Brazil" } @article{ipm:Gonzaga12, author = "C. C. Gonzaga and M. J. Todd", title = "An ${O(\sqrt{n}L)}$--iteration large--step primal--dual affine algorithm for linear programming", journal = "SIAM Journal on Optimization", volume = "2", year = "1992", pages = "349--359" } @techreport{ipm:Gonzaga13, author = "C. C. Gonzaga", title = "A conical projection algorithm for linear programming", type = "Memorandum", number = "UCB/ERL~M85/61", year = "1985", month = "July", institution = "Electronics Research Laboratory, University of California", address = "Berkeley, CA~94720, USA" } @article{ipm:Gonzaga14, author = "C. C. Gonzaga", title = "On lower bound updates in primal potential reduction methods for linear programming", journal = "Mathematical Programming", volume = "52", year = "1991", pages = "415--428" } @techreport{ipm:Gonzaga15, author = "C. C. Gonzaga", title = "A simple representation of {Karmarkar's} algorithm", type = "{Technical Report}", year = "1988", month = "May", institution = "Department of Systems Engineering and Computer Science, COPPE Federal University of Rio de Janeiro", address = "21941~Rio~de~Janeiro, RJ, Brazil" } @techreport{ipm:Gonzaga16, author = "C. C. Gonzaga", title = "On the convergence of the large step affine--scaling algorithm for linear programming", type = "{Talk held at the TIMS/SOBRAPO Joint International Meeting in Rio de Janeiro, Brazil}", year = "1991", month = "July", institution = "Department of Systems Engineering and Computer Science, COPPE Federal University of Rio de Janeiro", address = "21941~Rio~de~Janeiro, RJ, Brazil" } @techreport{ipm:Gonzaga17, author = "C. C. Gonzaga", title = "Trust region minimization in conical projection algorithms", type = "{Talk held at the Eleventh IFORS International Conference on Operations Research in Buenos Aires, Argentina}", year = "1987", month = "August", institution = "Department of Electrical Engineering and Computer Science, University of California", address = "Berkeley, CA~94720, USA" } @techreport{ipm:Gonzaga18, author = "C. C. Gonzaga", title = "Convergence of the large step primal affine--scaling algorithm for primal nondegenerate linear programs", type = "{Technical Report}", number = "ES--230/90", year = "1990", month = "September", institution = "Department of Systems Engineering and Computer Science, COPPE Federal University of Rio de Janeiro", address = "21941~Rio~de~Janeiro, RJ, Brazil" } @article{ipm:Gonzaga19, author = "C. C. Gonzaga", title = "Path following methods for linear programming", journal = "SIAM Review", volume = "34", number = "2", year = "1992", pages = "167--227" } @techreport{ipm:Gonzaga20, author = "C. C. Gonzaga", title = "Path--following algorithms for linear and quadratic programming", type = "{Talk held at the Third SIAM Conference on Optimization in Boston, MA, USA}", year = "1989", month = "April", institution = "Department of Systems Engineering and Computer Science, COPPE Federal University of Rio de Janeiro", address = "21941~Rio~de~Janeiro, RJ, Brazil" } @article{ipm:Gonzaga21, author = "C. C. Gonzaga", title = "An interior trust region method for linearly constrained optimization", journal = "Mathematical Programming Society Committee on Algorithms (COAL) Newsletter", volume = "19", year = "1991", month = "August", pages = "55--66" } @techreport{ipm:Gonzaga22, author = "C. C. Gonzaga and L. A. Carlos", title = "A primal affine--scaling algorithm for linearly constrained convex programs", type = "{Technical Report}", number = "ES--238/90", year = "1990", month = "December", institution = "Department of Systems Engineering and Computer Science, COPPE Federal University of Rio de Janeiro", address = "21941~Rio~de~Janeiro, RJ, Brazil" } @techreport{ipm:Gonzaga23, author = "C. C. Gonzaga", title = "Ellipsoidal trust regions and prox functions for linearly constrained nonlinear programs", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "Department of Systems Engineering and Computer Science, COPPE Federal University of Rio de Janeiro", address = "21941~Rio~de~Janeiro, RJ, Brazil" } @article{ipm:Gonzaga24, author = "C. C. Gonzaga and R. A. Tapia", title = "On the quadratic convergence of the simplified {Mizuno--Todd--Ye} algorithm for linear programming", journal = "SIAM Journal on Optimization", volume = "7", year = "1997", pages = "66--85" } @article{ipm:Gonzaga25, author = "C. C. Gonzaga and R. A. Tapia", title = "On the convergence of the {Mizuno--Todd--Ye} algorithm to the analytic center of the solution set", journal = "SIAM Journal on Optimization", volume = "7", year = "1997", pages = "47--65" } @techreport{ipm:Gonzaga26, author = "C. C. Gonzaga and R. A. Tapia", title = "A quadratically convergent primal--dual algorithm for linear programming", type = "{Technical Report}", year = "1993", institution = "Department of Mathematical Sciences, Rice University", address = "Houston, TX~77251, USA", note = "(In preparation)" } @article{ipm:Gonzaga27, author = "C. C. Gonzaga", title = "The largest step path following algorithm for monotone linear complementarity problems", journal = "Mathematical Programming", volume = "76", year = "1997", pages = "309--332" } @book{ipm:Gonzaga28, author = "C. C. Gonzaga", title = "{Interior--Point Algorithms}", year = "", publisher = "Brooks\,\&\,Cole Publishing Company", address = "Pacific Grove, CA, USA", note = "(In preparation)" } @techreport{ipm:Gonzaga29, author = "C. C. Gonzaga and H. J. Lara", title = "A note on properties of condition numbers", type = "{Technical Report}", number = "", year = "1996", month = "March", institution = "Department of Mathematics, Federal University of Santa Catarina", address = "88040--970~Florianopolis, SC, Brazil" } @article{ipm:Gonzaga30, author = "C. C. Gonzaga", title = "On the complexity of linear programming", journal = "Resenhas do Instituto de Matem{\'a}tica e Estat{\'i}st{\'i}ca da Universidade de S$\tilde{a}$o Paulo", volume = "2", year = "1995", pages = "197--207" } @article{ipm:Gonzaga31, author = "C. C. Gonzaga and J. F. Bonnans", title = "Fast convergence of the simplified largest step path following algorithm", journal = "Mathematical Programming", volume = "76", year = "1997", pages = "95--115" } @techreport{ipm:Gonzaga32, author = "C. C. Gonzaga", title = "Complexity of predictor--corrector algorithms for {LCP} based on a large neighborhood of the central path", type = "{Technical Report}", number = "", year = "1996", institution = "Department of Mathematics, Federal University of Santa Catarina", address = "88040--970~Florianopolis, SC, Brazil" } @article{ipm:Gonzalez1, author = "C. {Gonzalez Martin} and M. {Sanchez Garcia}", title = "The method of {Karmarkar}\,: {A} study of its variants", journal = "Trabajos de Investigacion Operativa", volume = "6", number = "1", year = "1991", pages = "3--25", note = "(In Spain, English summary)" } @article{ipm:GonzalezLima1, author = "M. D. Gonz{\'a}lez--Lima and R. A. Tapia and R. M. Thrall", title = "On the construction of strong complementarity slackness solutions for {DEA} linear programming problems using a primal--dual interior--point method", journal = "Annals of Operations Research", volume = "66", year = "1996", pages = "139--162" } @techreport{ipm:GonzalezLima2, author = "M. D. Gonzalez--Lima", title = "Effective computation of the analytic center of the solution set in linear programming using primal--dual interior--point methods", type = "{Technical Report}", number = "TR~94--48", year = "1994", institution = "Department of Mathematical Sciences, Rice University", address = "Houston, TX~77251, USA" } @article{ipm:GonzalezLima3, author = "M. D. Gonz{\'a}lez--Lima and R. A. Tapia and F. A. Potra", title = "On effectively computing the analytic center of the solution set by primal--dual interior--point methods", journal = "SIAM Journal on Optimization", volume = "8", year = "1998", pages = "1--25" } @article{ipm:Granville1, author = "S. 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Grayson", title = "The basin of attraction for interior point linear programming algorithms", type = "{Research Report}", number = "RC~15969", year = "1990", institution = "IBM Almaden Research Center", address = "San Jose, CA~95120--6099, USA" } @article{ipm:Greenberg1, author = "H. J. Greenberg", title = "The use of the optimal partition in a linear programming solution for postoptimal analysis", journal = "Operations Research Letters", volume = "15", year = "1994", pages = "179--185" } @techreport{ipm:Greenberg2, author = "H. J. Greenberg", title = "Matrix sensitivity analysis from an interior solution of a linear program", type = "{Technical Report}", number = "", year = "1997", institution = "Center of Computational Mathematics, Department of Mathematics, University of Colorado at Denver", address = "Denver, CO~80217, USA" } @article{ipm:Greenberg3, author = "H. J. Greenberg and A. G. Holder and C. Roos and T. Terlaky", title = "On the dimension of the set of rim pertubations for optimal partition invariance", journal = "SIAM Journal on Optimization", volume = "9", year = "1999", pages = "207--216" } @techreport{ipm:Greenberg4, author = "H. J. Greenberg", title = "Rim sensitivity analysis from an interior solution", type = "{Technical Report}", number = "CCM--86", year = "1996", month = "October", institution = "Center of Computational Mathematics, Department of Mathematics, University of Colorado at Denver", address = "Denver, CO~80217, USA" } @article{ipm:Grigoriadis1, author = "M. D. Grigoriadis and L. G. Khachiyan", title = "An interior point method for bordered block--diagonal linear programs", journal = "SIAM Journal on Optimization", volume = "6", year = "1996", pages = "913--932" } @article{ipm:Groetschel1, author = "M. Gr{\"o}tschel", title = "{Patente f{\"u}r mathematische Algorithmen. (Patents for mathematical algorithms)}", journal = "Mitteilungen der Deutschen Mathematiker--Vereinigung", volume = "{Heft 2}", year = "1991", month = "April", pages = "52--56", note = "(In German)" } @techreport{ipm:Grover1, author = "L. K. Grover", title = "Strongly polynomial interior point algorithm for a class of linear programming problems", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Philadelphia, PA, USA}", year = "1990", month = "October", institution = "School of Electrical Engineering, Cornell University", address = "Ithaca, NY~14853, USA" } @techreport{ipm:Grover2, author = "L. K. Grover", title = "Interior point methods for unimodular linear programming", type = "{Technical Report}", year = "1990", institution = "School of Electrical Engineering, Cornell University", address = "Ithaca, NY~14853, USA" } @techreport{ipm:Grover3, author = "L. K. Grover", title = "A force based approach to interior point algorithms for linear programming", type = "{Technical Report}", year = "1990", institution = "School of Electrical Engineering, Cornell University", address = "Ithaca, NY~14853, USA" } @article{ipm:Grover4, author = "L. K. Grover", title = "Fast interior point methods for bipartite matching", journal = "SIAM Journal on Optimization", volume = "5", year = "1995", pages = "740--769" } @techreport{ipm:Gu1, author = "M. Gu", title = "On primal--dual interior point methods for semidefinite programming", type = "{CAM Technical Report}", number = "97--12", year = "1997", month = "March", institution = "Department of Mathematics, University of California", address = "Los Angelos, CA, USA" } @techreport{ipm:Gueler1, author = "O. G{\"u}ler and Y. Ye", title = "Interior point algorithms for {LP} generate strictly complementary solutions", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Nashville, Tennessee, USA}", year = "1991", month = "May", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @article{ipm:Gueler2, author = "O. G{\"u}ler", title = "Existence of interior points and interior paths in nonlinear monotone complementarity problems", journal = "Mathematics of Operations Research", volume = "18", number = "1", year = "1993", pages = "128--147" } @techreport{ipm:Gueler3, author = "O. G{\"u}ler and Y. Ye", title = "Convergence behavior of some interior point algorithms", type = "{Working Paper}", number = "91--04", year = "1991", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA", note = "To appear in {\em Mathematical Programming 1993}" } @techreport{ipm:Gueler4, author = "O. G{\"u}ler", title = "Path following and potential reduction algorithms for nonlinear monotone complementarity problems", type = "{Working Paper}", year = "1991", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Gueler5, author = "O. G{\"u}ler", title = "An interior point algorithm for nonlinear monotone complementarity problems", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Philadelphia, PA, USA}", year = "1990", month = "October", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @article{ipm:Gueler6, author = "O. G{\"u}ler and {D. den} Hertog and C. Roos and T. Terlaky and T. Tsuchiya", title = "Degeneracy in interior point methods for linear programming", journal = "Annals of Operations Research", volume = "46/47", year = "1993", pages = "107--138" } @techreport{ipm:Gueler7, author = "O. G{\"u}ler and C. Roos and T. Terlaky and J.--Ph. Vial", title = "Interior point approach to the theory of linear programming", type = "{Cahiers de Recherche}", number = "1992.3", year = "1992", institution = "Faculte des Sciences Economique et Sociales, Universite de Geneve", address = "Geneve, Switzerland", note = "To appear in {\em Management Science}" } @techreport{ipm:Gueler8, author = "O. G{\"u}ler", title = "Generalized linear complementarity problems and interior point algorithms for their solutions", type = "{Technical Report}", year = "1992", month = "April", institution = "Faculty of Technical Mathematics and Computer Science, TU Delft", address = "NL--2600~GA~Delft, The Netherlands", note ="See also G{\"u}ler \cite{ipm:Gueler14}" } @article{ipm:Gueler9, author = "O. G{\"u}ler", title = "Limiting behavior of the weighted central paths in linear programming", journal = "Mathematical Programming", volume = "66", year = "1994", pages = "347--363" } @article{ipm:Gueler10, author = "O. G{\"u}ler", title = "Barrier functions in interior point methods", journal = "Mathematics of Operations Research", volume = "21", year = "1996", pages = "860--885" } @incollection{ipm:Gueler11, author = "O. G{\"u}ler", title = "Complexity of smooth convex programming and its applications", booktitle = "Complexity in Numerical Optimization", editor = "P. M. Pardalos", year = "1993", pages = "180--202", publisher = "World Scientific Publishing Co.", address = "London, United Kingdom" } @article{ipm:Gueler12, author = "O. G{\"u}ler and L. Tun{\c c}el", title = "Characterization of the barrier parameter of homogeneous convex cones", journal = "Mathematical Programming", volume = "81", year = "1998", pages = "55--76" } @article{ipm:Gueler13, author = "O. G{\"u}ler", title = "On the self--concordance of the universal barrier function", journal = "SIAM Journal on Optimization", volume = "7", year = "1997", pages = "295--303" } @article{ipm:Gueler14, author = "O. G{\"u}ler", title = "Generalized linear complementarity problems", journal = "Mathematics of Operations Research", volume = "20", year = "1995", pages = "441--448", note = "See also G{\"u}ler \cite{ipm:Gueler8}" } @article{ipm:Gueler15, author = "O. G{\"u}ler", title = "Hyperbolic polynomials and interior point methods for convex programming", journal = "Mathematics of Operations Research", volume = "22", year = "1997", pages = "350--377" } @article{ipm:Gueler16, author = "O. G{\"u}ler and C. Roos and T. Terlaky and J.--Ph. Vial", title = "A survey of the implications of the behavior of the central path for the duality theory of linear programming", journal = "Management Science", volume = "41", year = "1995", pages = "1922--1934" } @techreport{ipm:Gueler17, author = "O. G{\"u}ler and L. Tun{\c c}el", title = "Invariant barrier functions on homogeneous cones", type = "{Research Report}", number = "", year = "1997", month = "", institution = "Department of Combinatorics and Optimization, Faculty of Mathematics, University of Waterloo", address = "Waterloo, Ontario, Canada", note = "(In preparation)" } @techreport{ipm:Guenzel1, author = "H. G{\"u}nzel", title = "Linear programming\,: {The} central path extends analytically", type = "{Preprint}", number = "67", year = "1996", month = "February", institution = "Lehrstuhl C f{\"u}r Mathematik, RWTH Aachen", address = "Templergraben 55, D--52056 Aachen, Germany" } @article{ipm:Guo1, author = "T.--D. Guo and S.--Q. Wu", title = "Predictor--corrector algorithm for convex quadratic programming with upper bounds", journal = "Journal of Computational Mathematics", volume = "13", year = "1995", pages = "161--171" } @article{ipm:Guo2, author = "T.--D. Guo and S.--Q. Wu", title = "An interior point algorithm for convex programming", journal = "Qufu Shifan Daxue Xuebao Ziran Kexue Ban", volume = "20", number = "Suppl.", year = "1994", pages = "1--7", note = "(In Chinese, English summary)" } @article{ipm:Guo3, author = "T.--D. Guo and S.--Q. Wu", title = "Interior point methods for convex quadratic programming", journal = "Qufu Shifan Daxue Xuebao Ziran Kexue Ban", volume = "20", year = "1994", pages = "51--62", note = "(In Chinese, English summary)" } @article{ipm:Guo4, author = "T.--D. Guo", title = "An interior point method for convex quadratic programming based on predictor--corrector procedure", journal = "J. Qufu Norm. Univ., Nat. Sci.", volume = "21", year = "1995", pages = "1--6", note = "(In Chinese)" } @article{ipm:Guo5, author = "T.--D. Guo and S. Wu", title = "Properties of primal interior point methods for {QP}", journal = "Optimization", volume = "37", year = "1996", pages = "227--238" } @article{ipm:Guo6, author = "T.--D. Guo and S. 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Gupta", title = "Graph partitioning based sparse matrix orderings for interior--point algorithms", type = "{Technical Report}", number = "RC\,20467\,(90480)", year = "1996", month = "May", institution = "IBM Research Division, T.\,J.\,Watson Research Center", address = "Yorktown Heights, New York, NY~10598", url = "http://www.research.ibm.com:8080/" } @article{ipm:Gupta2, author = "S. Gupta and N. S. Chaudhari", title = "A primal--dual formulation of general linear programming problem for {Karmarkar's} approach", journal = "Journal of the Indian Academical Mathematics", volume = "19", year = "1997", pages = "223--230" } @article{ipm:Gupta3, author = "S. Gupta and N. S. Chaudhari", title = "Study and implementation of a primal--dual infeasible--interior--point algorithm", journal = "Proceedings of the Mathematical Society", volume = "12", year = "1996", pages = "41--46" } @article{ipm:Haeberly1, author = "J.--P. A. Haeberly and M. L. 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Mitra", title = "Solving large scale linear programming problems using an interior point method on a massively parallel {SIMD} computer", booktitle = "", editor = "D. J. Evans", year = "1993", pages = "301--316", series = "Applied Parallel Computing", volume = "4", publisher = "Gordon and Breach Publishers", address = "London, United Kingdom" } @techreport{ipm:Haglin1, author = "D. Haglin and J. Kaliski and C. Roos and T. Terlaky", title = "Logarithmic barrier decomposition methods for semi--definite programming", type = "{Technical Report}", number = "96--51", year = "1996", institution = "Faculty of Technical Mathematics and Informatics, TU Delft", address = "NL--2628~CD~Delft, The Netherlands" } @incollection{ipm:Hajian1, author = "M. Hajian and R. Levkovitz and G. Mitra", title = "A branch and bound algorithm for discrete programming using the interior point method and the simplex method", booktitle = "Symposium on Applied Mathematical Programming and Modeling (APMOD '93), Budapest, Hungary, January 1993, Volume of Extended Abstracts", editor = "I. Maros", year = "1992", month = "December", pages = "257--265", publisher = "Computer and Automation Institute, Hungarian Academy of Sciences", address = "Budapest, Hungary" } @article{ipm:Halicka1, author = "M. Halick{\'a} and M. Hamala", title = "Duality of transformation functions in the interior point methods", journal = "Acta Mathematica Universitatis Comenianae (Comenius University Czechoslovakia)", volume = "65", year = "1996", pages = "229--245" } @article{ipm:Halicka2, author = "M. 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Ye", title = "On potential reduction algorithms for some entropy optimization problems", type = "{Technical Report}", number = "CS--91--02", year = "1991", institution = "Computer Science Department, The Pennsylvania State University", address = "University Park, PA~16802, USA" } @techreport{ipm:Han4, author = "C. G. Han and P. M. Pardalos and Y. Ye", title = "Solving some engineering problems using an interior--point algorithm", type = "{Technical Report}", number = "CS--91--04", year = "1991", institution = "Computer Science Department, The Pennsylvania State University", address = "University Park, PA~16802, USA" } @article{ipm:Han5, author = "C. G. Han and P. M. Pardalos and Y. Ye", title = "On the solution of indefinite quadratic problems using an interior point algorithm", journal = "Informatica", volume = "3", year = "1992", pages = "474--496" } @article{ipm:Han6, author = "C. G. Han and P. M. Pardalos and Y. Ye", title = "Interior point algorithms for quadratic programming problems", journal = "Proceedings of the Conference on Optimization Methods and Their Applications (Nauka, USSR)", year = "1990", pages = "194--213", note = "(In Russian)" } @article{ipm:Han7, author = "C. G. Han and P. M. Pardalos and Y. Ye", title = "Implementation of interior--point algorithms for some entropy optimization problems", journal = "Optimization Methods and Software", volume = "1", year = "1992", pages = "71--80" } @article{ipm:Handschin1, author = "E. Handschin and M. Langer and E. Kliokys", title = "Interior point method for state estimation with current magnitude measurements and inequality constraints", journal = "Proceedings of the 1995 IEEE Power Industry Computer Application Conference (Salt Lake City, UT, USA, 1995)", volume = "", year = "1995", pages = "385--391", note = "See also Kliokys et al. \cite{ipm:Kliokys1}" } @article{ipm:Hane1, author = "C. A. Hane and C. Barnhart and E. L. 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Haverly", title = "Studies on behavior of the {Karmarkar} method", type = "{Technical Report}", year = "1985", institution = "Haverly Systems Inc.", address = "Denville, NJ~07834, USA" } @techreport{ipm:Haverly3, author = "C. A. Haverly", title = "Results of a new series of case runs using {Karmarkar's} algorithm", type = "{Technical Report}", year = "1985", institution = "Haverly Systems Inc.", address = "Denville, NJ~07834, USA" } @article{ipm:He1, author = "B. He and {E. de} Klerk and C. Roos and T. Terlay", title = "Method of approximate centers for semi--definite programming", journal = "Optimization Methods and Software", volume = "7", year = "1997", pages = "291--309" } @techreport{ipm:Heindl1, author = "G. Heindl", title = "{Eine Implementierung des Karmarkar Verfahrens~(An implementation of Karmarkar's algorithm)}", type = "{Interner Bericht der intergrierten Arbeitsgruppe Mathematische Probleme aus dem Ingenieurbereich}", year = "1985", month = "February", institution = "Fachbereich Mathematik, Gesamthochschule Wuppertal", address = "D--42097~Wuppertal~1, Germany", note = "(In German)" } @techreport{ipm:Heinkenschloss1, author = "M. Heinkenschloss and L. N. Vicente", title = "Analysis of inexact trust--region interior--point {SQP} algorithms", type = "{Technical Report}", number = "TR~95--18", year = "1995", institution = "Department of Computational and Applied Mathematics, Rice University", address = "Houston, TX~77251, USA" } @phdthesis{ipm:Helmberg1, author = "C. Helmberg", title = "An interior point method for semi--definite programming and max--cut bounds", year = "1994", month = "October", school = "Department of Mathematics, Graz University of Technology", address = "A--8010 Graz, Austria" } @article{ipm:Helmberg2, author = "C. Helmberg and F. Rendl and R. J. Vanderbei and H. Wolkowicz", title = "An interior--point method for semidefinite programming", journal = "SIAM Journal on Optimization", volume = "6", year = "1996", pages = "342--361" } @techreport{ipm:Helmberg3, author = "C. Helmberg", title = "Fixing variables in semidefinite relaxations", type = "{Preprint}", number = "SC--96--43", year = "1996", month = "December", institution = "Konrad--Zuse Zentrum f{\"u}r Informationstechnik Berlin", address = "D--14195~Berlin--Dahlem, Germany" } @techreport{ipm:Helmberg4, author = "C. Helmberg and F. Rendl", title = "A spectral bundle method for semidefinite programming", type = "{ZIB Preprint}", number = "SC--97--37", year = "1997", month = "August", institution = "Konrad--Zuse Zentrum f{\"u}r Informationstechnik Berlin", address = "D--14195~Berlin--Dahlem, Germany" } @incollection{ipm:Helmberg5, author = "C. Helmberg and S. Poljak and F. Rendl and H. Wolkowicz", title = "Combining semidefinite and polyhedral relaxations for integer programs", booktitle = "Integer Programming and Combinatorial Optimization (Proceedings of the 4th International IPCO Conference, Copenhagen, Denmark, May 1995)", editor = "E. Balas and J. Clausen", year = "1995", pages = "124--134", series = "Lecture Notes in Computer Science", volume = "920", publisher = "Springer Verlag", address = "Berlin, Germany" } @article{ipm:Helmke1, author = "U. Helmke", title = "Isospectral flows and linear programming", journal = "Journal of the Australian Mathematical Society, Series\,B", volume = "34", year = "1993", pages = "495--510" } @techreport{ipm:Hemmer1, author = "G. M. Hemmer", title = "Computational issues in the interior point methods", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Orlando, FL, USA}", year = "1992", month = "April", institution = "Department of Mathematics, Northwestern Illinois University", address = "Chicago, IL~60625, USA" } @techreport{ipm:Hernandez1, author = "S. Hernandez and J. Mata and J. Doria", title = "Optimization of large structural systems by using {Karmarkar's} method", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "University of Zaragoza", address = "Zaragoza, Spain" } @techreport{ipm:Herskovits1, author = "J. Herskovits and J. Asquier", title = "A quasi--{N}ewton interior point algorithm for nonlinear constrained optimization", type = "{Talk held at the DGOR--Jahrestagung in Vienna, Austria}", year = "1990", month = "August", institution = "Center of Technology, COPPE Federal University of Rio de Janeiro", address = "21941 Rio de Janeiro, Brazil" } @article{ipm:Herskovits2, author = "J. Herskovits and E. Laporte and P. {Le~Tallec} and G. Santos", title = "A quasi--{Newton} interior point algorithm applied to constrained optimum design in computational fluid dynamics", journal = "Revue Europ{\'e}enne des {\'E}l{\'e}ments Finis", volume = "5", year = "1996", pages = "595--617" } @mastersthesis{ipm:Hertog1, author = "{D. den} Hertog", title = "Interior point methods for linear programming", year = "1989", month = "May", school = "Faculty of Mathematics and Informatics, TU Delft", address = "NL--2628~BL~Delft, The Netherlands" } @article{ipm:Hertog2, author = "{D. den} Hertog and C. Roos", title = "A survey of search directions in interior point methods for linear programming", journal = "Mathematical Programming", volume = "52", year = "1991", pages = "481--509" } @techreport{ipm:Hertog3, author = "{D. den} Hertog and C. Roos and T. Terlaky", title = "A potential reduction method for a class of smooth convex programming problems", type = "{Technical Report}", number = "90--01", year = "1990", institution = "Faculty of Mathematics and Informatics, TU Delft", address = "NL--2628~BL~Delft, The Netherlands", note = "Rewritten in den Hertog et al.\ \cite{ipm:Hertog12}" } @article{ipm:Hertog4, author = "{D. den} Hertog and C. Roos and T. Terlaky", title = "On the classical logarithmic barrier function method for a class of smooth convex programming problems", journal = "Journal of Optimization Theory and Applications", volume = "73", year = "1992", pages = "1--25" } @techreport{ipm:Hertog5, author = "{D. den} Hertog and C. Roos and J.--Ph. Vial", title = "An ${O(n^{0.5}L)}$ complexity reduction for long step path following methods for linear programming", type = "Revised version of {Technical Report}", number = "89--85", year = "1990", institution = "Faculty of Mathematics and Informatics, TU Delft", address = "NL--2628~BL~Delft, The Netherlands", note = "Rewritten in den Hertog et al.\ \cite{ipm:Hertog10}" } @article{ipm:Hertog6, author = "{D. den} Hertog and C. Roos and T. Terlaky", title = "A potential reduction variant of {R}enegar's short--step path--following method for linear programming", journal = "Linear Algebra and Its Applications", volume = "152", year = "1991", pages = "43--68" } @article{ipm:Hertog7, author = "{D. den} Hertog and C. Roos and T. Terlaky", title = "Inverse barrier methods for linear programming", journal = "R.A.I.R.O. Recherche Operationnelle/Operations Research", volume = "28", year = "1994", pages = "123--133" } @article{ipm:Hertog8, author = "{D. den} Hertog and C. Roos and T. Terlaky", title = "A polynomial method of weighted centers for convex quadratic programming", journal = "Journal of Information \& Optimization Sciences", volume = "12", number = "2", year = "1991", pages = "187--205" } @article{ipm:Hertog9, author = "{D. den} Hertog and C. Roos and T. Terlaky", title = "A build--up variant of the path--following method for {LP}", journal = "Operations Research Letters", volume = "12", year = "1992", pages = "181--186" } @article{ipm:Hertog10, author = "{D. den} Hertog and C. Roos and J.--Ph. Vial", title = "A complexity reduction for the long--step path--following algorithm for linear programming", journal = "SIAM Journal on Optimization", volume = "2", year = "1992", pages = "71--87" } @techreport{ipm:Hertog11, author = "{D. den} Hertog and C. Roos and J.--Ph. Vial", title = "Polynomial--time long--steps algorithms for linear programming based on the use of the logarithmic barrier function", type = "{Unpublished Manuscript}", year = "1990", institution = "Faculty of Mathematics and Informatics, TU Delft", address = "NL--2628~BL~Delft, The Netherlands", note = "Talk given by C. Roos at the Conference on Progress in Mathematical Programming in Asilomar, CA, USA, February 1990" } @article{ipm:Hertog12, author = "{D. den} Hertog and C. Roos and T. Terlaky", title = "A large--step analytic center method for a class of smooth convex programming problems", journal = "SIAM Journal on Optimization", volume = "2", year = "1992", pages = "55--70" } @incollection{ipm:Hertog13, author = "{D. den} Hertog and C. Roos and T. Terlaky", title = "Adding and deleting constraints in a path--following method for linear programming", booktitle = "Advances in Optimization and Approximation", editor = "D.--Z. Du and J. Sun", year = "1994", pages = "166--185", series = "Nonconvex Optimization and Its Applications", volume = "1", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @article{ipm:Hertog14, author = "{D. den} Hertog and C. Roos and T. Terlaky", title = "On the monotonicity of the dual objective along barrier paths", journal = "Mathematical Programming Society Committee on Algorithms (COAL) Bulletin", volume = "20", year = "1992", pages = "2--7" } @techreport{ipm:Hertog15, author = "{D. den} Hertog and C. Roos and T. Terlaky", title = "Iri's polynomiality proof for the {Iri--Imai} method recast", type = "{Technical Report}", number = "91--74", year = "1991", institution = "Faculty of Mathematics and Informatics, TU Delft", address = "NL--2628~BL~Delft, The Netherlands" } @book{ipm:Hertog16, author = "{D. den} Hertog", title = "{Interior Point Approach to Linear, Quadratic and Convex Programming, Algorithms and Complexity}", year = "1994", series = "Mathematics and Its Applications", volume = "277", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @techreport{ipm:Hertog17, author = "{D. den} Hertog and F. Jarre and C. Roos and T. Terlaky", title = "A unifying investigation of interior--point methods for convex programming", type = "{Technical Report}", number = "92--89", year = "1992", institution = "Faculty of Mathematics and Informatics, TU Delft", address = "NL--2628~BL~Delft, The Netherlands" } @article{ipm:Hertog18, author = "{D. den} Hertog and J. A. Kaliski and C. Roos and T. Terlaky", title = "A note on central cutting plane methods for convex programming", journal = "Annals of Operations Research", volume = "58", year = "1995", pages = "69--98" } @article{ipm:Hertog19, author = "{D. den} Hertog and J. A. Kaliski and C. Roos and T. Terlaky", title = "A logarithmic barrier cutting plane method for convex programming", journal = "Annals of Operations Research", volume = "58", year = "1995", pages = "69--98" } @article{ipm:Hertog20, author = "{D. den} Hertog and F. Jarre and C. Roos and T. Terlaky", title = "A sufficient condition for self--concordance, with application to some classes of structured convex programming problems", journal = "Mathematical Programming", volume = "69", year = "1995", pages = "75--88" } @article{ipm:Herzel1, author = "S. Herzel and M. C. Recchioni and F. Zirilli", title = "A quadratically convergent method for linear programming", journal = "Linear Algebra and Its Applications", volume = "152", year = "1991", pages = "255--289" } @article{ipm:Herzel2, author = "S. Herzel and M. J. Todd", title = "Two interior--point algorithms for a class of convex programming problems", journal = "Optimization Methods and Software", volume = "5", year = "1995", pages = "27--55" } @article{ipm:Hettich1, author = "R. Hettich and G. Margraff", title = "Some experiments with {Karmarkar's} algorithm", journal = "Optimization", volume = "19", year = "1988", pages = "653--664" } @article{ipm:Hettich2, author = "R. Hettich and M. Ries", title = "A modified scaling algorithm for {LP}", journal = "Optimization", volume = "21", year = "1990", pages = "709--721" } @inbook{ipm:Hillier1, author = "F. S. Hillier and G. J. Lieberman", title = "Introduction to Operations Research", chapter = "4.9\,: {N}ew developments, pages 100--104, chapter\,9.4\,: {A}n interior--point algorithm", year = "1990", pages = "312--323", publisher = "McGraw--Hill", address = "", edition = "fifth" } @techreport{ipm:Hipolito1, author = "A. Hipolito", title = "A long step inverse barrier hybrid algorithm for linear programming", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Orlando, FL, USA}", year = "1992", month = "April", institution = "Department of Industrial and Systems Engineering, University of Florida", address = "Gainesville, FL~32611, USA", note = "See Hipolito \cite{ipm:Hipolito2}" } @techreport{ipm:Hipolito2, author = "A. Hipolito", title = "A long step linear programming algorithm based on quasi--{Newton} inverse barrier centering", type = "{Research Report}", number = "91--12", year = "1991", month = "October", institution = "Department of Industrial and Systems Engineering, University of Florida", address = "Gainesville, FL~32611, USA" } @article{ipm:Hipolito3, author = "A. L. Hipolito", title = "A weighted least squares study of robustness in interior point linear programming", journal = "Computational Optimization and Applications", volume = "2", year = "1993", pages = "29--46" } @techreport{ipm:Hipolito4, author = "A. Hipolito and D. W. Hearn", title = "An interior point based bundle method for decomposition and nonsmooth optimization", type = "{Manuscript}", year = "1995", institution = "Department of Industrial and Systems Engineering, University of Florida", address = "Gainesville, FL~32611, USA", note = "(In preparation)" } @techreport{ipm:Ho1, author = "J. K. Ho", title = "Linear programming with spreadsheet macros", type = "{Technical Report}", year = "1987", institution = "Management Science Program, University of Tennessee", address = "615--SMC, Knoxville, TN~37996--0562, USA" } @article{ipm:Hoffmann1, author = "A. J. Hoffmann and M. Mannos and D. Sokolowsky and N. Wiegmann", title = "Computational experience in solving linear programs", journal = "Journal of the Society for Industrial and Applied Mathematics (SIAM)", volume = "1", year = "1953", pages = "17--33" } @mastersthesis{ipm:Honig1, author = "R. Honig and G. I. Balistreri", title = "Implementation of the {Karmarkar} algorithm on a transputer network", year = "1989", month = "October", school = "Faculty of Electrical Engineering, Delft University of Technology", address = "NL--2628~BL~Delft, The Netherlands" } @article{ipm:Hooker1, author = "J. N. Hooker", title = "Karmarkar's linear programming algorithm", journal = "Interfaces", volume = "16", number = "4", year = "1986", pages = "75--90", note = "Errata in {\em Interfaces}, 17(1):128, 1987" } @article{ipm:Hotta1, author = "K. Hotta and A. Yoshise", title = "Global convergence of a class of non--interior--point algorithms using {Chen--Harker--Kanzow} functions for nonlinear complementary problems", journal = "S{\= u}rikaisekikenky{\= u}sho K{\= o}ky{\= u}roku", volume = "1004", year = "1997", pages = "40--70" } @techreport{ipm:Hotta2, author = "K. Hotta and M. Inaba and A. Yoshise", title = "A complexity analysis of a smoothing method using {Chen--Harker--Kanzow--S--functions} for monotone linear complementarity problems", type = "{Discussion Paper Series}", number = "807", year = "1999", institution = "Institute of Policy and Planning Sciences, University of Tsukuba", address = "Tsukuba, Ibaraki 305, Japan" } @techreport{ipm:Houck1, author = "D. Houck", title = "Introduction to the {AT~\&~T~KORBX System}", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Denver, CO, USA}", year = "1988", month = "October", institution = "AT~\&~T Bell Laboratories", address = "Holmdel, NJ~07733, USA" } @techreport{ipm:Hough1, author = "P. D. Hough and S. A. Vavasis", title = "Complete orthogonal decomposition for weighted least squares", type = "{Preprint}", year = "1995", month = "March", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853, USA" } @techreport{ipm:Housos1, author = "E. C. Housos and C. C. Huang and J. M. Liu", title = "Parallel vector computational considerations on the {AT~\&~T~KORBX System}", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Denver, CO, USA}", year = "1988", month = "October", institution = "AT~\&~T~Bell Laboratories", address = "Holmdel, NJ~07733, USA" } @article{ipm:Housos2, author = "E. C. Housos and C. C. Huang and J. M. Liu", title = "Parallel algorithms for the {AT~\&~T~KORBX System}", journal = "AT~\&~T~Technical Journal", volume = "68", year = "1989", pages = "37--47" } @article{ipm:Hsieh1, author = "Y.--C. Hsieh and D. L. Brucker", title = "New infeasible interior--point algorithm based on monomial method", journal = "Computers and Operations Research", volume = "23", year = "1996", pages = "653--666" } @misc{ipm:Hu1, author = "T. C. Hu", title = "Linear programming algorithms and computational results", year = "1987", address = "Department of Computer Science, University of California, La Jolla, CA 92093, USA", note = "Panel--Discussion at the ORSA/TIMS Joint National Meeting in St.~Louis, October 1987" } @techreport{ipm:Huang1, author = "S. Huang", title = "A primal--dual algorithm for linear programming", type = "{Technical Report}", year = "1989", institution = "College of Business Administration, University of Iowa", address = "Iowa City, IA~52240, USA" } @techreport{ipm:Huang2, author = "S. Huang and K. O. Kortanek", title = "A simultaneous primal-- and dual--potential reduction algorithm for linear programming", type = "{Working Paper Series}", number = "89--2", year = "1989", institution = "College of Business Administration, University of Iowa", address = "Iowa City, IA~52240, USA" } @techreport{ipm:Huang3, author = "S. Huang and K. O. Kortanek", title = "A large--step simultaneous primal--dual potential reduction algorithm for {LP}", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Philadelphia, PA, USA}", year = "1990", month = "October", institution = "College of Business Administration, University of Iowa", address = "Iowa City, IA~52240, USA" } @article{ipm:Huang4, author = "S. Huang and K. O. Kortanek", title = "A note on a potential reduction algorithm for {LP} with simultaneous primal--dual updating", journal = "Operations Research Letters", volume = "10", year = "1991", pages = "501--507" } @techreport{ipm:Huang5, author = "S. Huang and J. Ji and F. Potra", title = "A superlinearity convergent {$O(\sqrt{n} L)$}--iteration predictor--corrector algorithm for linear complementarity problems", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "College of Business Administration, University of Iowa", address = "Iowa City, IA~52240, USA" } @techreport{ipm:Huang6, author = "S. Huang and Y. Ye", title = "On the average number of iterations of the polynomial interior--point algorithms for linear programming", type = "{Working Paper Series}", number = "91--16", year = "1991", institution = "Department of Management Sciences, University of Iowa", address = "Iowa City, IA~52240, USA" } @article{ipm:Huang7, author = "S. Huang and K. O. Kortanek", title = "On the length of primal--dual projection of potential reduction algorithm", journal = "Optimization", volume = "34", year = "1995", pages = "161--171" } @article{ipm:Huang8, author = "S. Huang and K. O. Kortanek", title = "A hybrid polynomial algorithm for linear programming", journal = "Systems Science and Mathematical Sciences", volume = "9", year = "1996", pages = "67--75" } @article{ipm:Huang9, author = "C. Huang and B. Yu and Y. Wang", title = "A new interior path following method for nonconvex nonlinear programming", journal = "Northeastern Mathematical Journal", volume = "13", year = "1997", pages = "257--260" } @incollection{ipm:Huard1, author = "P. Huard", title = "Resolution of mathematical programming with nonlinear constraints by the method of centers", booktitle = "Nonlinear Programming", editor = "J. Abadie", year = "1967", pages = "207--219", publisher = "North Holland", address = "Amsterdam, The Netherlands" } @incollection{ipm:Huard2, author = "P. Huard", title = "A method of centers by upper--bounding functions with applications", booktitle = "Nonlinear Programming\,: Proceedings of a Symposium held at the University of Wisconsin, Madison, Wisconsin, USA, May 1970", editor = "J. B. Rosen and O. L. Mangasarian and K. Ritter", year = "1970", pages = "1--30", publisher = "Academic Press", address = "New York, USA" } @article{ipm:Huard3, author = "P. Huard and B. T. Lieu", title = "La methode des centres dans un espace topologique", journal = "Numerische Mathematik", volume = "8", year = "1968", pages = "56--67", note = "(In French)" } @phdthesis{ipm:Huhn1, author = "P. Huhn", title = "{Schranken f{\"u}r die durchschnittliche Laufzeit des Simplexverfahrens und von Innere--Punkte--Verfahren (Bounds for the average running time of the simplex--method and od interior--point methods)}", year = "1997", month = "August", school = "Mathematische Naturwissentschaftliche Fakult{\"a}t, Universit{\"a} Augsburg", address = "Augsburg, Germany", note = "In German, English Summary. Published as\,: {\it{Augsburger Mathematisch--Naturwissentschaftliche Schriften 16, 223pp., Dr.\, Bernd Wi{\ss}ner Verlag, Augsburg, Germany, ISBN\,3--89639--067--8, 1997}}" } @techreport{ipm:Hung1, author = "P. F. Hung and Y. Ye", title = "An asymptotically {$O(\sqrt{n}L)$} iteration algorithm that uses long steps", type = "{Technical Report}", year = "1994", month = "March", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA", note = "See also Hung and Ye \cite{ipm:Hung2}" } @article{ipm:Hung2, author = "P. F. Hung and Y. Ye", title = "An asymptotical $O(\sqrt{n}L)$--iteration path--following linear programming algorithm that uses wide neighborhoods", journal = "SIAM Journal on Optimization", volume = "6", year = "1996", pages = "570--586" } @article{ipm:Hurd1, author = "J. K. Hurd and F. H. Murphy", title = "Exploiting special structure in primal dual interior point methods", journal = "ORSA Journal on Computing", volume = "4", year = "1992", pages = "38--44" } @article{ipm:Hwang1, author = "T.--M. Hwang and C.--H. Lin and W.--W. Lin and S.--C. Fang", title = "A relaxed primal--dual path following algorithm for linear programming", journal = "Annals of Operations Research", volume = "62", year = "1996", pages = "173--196" } @inbook{ipm:Ignizio1, author = "J. P. Ignizio and T. M. Cavalier", title = "{Linear Programming}", chapter = "7\,: {Alternatives} to the simplex algorithm", pages = "247--271", year = "1994", publisher = "Prentice Hall", address = "Englewood Cliffs, NJ~07632, USA" } @techreport{ipm:Ikura1, author = "Y. Ikura and D. Stein", title = "Computational experience with a {Karmarkar--based} approach to solve multi--period, multi--refinery production models", type = "{Talk held at the 12th Triennial Conference on Operations Research in Athens, Greece}", year = "1990", month = "June", institution = "AT~\&~T~Bell Laboratories" } @incollection{ipm:Illes1, author = "T. Ill{\'e}s and C. Roos and T. Terlaky", title = "Polynomial affine--scaling algorithms for ${P_{*}(\kappa)}$ linear complementarity problems", booktitle = "{Recent Advances in Optimization (Trier, Germany, 1996)}", editor = "P. Gritzmann and R. Horst and E. Sachs and R. Tichatschke", series = "Lecture Notes in Economics and Mathematical Systems", volume = "452", pages = "119--137", year = "1997", publisher = "Springer Verlag", address = "Berlin, Germany" } @techreport{ipm:Illes2, author = "T. Ill{\'e}s and J. Peng and C. Roos and T. Terlaky", title = "A strongly polynomial rounding procedure yielding a maximally complementary solution for {$P_*(\kappa)$} linear complementarity problems", type = "{Technical Report}", number = "98--15", year = "1998", month = "July", institution = "Faculty of Information Technology and Systems Subfaculty of Technical Mathematics and Informatics, Department of Statistics, Stochastic and Operations Research, Delft University of Technology,", address = "P.O. Box 5031, 2600 GA Delft, The Netherlands" } @article{ipm:Imae1, author = "J. Imae and T. Furudate and S. Sugawara", title = "A simple numerical method for minimizing the maximum eigenvalues of symmetric matrices via nonlinear differential equation solvers", journal = "Proceedings of the 35th IEEE conference on Decision and Control", volume = "4/4", year = "1996", pages = "4514--4525" } @article{ipm:Imai1, author = "H. Imai", title = "Extensions of the multiplicative penalty function for linear programming", journal = "Journal of the Operations Research Society of Japan", volume = "30", year = "1987", pages = "160--179" } @article{ipm:Imai2, author = "H. Imai", title = "On the convexity of the multiplicative version of {Karmarkar's} potential function", journal = "Mathematical Programming", volume = "40", year = "1988", pages = "29--32" } @article{ipm:Imai3, author = "H. Imai", title = "Recent trends in linear programming", journal = "Journal of the Institute of Electronics, Information and Communication Engineers (Japan)", volume = "72", number = "10", year = "1989", pages = "1053--1058", note = "(In Japanese)" } @article{ipm:Imai4, author = "H. Imai", title = "On the polynomiality of the multiplicative penalty function method for linear programming and related inscribed ellipsoids", journal = "Transactions of the Institute of Electronics, Information and Communication Engineers (Japan)", volume = "E74", number = "4", year = "1991", month = "April", pages = "669--671" } @techreport{ipm:IBM1, key = "IBM1", title = "{\emph{Optimization Subroutine Library (OSL)\,: Guide and References}}", type = "Manual", institution = "IBM Corporation", address = "Kingston, USA", year = "1991", note = "See also Forrest and Tomlin \cite{ipm:Forrest2}", url = "http://www.research.ibm.com/osl/" } @techreport{ipm:Iri1, author = "M. Iri", title = "Another 'simple and fast' algorithm for linear programming", type = "{Talk held at the 12th Symposium on Mathematical Programming in Cambridge, MA, USA}", year = "1985", institution = "Department of Mathematical Engineering and Instrumentation Physics, University of Tokyo", address = "Tokyo, Japan" } @article{ipm:Iri2, author = "M. Iri", title = "Integrability of vector and polyvector fields associated with interior point methods", journal = "Mathematical Programming", volume = "52", year = "1991", pages = "511--525" } @article{ipm:Iri3, author = "M. Iri and H. Imai", title = "A multiplicative penalty function for linear programming-- another ''new and fast'' algorithm", journal = "Proceedings of the 6th Mathematical Programming Symposium of Japan, Tokyo, Japan", year = "1985", pages = "97--120" } @article{ipm:Iri4, author = "M. Iri and H. Imai", title = "A multiplicative barrier function method for linear programming", journal = "Algorithmica", volume = "1", number = "4", year = "1986", pages = "455--482" } @incollection{ipm:Iri5, author = "M. Iri and H. Imai", title = "Theory of the multiplicative penalty function method for linear programming", booktitle = "Discrete Algorithms and Complexity\,: Proceedings of the Japan--US Joint Seminar, Kyoto, Japan, June 1986", editor = "D. S. Johnson and T. Nishizeki and A. Nozaki and H. S. Wilf", year = "1987", pages = "417--435", publisher = "Academic Press", address = "New York" } @article{ipm:Iri6, author = "M. Iri", title = "A proof of the polynomiality of the {Iri--Imai} method for linear programming", journal = "Journal of Complexity", volume = "9", year = "1993", pages = "269--290" } @article{ipm:Irisarri1, author = "G. D. Irisarri and X. Wang and J. Tong and S. Mokhtari", title = "Maximum loadability of power systems using interior point nonlinear optimization method", journal = "IEEE Transactions on Power Systems", volume = "12", year = "1997", pages = "162--172" } @article{ipm:Irisarri2, author = "G. D. Irisarri and L. M. Kimball and K. A. Clements and A. Bagchi and P. W. Davis", title = "Economic dispatch with network and ramping constraints via interior point methods", journal = "IEEE Transactions on Power Systems", volume = "13", year = "1998", pages = "236--242" } @article{ipm:Ishihara1, author = "T. Ishihara and M. Kojima", title = "On the {\em big M} in the affine scaling algorithm", journal = "Mathematical Programming", volume = "62", year = "1993", pages = "85--93" } @article{ipm:Ito1, author = "S. Ito and C. T. Kelley and E. W. Sachs", title = "Inexact primal--dual interior point iteration for linear programs in function spaces", journal = "Computational Optimization and Applications", volume = "4", year = "1995", pages = "189--201" } @article{ipm:Ito2, author = "S. Ito", title = "A primal--dual interior--point algorithm for state--constrained {LQ} optimal control problems", journal = "Proceedings of the 1995 American Control Conference (Seattle, WA, USA, June 1995)", volume = "3", year = "1995", pages = "2077--2078" } @article{ipm:Ito3, author = "S. Ito", title = "An interior point method for linear programming problems on a function space", journal = "Proceedings of the Institute Statistical Mathematics", volume = "42", year = "1994", pages = "239--246", note = "(In Japanese)" } @article{ipm:Iusem1, author = "A. N. Iusem", title = "An interior point multiplicative method for optimization under positivity constraints", journal = "Acta Applicatae Mathematicae", volume = "38", year = "1995", pages = "163--184" } @article{ipm:Iusem2, author = "A. N. Iusem and B. F. Svaiter and M. Teboulle", title = "Multiplicative interior gradient methods for minimization over the nonnegative orthant", journal = "SIAM Journal on Control and Optimization", volume = "34", year = "1996", pages = "389--406" } @article{ipm:Iusem3, author = "A. N. Iusem", title = "An interior point method for the nonlinear complementarity problem", journal = "Applied Numerical Mathematics", volume = "24", year = "1997", pages = "469--482" } @techreport{ipm:Iusem4, author = "A. Iusem and R. D. C. Monteiro", title = "On dual convergence of the generalized proximal point method with {Bregman} distances", type = "{Manuscript}", year = "1997", month = "October", institution = "School of Industrial and Systems Engineering, Georgia Institute of Technology", address = "Atlanta, GA~30322, USA" } @article{ipm:Izhutkin1, author = "V. S. Izhutkin and M. V. Petropavlovski{\v{o}} and A. V. Blinov", title = "The center and the barrier function methods using reduced directions for the nonlinear programming problem", journal = "Izvestiya Vyssihikh Uchebnykh Zavedemi{\v{i}} Matematika", volume = "", year = "1996", pages = "30--41", note = "(In Russian. Translated in {\emph{Russian Mathematics}})" } @article{ipm:Jamsek1, author = "J. Jam{\u{s}}ek", title = "Karmarkar's algorithm for linear programming", journal = "Obzornik za Matematiko in Fiziko", volume = "38", number = "6", year = "1991", pages = "161--169", note = "(In Slovenian, English summary)" } @techreport{ipm:Jan1, author = "G. M. Jan and S.--C. Fang", title = "A variant of affine--scaling method for linear programming", type = "{Talk held at the ORSA/TIMS Joint National Meeting in New York, NY, USA}", year = "1989", month = "October", institution = "North Carolina State University", address = "Raleigh, NC~27695-7913, USA", note = "See Jan \cite{ipm:Jan3}, and Jan and Fang \cite{ipm:Jan2}" } @article{ipm:Jan2, author = "G. M. Jan and S.--C. Fang", title = "A new variant of the primal affine scaling method for linear programs", journal = "Optimization", volume = "22", number = "5", year = "1991", pages = "681--715" } @phdthesis{ipm:Jan3, author = "G. M. Jan", title = "A new variant of the primal affine scaling algorithm for linear programs", year = "1990", month = "July", school = "Department of Operations Research, North Carolina State University", address = "Raleigh, NC~27695-7913, USA" } @article{ipm:Janacek1, author = "J. Janacek", title = "{Perspektivy Karmarkarova algorithmu v linearnim programovani (Perspectives of Karmarkar's algorithm in linear programming)}", journal = "Ekonomicko--Matematicky Obzor (Czechoslovakia)", volume = "25", number = "1", year = "1989", pages = "50--63", note = "(In Czech)" } @techreport{ipm:Jansen1, author = "B. Jansen and C. Roos and T. Terlaky", title = "An interior point approach to postoptimal and parametric analysis in linear programming", type = "{Technical Report}", number = "92--21", year = "1992", month = "April", institution = "Faculty of Technical Mathematics and Informatics, TU Delft", address = "NL--2628~CD~Delft, The Netherlands", note = "New subtitle: {\em Optimal bases versus optimal partitions for postoptimal analysis in linear programming}" } @incollection{ipm:Jansen2, author = "B. Jansen and C. Roos and T. Terlaky and J.--Ph. Vial", title = "Interior--point methodology for linear programming\,:\, {Duality}, sensitivity analysis and computational aspects", booktitle = "Optimization in Planning and Operation of Electric Power Systems (Lecture Notes of the SVOR/ASRO Tutorial, Thun, Switzerland, October 14--16, 1992)", editor = "K. Frauendorfer and H. Glavitsch and R. Bacher", year = "1993", pages = "57--123", publisher = "Physica Verlag (A Springer Company)", address = "Heidelberg, Germany", note = "See also Roos \cite{ipm:Roos21}" } @article{ipm:Jansen3, author = "B. Jansen and C. Roos and T. Terlaky", title = "Primal--dual algorithms for linear programming based on the logarithmic barrier method", journal = "Journal of Optimization Theory and Applications", volume = "83", year = "1994", pages = "1--26" } @article{ipm:Jansen4, author = "B. Jansen and C. Roos and T. Terlaky", title = "The theory of linear programming\,: {Skew} symmetric self--dual problems and the central path", journal = "Optimization", volume = "29", year = "1994", pages = "225--233" } @incollection{ipm:Jansen5, author = "B. Jansen and C. Roos and T. Terlaky", title = "On {Vaidya's} volumetric center method for convex programming", booktitle = "Symposium on Applied Mathematical Programming and Modeling (APMOD '93), Budapest, Hungary, January 1993, Volume of Extended Abstracts", editor = "I. Maros", year = "1992", month = "December", pages = "289--295", publisher = "Computer and Automation Institute, Hungarian Academy of Sciences", address = "Budapest, Hungary" } @techreport{ipm:Jansen6, author = "B. Jansen", title = "An introduction to interior point algorithms for linear and convex quadratic programming", type = "{Technical Report}", number = "9276/A", year = "1992", institution = "Economic Institute, Erasmus University Rotterdam", address = "NL--3000~DR~Rotterdam, The Netherlands" } @article{ipm:Jansen7, author = "B. Jansen and C. Roos and T. Terlaky", title = "A polynomial primal--dual {Dikin}--type algorithm for linear programming", journal = "Mathematics of Operations Research", volume = "21", year = "1996", pages = "341--353" } @article{ipm:Jansen8, author = "B. Jansen and C. Roos and T. Terlaky and J.--Ph. Vial", title = "Primal--dual target--following algorithms for linear programming", journal = "Annals of Operations Research", volume = "62", year = "1996", pages = "197--231" } @article{ipm:Jansen9, author = "B. Jansen and C. Roos and T. Terlaky", title = "A family of polynomial affine scaling algorithms for positive semidefinite linear complementarity problems", journal = "SIAM Journal on Optimization", volume = "7", year = "1997", pages = "126--140" } @article{ipm:Jansen10, author = "B. Jansen and C. Roos and T. Terlaky", title = "Long--step primal--dual target--following algorithms for linear programming", journal = "Mathematical Models of Operations Research", volume = "44", year = "1996", pages = "11--30" } @article{ipm:Jansen11, author = "B. Jansen and C. Roos and T. Terlaky and Y. Ye", title = "Improved complexity using higher--order correctors for primal--dual {Dikin} affine scaling", journal = "Mathematical Programming", volume = "76", year = "1997", pages = "117--130" } @article{ipm:Jansen12, author = "B. Jansen and {J. J. de} Jong and C. Roos and T. Terlaky", title = "Sensitivity analysis in linear programming\,: {Just} be careful\,!", journal = "European Journal of Operational Research", volume = "101", year = "1997", pages = "15--28" } @techreport{ipm:Jansen13, author = "B. Jansen and C. Roos and T. Terlaky", title = "A short survey on ten years interior point methods", type = "{Technical Report}", number = "95--45", year = "1995", institution = "Faculty of Technical Mathematics and Informatics, TU Delft", address = "NL--2600~GA~Delft, The Netherlands" } @techreport{ipm:Jansen14, author = "B. Jansen and C. Roos and T. Terlaky", title = "A new algorithm for the computation of the smallest eigenvalue of a symmetric matrix and its eigenspace", type = "{Technical Report}", number = "95--70", year = "1995", institution = "Faculty of Technical Mathematics and Informatics, TU Delft", address = "NL--2600~GA~Delft, The Netherlands" } @article{ipm:Jansen15, author = "B. Jansen and C. Roos and T. Terlaky and A. Yoshise", title = "Polynomiality of primal--dual affine scaling algorithms for nonlinear complementarity problems", journal = "Mathematical Programming", volume = "78", year = "1997", pages = "315--345" } @article{ipm:Jansen16, author = "B. Jansen and C. Roos and T. Terlaky", title = "Interior point methods, a decade after {Karmarkar} -- {A} survey, with application to the smallest eigenvalue problem", journal = "Statistica Nederlandica", volume = "50", year = "1996", pages = "146--170" } @incollection{ipm:Jansen17, author = "B. Jansen and C. Roos and T. Terlaky", title = "Introduction to the theory of interior point methods", booktitle = "Interior Point Methods of Mathematical Programming", editor = "T. Terlaky", year = "1996", pages = "3--34", series = "Applied Optimization", volume = "5", publisher = "Kluer Academic Publishers", address = "Dordrecht, The Netherlands" } @incollection{ipm:Jansen18, author = "B. Jansen and C. Roos and T. Terlaky", title = "Target--following methods for linear programming", booktitle = "Interior Point Methods of Mathematical Programming", editor = "T. Terlaky", year = "1996", pages = "83--124", series = "Applied Optimization", volume = "5", publisher = "Kluer Academic Publishers", address = "Dordrecht, The Netherlands" } @book{ipm:Jansen19, author = "B. Jansen", title = "{Interior Point Techniques in Optimization\,: Complexity, Sensitivity and Algorithms}", year = "1997", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands", series = "Applied Optimization", volume = "6" } @article{ipm:Jarre1, author = "F. Jarre", title = "On the convergence of the method of analytic centers when applied to convex quadratic programs", journal = "Mathematical Programming", volume = "49", year = "1990/91", pages = "341--358" } @techreport{ipm:Jarre2, author = "F. Jarre", title = "The method of analytic centers for smooth convex programs", type = "Preprint", number = "165", year = "1989", month = "February", institution = "Institut f{\"u}r Angewandte Mathematik und Statistik, Universit{\"a}t W{\"u}rzburg", address = "Am Hubland, D--97074~W{\"u}rzburg, Germany", note = "See also Jarre \cite{ipm:Jarre7}" } @incollection{ipm:Jarre3, author = "F. Jarre", title = "On the method of analytic centers for solving smooth convex programs", booktitle = "Optimization\,: Proceedings of the 5th French--German Conference in Castel--Novel, Varetz, France, October 1988", editor = "S. Dolecki", year = "1989", pages = "69--86", series = "Lecture Notes in Mathematics", volume = "1405", publisher = "Springer Verlag", address = "Berlin, Germany" } @techreport{ipm:Jarre4, author = "F. Jarre", title = "A homotopy method for convex programming", type = "{Talk held at the First International Symposium on Interior Point Methods for Linear Programming\,: Theory and Practice, in Scheveningen, The Netherlands}", year = "1990", month = "January", institution = "Institut f{\"u}r Angewandte Mathematik und Statistik, Universit{\"a}t W{\"u}rzburg", address = "Am Hubland, D--97074~W{\"u}rzburg, Germany" } @incollection{ipm:Jarre5, author = "F. Jarre and G. Sonnevend and J. Stoer", title = "An implementation of the method of analytic centers", booktitle = "Analysis and Optimization of Systems", editor = "A. Bensoussan and J. L. Lions", year = "1988", pages = "297--308", series = "Lecture Notes in Control and Information Sciences", volume = "111", publisher = "Springer Verlag", address = "Berlin, Germany" } @techreport{ipm:Jarre6, author = "F. Jarre", title = "Convergence of the method of analytic centers for generalized convex programs", type = "DFG--Report", number = "67", year = "1988", month = "May", institution = "Institut f{\"u}r Angewandte Mathematik und Statistik, Universit{\"a}t W{\"u}rzburg", address = "Am Hubland, D--97074~W{\"u}rzburg, Germany", note = "Revised October 1988. The revised version is identical to Jarre \cite{ipm:Jarre3}" } @phdthesis{ipm:Jarre7, author = "F. Jarre", title = "The method of analytic centers for smooth convex programs", year = "1989", school = "Institut f{\"u}r Angewandte Mathematik und Statistik, Universit{\"a}t W{\"u}rzburg", address = "Am Hubland, D--97074~W{\"u}rzburg, Germany" } @techreport{ipm:Jarre8, author = "F. Jarre", title = "Interior--point methods for convex programming", type = "{Technical Report}", number = "SOL~90--16", year = "1990", institution = "Systems Optimization Laboratory, Department of Operations Research, Stanford University", address = "Stanford, CA~94305, USA", note = "See also Jarre \cite{ipm:Jarre15}" } @incollection{ipm:Jarre9, author = "F. Jarre and G. Sonnevend and J. Stoer", title = "On the complexity of a numerical algorithm for solving generalized convex quadratic programs by following a central path", booktitle = "Mathematical Developments Arising from Linear Programming\,: Proceedings of a Joint Summer Research Conference held at Bowdoin College, Brunswick, Maine, USA, June/July 1988", editor = "J. C. Lagarias and M. J. Todd", year = "1990", pages = "233--242", series = "Contemporary Mathematics", volume = "114", publisher = "American Mathematical Society", address = "Providence, Rhode Island, USA" } @article{ipm:Jarre10, author = "F. Jarre and M. A. Saunders", title = "An adaptive primal--dual method for linear programming", journal = "Mathematical Programming Society Committee on Algorithms (COAL) Newsletter", volume = "19", year = "1991", month = "August", pages = "7--16" } @article{ipm:Jarre11, author = "F. Jarre", title = "An interior--point method for minimizing the largest eigenvalue of a linear combination of matrices", journal = "SIAM Journal on Control and Optimization", volume = "31", year = "1993", pages = "1360--1377", note = "See also {\em NATO ASI Series E Vol.\,232 (1993), pp. 395}" } @article{ipm:Jarre12, author = "F. Jarre and M. A. Saunders", title = "A practical interior--point method for convex programming", journal = "SIAM Journal on Optimization", volume = "5", year = "1995", pages = "149--171" } @techreport{ipm:Jarre13, author = "F. Jarre", title = "An efficient line search for logarithmic barrier functions", type = "{Technical Report}", number = "188", year = "1992", month = "May", institution = "Institut f{\"u}r Angewandte Mathematik und Statistik, Universit{\"a}t W{\"u}rzburg", address = "Am Hubland, D--97074~W{\"u}rzburg, Germany", note = "For an extended abstract see Jarre \cite{ipm:Jarre17}" } @techreport{ipm:Jarre14, author = "F. Jarre", title = "On the convergence of the method of analytic centers when applied to convex quadratic programs", type = "{DFG--Report}", number = "35", year = "1987", institution = "Institut f{\"u}r Angewandte Mathematik und Statistik, Universit{\"a}t W{\"u}rzburg", address = "Am Hubland, D--97074~W{\"u}rzburg, Germany", note = "Preliminary version of Jarre \cite{ipm:Jarre1}" } @article{ipm:Jarre15, author = "F. Jarre", title = "Interior--point methods for convex programming", journal = "Applied Mathematics \& Optimization", volume = "26", year = "1992", pages = "287--311", note = "See also Jarre \cite{ipm:Jarre8}" } @article{ipm:Jarre16, author = "F. Jarre", title = "Optimal ellipsoidal approximations around the analytic center", journal = "Applied Mathematics \& Optimization", volume = "30", year = "1994", pages = "15--19" } @incollection{ipm:Jarre17, author = "F. Jarre", title = "An efficient line--search for logarithmic barrier functions", booktitle = "Symposium on Applied Mathematical Programming and Modeling (APMOD '93), Budapest, Hungary, January 1993, Volume of Extended Abstracts", editor = "I. Maros", year = "1992", month = "December", pages = "296--303", publisher = "Computer and Automation Institute, Hungarian Academy of Sciences", address = "Budapest, Hungary", note = "See also Jarre \cite{ipm:Jarre13}" } @techreport{ipm:Jarre18, author = "F. Jarre and S. Mizuno", title = "An infeasible--interior--point algorithm using projections onto a convex set", type = "{Technical Report}", number = "206", year = "1993", month = "August", institution = "Institut f{\"u}r Angewandte Mathematik und Statistik, Universit{\"a}t W{\"u}rzburg", address = "Am Hubland, D--97074~W{\"u}rzburg, Germany", note = "See also Mizuno and Jarre \cite{ipm:Mizuno23}" } @article{ipm:Jarre19, author = "F. Jarre", title = "A new line--search step based on the {Weierstrass} ${\cal{P}}$--function for minimizing a class of logarithmic barrier functions", journal = "Numerische Mathematik", volume = "68", year = "1994", pages = "81--94" } @techreport{ipm:Jarre20, author = "F. Jarre and S. J. Wright", title = "On the role of the objective function in barrier methods", type = "{Preprint}", number = "MSC--P485--1294", year = "1994", month = "December", institution = "Mathematics and Computer Science Division, Argonne National Laboratory", address = "Argonne, IL~60439, USA" } @article{ipm:Jarre21, author = "F. Jarre", title = "Interior--point methods via self--concordance or relative {Lipschitz} condition", journal = "Optimization Methods and Software", volume = "5", year = "1995", pages = "75--104", note = "See also Jarre \cite{ipm:Jarre22}" } @techreport{ipm:Jarre22, author = "F. Jarre", title = "Interior--point methods via self--concordance or relative {Lipschitz} condition", type = "{Habilitationthesis}", year = "1994", month = "March", institution = "Institut f{\"u}r Angewandte Mathematik und Statistik, Universit{\"a}t W{\"u}rzburg", address = "Am Hubland, D--97074~W{\"u}rzburg, Germany", note = "See also Jarre \cite{ipm:Jarre21}" } @incollection{ipm:Jarre23, author = "F. Jarre", title = "Interior--point methods for classes of convex programs", booktitle = "Interior Point Methods of Mathematical Programming", editor = "T. Terlaky", year = "1996", pages = "255--296", series = "Applied Optimization", volume = "5", publisher = "Kluer Academic Publishers", address = "Dordrecht, The Netherlands" } @techreport{ipm:Jarre24, author = "F. Jarre and M. Kocvara and J. Zowe", title = "Interior point methods for mechanical design problems", type = "{Preprint}", number = "173", year = "1996", institution = "Institut f{\"u}r Angewandte Mathematik, Universit{\"a}t Erlangen--N{\"u}rnberg", address = "Martensstr. 3, D--91058 Erlangen, Germany" } @techreport{ipm:Jarre25, author = "F. Jarre and M. Wechs", title = "Extending {Mehrotra's} corrector for linear programs", type = "{Preprint}", number = "219", year = "1996", month = "December", institution = "Mathematische Institute der Universit{\"a}t W{\"u}rzburg", address = "Am Hubland, D--97074~W{\"u}rzburg, Germany", note = "(Revised October 1997)" } @techreport{ipm:Jarre26, author = "F. Jarre", title = "A {QQP}--minimization method for semidefinite and smooth nonconvex programs", type = "{Technical Report}", number = "", year = "1998", month = "August", institution = "Mathematisches Institut der Universit{\"a}t Trier", address = "Trier, Germany" } @article{ipm:Jarre27, author = "F. Jarre and M. Kocvara and J. Zowe", title = "Optimal truss design by interior--point methods", journal = "SIAM Journal on Optimization", volume = "8", year = "1998", pages = "1084--1107" } @techreport{ipm:Jensen1, author = "D. L. Jensen and A. E. Steger", title = "A variation of {Karmarkar's} algorithm to solve linear programs in standard form", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Los Angeles, CA, USA}", year = "1986", month = "April", institution = "State University of New York", address = "Stony Brook, NY~11794, USA", note = "See Steger \cite{ipm:Steger1}" } @techreport{ipm:Jensen2, author = "D. L. Jensen and R. Polyak and R. R. Schneur", title = "Numerical experience with the modified barrier functions method for linear--constrained optimization problems", type = "{Technical Report}", year = "1992", month = "May", institution = "Mathematical Sciences Department, IBM~T.~J.~Watson Research Center", address = "Yorktown Heights, NY~10598, USA", note = "See also Polyak \cite{ipm:Polyak3}" } @techreport{ipm:Jensen3, author = "D. L. Jensen and R. Polyak", title = "Decomposition in {LP} based on modified barrier function", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "Mathematical Sciences Department, IBM~T.~J.~Watson Research Center", address = "Yorktown Heights, NY~10598, USA" } @article{ipm:Jensen4, author = "D. L. Jensen and R. A. Polyak", title = "The convergence of a modified barrier method for convex programming", journal = "IBM Journal of Research and Development", volume = "38", year = "1994", pages = "307--321" } @techreport{ipm:Ji1, author = "J. Ji and F. Potra and R. A. Tapia and Y. Zhang", title = "An interior--point method with polynomial complexity and superlinear convergence for linear complementarity problems", type = "{Technical Report}", number = "TR--91--23", year = "1991", institution = "Department of Mathematical Sciences, Rice University", address = "Houston, TX~77251, USA" } @article{ipm:Ji2, author = "J. Ji and F. Potra", title = "An interior--point algorithm for quadratically constrained entropy minimization problems", journal = "Journal of Optimization Theory and Applications", volume = "77", year = "1993", pages = "79--95" } @techreport{ipm:Ji3, author = "J. Ji and Y. Ye", title = "Complexity analysis of {Karmarkar's} algorithm", type = "{Working Paper}", number = "90--5", year = "1990", institution = "Department of Mathematics, The University of Iowa", address = "Iowa City, IA~52242, USA" } @article{ipm:Ji4, author = "J. Ji and F. Potra and S. Huang", title = "A predictor--corrector method for linear complementarity problems with polynomial complexity and superlinear convergence", journal = "Journal of Optimization Theory and Applications", volume = "85", year = "1995", pages = "187--199" } @techreport{ipm:Ji5, author = "J. Ji and F. Potra", title = "On the average complexity of finding an {$\varepsilon$}--optimal solution for linear programming", type = "{Reports on Computational Mathematics}", number = "25", year = "1992", month = "March", institution = "Department of Mathematics, The University of Iowa", address = "Iowa City, IA~52242, USA" } @article{ipm:Ji6, author = "J. Ji and Y. Ye", title = "A complexity analysis for interior--point algorithms based on {Karmarkar's} potential function", journal = "SIAM Journal on Optimization", volume = "4", year = "1994", pages = "512--520" } @article{ipm:Ji7, author = "J. Ji and F. A. Potra and R. Sheng", title = "A predictor--corrector method for solving the {$P_{*}(\kappa)$}--matrix {LCP} from infeasible starting points", journal = "Optimization Methods and Software", volume = "6", year = "1995", pages = "109--126" } @incollection{ipm:Ji8, author = "J. Ji and F. Potra", title = "Tapia indicators and finite termination of infeasible--interior--point methods for degenerate {LCP}", editor = "J. Renegar and M. Shub and S. Smale", booktitle = "The Mathematics of Numerical Analysis (1995 AMS--SIAM Summer Seminar in Applied Mathematics July/August 1995 held at Park City, UT, USA)", series = "Lectures in Applied Mathematics", volume = "32", year = "1996", pages = "443--454", publisher = "American Mathematical Society", address = "Providence, RI~02940--6248, USA" } @techreport{ipm:Ji9, author = "J. Ji and F. Potra and R. Sheng", title = "On the local convergence of a predictor--corrector method for semidefinite programming", type = "{Reports on Computational Mathematics}", number = "98", year = "1997", institution = "Department of Mathematics, The University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Jiang1, author = "J. Jiang", title = "A long step primal--dual path--following method for semidefinite programming", type = "{Science Report}", number = "96009", year = "1996", month = "March", institution = "Department of Applied Mathematics, Tsinghue University", address = "Beijing~100084, China", note ="To appear in {\em{Operations Research Letters}}" } @article{ipm:Jiang2, author= "J. Jiang and M. Shi", title= " A logarithmic barrier {Newton} method for semidefinite programming", journal = "Systems Science and Mathematical Sciences", volume = "10", year = "1997", number = "2", pages = "168--175" } @article{ipm:Jie1, author = "S. Jie and J. Zhu", title = "Predictor--corrector method for extended linear--quadratic programming", journal = "Computers and Operations Research", volume = "23", year = "1996", pages = "755--767" } @article{ipm:Jing1, author = "X. Jing and J.--Q. Xue", title = "A dual interior point algorithm for convex programming", journal = "Journal of the Northeastern University Nature Sciences", volume = "19", year = "1998", pages = "98--100" } @article{ipm:Johnson1, author = "C. R. Johnson and B. Kroschel and H. Wolkowicz", title = "An interior--point method for approximate positive semidefinite completions", journal = "Computational Optimization and Applications", volume = "9", year = "1998", pages = "175--190" } @mastersthesis{ipm:Jong1, author = "J. J. Jong", title = "A computational study of recent approaches to sensitivity analysis in linear programming\,: {Optimal} basis, optimal partition and optimal function value approach", year = "1996", school = "Faculty of Technical Mathematics and Informatics, TU Delft", address = "NL--2600~GA~Delft, The Netherlands" } @incollection{ipm:Joshi1, author = "A. Joshi and A. Goldstein and P. M. Vaidya", title = "A fast implementation of a path--following algorithm for maximizing a linear function over a network polytope", booktitle = "Network Flows and Matching\,: First DIMACS Implementation Challenge", editor = "D. S. Johnson and C. C. McGeogh", year = "1993", pages = "267--298", series = "DIMACS Series on Discrete Mathenatics and Theoretical Computer Science", volume = "12", publisher = "American Mathematical Society", address = "Providence, Rhode Island~02940, USA" } @incollection{ipm:Judice1, author = "J. J. J{\'u}dice", title = "Algorithms for linear complementarity problems", booktitle = "Algorithms for Continuous Optimization\,: The State--of--the--Art (Il Ciocco, Barga, Italy, September 1993)", editor = "E. Spedicato", year = "1994", pages = "435--474", series = "NATO Advanced Science Institute Series C\,: Mathematical and Physical Sciences", volume = "434", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @techreport{ipm:Jung1, author = "H. W. Jung and R. E. Marsten and M. J. Saltzman", title = "The column {C}holesky method for numerical factorization in interior point algorithms", type = "{Technical Report}", number = "596", year = "1991", institution = "Department of Mathematical Sciences,Clemson University", address = "Clemson, SC~29634--1907, USA", note = "This is subsumed by Jung et al.\ \cite{ipm:Jung2}" } @article{ipm:Jung2, author = "H. W. Jung and R. E. Marsten and M. J. Saltzman", title = "Numerical factorization methods for interior point algorithms", journal = "ORSA Journal on Computing", volume = "6", year = "1994", pages = "94--105" } @techreport{ipm:Jung3, author = "H. W. Jung and M. J. Saltzman", title = "The multifrontal method for numerical factorization in interior point algorithms", type = "{Technical Report}", number = "597", year = "1991", institution = "Department of Mathematical Sciences, Clemson University", address = "Clemson, SC~29634--1907, USA", note = "This is subsumed by Jung et al.\ \cite{ipm:Jung2}" } @techreport{ipm:Kaeschel1, author = "J. K{\"a}schel", title = "Karmarkar--{\"a}hnliche {Verfahren in der Linearen Optimierung (Karmarkar--type procedures in linear programming)}", type = "{Talk held at the DGOR--Jahrestagung in Stuttgart--Hohenheim, Germany}", year = "1991", month = "September", institution = "Sektion Wirtschaftswissenschaften, TU Chemnitz", address = "P.~O.~Box~964, D--9010~Chemnitz, East--Germany" } @article{ipm:Kaeschel2, author = "J. K{\"a}schel", title = "{'' An efficient algorithm for linear programming '' of V. Ch. Venkaiah}", journal = "Proceedings of the Indian Academy of Sciences, Mathematical Sciences", volume = "102", number = "2", year = "1992", pages = "155--158", note = "See also Venkaiah\,\cite{ipm:Venkaiah1}" } @article{ipm:Kalantari1, author = "B. Kalantari", title = "Karmarkar's algorithm with improved steps", journal = "Mathematical Programming", volume = "46", year = "1990", pages = "73--78" } @techreport{ipm:Kalantari2, author = "B. Kalantari", title = "Derivation of a generalized and strenghtened {Gordan Theorem} from generalized {Karmarkar} potential and logarithmic barrier functions", type = "{Technical Report}", number = "LCSR--TR--121", year = "1989", institution = "Laboratory for Computer Science Research, Rutgers University", address = "New Brunswick, NJ~08903, USA" } @incollection{ipm:Kalantari3, author = "B. Kalantari", title = "Canonical problems for quadratic programming and projective methods for their solution", booktitle = "Mathematical Developments Arising from Linear Programming\,: Proceedings of a Joint Summer Research Conference held at Bowdoin College, Brunswick, Maine, USA, June/July 1988", editor = "J. C. Lagarias and M. J. Todd", year = "1990", pages = "243--263", series = "Contemporary Mathematics", volume = "114", publisher = "American Mathematical Society", address = "Providence, Rhode Island, USA" } @techreport{ipm:Kalantari4, author = "B. Kalantari", title = "Solving linear programming by bisection and a projective feasibility algorithm", type = "{Technical Report}", number = "LCSR--TR--91", year = "1987", institution = "Laboratory for Computer Science Research, Rutgers University", address = "New Brunswick, NJ~08903, USA" } @article{ipm:Kalantari5, author = "B. Kalantari", title = "Generalization of {Karmarkar's} algorithm to convex homogeneous functions", journal = "Operations Research Letters", volume = "11", year = "1992", pages = "93--98" } @article{ipm:Kalantari6, author = "B. Kalantari", title = "A theorem of the alternative for multihomogeneous functions and its relationship to diagonal scaling of matrices", journal = "Linear Algebra and Its Applications", volume = "236", year = "1996", pages = "1--24" } @article{ipm:Kalantari7, author = "B. Kalantari and M. R. Emamy--K", title = "On linear programming and matrix scaling over the algebraic numbers", journal = "Linear Algebra and Its Applications", volume = "262", year = "1997", pages = "282--305" } @techreport{ipm:Kaliski1, author = "J. A. Kaliski and Y. Ye", title = "A decomposition variant of the potential reduction algorithm for linear programming", type = "{Working Paper}", number = "91--11", year = "1991", institution = "Department of Management Science, College of Business Administration, University of Iowa", address = "Iowa City, IA~52240, USA", note = "See also Kaliski and Ye\,\cite{ipm:Kaliski5}" } @article{ipm:Kaliski2, author = "J. A. Kaliski and Y. Ye", title = "Convergence behavior of {Karmarkar's} projective algorithm for solving a simple linear program", journal = "Operations Research Letters", volume = "10", year = "1991", pages = "389--393" } @article{ipm:Kaliski3, author = "J. A. Kaliski and Y. Ye", title = "An extension of the potential reduction algorithm for solving the linear complentary problem with priority goals", journal = "Linear Algebra and Its Applications", volume = "193", year = "1993", pages = "35--50" } @phdthesis{ipm:Kaliski4, author = "J. A. Kaliski", title = "A decomposition variant for large scale linear programming", year = "1992", month = "May", school = "Department of Management Science, College of Business Administration, University of Iowa", address = "Iowa City, IA~52240, USA" } @article{ipm:Kaliski5, author = "J. A. Kaliski and Y. Ye", title = "A short--cut potential reduction algorithm for linear programming", journal = "Management Science", volume = "39", year = "1993", pages = "757--776", note = "See also Kaliski and Ye\,\cite{ipm:Kaliski1}" } @techreport{ipm:Kaliski6, author = "J. A. Kaliski and D. Haglin and C. Roos and T. Terlaky", title = "Logarithmic barrier decomposition methods for semi--infinite programming", type = "{Technical Report}", number = "96--51", year = "1996", institution = "Faculty of Technical Mathematics and Informatics, TU Delft", address = "NL--2600~GA~Delft, The Netherlands", note = "To appear in {\em International Transactions in Operations Reseach}" } @techreport{ipm:Kallio1, author = "M. Kallio", title = "On gradient projection for linear programming", type = "Manuscript", year = "1986", institution = "School of Organization and Management, Yale University", address = "New Haven, CT~06520, USA" } @article{ipm:Kallio2, author = "M. Kallio and E. L. Porteus", title = "A class of methods for linear programming", journal = "Mathematical Programming", volume = "14", year = "1978", pages = "161--176" } @article{ipm:Kamath1, author = "A. P. Kamath and N. K. Karmarkar and K. G. Ramakrishnan and M. G. C. Resende", title = "Computational experience with an interior point algorithm on the satisfiability problem", journal = "Annals of Operations Research", volume = "25", year = "1990", pages = "43--58" } @incollection{ipm:Kamath2, author = "A. P. Kamath and N. K. Karmarkar", title = "Continuous approach to compute upper bounds in quadratic maximization problems with integer constraints", booktitle = "Recent Advances in Global Optimization", editor = "C. A. Floudas and P. M. Pardalos", year = "1992", pages = "125--140", series = "Princeton Series in Computer Science", publisher = "Princeton University Press", address = "Princeton, NJ, USA" } @article{ipm:Kamath3, author = "A. P. Kamath and N. K. Karmarkar", title = "A continuous method for computing bounds in integer quadratic optimization problems", journal = "Journal of Global Optimization", volume = "2", number = "3", year = "1992", pages = "229--241" } @article{ipm:Kamath4, author = "A. P. Kamath and N. K. Karmarkar and K. G. Ramakrishnan and M. G. C. Resende", title = "A continuous approach to inductive inference", journal = "Mathematical Programming", volume = "57", year = "1992", pages = "215--238" } @article{ipm:Kamath5, author = "A. P. Kamath and N. K. Karmarkar and K. G. Ramakrishnan and M. G. C. Resende", title = "An interior point approach to {Boolean} vector function synthesis", journal = "Proceedings of the 36th MSCAS", year = "1993", pages = "185--189" } @techreport{ipm:Kamath6, author = "A. P. Kamath and N. K. Karmarkar and K. G. Ramakrishnan", title = "Computational and complexity results for an interior point algorithm for multicommodity flows", type = "{Technical Report}", number = "TR--21/93", year = "1993", institution = "Dipartimento di Informatica, Universita di Pisa", address = "Pisa, Italy", note = "To appear in {\em Netflow}. See also Kamath et al. \cite{ipm:Kamath10}" } @article{ipm:Kamath7, author = "A. P. Kamath and O. Palmon", title = "Improved interior point algorithms for exact and approximate solution of multicommodity flow problems", journal = "Proceedings of the Sixth Annual ACM--SIAM Symposium on Discrete Algorithms (San Francisco, CA, USA, January 22--24, 1995)", year = "1995", pages = "502--511" } @incollection{ipm:Kamath8, author = "A. P. Kamath and N. K. Karmarkar", title = "An {$O(nL)$} iteration algorithm for computing bounds in quadratic optimization problems", booktitle = "Complexity in Numerical Optimization", editor = "P. M. Pardalos", year = "1993", pages = "254--268", publisher = "World Scientific Publishing Co.", address = "London, United Kingdom" } @incollection{ipm:Kamath9, author = "A. P. Kamath and N. K. Karmarkar and K. G. Ramakrishnan", title = "An approximate dual projective algorithm for solving assignment problems", booktitle = "Network Flows and Matching\,: First DIMACS Implementation Challenge", editor = "D. S. Johnson and C. C. McGeogh", year = "1993", pages = "431--451", series = "DIMACS Series on Discrete Mathenatics and Theoretical Computer Science", volume = "12", publisher = "American Mathematical Society", address = "Providence, Rhode Island~02940, USA" } @techreport{ipm:Kamath10, author = "A. P. Kamath and N. K. Karmarkar and K. G. Ramakrishnan", title = "Computational and complexity results for an interior point algorithm on multi--commodity flow problems", type = "{Technical Report}", year = "1993", institution = "Department of Computer Science, Stanford University", address = "Palo Alto, CA, USA" } @phdthesis{ipm:Kamath11, author = "A. P. Kamath", title = "Efficient continuous algorithms for combinatorial optimization", year = "1995", month = "September", school = "Department of Computer Science, Stanford University", address = "Palo Alto, CA, USA" } @book{ipm:Kannan1, author = "R. Kannan and W. R. Pulleyblank", title = "Integer Programming and Combinatorial Optimization", year = "1990", publisher = "University of Waterloo Press", address = "Waterloo, Ontario, Canada" } @techreport{ipm:Kanzow1, author = "C. Kanzow", title = "Some tools allowing interior--point methods to become noninterior", type = "{Preprint (Hamburger Beitr{\"a}ge zur Angewandten Mathematik)}", number = "79--1994", year = "1994", institution = "Institut f{\"u}r Angewandte Mathematik, Universit{\"a}t Hamburg", address = "Hamburg, Germany" } @article{ipm:Kaplan1, author = "A. Kaplan and R. Tichatschke", title = "Proximal methods in view of interior point strategies", journal = "Journal of Optimization Theory and Applications", volume = "98", year = "1998", pages = "399--429" } @article{ipm:Kapoor1, author = "S. Kapoor and P. M. Vaidya", title = "Fast algorithms for convex quadratic programming and multicommodity flows", journal = "Proceedings of the 18th Annual ACM Symposium on Theory of Computing", year = "1986", pages = "147--159" } @techreport{ipm:Kapoor2, author = "S. Kapoor and P. M. Vaidya", title = "An extension of {Karmarkar's} interior point method to convex quadratic programming", type = "{Technical Report}", year = "1988", institution = "Department of Computer Science, University of Illinois at Urbana--Champaign", address = "Urbana, IL~61820, USA" } @article{ipm:Kapoor3, author = "S. Kapoor and P. M. Vaidya", title = "Speeding--up {Karmarkar's} algorithm for multicommodity flows", journal = "Mathematical Programming", volume = "73", year = "1996", pages = "111--127", note = "A preliminary version is given in Kapoor and Vaidya \cite{ipm:Kapoor1}" } @techreport{ipm:Karisch1, author = "S. E. Karisch and F. Rendl", title = "Semidefinite programming and graph equipartion", type = "{Technical Report}", number = "302--CDLDO~55", year = "1995", month = "December", institution = "Department of Mathematics, Graz University of Technology", address = "Graz, Austria" } @techreport{ipm:Karisch2, author = "S. E. Karisch and F. Rendl and J. Clausen", title = "Solving graph bisection problems with semidefinite programming", type = "{Technical Report}", number = "DIKU--TR--97/9", year = "1997", month = "July", institution = "Department of Computer Science, University of Copenhagen", address = "Copenhagen, Denmark" } @techreport{ipm:Karisch3, author = "S. E. Karisch and F. Rendl and H. Wolkowicz and Q. Zhao", title = "Semidefinite programming relaxations for the quadratic assignment problem", type = "{Technical Report}", number = "CORR\,95--27", year = "1996", month = "September", institution = " Department of Combinatorics and Optimization, Fasculty of Mathematics, University of Waterloo", address = "Waterloo, Ontario, Canada" } @inbook{ipm:Karloff1, author = "H. Karloff", title = "Linear Programming", chapter = "5\,: {Karmarkar's} algorithm", year = "1991", pages = "103--130", publisher = "Birkh{\"a}user Verlag", address = "Basel, Switzerland" } @article{ipm:Karmarkar1, author = "N. K. Karmarkar", title = "A new polynomial--time algorithm for linear programming", journal = "Proceedings of the 16th Annual ACM Symposium on Theory of Computing", year = "1984", pages = "302--311" } @article{ipm:Karmarkar2, author = "N. K. Karmarkar", title = "A new polynomial--time algorithm for linear programming", journal = "Combinatorica", volume = "4", year = "1984", pages = "373--395" } @techreport{ipm:Karmarkar3, author = "N. K. Karmarkar", title = "Some comments on the significance of the new polynomial--time algorithm for linear programming", type = "{Technical Report}", year = "1984", institution = "AT~\&~T~Bell Laboratories", address = "Murray Hill, NJ~07974, USA" } @techreport{ipm:Karmarkar4, author = "N. K. Karmarkar", title = "An interior--point approach to {NP}--complete problems", type = "{Talk held at the SIAM Annual Meeting in Chicago, IL, USA}", year = "1988", month = "July", institution = "AT~\&~T~Bell Laboratories", address = "Murray Hill, NJ~07974, USA" } @misc{ipm:Karmarkar5, author = "N. K. Karmarkar", title = "Methods and apparatus for efficient resource allocation", howpublished = "U.S.~Patent No.~4.744.028", year = "1988", note = "AT~\&~T Bell Laboratories, Murray Hill, NJ~07974, USA" } @incollection{ipm:Karmarkar6, author = "N. K. Karmarkar", title = "Riemannian geometry underlying interior--point methods for linear programming", booktitle = "Mathematical Developments Arising from Linear Programming\,: Proceedings of a Joint Summer Research Conference held at Bowdoin College, Brunswick, Maine, USA, June/July 1988", editor = "J. C. Lagarias and M. J. Todd", year = "1990", pages = "51--75", series = "Contemporary Mathematics", volume = "114", publisher = "American Mathematical Society", address = "Providence, Rhode Island, USA" } @techreport{ipm:Karmarkar7, author = "N. K. Karmarkar and K. G. Ramakrishnan", title = "Further developments in the new polynomial--time algorithm for linear programming", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Boston, MA, USA}", year = "1985", month = "May", institution = "AT~\&~T Bell Laboratories", address = "Murray Hill, NJ~07974, USA" } @techreport{ipm:Karmarkar8, author = "N. K. Karmarkar and K. G. Ramakrishnan", title = "Implementation and computational aspects of the {Karmarkar} algorithm for linear programming, using an iterative method for computing projections", type = "{Technical Memorandum}", year = "1989", institution = "AT~\&~T Bell Laboratories", address = "Murray Hill, NJ~07974, USA", note = "See Karmarkar and Ramakrishnan \cite{ipm:Karmarkar9}" } @article{ipm:Karmarkar9, author = "N. K. Karmarkar and K. G. Ramakrishnan", title = "Computational results of an interior point algorithm for large scale linear programming", journal = "Mathematical Programming", volume = "52", year = "1991", pages = "555--586" } @techreport{ipm:Karmarkar10, author = "N. K. Karmarkar and K. G. Ramakrishnan", title = "Robust control system models and their solution by the {Karmarkar} algorithm", type = "{Talk held at the SIAM Annual Meeting in Chicago, IL, USA}", year = "1990", month = "July", institution = "AT~\&~T Bell Laboratories", address = "Murray Hill, NJ~07974, USA" } @techreport{ipm:Karmarkar11, author = "N. K. Karmarkar and L. P. Sinha", title = "Application of {Karmarkar's} algorithm to overseas telecommunications facilities planning", type = "{Talk held at the 12th International Symposium on Mathematical Programming in Boston, MA, USA}", year = "1985", month = "August", institution = "AT~\&~T Bell Laboratories", address = "Murray Hill, NJ~07974, USA" } @techreport{ipm:Karmarkar12, author = "N. K. Karmarkar and K. G. Ramakrishnan and M. G. C. Resende", title = "An interior point algorithm for zero--one integer programming", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Denver, CO, USA}", year = "1988", month = "October", institution = "AT~\&~T Bell Laboratories", address = "Murray Hill, NJ 07974, USA" } @techreport{ipm:Karmarkar13, author = "N. K. Karmarkar and K. G. Ramakrishnan and M. G. C. Resende", title = "Further developments on an interior point algorithm for zero--one integer programming", type = "{Talk held at the First International Symposium on Interior Point Methods for Linear Programming\,: Theory and Practice, in Scheveningen, The Netherlands}", year = "1990", month = "January", institution = "AT~\&~T~Bell Laboratories", address = "Murray Hill, NJ~07974, USA" } @article{ipm:Karmarkar14, author = "N. K. Karmarkar and J. C. Lagarias and L. Slutsman and P. Wang", title = "Power--series variants of {Karmarkar--type} algorithms", journal = "AT~\&~T Technical Journal", volume = "68", year = "1989", pages = "20--36" } @incollection{ipm:Karmarkar15, author = "N. K. Karmarkar", title = "Interior--point methods in optimization", booktitle = "Proceedings of the Second International Conference on Industrial and Applied Mathematics (ICIAM~'91), Washington, DC, July, 1991", year = "1992", pages = "160--181", publisher = "SIAM Publications", address = "Philadelphia, PA, USA" } @techreport{ipm:Karmarkar16, author = "N. K. Karmarkar", title = "Recent developments in new approaches to linear programming", type = "{Talk held at the SIAM Conference on Optimization, Houston, TX, USA}", year = "1987", institution = "AT~\&~T~Bell Laboratories", address = "Murray Hill, NJ~07974, USA" } @article{ipm:Karmarkar17, author = "N. K. Karmarkar and M. G. C. Resende and K. G. Ramakrishnan", title = "An interior point algorithm to solve computationally difficult set covering problems", journal = "Mathematical Programming", volume = "52", year = "1991", pages = "597--618" } @techreport{ipm:Karmarkar18, author = "N. K. Karmarkar", title = "Why is the new algorithm better than simplex method and ellipsoid method~?", type = "{Extended Abstract}", year = "1984/85", institution = "AT~\&~T~Bell Laboratories", address = "Murray Hill, NJ~07974, USA" } @incollection{ipm:Karmarkar19, author = "N. K. Karmarkar", title = "An interior--point approach to {NP}--complete problems -- {Part I}", booktitle = "Mathematical Developments Arising from Linear Programming\,: Proceedings of a Joint Summer Research Conference held at Bowdoin College, Brunswick, Maine, USA, June/July 1988", editor = "J. C. Lagarias and M. J. Todd", year = "1990", pages = "297--308", series = "Contemporary Mathematics", volume = "114", publisher = "American Mathematical Society", address = "Providence, Rhode Island, USA" } @techreport{ipm:Karmarkar20, author = "N. K. Karmarkar and K. G. Ramakrishnan and M. G. C. Resende", title = "An interior--point approach to the maximum independent set problem in dense random graphs", type = "{Manuscript}", year = "1988/1990", institution = "AT~\&~T~Bell Laboratories", address = "Murray Hill, NJ~07974, USA" } @article{ipm:Karmarkar21, author = "N. K. Karmarkar and S. Thakur", title = "An interior--point approach to tensor optimization with application to upper bounds in integer quadratic optimization problems", journal = "Proceedings of Second Integer programming and Combinatorial Optimization Conference (Carnegie--Mellon University, Pittsburgh, PA, 1992)", year = "1992", pages = "406--420" } @incollection{ipm:Karmarkar22, author = "N. K. Karmarkar", title = "A new parallel architecture for sparse matrix computation based on finite projective geometries", booktitle = "Proceedings of Supercomputing\,'91", editor = "J. C. Lagarias and M. J. Todd", year = "1991", pages = "358--369", publisher = "IEEE Computer Society", address = "New York, USA" } @article{ipm:Karypis1, author = "G. Karypis and A. Gupta and V. Kumar", title = "A highly parallel interior point algorithm", journal = "Proceedings of the 7th SIAM Conference on Parallel Processing for Scientific Computing", year = "1995", pages = "110--112" } @incollection{ipm:Karypis2, author = "G. Karypis and A. Gupta and V. Kumar", title = "A parallel formulation of interior point algorithms", booktitle = "Proceedings Supercomputing\,'94 (Washington, D.C., USA, November 1994)", year = "1994", pages = "204--213", publisher = "IEEE Computer Society", address = "New York, NY, USA" } @techreport{ipm:Kas1, author = "P. Kas and E. Klafszky and L. Malyusz and G. Izbirak", title = "Minimization of {Bregman's} divergence functions, and its relation to linear programming", type = "{Technical Report}", year = "1998", institution = "Department of Building Management and Organization, Technical University of Budapest", address = "Muegyetem rkp.\,3, Budapest, 1111~Hungary" } @article{ipm:Katsura1, author = "R. Katsura and M. Fukushima and T. Ibaraki", title = "Interior methods for nonlinear minimum cost network flow problems", journal = "Journal of the Operations Research Society of Japan", volume = "32", year = "1989", pages = "174--179" } @techreport{ipm:Kelly1, author = "T. K. Kelly and J. G. Ecker", title = "{EPM\,: An} exterior point method for linear programming", type = "{Technical Report}", year = "1997", month = "April", institution = "", address = "" } @article{ipm:Kennings1, author = "A. A. Kennings and V. H. Quintana and A. Vannelli", title = "Constraint matrix ordering for interior point algorithms on hypercube multiprocessors", journal = "Proceedings of the Twenty--Sixth Annual North American Power Symposium (Manhattan, KS, USA, September 1994)", volume = "1", year = "1994", pages = "187--195" } @article{ipm:Kennings2, author = "A. A. Kennings and A. Vannelli", title = "An efficient interior point approach for {QP} and {LP} models of the relative placement problem", journal = "Proceedings of the 39th Midwest Symposium on Circuits and Systems", volume = "1/3", year = "1996", pages = "443--446" } @article{ipm:Kennington1, author = "J. L. Kennington", title = "Using {KORBX} for military airlift applications", journal = "Proceedings of the 28th IEEE Conference on Decision and Control", year = "1989", month = "December", pages = "1603--1605" } @phdthesis{ipm:Keraghel1, author = "A. Keraghel", title = "Etude adaptive et comparative des prinicipales variantes dans l'algorithme de {Karmarkar}", year = "1989", school = "Laboratoire ARTEMIS (IMAG), Universite Joseph Fourier", address = "BP~68, F--38402 St.~Martin d'Heres Cedex, France", note = "(In French)" } @techreport{ipm:Khachian1, author = "L. G. Khachian and M. J. Todd", title = "On the complexity of approximating the maximal inscribed ellipsoid for a polytope", type = "{Technical Report}", number = "893", year = "1990", institution = "School of Operations Research and Industrial Engineering, College of Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA" } @article{ipm:Kim1, author = "K. Kim and J. L. Nazareth", title = "The decomposition principle and algorithms for linear programming", journal = "Linear Algebra and Its Applications", volume = "152", year = "1991", pages = "119--133" } @techreport{ipm:Kim2, author = "K. Kim and J. L. Nazareth", title = "Implementation of a primal null--space affine scaling method and its extensions", type = "{Technical Report}", number = "92--1", year = "1992", month = "January", institution = "Department of Pure and Applied Mathematics, Washington State University", address = "Pullman, WA~99164--3113, USA" } @phdthesis{ipm:Kim3, author = "K. Kim", title = "The effective integration of simplex and interior point techniques. {Part\,I\,: Decomposition, Part\,II\,: Null--space affine scaling}", year = "1991", school = "Department of Pure and Applied Mathematics, Washington State University", address = "Pullman, WA~99164--3113, USA", note = "According to Part\,I see Kim and Nazareth \cite{ipm:Kim1}, for Part\,II see Kim and Nazareth \cite{ipm:Kim4}" } @article{ipm:Kim4, author = "K. Kim and J. L. Nazareth", title = "A primal null--space affine scaling method", journal = "ACM Transactions on Mathematical Software", volume = "20", year = "1994", pages = "373--392" } @article{ipm:Kiwiel1, author = "K. C. Kiwiel", title = "Efficiency of the analytic center cutting plane method for convex minimization", journal = "SIAM Journal on Optimization", volume = "", year = "1996", pages = "" } @article{ipm:Kiwiel2, author = "K. C. Kiwiel", title = "Complexity of some cutting plane methods that use analytic centers", journal = "Mathematical Programming", volume = "74", year = "1996", pages = "47--54" } @mastersthesis{ipm:Klebor1, author = "S. Klebor", title = "Interior Point Methods for Large Scale Portfolio Optimization", year = "1994", school = "Institute of Mathematics, University of G{\"o}ttingen", address = "G{\"o}ttingen, Germany" } @techreport{ipm:Klerk1, author = "{E. de} Klerk and C. Roos and T. Terlaky", title = "Semi--definite problems in truss topology optimization", type = "{Technical Report}", number = "95--128", year = "1995", institution = "Faculty of Technical Mathematics and Informatics, TU Delft", address = "NL--2600~GA~Delft, The Netherlands" } @techreport{ipm:Klerk2, author = "{E. de} Klerk and C. Roos and T. Terlaky", title = "A nonconvex weighted potential function for polynomial target follwing methods", type = "{Technical Report}", number = "95--127", year = "1995", institution = "Faculty of Technical Mathematics and Informatics, TU Delft", address = "NL--2600~GA~Delft, The Netherlands" } @article{ipm:Klerk3, author = "{E. de} Klerk and C. Roos and T. Terlaky", title = "Initialization in semidefinite programming via a self--dual skew--symmetric embedding", journal = "Opeartions Research Letters", volume = "20", year = "1997", pages = "213--221" } @incollection{ipm:Klerk4, author = "{E. de} Klerk and C. Roos and T. Terlaky", title = "Infeasible start semidefinite programming algorithms via self--dual embeddings", booktitle = "Topics in Semidefinite and Interior--Point Methods", editor = "P. M. Pardalos and H. Wolkowicz", year = "1998", pages = "215--236", series = "Fields Institute Communications Series", volume = "18", publisher = "American Mathematical Society (AMS)", address = "Providence, Rhode Island, USA" } @incollection{ipm:Klerk5, author = "{E. de} Klerk and C. Roos and T. Terlaky", title = "On primal--dual path following algorithms for semidefinite programming", booktitle = "{New Trends in Mathematical Programming}", editor = "F. Gianessi and S. Koml{\'o}si and T. Rapcs{\'a}k", year = "1998", pages = "137--157", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @article{ipm:Klerk6, author = "{E. de} Klerk and C. Roos and T. Terlaky", title = "Polynomial primal--dual affine scaling algorithms in semidefinite programming", journal = "Journal of Combinatorial Optimization", volume = "2", year = "1998", pages = "51--69" } @incollection{ipm:Klerk7, author = "{E. de} Klerk and C. Roos and T. Terlaky", title = "A short survey on semidefinite programming", booktitle = "{Ten Years LNMB, Ph.d. Research and Graduate Courses of the Dutch Network of Operations Research}", editor = "W. K. Klein Haneveld et al.", pages = "323--339", series = "CWI Tracts", volume = "122", year = "1997", publisher = "Centrum for Mathematics and Informatics (CWI)", address = "Amsterdam, The Netherlands" } @techreport{ipm:Klerk8, author = "{E. de} Klerk and C. Roos and T. Terlaky", title = "Primal--dual potential reduction methods for semidefinite programming using affine--scaling directions", type = "{Technical Report}", number = "97--29", year = "1997", institution = "Faculty of Technical Mathematics and Informatics, TU Delft", address = "NL--2600~GA~Delft, The Netherlands" } @phdthesis{ipm:Klerk9, author = "{E. de} Klerk", title = "Interior point methods for semidefinite programming", year = "1997", school = "Faculty of Technical Mathematics and Informatics, TU Delft", address = "NL--2600~GA~Delft, The Netherlands" } @article{ipm:Kliokys1, author = "E. Kliokys and E. Handschin and M. Langer", title = "An interior point method for state elimination with current magnitude measurements and inequality constraints", journal = "Power Industry Computer Application Conference (Salt Lake City, UT, USA, 1995)", volume = "", year = "1995", pages = "385--391", note = "See also Handschin et al. \cite{ipm:Handschin1}" } @article{ipm:Knyazev1, author = "E. A. Knyazev", title = "The method of centers with adaptation of parameters on the basis of the steepest descent", journal = "Issledovaniya po Prikladnoi Matematike (Kazanskii Universitet)", volume = "15", year = "1988", pages = "13--24", note = "(In Russian)" } @article{ipm:Koenker1, author = "R. W. Koenker and B.--J. Park", title = "An interior point algorithm for nonlinear quantile regression", journal = "Journal of Econometrics", volume = "71", year = "1996", pages = "265--283" } @article{ipm:Kojima1, author = "M. Kojima", title = "Determining basic variables of optimal solutions in {Karmarkar's new LP} algorithm", journal = "Algorithmica", volume = "1", number = "4", year = "1986", pages = "499--515" } @techreport{ipm:Kojima2, author = "M. Kojima and K. Tone", title = "An efficient implementation of {Karmarkar's new LP} algorithm", type = "{Research Reports on Information Sciences, Ser.\,B\,: Operations Research}", number = "B--180", year = "1986", institution = "Department of Information Sciences, Tokyo Institute of Technology", address = "Oh--Okayama, Meguro--ku, Tokyo\,152, Japan" } @article{ipm:Kojima3, author = "M. Kojima and N. Megiddo and Y. Ye", title = "An interior point potential reduction algorithm for the linear complementarity problem", journal = "Mathematical Programming", volume = "54", year = "1992", pages = "267--279" } @incollection{ipm:Kojima4, author = "M. Kojima and S. Mizuno and A. Yoshise", title = "A primal--dual interior point algorithm for linear programming", booktitle = "Progress in Mathematical Programming\,: Interior Point and Related Methods", publisher = "Springer Verlag", address = "New York", editor = "N.~Megiddo", year = "1989", pages = "29--47" } @article{ipm:Kojima5, author = "M. Kojima and S. Mizuno and A. Yoshise", title = "Ellipsoids that contain all the solutions of a positive semi--definite linear complementarity problems", journal = "Mathematical Programming", volume = "48", year = "1990", pages = "415--435" } @article{ipm:Kojima6, author = "M. Kojima and S. Mizuno and A. Yoshise", title = "An ${O(\sqrt{n}L)}$ iteration potential reduction algorithm for linear complementarity problems", journal = "Mathematical Programming", volume = "50", year = "1991", pages = "331--342" } @article{ipm:Kojima7, author = "M. Kojima and S. Mizuno and A. Yoshise", title = "A polynomial--time algorithm for a class of linear complementarity problems", journal = "Mathematical Programming", volume = "44", year = "1989", pages = "1--26" } @book{ipm:Kojima8, author = "M. Kojima and N. Megiddo and T. Noma and A. Yoshise", title = "{A Unified Approach to Interior Point Algorithms for Linear Complementarity Problems}", year = "1991", series = "Lecture Notes in Computer Science", volume = "538", publisher = "Springer Verlag", address = "Berlin, Germany" } @article{ipm:Kojima9, author = "M. Kojima and N. Megiddo", title = "The relation between the path of centers and {Smale's} regularization of the linear programming problem", journal = "Linear Algebra and Its Applications", volume = "152", year = "1991", pages = "135--139" } @article{ipm:Kojima10, author = "M. Kojima and Y. Kurita and S. Mizuno", title = "Large--step interior point algorithms for linear complementarity problems", journal = "SIAM Journal on Optimization", volume = "3", number = "2", year = "1993", pages = "398--412" } @article{ipm:Kojima11, author = "M. Kojima and N. Megiddo and S. Mizuno", title = "A general framework of continuation methods for complementarity problems", journal = "Mathematics of Operations Research", volume = "18", year = "1993", pages = "945--963" } @article{ipm:Kojima12, author = "M. Kojima and N. Megiddo and S. Mizuno", title = "Theoretical convergence of large--step--primal--dual interior point algorithms for linear programming", journal = "Mathematical Programming", volume = "59", year = "1993", pages = "1--21" } @article{ipm:Kojima13, author = "M. Kojima and S. Mizuno and T. Noma", title = "A new continuation method for complementarity problems with uniform {$P$}--functions", journal = "Mathematical Programming", volume = "43", year = "1989", pages = "107--113" } @article{ipm:Kojima14, author = "M. Kojima and S. Mizuno and A. Yoshise", title = "A little theorem of the {$Big-M$} in interior point algorithms", journal = "Mathematical Programming", volume = "59", year = "1993", pages = "361--375" } @article{ipm:Kojima15, author = "M. Kojima and N. Megiddo and T. Noma and A. Yoshise", title = "A unified approach to interior point algorithms for linear complementarity problems\,: {A} summary", journal = "Operations Research Letters", volume = "10", year = "1991", pages = "247--254" } @article{ipm:Kojima16, author = "M. Kojima and S. Mizuno and T. Noma", title = "Limiting behavior of trajectories by a continuation method for monotone complementarity problems", journal = "Mathematics of Operations Research", volume = "15", number = "4", year = "1990", pages = "662--675" } @techreport{ipm:Kojima17, author = "M. Kojima and N. Megiddo and T. Noma", title = "Homotopy continuation methods for complementarity problems", type = "{Research Report}", number = "RJ~6638~(63949)", year = "1989", institution = "IBM Almaden Research Center", address = "San Jose, CA~95120--6099, USA" } @article{ipm:Kojima18, author = "M. Kojima and N. Megiddo and T. Noma", title = "Homotopy continuation methods for nonlinear complementarity problems", journal = "Mathematics of Operations Research", volume = "16", number = "4", year = "1991", pages = "754--774" } @techreport{ipm:Kojima19, author = "M. Kojima and N. Megiddo and S. Mizuno and A. Yoshise", title = "An artificial self--dual linear program", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "Department of Information Sciences, Tokyo Institute of Technology", address = "Oh--Okayama, Meguro--ku, Tokyo~152, Japan", note = "See Kojima et al.\ \cite{ipm:Kojima14}" } @techreport{ipm:Kojima20, author = "M. Kojima and N. Megiddo and S. Mizuno", title = "A primal--dual exterior point algorithm for linear programming", type = "{Research Report}", number = "RJ~8500", year = "1991", month = "December", institution = "IBM Almaden Research Center", address = "San Jose, CA~95120--6099, USA", note = "See also Kojima, Megiddo and Mizuno\,\cite{ipm:Kojima27}" } @article{ipm:Kojima21, author = "M. Kojima and N. Megiddo and S. Mizuno", title = "A conjugate direction method for approximating the analytic center of a polytope", journal = "Journal of Inequalities and Applications", year = "1998", volume = "2", pages = "181--194" } @techreport{ipm:Kojima22, author = "M. Kojima and T. Ishihara", title = "On the {$Big~M$} in the affine scaling algorithm", type = "{Research Reports on Information Sciences, Ser.\,B\,: Operations Research}", number = "B--255", year = "1992", month = "March", institution = "Department of Information Sciences, Tokyo Institute of Technology", address = "Oh--Okayama, Meguro--ku, Tokyo~152, Japan" } @techreport{ipm:Kojima23, author = "M. Kojima and T. Noma and M. Satoh", title = "Potential reduction algorithms for monotone complementarity problems", type = "{Research Reports on Information Sciences, Ser.\,B\,: Operations Research}", number = "B--251", year = "1992", institution = "Department of Information Sciences, Tokyo Institute of Technology", address = "Oh--Okayama, Meguro--ku, Tokyo~152, Japan" } @article{ipm:Kojima24, author = "M. Kojima and S. Mizuno and M. J. Todd", title = "Infeasible--interior--point primal--dual potential--reduction algorithms for linear programming", journal = "SIAM Journal on Optimization", volume = "5", year = "1995", pages = "52--67", note = "See also Mizuno et al.\ \cite{ipm:Mizuno19}" } @techreport{ipm:Kojima25, author = "M. Kojima and T. Noma and A. Yoshise", title = "Global convergence and detecting infeasibility in interior--point algorithms", type = "{Research Reports on Information Sciences, Ser.\,B\,: Operations Research}", number = "B--257", year = "1992", month = "September", institution = "Department of Information Sciences, Tokyo Institute of Technology", address = "Oh--Okayama, Meguro--ku, Tokyo~152, Japan", note = "See also Kojima, Noma and Yoshise \cite{ipm:Kojima28}" } @techreport{ipm:Kojima26, author = "M. Kojima and S. Mizuno and A. Yoshise", title = "A convex property of monotone complementarity problems", type = "{Research Reports on Information Sciences, Ser.\,B\,: Operations Research}", number = "B--267", year = "1993", month = "March", institution = "Department of Information Sciences, Tokyo Institute of Technology", address = "Oh--Okayama, Meguro--ku, Tokyo~152, Japan" } @article{ipm:Kojima27, author = "M. Kojima and N. Megiddo and S. Mizuno", title = "A primal--dual infeasible--interior--point algorithm for linear programming", journal = "Mathematical Programming", volume = "61", year = "1993", pages = "263--280", note = "See also Kojima, Megiddo and Mizuno\,\cite{ipm:Kojima20}" } @article{ipm:Kojima28, author = "M. Kojima and T. Noma and A. Yoshise", title = "Global convergence in infeasible--interior--point algorithms", journal = "Mathematical Programming", volume = "65", year = "1994", pages = "43--72", note = "See also Kojima, Noma and Yoshise \cite{ipm:Kojima25}" } @article{ipm:Kojima29, author = "M. Kojima", title = "Basic lemmas in polynomial--time infeasible--interior--point methods for linear programs", journal = "Annals of Operations Research", volume = "62", year = "1996", pages = "1--28" } @techreport{ipm:Kojima30, author = "M. Kojima", title = "A primitive interior--point algorithm for semidefinite programs in {Mathematica}", type = "{Research Reports on Information Sciences, Ser.\,B\,: Operations Research}", number = "B--293", year = "1994", month = "December", institution = "Department of Information Sciences, Tokyo Institute of Technology", address = "Oh--Okayama, Meguro--ku, Tokyo~152, Japan" } @article{ipm:Kojima31, author = "M. Kojima and M. Shida and S. Shindoh", title = "Reduction of monotone linear complementarity problems over cones to linear programs over cones", journal = "Acta Mathematica Vietnamica", volume = "22", year = "1997", pages = "147--157" } @article{ipm:Kojima32, author = "M. Kojima and S. Kojima and S. Hara", title = "Linear algebra for semidefinite programming", journal = "S{\= u}rikaisekikenky{\= u}sho K{\= o}ky{\= u}roku", volume = "1004", year = "1997", pages = "1--23" } @article{ipm:Kojima33, author = "M. Kojima and S. Shindoh and S. Hara", title = "Interior--point methods for the monotone semidefinite linear complementarity problem in symmetric matrices", journal = "SIAM Journal on Optimization", volume = "7", year = "1997", pages = "86--125" } @techreport{ipm:Kojima34, author = "M. Kojima and N. Megiddo and S. Mizuno and S. Shindoh", title = "Horizontal and vertical decomposition in interior point methods for linear programs", type = "{Research Report}", number = "RJ~9901", year = "1994", institution = "IBM Almaden Research Center", address = "San Jose, CA~95120--6099, USA" } @techreport{ipm:Kojima35, author = "M. Kojima and M. Shida and S. Shindoh", title = "Global and local convergence of predictor--corrector infeasible--interior--point algorithms for semidefinite programs", type = "{Research Reports on Information Sciences, Ser.\,B\,: Operations Research}", number = "B--305", year = "1995", month = "October", institution = "Department of Information Sciences, Tokyo Institute of Technology", address = "Oh--Okayama, Meguro--ku, Tokyo\,152, Japan" } @article{ipm:Kojima36, author = "M. Kojima and M. Shida and S. Shindoh", title = "Local convergence of predictor--corrector infeasible--interior--point algorithms for {SDP}s and {SDLCP}s", journal = "Mathematical Programming", volume = "80", year = "1998", pages = "129--160" } @techreport{ipm:Kojima37, author = "M. Kojima and M. Shida and S. Shindoh", title = "A predictor--corrector interior--point algorithm for the semidefinite linear complementarity problem using the {Alizadeh--Haeberly--Overton} search direction", type = "{Research Reports on Information Sciences, Ser.\,B\,: Operations Research}", number = "B--311", year = "1996", month = "January", institution = "Department of Information Sciences, Tokyo Institute of Technology", address = "Oh--Okayama, Meguro--ku, Tokyo\,152, Japan", note = "To appear in {\em{SIAM Journal on Optimization}}" } @techreport{ipm:Kojima38, author = "M. Kojima and M. Shida and S. Shindoh", title = "A note on the {Nesterov--Todd} and the {Kojima--Shindoh--Hara} search directions in semidefinite programming", type = "{Research Reports on Information Sciences, Ser.\,B\,: Operations Research}", number = "B--313", year = "1996", month = "April", institution = "Department of Mathematical and Computing Sciences, Tokyo Institute of Technology", address = "Oh--Okayama, Meguro--ku, Tokyo\,152, Japan" } @techreport{ipm:Kojima39, author = "M. Kojima", title = "Semidefinite programming and interior--point methods", type = "{Research Reports on Information Sciences, Ser.\,B\,: Operations Research}", number = "B--314", year = "1996", month = "April", institution = "Department of Mathematical and Computing Sciences, Tokyo Institute of Technology", address = "Oh--Okayama, Meguro--ku, Tokyo\,152, Japan" } @techreport{ipm:Kojima40, author = "M. Kojima and M. Shida and S. Shindoh", title = "Search directions in the {SDP} and the monotone {SDLCP}\,: {Generalization} and inexact computation", type = "{Research Reports on Information Sciences, Ser.\,B\,: Operations Research}", number = "B--327", year = "1997", month = "March", institution = "Department of Mathematical and Computing Sciences, Tokyo Institute of Technology", address = "Oh--Okayama, Meguro--ku, Tokyo\,152, Japan" } @techreport{ipm:Kojima41, author = "M. Kojima and L. Tun{\c{c}}el", title = "Cones of matrices and successive convex relaxations of nonconvex sets", type = "{Research Reports on Information Sciences, Ser.\,B\,: Operations Research}", number = "B--338", year = "1998", month = "March", institution = "Department of Mathematical and Computing Sciences, Tokyo Institute of Technology", address = "Oh--Okayama, Meguro--ku, Tokyo\,152, Japan" } @article{ipm:Kojima42, author = "M. Kojima and L. Tun{\c{c}}el", title = "Monotonicity of primal-dual interior-point algorithms for semidefinite programming problems", journal = "Optimization Methods and Software", volume = "10", year = "1998", pages = "275--296" } @techreport{ipm:Kojima43, author = "M. Kojima and N. Megiddo and S. Mizuno", title = "A {Lagrangian} relaxation method for approximating the analytic center of a polytope", type = "{Technical Report}", number = "", year = "1992", month = "", institution = "IBM Almaden Research Center", address = "San Jose, CA~95120--6099, USA" } @techreport{ipm:Kojima44, author = "M. Kojima and L. Tun{\c{c}}el", title = "Discretization and localization in successive convex relaxation methods for nonconvex quadratic optimization problems", type = "{Research Report}", number = "B--341", year = "1998", month = "July", institution = "Department of Mathematical and Computing Sciences, Tokyo Institute of Technology", address = "Oh--Okayama, Meguoro, Tokyo\,152, Japan", note = "Also availble as\,: Technical Report COOR\,98--34, Department of Combinatorics and Optimization, University of Waterloo, Waterloo, Ontario\,N2L\,3G1, Canada" } @article{ipm:Kolata1, author = "G. Kolata", title = "A fast way to solve hard problems", journal = "Science", volume = "225", year = "1984", month = "September", pages = "1379--1380" } @techreport{ipm:Konno1, author = "H. Konno and Y. Yajima", title = "Path--following algorithms for solving nonconvex programming problems", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Philadelphia, PA, USA}", year = "1990", month = "October", institution = "Institute of Human and Social Science, Institute of Technology", address = "2--12--1~Oh--Okayama, Meguro--ku, Tokyo\,152, Japan" } @article{ipm:Konno2, author = "H. Konno", title = "Recent advances in linear programming", journal = "Journal of the Japan Society of Simulation Technology", volume = "6", number = "1", year = "1987", month = "March", pages = "18--26", note = "(In Japanese)" } @techreport{ipm:Kortanek1, author = "K. O. Kortanek", title = "Vector--supercomputer experiments with the linear programming scaling algorithm", type = "{Working Paper Series}", number = "87--2", year = "1987", institution = "Department of Management Science, College of Business Administration, University of Iowa", address = "Iowa City, IA~52240, USA", note = "See Kortanek and Zhu \cite{ipm:Kortanek13}, too" } @techreport{ipm:Kortanek2, author = "K. O. Kortanek", title = "A second order affine scaling algorithm for the geometric programming dual with logarithmic barrier", type = "{Talk held at the DGOR--Jahrestagung in Vienna, Austria}", year = "1990", month = "August", institution = "Department of Management Science, College of Business Administration, University of Iowa", address = "Iowa City, IA~52240, USA", note = "See Kortanek and Ho \cite{ipm:Kortanek7}" } @article{ipm:Kortanek3, author = "K. O. Kortanek and M. Shi", title = "Convergence results and numerical experiments on a linear programming hybrid algorithm", journal = "European Journal of Operational Research", volume = "32", year = "1987", pages = "47--61" } @article{ipm:Kortanek4, author = "K. O. Kortanek and J. Zhu", title = "New purification algorithms for linear programming", journal = "Naval Research Logistics Quarterly", volume = "35", year = "1988", pages = "571--583" } @techreport{ipm:Kortanek5, author = "K. O. Kortanek and D. N. Leo and M. Shi", title = "An application of a hybrid algorithm for semi--infinite programming", type = "{Talk held at the 12th Symposium on Mathematical Programming, Cambridge, MA, USA}", year = "1985", institution = "Department of Management Science, College of Business Administration, University of Iowa", address = "Iowa City, IA~52240, USA" } @article{ipm:Kortanek6, author = "K. O. Kortanek and F. Potra and Y. Ye", title = "On some efficient interior point methods for nonlinear convex programming", journal = "Linear Algebra and Its Applications", volume = "152", year = "1991", pages = "169--189" } @article{ipm:Kortanek7, author = "K. O. Kortanek and H. No", title = "A second order affine scaling algorithm for the geometric programming dual with logarithmic barrier", journal = "Optimization", volume = "23", year = "1992", pages = "303--322" } @article{ipm:Kortanek8, author = "K. O. Kortanek and J. Zhu", title = "Controlling the parameter in the logarithmic barrier term for convex programming problems", journal = "Journal of Optimization Theory and Applications", volume = "84", year = "1995", pages = "117--143" } @techreport{ipm:Kortanek9, author = "K. O. Kortanek and S. Huang and J. Zhu", title = "Central path trajectories and controlled dual perturbations for geometric programming", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Anaheim, CA, USA}", year = "1991", month = "November", institution = "Department of Management Science, College of Business Administration, University of Iowa", address = "Iowa City, IA~52240, USA" } @techreport{ipm:Kortanek10, author = "K. O. Kortanek and S. Huang", title = "A simultaneous primal--dual potential reduction algorithm for linear programming", type = "{Working Paper Series}", number = "89--2", year = "1989", institution = "Department of Management Science, College of Business Administration, University of Iowa", address = "Iowa City, IA~52240, USA" } @article{ipm:Kortanek11, author = "K. O. Kortanek and S. Huang", title = "A note on a potential reduction algorithm with simultaneous primal/dual updating", journal = "Operations Research Letters", volume = "10", year = "1992", pages = "501--507" } @article{ipm:Kortanek12, author = "K. O. Kortanek and J. Zhu", title = "A polynomial barrier algorithm for linearly constrained convex programming problems", journal = "Mathematics of Operations Research", volume = "18", number = "1", year = "1993", pages = "116--127" } @article{ipm:Kortanek13, author = "K. O. Kortanek", title = "Vector--supercomputer experiments with the primal affine linear programming scaling algorithm", journal = "SIAM Journal on Scientific Computations", volume = "14", year = "1993", pages = "279--294" } @article{ipm:Kortanek14, author = "K. O. Kortanek and X. J. Xu and Y. Ye", title = "An infeasible interior--point algorithm for solving primal and dual geometric programs", journal = "Mathematical Programming", volume = "76", year = "1997", pages = "155--181" } @article{ipm:Korytowski1, author = "A. Korytowski", title = "Inner search methods for linear programming", journal = "Zastosowania Matematyki (Warshaw, Poland)", volume = "20", number = "2", year = "1990", pages = "307--327" } @phdthesis{ipm:Korzak1, author = "J. Korzak", title = "{Primal--duale pfadfolgende inexacte {\"a}u{\ss}ere--Punkte--Verfahren zur L{\"o}sung lineare Optimierungsaufgaben (Primal--dual path--following inexact exterior point methods for the solution of linear optimization problems}", year = "1997", school = "Department of Mathematics and Informatics, University of Wuppertal", address = "Gauss--Str.20, D--42097 Wuppertal, Germany", note = "(In German)" } @article{ipm:Kovacevic1, author = "V. V. {Kova\u{c}evi{\'c}--Vuj\u{c}i{\'c}}", title = "Improving the rate of convergence of interior point methods for linear programming", journal = "Mathematical Programming", volume = "52", year = "1991", pages = "467--479" } @techreport{ipm:Kovacevic2, author = "V. V. {Kova\u{c}evi{\'c}--Vuj\u{c}i{\'c}}", title = "Interior point methods for transportation problems", type = "{Talk held at the Symposium on Mathematical Programming in Oberwolfach, Germany}", year = "1992", month = "January", institution = "University of Belgrade", address = "Belgrade, Yugoslavia" } @incollection{ipm:Kovacevic3, author = "V. V. {Kova\u{c}evi{\'c}--Vuj\u{c}i{\'c}}", title = "Stabilization of path--following interior point methods for linear programming", year = "1995", booktitle = "IX Conference on Applied Mathematics (Budva, 1994)", pages = "245--258", publisher = "University of Novi Sad", address = "Novi Sad, Yugoslavia" } @article{ipm:Kovacevic4, author = "V. V. {Kova\u{c}evi{\'c}--Vuj\u{c}i{\'c}}", title = "A view of interior point methods for linear programming", journal = "Yugoslavian Journal of Operations Research", volume = "5", year = "1995", pages = "173--193" } @article{ipm:Kovacevic5, author = "V. V. {Kova\u{c}evi{\'c}--Vuj\u{c}i{\'c}} and M. D. Asi{\'c}", title = "An interior point method for transportation problems", journal = "Facta Universitatis\,: Series Mathematics and Informatics", volume = "11", year = "1996", pages = "157--170" } @article{ipm:Kozlov1, author = "A. Kozlov", title = "The {Karmarkar} algorithm\,: {Is} it for real~?", journal = "SIAM News", volume = "18", number = "6", year = "1985", month = "November", pages = "1, 4, 13" } @article{ipm:Kozlov2, author = "A. Kozlov and L. W. Black", title = "Berkeley obtains new results with {Karmarkar} algorithm", journal = "SIAM News", volume = "19", number = "3", year = "1986", month = "May", pages = "3, 20" } @techreport{ipm:Kranich1, author = "E. Kranich", title = "Interior point methods for mathematical programming\,: {A} bibliography", type = "{Discussion Paper}", number = "171", year = "1991", month = "May", institution = "Institute of Economy and Operations Research, FernUniversit{\"a}t Hagen", address = "P.O. Box~940, D--5800~Hagen~1, Germany", note = "Available through {\em netlib}, see Kranich \cite{ipm:Kranich2}" } @article{ipm:Kranich2, author = "E. Kranich", title = "Interior--point methods bibliography", journal = "SIAG/OPT Views--and--News, A Forum for the SIAM Activity Group on Optimization", volume = "1", year = "1992", pages = "11" } @mastersthesis{ipm:Krawczyk1, author = "R. Krawczyk", title = "{L{\"o}sung des Erf{\"u}llbarkeitsproblems mit der Interior--Point Methode (Solution of the satisfiability problem with the interior--point method)}", year = "1994", month = "September", school = "{Mathematisches Institut, Heinrich--Heine--Universit{\"a}t D{\"u}sseldorf}", address = "P.O. Box, Geb{\"a}ude~25.00, D{\"u}sseldorf, Germany", note = "(In German)" } @techreport{ipm:Kruk1, author = "S. Kruk and M. Muramatsu and F. Rendl and R. J. Vanderbei and H. Wolkowicz", title = "The {Gauss--Newton} direction in semidefinite programming", type = "{Manuscript}", number = "", year = "1998", month = "May", institution = "", address = "" } @article{ipm:Kumke1, author = "S. O. Kumke", title = "On the convergence of a modified barrier function method for convex quadratic and linear programming", journal = "Zeitschrift f{\"u}r Angewandte Mathematik und Mechanik", volume = "76", year = "1996", pages = "485--486" } @techreport{ipm:Lagarias1, author = "J. C. Lagarias", title = "Analytic algorithms for linear programming", type = "{Talk held at the ORSA/TIMS Joint National Meeting in New Orleans, USA}", year = "1987", month = "May", institution = "AT~\&~T Bell Laboratories", address = "Murray Hill, NJ~07974, USA" } @article{ipm:Lagarias2, author = "J. C. Lagarias", title = "The nonlinear geometry of linear programming, {Part\,III}\,: {Projective Legrende} transform coordinates and {Hilbert} geometry", journal = "Transactions of the American Mathematical Society", volume = "320", year = "1990", pages = "193--225" } @book{ipm:Lagarias3, author = "J. C. Lagarias and M. J. Todd", title = "Mathematical Developments Arising from Linear Programming\,: Proceedings of a Joint Summer Research Conference held at Bowdoin College, Brunswick, Maine, USA, June/July 1988", year = "1990", series = "Contemporary Mathematics", volume = "114", publisher = "American Mathematical Society", address = "Providence, Rhode Island, USA" } @article{ipm:Lagarias4, author = "J. C. Lagarias", title = "A collinear scaling interpretation of {Karmarkar's} linear programming algorithm", journal = "SIAM Journal on Optimization", volume = "3", year = "1993", pages = "630--636" } @article{ipm:Lange1, author = "K. Lange", title = "An adaptive barrier method for convex programming", journal = "Methods and Applications of Analysis", volume = "1", year = "1994", pages = "392--402" } @mastersthesis{ipm:Lanser1, author = "S. Lanser", title = "Barrier functions for the interior point methods for nonlinear programming and their relation to the characteristic function", year = "1995", school = "Faculty of Technical Mathematics and Informatics, Delft University of Technology", address = "NL--2600 Delft, The Netherlands", url = "ftp://ftp.twi.tudelft.nl/TWI/publications/masters--theses/S.Lanser.ps.gz" } @techreport{ipm:Lasdon1, author = "L. S. Lasdon and J. C. Plummer and G. Yu", title = "An interior point algorithm for general nonlinear programs", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Anaheim, CA, USA}", year = "1991", month = "November", institution = "Department of Management Science and Information Systems, College of Business Administration, University of Texas at Austin", address = "Austin, TX~78712, USA" } @techreport{ipm:Lasdon2, author = "L. S. Lasdon and J. C. Plummer and G. Yu", title = "An interior point algorithm for general nonlinear programs", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Orlando, FL, USA}", year = "1992", month = "April", institution = "Department of Management Science and Information Systems, College of Business Administration, University of Texas at Austin", address = "Austin, TX~78712, USA" } @techreport{ipm:Lasdon3, author = "L. S. Lasdon", title = "An interior point method for nonlinearly constrained problems", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "Department of Management Science and Information Systems, College of Business Administration, University of Texas at Austin", address = "Austin, TX~78712, USA" } @article{ipm:Lasdon4, author = "L. S. Lasdon and J. Plummer and G. Yu", title = "Primal--dual and primal interior point algorithms for general nonlinear programs", journal = "ORSA Journal on Computing", volume = "7", year = "1995", pages = "321--332" } @techreport{ipm:Lawler1, author = "E. L. Lawler", title = "Is {Karmarkar's} algorithm for real\,?", type = "{Talk held at the EURO VII Congress on Operations Research in Bologna, Italy}", year = "1985", month = "June", institution = "University of California", address = "Berkeley, CA~94720, USA" } @article{ipm:Lebret1, author = "H. Lebret", title = "Optimal beamforming via interior point methods", journal = "Journal of VLSI Signal Processing", volume = "14", year = "1996", pages = "29--41" } @article{ipm:Lee1, author = "J.--H. Lee and C.--K. Chen", title = "Minimax design of two--dimensional {FIR} digital filters by using an interior--point algorithm", journal = "IEEE International Symposium on Circuits and Systems", volume = "1", year = "1993", pages = "894--897" } @techreport{ipm:Lee2, author = "E. K. Lee", title = "Solving mixed integer nonlinear programming problems using an interior point method", type = "{RPI Mathematical Report}", number = "", year = "1997", month = "May", institution = "Department of Mathematical Sciences, Rensselaer Polytechnic Institute", address = "Troy, NY~12180--3590, USA" } @article{ipm:Lee3, author = "E. K. Lee", title = "Computational experience of an interior point algorithm in a parallel branch--and--cut framework", journal = "Proceedings of the Eighth SIAM Conference on Parallel Processing for Scientific Computing", year = "1997", pages = "8pp. (electronic)" } @techreport{ipm:Lee4, author = "E. K. Lee and J. E. Mitchell", title = "Computational experience of an interior--point {SQP} algorithm in a parallel branch--and--bound framework", type = "{Technical Report}", number = "LEC~97--08", year = "1997", month = "September", institution = "School of Industrial and Systems Engineering, Georgia Technology Institute", address = "Atlanta, GA~30322--0205, USA" } @phdthesis{ipm:Lehmkuhl1, author = "L. Lehmkuhl", title = "A polynomial primal--dual interior point method for convex programming with quadratic constraints", year = "1993", school = "School of Engineering and Applied Science, Department of Operations Research, The George Washington University", address = "Washington, D.C.~20052, USA" } @incollection{ipm:Leibfritz1, author = "F. Leibfritz and E. W. Sachs", title = "Numerical solution of parabolic state constrained control problems using {SQP}-- and interior--point--methods", booktitle = "Large--Scale Optimization\,: The State--of--the --Art", editor = "W. W. Hager and D. W. Hearn and P. M. Pardalos", year = "1994", pages = "245--258", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @techreport{ipm:Leibfritz2, author = "F. Leibfritz and E. W. Sachs", title = "Inexact {SQP} interior point methods and large scale optimal control problems", type = "{Forschungsbericht}", number = "96--6", year = "1996", institution = "Institut f{\"u}r Mathematik und Informatik, Universit{\"a}t Trier", address = "Trier, Germany" } @mastersthesis{ipm:Lely1, author = "{W. van der} Lely", title = "{BIN\,:\,A binary integer programming code using interior--point methods}", year = "1993", month = "June", school = "Faculty of Technical Mathematics and Informatics, TU Delft", address = "NL--2628~CD~Delft, The Netherlands" } @article{ipm:Lemmon1, author = "M. D. Lemmon and P. T. Szymanski and C. Bett", title = "Interior--point competitive learning of control agents in colony--style systems", journal = "Proceedings of the SPIE (The International Society for Optical Engineering", year = "1995", pages = "426--" } @techreport{ipm:Levkovitz1, author = "R. Levkovitz and G. Mitra and M. Tamiz", title = "Integration of the interior point method within simplex\,: {Experiments} in feasible basis recovery", type = "{Technical Report}", year = "1991", institution = "Department of Mathematics and Statistics, Brunel University", address = "Uxbridge, Middlesex~UB8~3PH, United Kingdom" } @incollection{ipm:Levkovitz2, author = "R. Levkovitz and J. A. Andersen and G. Mitra", title = "The interior point method for {LP} on parallel computers", booktitle = "System Modelling and Optimization (Proceedings of the 15th IFIP Conference held at the University of Zurich 1991)", editor = "P. Kall", year = "1992", pages = "241--250", series = "Lecture Notes in Control and Information Sciences", volume = "180", publisher = "Springer Verlag", address = "Berlin, Germany" } @phdthesis{ipm:Levkovitz3, author = "R. Levkovitz", title = "An investigation of the interior point method for large scale programming\,:\,{Theory} and computational algorithms", year = "1992", month = "October", school = "Mathematics Department, Brunel University", address = "Uxbridge MDDX~UB8~3PH, United Kingdom" } @incollection{ipm:Levkovitz4, author = "R. Levkovitz and G. Mitra and M. Tamiz", title = "Experimental investigations in combining {IPM} and {Simplex} based {LP} solvers", booktitle = "Symposium on Applied Mathematical Programming and Modeling (APMOD '93), Budapest, Hungary, January 1993, Volume of Extended Abstracts", editor = "I. Maros", year = "1992", month = "December", pages = "353--373", publisher = "Computer and Automation Institute, Hungarian Academy of Sciences", address = "Budapest, Hungary" } @incollection{ipm:Levkovitz5, author = "R. Levkovitz and G. Mitra", title = "Solution of large sparse symmetric equations on a transputer network", booktitle = "Proceedings of the 3rd International Conference on Applications of Transputers", editor = "T. S. Durrani", year = "1991", pages = "105--110", publisher = "IOS Press", address = "Amsterdam, The Netherlands" } @incollection{ipm:Levkovitz6, author = "R. Levkovitz and G. Mitra", title = "Cholesky factorization of sparse symmetric positive definite matrices on distributed parallel computers", booktitle = "Transputing in Numerical and Neural Network Applications", editor = "G. L. Reijns and J. Luo", year = "1992", pages = "30--47", publisher = "IOS Press", address = "Amsterdam, The Netherlands" } @incollection{ipm:Levkovitz7, author = "R. Levkovitz and G. Mitra", title = "Solution of large--scale linear programs\,: {A} review of hardware, software and algorithmic issues", booktitle = "Optimization in Industry\,: Mathematical Programming and Modeling Techniques in Practice", editor = "T. Ciriani and R. C. Leachman", year = "1993", pages = "139--171", publisher = "John Wiley \& Sons", address = "New York, NY, USA" } @article{ipm:Levkovitz8, author = "R. Levkovitz and G. Mitra", title = "Experimental investigations in combining primal--dual interior--point method and simplex based {LP} solvers", journal = "Annals of Operations Research", volume = "58", year = "1995", pages = "19--38" } @article{ipm:Lewis1, author = "A. S. Lewis and M. L. Overton", title = "Eigenvalue optimization", journal = "Acta Numerica", year = "1996", pages = "149--190" } @article{ipm:Lewis2, author = "A. S. Lewis and A. B. Philpott", title = "Experiments with affine scaling and semi--infinite programming", journal = "New Zealand Journal of Mathematics", volume = "24", number = "2", year = "1995", pages = "49--71" } @techreport{ipm:Li1, author = "G. Li and I. J. Lustig", title = "An implementation of a parallel interior point method for multicommodity flow problems", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "Department of Mathematical Sciences, Rice University", address = "Houston, TX~77251, USA" } @article{ipm:Li2, author = "Y. Li", title = "A globally convergent method for {$l_{p}$} problems", journal = "SIAM Journal on Optimization", volume = "3", year = "1993", pages = "609--629" } @article{ipm:Li3, author = "K.--F. Li and H.--C. Liu", title = "An efficient algorithm for solving {LP} problems", journal = "Chinese Journal of Mathematics", volume = "24", year = "1996", pages = "167--175" } @article{ipm:Li4, author = "X.--Q. Li and Q.--Y. Miao", title = "An infeasible interior point algorithm for convex quadratic programming problems", journal = "?", volume = "?", year = "?", pages = "?", note = "Found in CMP (1998), p. 283!" } @phdthesis{ipm:Liao1, author = "A. P. Liao", title = "Algorithms for linear programming via weighted centers", year = "1992", month = "January", school = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA" } @article{ipm:Liao2, author = "A. P. Liao", title = "Some variants of {Todd's} low--complexity algorithm", journal = "Journal on Optimization Theory and Applications", volume = "86", year = "1995", pages = "173--190" } @article{ipm:Liao3, author = "A. P. Liao and M. J. Todd", title = "Solving {LP} problems via weighted centers", journal = "SIAM Journal on Optimization", volume = "6", year = "1996", pages = "933--960" } @article{ipm:Lieu1, author = "B. Lieu and P. HUard", title = "La methode des centres dans un espace topolique", journal = "Numerische Mathematik", volume = "8", year = "1966", pages = "56--67" } @techreport{ipm:Lin1, author = "C.--J. Lin", title = "A dual affine scaling based algorithm for solving linear semi--infinite programming problems", type = "{OR Research Report}", number = "269", year = "1993", month = "July", institution = "Operations Research Program, North Carolina State University", address = "Raleigh, NC~27695, USA", note = "See also C.--J. Lin, S.--C. Fang and S.--Y. Wu \cite{ipm:Lin2}" } @incollection{ipm:Lin2, author = "C.--J. Lin and S.--C. Fang and S.--Y. Wu", title = "A dual affine scaling based algorithm for solving linear semi--infinite programming problems", booktitle = "Advances in Optimization and Approximation", editor = "D.--Z. Du and J. Sun", year = "1994", pages = "217--234", series = "Nonconvex Optimization and Its Applications", volume = "1", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @techreport{ipm:Lin3, author = "C.--J. Lin and R. Saigal", title = "A predictor--corrector method for semidefinite linear programming", type = "{Technical Report}", year = "1995", month = "October", institution = "Department of Industrial and Operational Engineering, University of Michigan", address = "Ann Arbor, MI~48109--2117, USA", note = "Revised December 1995" } @article{ipm:Lin4, author = "C.--Y. Lin and M. K. H. Fan", title = "Convergence analysis of an interior point method in convex programming, regular constraint case", journal = "Proceedings of the 34th Conference on Decision and Control", volume = "Part 2/4", year = "1995", pages = "1103--1108" } @techreport{ipm:Lin5, author = "C.--J. Lin and R. Saigal", title = "An infeasible start predictor--corrector method for semidefinite linear programming", type = "{Technical Report}", year = "1995", institution = "Department of Industrial and Operational Engineering, University of Michigan", address = "Ann Arbor, MI~48109--2117, USA" } @article{ipm:Lin6, author = "Z. Lin and Y. Lin and B. Yu", title = "A combined homotopy interior point method for general nonlinear programming problems", journal = "Applied Mathematics and Computation", volume = "80", year = "1996", pages = "209--224" } @article{ipm:Lin7, author = "Z. Lin and B. Yu and G. Feng", title = "A combined homotopy interior point method for convex nonlinear programming", journal = "Applied Mathematics and Computation", volume = "84", year = "1997", pages = "193--211" } @techreport{ipm:Lin8, author = "C.--J. Lin and R. Saigal", title = "On solving large--scale semidefinite programming problems\,: {A} case study of quadratic assignment problem", type = "{Technical Report}", year = "1997", month = "December", institution = "Department of Industrial and Operational Engineering, University of Michigan", address = "Ann Arbor, MI~48109--2117, USA" } @techreport{ipm:Lindfield1, author = "G. R. Lindfield and A. Salhi", title = "A comparative study of the performance and implementation of the {Karmarkar} algorithm", type = "{Talk held at the Martin Beale Memorial Symposium in London, United Kindom}", year = "1987", month = "July", institution = "Department of Computer Science and Applied Mathematics, Aston University", address = "Birmingham B4~7ET, United Kingdom" } @techreport{ipm:Ling1, author = "P. D. Ling", title = "A new proof for the new primal--dual affine scaling interior--point algorithm of {Jansen, Roos and Terlaky}", type = "{Technical Report}", number = "SYS--C93--09", year = "1993", institution = "School of Information Systems, University of East--Anglia", address = "Norwich, Great Britain" } @techreport{ipm:Ling2, author = "P. D. Ling", title = "A predictor--vcorrector algorithm", type = "{Working Paper}", year = "1993", institution = "School of Information Systems, University of East--Anglia", address = "Norwich, Great Britain" } @article{ipm:Lisser1, author = "A. Lisser and P. Tolla", title = "Variants of {Karmarkar's} algorithm", journal = "Electricite de France (EDF) Bulletin de la Direction des Etudes et Recherches Serie C Mathematique, Informatique (Paris)", volume = "3", year = "1989", pages = "21--36" } @techreport{ipm:Lisser2, author = "A. Lisser and N. Maculan and M. Minoux", title = "Approximate one--dimensional minimization of the potential function improves the convergence speed of {Karmarkar's} method", type = "{Unpublished Manuscript}", year = "1985", institution = "Laboratoire de Analyse et Modelisation de Systemes pour l'Aide a la Decision (LAMSADE), Universite de Paris Dauphine", address = "F--75775~Paris~Cedex~16, France" } @techreport{ipm:Lisser3, author = "A. Lisser and N. Maculan and M. Minoux", title = "Large steps preserving polynomiality in {Karmarkar's} algorithm", type = "Cahier", number = "77", year = "1987", institution = "Laboratoire de Analyse et Modelisation de Systemes pour l'Aide a la Decision (LAMSADE), Universite de Paris Dauphine", address = "F--75775~Paris~Cedex~16, France" } @techreport{ipm:Lisser4, author = "A. Lisser and M. J. Chifflet", title = "A comparison of projective and affine approaches in interior point methods", type = "{Talk held at the TIMS/SOBRAPO Joint International Meeting in Rio de Janeiro, Brazil}", year = "1991", month = "July", institution = "Centre National d'Etudes des Telecommunications, PAA--ATR", address = "38--40~Rue du General--Leclerc, F--92131~Issy--Les--Moulineaux, France" } @techreport{ipm:Lisser5, author = "A. Lisser and P.Tolla", title = "An efficient software using the {Karmarkar's} algorithm", type = "{Talk held at the EURO/TIMS Joint International Conference on Operational Research in Paris, France}", year = "1988", month = "July", institution = "Laboratoire de Analyse et Modelisation de Systemes pour l'Aide a la Decision (LAMSADE), Universite de Paris Dauphine", address = "F--75775~Paris~Cedex~16, France" } @phdthesis{ipm:Lisser6, author = "A. Lisser", title = "Un logiciel derive de l'algorithme de {Karmarkar} pour la resolution de programmes lineaires de grande taille {(A computational derivation of Karmarkar's algorithm for the solution of large--scaled linear programs)}", year = "1987", school = "Laboratoire de Analyse et Modelisation de Systemes pour l'Aide a la Decision (LAMSADE), Universite de Paris Dauphine", address = "F--75775~Paris~Cedex~16, France", note = "(In French)" } @article{ipm:Litvinchev1, author = "I. S. Litvinchev", title = "The application of lower bounds for minimization by the interior point method", journal = "Zhurnal Vchyislitelnoi Matematiki i Matematicheskoi Fiziki (Nauk, Moscow)", volume = "34", year = "1994", pages = "978--983", note = "(In Russian). Translated in\,: {\em Computational Mathematics and Mathematical Physics 34 (1994):\,843--847}" } @techreport{ipm:Liu1, author = "S. Liu", title = "A long step path--following algorithm for linear programming", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Las Vegas, NV, USA}", year = "1990", month = "May", institution = "Department of Industrial Engineering and Operations Research, Columbia University", address = "New York, NY~10027, USA" } @techreport{ipm:Liu2, author = "S. Liu and D. Goldfarb", title = "Interior point potential function reduction algorithms for solving convex quadratic programming", type = "{Talk held at the ORSA/TIMS Joint National Meeting in New York, NY, USA}", year = "1989", month = "October", institution = "Department of Industrial Engineering and Operations Research, Columbia University", address = "New York, NY~10027, USA", note = "See Goldfarb and Liu \cite{ipm:Goldfarb10}" } @phdthesis{ipm:Liu3, author = "S. Liu", title = "Interior point methods for linear, convex quadratic, and convex programming", year = "1991", school = "Department of Industrial Engineering and Operations Research, Columbia University", address = "New York, NY~10027, USA" } @book{ipm:Lootsma1, author = "F. A. Lootsma", title = "Numerical Methods for Nonlinear Optimization", publisher = "Academic Press", year = "1972", address = "London, United Kingdom" } @article{ipm:Lord1, author = "E. A. Lord and V. C. Venkaiah and S. K. Sen", title = "Solution of linear programming problems by a centering algorithm", journal = "Proceedings of the CSI--91", volume = "", year = "1991", pages = "433--439" } @article{ipm:Lord2, author = "E. A. Lord and V. C. Venkaiah and S. K. Sen", title = "A shrinking polytope method for linear programming", journal = "Neural Parallel Scientific Computing", volume = "4", year = "1996", pages = "325--339" } @techreport{ipm:Loute1, author = "E. Loute and J.--Ph. Vial", title = "A parallelisable block {Cholesky} factorization for staircase linear programming problems", type = "{CORE Discussion Paper}", number = "9260", year = "1992", institution = "Center of Operations Research and Econometrics, Universite Catholique de Louvain", address = "B--1348~Louvain--la--Neuve, Belgium" } @article{ipm:Lu1, author = "C. N. Lu and M. R. Unum", title = "Network constrained security control using an interior point algorithm", journal = "IEEE Transactions on Power Systems (PWRS)", volume = "8", year = "1993", pages = "1068--1076" } @article{ipm:Lu2, author = "X.--M. Lu", title = "A simplex--interior point algorithm for solving linear programming problems", journal = "Journal on Systems Science and Mathematical Sciences", volume = "16", year = "1996", pages = "211--227" } @article{ipm:Lu3, author = "X.--M. Lu and Y. Ye and F. Wu", title = "A generalized predictor--corrector linear programming algorithm", journal = "Mathematica Numerica Sinica", volume = "17", year = "1995", pages = "271--281", note = "(In Chinese, English summary)" } @techreport{ipm:Luethi1, author = "H.--J. L{\"u}thi and B. B{\"u}eler", title = "The analytic center quadratic cut method {(ACQCM)} for strongly monotone variational inequality problems", type = "{Technical Report}", number = "", year = "1998", month = "March", institution = "Institute of Operations Research, Eidgen{\"o}ssische Technische Hochschule (ETH) Z{\"u}rich", address = "Z{\"u}rich, The Switzerland" } @incollection{ipm:Luo1, author = "J. Luo and G. L. Reijns", title = "Parallel solution of the revised simplex method and interior point methods for linear programming", booktitle = "Proceedings of the 1991 International Symposium in Side, Turkey, October 1991", year = "1991", pages = "723--736", series = "Computer and Information Sciences", volume = "VI", publisher = "Elsevier North Holland", address = "Amsterdam, The Netherlands" } @article{ipm:Luo2, author = "Z.--Q. Luo and S. Q. Wu", title = "A modified predictor--corrector method for linear programming", journal = "Computational Optimization and Applications", volume = "3", year = "1994", pages = "83--91" } @incollection{ipm:Luo3, author = "Z.--Q. Luo and Y. Ye", title = "A genuine quadratically convergent polynomial interior point algorithm for linear programming", booktitle = "Advances in Optimization and Approximation", editor = "D.--Z. Du and J. Sun", year = "1994", pages = "235--246", series = "Nonconvex Optimization and Its Applications", volume = "1", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @incollection{ipm:Luo4, author = "Z.--Q. Luo", title = "Convergence analysis of a primal--dual interior point algorithm for convex quadratic programs", booktitle = "Recent Trends in Optimization Theory and Applications", editor = "R. P. Agarwal", year = "1995", pages = "255--270", series = "World Science Series in Applied Analysis", volume = "5", publisher = "World Science Publishing", address = "River Edge, NJ, USA", } @article{ipm:Luo5, author = "Z.--Q. Luo", title = "Analysis of a cutting plane method that uses weighted analytic center and multiple cuts", journal = "SIAM Journal on Optimization", volume = "7", year = "1997", pages = "697--716", url = "http://www.siam.org/journals/siopt/7--3/27652.html" } @incollection{ipm:Luo6, author = "J. Luo and G. L. Reijns", title = "Solving linear programming problems on transputers", booktitle = "", series = "Transputer Research and Applications", volume = "5", year = "1992", pages = "70--80", editor = "A. M. Veronis and Y. Paker", publisher = "IOS Press", address = "Amsterdam, The Netherlands" } @incollection{ipm:Luo7, author = "J. Luo and G. L. Reijns", title = "Parallel implementation of two algorithms to solve linear programming problems", booktitle = "Transputing in Numerical and Neural Networks Applications", year = "1992", pages = "48--65", editor = "G. L. Reijns and J. Luo", publisher = "IOS Press", address = "Amsterdam, The Netherlands" } @article{ipm:Luo8, author = "Z.--Q. Luo and J. Sun", title = "An analytic center based column generation algorithm for convex quadratic feasibility problems", journal = "SIAM Journal on Optimization", volume = "9", year = "1999", pages = "217--235" } @article{ipm:Luo9, author = "Z.--Q. Luo and J. F. Sturm and S. Zhang", title = "Superlinear convergence of a symmetric primal-dual path--following algorithm for semidefinite programming", journal = "SIAM Journal on Optimization", volume = "8", year = "1998", pages = "59--81" } @techreport{ipm:Luo10, author = "Z.--Q. Luo and J. F. Sturm and S. Zhang", title = "Duality and self--duality for conic convex programming", type = "{Technical Report}", number = "9620/A", year = "1996", institution = "Economic Institute, Erasmus University Rotterdam", address = "NL--3000~DR~Rotterdam, THe Netherlands" } @techreport{ipm:Luo11, author = "Z.--Q. Luo and C. Roos and T. Terlaky", title = "Complexity analysis of a logarithmic barrier decomposition method for semi--infinite linear programming", type = "{Technical Report}", number = "97--34", year = "1995", institution = "Faculty of Mathematics and Computer Science, Technical University of Delft,", address = "NL--2600~GA~Delft, THe Netherlands" } @techreport{ipm:Luo12, author = "Z.--Q. Luo and J. F. Sturm and S. Zhang", title = "Duality results for conic convex programming", type = "{Technical Report}", number = "9719/A", year = "1997", institution = "Economic Institute, Erasmus University Rotterdam", address = "NL--3000~DR~Rotterdam, THe Netherlands" } @techreport{ipm:Luo13, author = "Z.--Q. Luo and J. Sun", title = "Cutting surfaces and analytic center\,: {A} polynomial algorithm for the convex feasibility problem defined by self--concordant inequalities", type = "{Technical Report}", number = "", year = "1996", month = "June", institution = "Economic Institute, Erasmus University Rotterdam", address = "NL--3000~DR~Rotterdam, THe Netherlands" } @article{ipm:Luo14, author = "Z.--Q. Luo and S.--Q. Wu and Y. Ye", title = "Predictor--corrector method for nonlinear complementarity problem", journal = "Acta Mathematica Applicatae Sinica (English Series)", volume = "13", year = "1997", pages = "321--328" } @article{ipm:Luss1, author = "H. Luss", title = "Optimization\,: {Methodolgy}, algorithms and applications", journal = "AT~\&~T Technical Journal", volume = "68", year = "1989", pages = "3--6" } @techreport{ipm:Lustig1, author = "I. J. Lustig", title = "A practical approach to {Karmarkar's} algorithm", type = "{Technical Report}", number = "SOL~85--5", year = "1985", month = "June", institution = "Systems Optimization Laboratory, Department of Operations Research, Stanford University", address = "Stanford, CA~94305, USA" } @techreport{ipm:Lustig2, author = "I. J. Lustig", title = "Identifying an optimal basis of a linear program using an interior point method", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Washington, DC, USA}", year = "1988", month = "April", institution = "School of Engineering and Applied Science, Department of Civil Engineering and Operations Research, Princeton University", address = "Princeton, NJ~08544, USA" } @techreport{ipm:Lustig3, author = "I. J. Lustig", title = "A generic primal--dual interior point algorithm", type = "{Technical Report}", number = "SOR~88--3", year = "1988", institution = "School of Engineering and Applied Science, Department of Civil Engineering and Operations Research, Princeton University", address = "Princeton, NJ~08544, USA" } @techreport{ipm:Lustig4, author = "I. J. Lustig", title = "An experimental analysis of the convergence rate of an interior point algorithm", type = "{Technical Report}", number = "SOR~88--5", year = "1988", month = "March", institution = "School of Engineering and Applied Science, Department of Civil Engineering and Operations Research, Princeton University", address = "Princeton, NJ~08544, USA" } @article{ipm:Lustig5, author = "I. J. Lustig", title = "Feasibility issues in aprimal--dual interior point method for linear programming", journal = "Mathematical Programming", volume = "49", year = "1990/91", pages = "145--162" } @article{ipm:Lustig6, author = "I. J. Lustig", title = "An analysis of an available set of linear programming test problems", journal = "Computers and Operations Research", volume = "16", year = "1989", pages = "173--184", note = "Augmented version in the Technical Report SOL~87-11, Systems Optimization Laboratory, Department of Operations Research, Stanford University, Stanford, CA~94305, USA, 1987" } @article{ipm:Lustig7, author = "I. J. Lustig and R. E. Marsten and D. F. Shanno", title = "Computational experience with a primal--dual interior point method for linear programming", journal = "Linear Algebra and Its Applications", volume = "152", year = "1991", pages = "191--222" } @techreport{ipm:Lustig8, author = "I. J. Lustig and R. E. Marsten and D. F. Shanno", title = "Recent computational experience with the primal--dual interior point method for linear programming", type = "{Technical Report}", number = "RRR~46--89", year = "1990", institution = "RUTCOR Center of Operations Research, Rutgers University", address = "New Brunswick, NJ~08903, USA", note = "Incorrect citation, elsewhere; see Lustig et al.\,\cite{ipm:Lustig7}" } @article{ipm:Lustig9, author = "I. J. Lustig and J. M. Mulvey and T. J. Carpenter", title = "The formulation of stochastic programs for interior point methods", journal = "Operations Research", volume = "39", number = "5", year = "1991", pages = "757--770" } @techreport{ipm:Lustig10, author = "I. J. Lustig and D. F. Shanno and J. W. Gregory", title = "The primal--dual interior point method on a {C}ray supercomputer", type = "{Technical Report}", number = "SOR~89--21", year = "1989", institution = "School of Engineering and Applied Science, Department of Civil Engineering and Operations Research, Princeton University", address = "Princeton, NJ~08544, USA", note = "Same as Lustig et al.\ \cite{ipm:Lustig12}" } @techreport{ipm:Lustig11, author = "I. J. Lustig and R. E. Marsten and D. F. Shanno", title = "Recent advances in the {OB1} interior point code", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Nashville, Tennessee, USA}", year = "1991", month = "May", institution = "School of Engineering and Applied Science, Department of Civil Engineering and Operations Research, Princeton University", address = "Princeton, NJ~08544, USA", note = "See Bixby et al.\ \cite{ipm:Bixby1}" } @incollection{ipm:Lustig12, author = "I. J. Lustig and R. E. Marsten and D. F. Shanno", title = "The primal--dual interior point method on the {C}ray supercomputer", booktitle = "Large--Scale Numerical Optimization, Papers from the Workshop held at Cornell University, Ithaca, NY, USA, October 1989", series = "SIAM Proceedings in Applied Mathematics", volume = "46", year = "1990", pages = "70--80", editor = "T. F. Coleman and Y. Li", publisher = "Society of Industrial and Applied Mathematics (SIAM)", address = "Philadelphia, PA, USA" } @techreport{ipm:Lustig13, author = "I. J. Lustig", title = "An implementation of a strongly polynomial time algorithm for basis recovery", type = "{Technical Report}", number = "(in preparation)", year = "1991", institution = "School of Engineering and Applied Science, Department of Civil Engineering and Operations Research, Princeton University", address = "Princeton, NJ~08544, USA" } @article{ipm:Lustig14, author = "I. J. Lustig and R. E. Marsten and D. F. Shanno", title = "On implementing {Mehrotra's} predictor--corrector interior point method for linear programming", journal = "SIAM Journal on Optimization", volume = "2", year = "1992", pages = "435--449", } @techreport{ipm:Lustig15, author = "I. J. Lustig and R. E. Marsten and D. F. Shanno", title = "Starting and restarting the primal--dual interior point method", type = "{Technical Report}", number = "SOR~90--14", year = "1990", institution = "School of Engineering and Applied Science, Department of Civil Engineering and Operations Research, Princeton University", address = "Princeton, NJ~08544, USA", note = "Also available as\,: Rutgers Research Report 61--90, Rutgers University, New Brunswick, NJ, USA" } @incollection{ipm:Lustig16, author = "I. J. Lustig and R. E. Marsten and D. F. Shanno", title = "The interaction of algorithms and architectures for interior point methods", booktitle = "Advances in Optimization and Parallel Computing", editor = "P. M. Pardalos", year = "1992", pages = "190--205", publisher = "North--Holland", address = "Amsterdam, The Netherlands" } @incollection{ipm:Lustig17, author = "I. J. Lustig", title = "Phase\,1 search directions for a primal--dual interior point method for linear programming", booktitle = "Mathematical Developments Arising from Linear Programming\,: Proceedings of a Joint Summer Research Conference held at Bowdoin College, Brunswick, Maine, USA, June/July 1988", editor = "J. C. Lagarias and M. J. Todd", year = "1990", pages = "121--130", series = "Contemporary Mathematics", volume = "114", publisher = "American Mathematical Society", address = "Providence, Rhode Island, USA" } @article{ipm:Lustig18, author = "I. J. Lustig and R. E. Marsten and D. F. Shanno", title = "Interior method vs. simplex method\,: {Beyond {\tt netlib}}", journal = "Mathematical Programming Society Committee on Algorithms (COAL) Newsletter", volume = "19", year = "1991", month = "August", pages = "41--44" } @article{ipm:Lustig19, author = "I. J. Lustig and R. E. Marsten and D. F. Shanno", title = "Computational experience with a globally convergent primal--dual predictor--corrector algorithm for linear programming", journal = "Mathematical Programming", volume = "66", year = "1994", pages = "123--135" } @article{ipm:Lustig20, author = "I. J. Lustig and R. E. Marsten and D. F. Shanno", title = "Interior point methods for linear programming\,: {Computational} state of the art", journal = "ORSA Journal on Computing", volume = "6", year = "1994", pages = "1--14" } @article{ipm:Lustig21, author = "I. J. Lustig and G. Y. Li", title = "An implementation of a parallel primal--dual interior point method for block--structured linear programs", journal = "Computational Optimization and Applications", volume = "1", year = "1992", pages = "141--161" } @article{ipm:Lustig22, author = "I. J. Lustig and R. E. Marsten and D. F. Shanno", title = "The last word on interior point methods for linear programming---for now", journal = "ORSA Journal on Computing", volume = "6", year = "1994", pages = "35--36" } @article{ipm:Lustig23, author = "I. J. Lustig and E. Rothberg", title = "Gigaflops in linear programming", journal = "Operations Research Letters", volume = "18", year = "1996", pages = "157--165" } @article{ipm:Ma1, author = "Z. Ma", title = "On interior point algorithms for linear programming", journal = "Advanced Mathematics (Beijing, China)", volume = "21", number = "3", year = "1992", pages = "274--288", note = "(In Chinese\,?)" } @article{ipm:Maaren1, author = "{H. van} Maaren and T. Terlaky", title = "Inverse barriers and {CES}--functions in linear programming", journal = "Operations Research Letters", volume = "20", year = "1997", pagers = "15--20" } @article{ipm:Madrigal1, author = "M. Madrigal and Q. H. Quintana", title = "Optimal day--ahead network--constrained power system's market operations planning using an interior--point method", journal = "Proceedings of the 11th Canadian Conference on Electrical and Computer Engineering", volume = "Part\,1/2", year = "1998", pagers = "401--404" } @incollection{ipm:Mahony1, author = "R. E. Mahony and J. B. Moore", title = "Recursive interior--point linear programming algorithm based on {Lie--Brockett} flows", booktitle = "Optimization\,: Techniques and Applications, Vol.\,1 (Proceedings of the International Conference (ICOTA) held in Singapore 1992)", editor = "K. H. Phua and C. M. Wang and W. Y. Yeong and T. Y. Leong and H. T. Loh and K. C. Tan and F. S. Chou", year = "1992", pages = "21--29", publisher = "World Science Publishing", address = "River Edge, NJ, USA" } @mastersthesis{ipm:Maier1, author = "S. Maier", title = "{Primal--duales innere--Punkte--Verfahren mit endlicher Genauigkeit zur L{\"o}sung linearer Programme (A primal--dual interior point method with finite accuracy for solving linear programs)}", year = "1989", school = "Institut f{\"u}r Mathematik der Naturwissenschaftlichen Fakult{\"a}t der Universit{\"a}t Augsburg", address = "D--8900~Augsburg, Germany", note = "(In German)" } @mastersthesis{ipm:Man1, author = "H. Man", title = "The effect of centering in an interior point algorithm", year = "1993", school = "Faculty of Technical Mathematics and Informatics, TU Delft", address = "NL--2628~CD~Delft, The Netherlands" } @techreport{ipm:Mangasarian1, author = "O. L. Mangasarian and R. Setiono", title = "Serial and parallel interior proximal point methods for linear programs", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Las Vegas, NV, USA}", year = "1990", month = "May", institution = "Department of Computer Science, University of Wisconsin", address = "Madison, WI~53706, USA" } @article{ipm:Marcarenhas1, author = "W. F. Marcarenhas", title = "The affine scaling algorithm fails for stepsize 0.999", journal = "SIAM Journal on Optimization", volume = "7", year = "1997", pages = "34--46" } @techreport{ipm:Marcarenhas2, author = "W. F. Marcarenhas", title = "New proofs of cobvergence for the dual affine scaling algorithm", type = "{Research Report}", numberr = "69/93", year = "1993", institution = "Universidade Estadural de Campinas", address = "Campinas~S. P., Brazil" } @mastersthesis{ipm:Margraff1, author = "G. Margraff", title = "{Analyse und Modifikation des Karmarkar Verfahrens (Analysis and modification of Karmarkar's algorithm)}", year = "1987", school = "Universit{\"a}t Trier, Fachbereich~IV", address = "D--5500~Trier, Germany", note = "(In German)" } @article{ipm:Maros1, author = "I. Maros and C. M{\'e}sz{\'a}ros", title = "The role of the augmented system in interior point methods", journal = "European Journal of Operational Research", volume = "107", year = "1998", pages = "720--736" } @techreport{ipm:Marsten1, author = "R. E. Marsten and M. J. Saltzman", title = "A dual--affine interior point algorithm for {LP's} with bounded variables", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Denver, CO, USA}", year = "1988", month = "October", institution = "Department of MIS, University of Arizona", address = "Tucson, AZ~85721, USA", note = "See Marsten et al.\ \cite{ipm:Marsten5}" } @techreport{ipm:Marsten2, author = "R. E. Marsten and D. F. Shanno", title = "On implementing {Karmarkar's} algorithm", type = "{Technical Report}", year = "1985", institution = "Department of MIS, University of Arizona", address = "Tucson, AZ~85721, USA", note = "Same as Shanno and Marsten \cite{ipm:Shanno5}" } @techreport{ipm:Marsten3, author = "R. E. Marsten and D. F. Shanno", title = "Recent computational experience with the primal--dual interior point method", type = "{Talk held at the First International Symposium on Interior Point Methods for Linear Programming\,: Theory and Practice, in Scheveningen, The Netherlands}", year = "1990", month = "January", institution = "School of Industrial and Systems Engineering, Georgia Technology Institute", address = "Atlanta, GA~30322--0205, USA" } @techreport{ipm:Marsten4, author = "R. E. Marsten and M. J. Saltzman and J. W. Gregory and T. G. Hewitt and D. F. Shanno", title = "The dual affine interior point method for linear programming implementation on {Cray} supercomputers", type = "{Talk held at the CORS/ORSA/TIMS Joint National Meeting in Vancouver, British Columbia, Canada}", year = "1989", month = "May", institution = "School of Industrial and Systems Engineering, Georgia Technology Institute", address = "Atlanta, GA~30322--0205, USA" } @article{ipm:Marsten5, author = "R. E. Marsten and M. J. Saltzman and D. F. Shanno and J. F. Ballintijn and G. S. Pierce", title = "Implementation of a dual affine interior point algorithm for linear programming", journal = "ORSA Journal on Computing", volume = "1", year = "1989", pages = "287--297" } @article{ipm:Marsten6, author = "R. E. Marsten and R. Subramaniam and M. J. Saltzman and I. J. Lustig and D. F. Shanno", title = "Interior point methods for linear programming\,: {Just call Newton, Lagrange, and Fiacco and McCormick\,!}", journal = "Interfaces", volume = "20", number = "4", year = "1990", pages = "105--116" } @techreport{ipm:Marsten7, author = "R. E. Marsten", title = "The {IMP System} on personal computers", type = "{Talk held at the ORSA/TIMS Joint National Meeting in St.~Louis, USA}", year = "1987", month = "October", institution = "Department of MIS, University of Arizona", address = "Tucson, AZ~85721, USA" } @techreport{ipm:Marsten8, author = "R. E. Marsten", title = "Interior point methods for large scale linear programming", type = "{Talk held at the Second International Conference on Industrial and Applied Mathematics (ICIAM~'91), Washington, DC, USA}", year = "1991", month = "July", institution = "School of Industrial and Systems Engineering, Georgia Technology Institute", address = "Atlanta, GA~30322--0205, USA" } @techreport{ipm:Marsten9, author = "R. E. Marsten and D. F. Shanno", title = "Interior point methods for linear programming\,: {Ready} for production use", type = "{Workshop at the ORSA/TIMS Joint National Meeting in Philadelphia, PA, USA}", year = "1990", month = "October", institution = "School of Industrial and System Engineering, Georgia Institute of Technology", address = "Atlanta, GA~30322, USA" } @techreport{ipm:Marsten10, author = "R. E. Marsten and M. J. Saltzman and D. F. Shanno", title = "A dual affine interior point algorithm for {LP} with bounded varaibles", type = "{Talk held at the XIII International Symposium on Mathematical Programming in Tokyo, Japan}", year = "1988", month = "August", institution = "School of Industrial and System Engineering, Georgia Institute of Technology", address = "Atlanta, GA~30322, USA", note = "See Marsten et al.\ \cite{ipm:Marsten5}" } @incollection{ipm:Marsten11, author = "R. E Marsten and D. F. Shanno and E. M. Simantiraki", title = "Interior point methods for linear and nonlinear programming", booktitle = "Numerical Analysis\,: The State--of--the--Art", editor = "I. A. Duff and A. Watson", year = "1996", pages = "", publisher = "Institute of Mathematics and its Applications", address = "London, Great Britain" } @article{ipm:Martinez1, author = "H. J. Mart{\'i}nez", title = "On motivating the {Mitchell--Todd} modification of {Karmarkar's} algorithm for {LP} problems with free variables", journal = "Journal of Optimization Theory and Applications", volume = "84", year = "1995", pages = "675--679" } @article{ipm:Martinez2, author = "H. J. Mart{\'i}nez and Z. Parada and R. A. Tapia", title = "On the charactarization of {Q}--superlinear convergence of quasi--{Newton} interior--point methods for nonlinear programming", journal = "Boletin de la Sociedad Matematica Mexicana", volume = "1", year = "1995", pages = "137--148" } @techreport{ipm:Martinhon1, author = "C. Martinhon and C. C. Gonzaga", title = "A unified analysis of affine and projective primal potential reduction algorithms for linear programming", type = "{Talk held at the TIMS/SOBRAPO Joint International Meeting in Rio de Janeiro, Brazil}", year = "1991", month = "July", institution = "Department of Systems Engineering and Computer Science, COPPE Federal University of Rio de Janeiro", address = "21941~Rio~de~Janeiro, RJ, Brazil" } @techreport{ipm:Marxen1, author = "A. Marxen", title = "Primal barrier methods for linear programming", type = "{Technical Report}", number = "SOL~89--6", year = "1989", month = "June", institution = "Systems Optimization Laboratory, Department of Operations Research, Stanford University", address = "Stanford, CA~94305, USA" } @phdthesis{ipm:Marxen2, author = "A. Marxen", title = "Primal barrier methods for linear programming", year = "1989", school = "Systems Optimization Laboratory, Department of Operations Research, Stanford University", address = "Stanford, CA~94305, USA" } @article{ipm:Mascarenhas1, author = "W. F. Mascarenhas", title = "The affine scaling algorithm fails for stepsize 0.999", journal = "SIAM Journal on Optimization", volume = "7", year = "1997", pages = "34--46" } @article{ipm:Masuzawa1, author = "K. Masuzawa and S. Mizuno and M. Mori", title = "A polynomial time interior point algorithm for minimum cost flow problems", journal = "Journal of the Operations Research Society of Japan", volume = "33", year = "1990", pages = "157--167" } @article{ipm:Matstoms1, author = "P. Matstoms", title = "Sparse linear least squares problems in optimization", journal = "Computational Optimization and Applications", volume = "7", year = "1997", pages = "89--110" } @techreport{ipm:McCormick1, author = "G. P. McCormick", title = "Miscellaneous results concerning {Karmarkar's} projective method and {SUMT}", type = "{Manuscript}", number = "GWU/IMSE/Serial T--519/87", year = "1987", institution = "Institute for Management Science and Engineering, The George Washington University", address = "Washington, D.C.~20052, USA" } @techreport{ipm:McCormick2, author = "S. T. McCormick and S. F. Chang", title = "Making $AA{^T}$ sparser for interior--point algorithms\,: {Complexity} and heuristics", type = "{Technical Report}", year = "1990", institution = "Faculty of Commerce and Business Administration, University of British Columbia", address = "Vancouver, BC~V6T\,1Y8, Canada", note = "In preparation" } @article{ipm:McCormick3, author = "G. P. McCormick", title = "The projective {SUMT} method for convex programming", journal = "Mathematics of Operations Research", volume = "14", year = "1989", pages = "203--223" } @incollection{ipm:McCormick4, author = "G. P. McCormick", title = "Resolving the {Shell Dual} with a nonlinear primal--dual algorithm", booktitle = "Advances in Optimization and Parallel Computing", editor = "P. M. Pardalos", year = "1992", pages = "233--246", publisher = "North Holland", address = "Amsterdam, The Netherlands" } @techreport{ipm:McCormick5, author = "G. P. McCormick and A. Sofer", title = "The {big--M} method for interior point feasibility in convex optimization", type = "{Technical Report}", number = "GWU/IMSE/Serial T--538/90", year = "1990", institution = "Institute for Management Science and Engineering, The George Washington University", address = "Washington, D.C.~20052, USA" } @article{ipm:McDiarmid1, author = "C. McDiarmid", title = "On the improvement per iteration in {Karmarkar's} method for linear programming", journal = "Mathematical Programming", volume = "46", year = "1990", pages = "299--320" } @techreport{ipm:McDiarmid2, author = "C. McDiarmid", title = "Why {Karmarkar's} method is fast~?", type = "{Talk held at the EURO/TIMS Joint International Conference on Operational Research in Paris, France}", year = "1988", month = "July", institution = "Institute of Economics and Statistics, St. Cross Building, Oxford University", address = "Oxford~OX1~3UL, United Kingdom" } @article{ipm:McLinden1, author = "L. McLinden", title = "The analogue of {Moreau's} proximation theorem, with applications to the nonlinear complementarity problem", journal = "Pacific Journal of Mathematics", volume = "88", year = "1980", pages = "101--161" } @article{ipm:McQueen1, author = "J. F. McQueen", title = "Symposium on {Karmarkar's} algorithm and related algorithms for linear programming", journal = "Bulletin of the Institute of Mathematics and Its Applications", volume = "21", year = "1985", pages = "154--155" } @article{ipm:McShane1, author = "K. A. McShane and C. L. Monma and D. F. Shanno", title = "An implementation of a primal--dual interior point method for linear programming", journal = "ORSA Journal on Computing", volume = "1", year = "1989", pages = "70--83" } @techreport{ipm:McShane2, author = "K. A. McShane", title = "A superlinearly convergent ${O(\sqrt{n}L)}$ iteration primal--dual linear programming algorithm", type = "Manuscript", year = "1991", institution = "U. S. Government", address = "2537~Villanova Drive, Vienna, Virginia, USA" } @phdthesis{ipm:McShane3, author = "K. A. McShane", title = "Primal--dual interior point algorithms for linear programming and the linear comlementarity problem", year = "1992", month = "August", school = "School of Operations Research, Cornell University", address = "Ithaca, NY~14853--3801, USA" } @article{ipm:McShane4, author = "K. A. McShane", title = "Superlinearly convergent ${O(\sqrt{n}L)}$--iteration interior--point algorithms for linear programming and the monotone linear complementary problem ", journal = "SIAM Journal on Optimization", volume = "4", year = "1994", pages = "247--261" } @article{ipm:McShane5, author = "K. A. McShane", title = "On the superlinear convergence of an $O(n^{3}L)$ interior point algorithm for monotone {LCP}", journal = "SIAM Journal on Optimization", volume = "6", year = "1996", pages = "978--993" } @inproceedings{ipm:Medina1, author = "J. Medina and V. H. Quintana and A. J. Conejo and F. P. Thoden", title = "A comparison of interior--point codes for medium--term hydro--thermal coordination", booktitle = "Proceedings of the 20th International Conference on Power Industry Computer Applications", year = "1996", pages = "224--231", publisher = "IEEE Society Press", address = "New York, NY, USA", } @techreport{ipm:Megiddo1, author = "N. Megiddo", title = "A variation on {Karmarkar's} algorithm", type = "{Preliminary Report}", year = "1984", institution = "IBM San Jose Research Laboratory", address = "San Jose, CA~95193, USA" } @book{ipm:Megiddo2, author = "N. Megiddo", title = "New Approaches to Linear Programming", year = "1986", series = "Algorithmica", volume = "1(4)", publisher = "Springer Verlag", address = "Berlin, Germany" } @article{ipm:Megiddo3, author = "N. Megiddo", title = "Introduction\,: {New} approaches to linear programming", journal = "Algorithmica", volume = "1", number = "4", year = "1986", pages = "387--394" } @article{ipm:Megiddo4, author = "N. Megiddo", title = "Linear programming\,(1986)", journal = "Annual Review of Computer Science", volume = "2", year = "1987", pages = "119--145" } @techreport{ipm:Megiddo5, author = "N. Megiddo", title = "Report on the conference\,: {Progress} in mathematical programming", type = "{Technical Report}", number = "RJ~5923", year = "1987", month = "October", institution = "IBM~T.~J.~Watson Research Center", address = "Yorktown Heights, NY~10598, USA" } @incollection{ipm:Megiddo6, author = "N. Megiddo", title = "On the complexity of linear programming", booktitle = "Advances in Economic Theory---The Fifth World Congress", series = "Econometric Society Monographs", volume = "12", publisher = "Cambridge University Press", address = "Cambridge, United Kingdom", editor = "T. F. Bewley", year = "1987", pages = "225--258" } @incollection{ipm:Megiddo7, author = "N. Megiddo", title = "On solving the linear programming problem approximately", booktitle = "Mathematical Developments Arising from Linear Programming\,: Proceedings of a Joint Summer Research Conference held at Bowdoin College, Brunswick, Maine, USA, June/July 1988", editor = "J. C. Lagarias and M. J. Todd", year = "1990", pages = "35--50", series = "Contemporary Mathematics", volume = "114", publisher = "American Mathematical Society", address = "Providence, Rhode Island, USA" } @techreport{ipm:Megiddo8, author = "N. Megiddo", title = "Switching from a primal--dual {N}ewton algorithm to a primal--dual (interior) simplex algorithm", type = "{Technical Report}", number = "RJ~6327", year = "1988", institution = "IBM Almaden Research Center", address = "San Jose, CA~95120--6099, USA" } @article{ipm:Megiddo9, author = "N. Megiddo", title = "On finding primal-- and dual--optimal bases", journal = "ORSA Journal on Computing", volume = "3", year = "1991", pages = "63--65" } @book{ipm:Megiddo10, author = "N. Megiddo", title = "Progress in Mathematical Programming\,: Interior Point and Related Methods", publisher = "Springer Verlag", address = "New York", year = "1989" } @incollection{ipm:Megiddo11, author = "N. Megiddo", title = "Pathways to the optimal set in linear programming", booktitle = "Progress in Mathematical Programming\,: Interior Point and Related Methods", editor = "N. Megiddo", year = "1989", pages = "131--158", publisher = "Springer Verlag", address = "New York", note = "Identical version in\,: {\em Proceedings of the 6th Mathematical Programming Symposium of Japan, Nagoya, Japan, 1--35, 1986}" } @article{ipm:Megiddo12, author = "N. Megiddo and M. Shub", title = "Boundary behavior of interior point algorithms in linear programming", journal = "Mathematics of Operations Research", volume = "14", year = "1989", pages = "97--146" } @techreport{ipm:Megiddo13, author = "N. Megiddo", title = "A note on {Karmarkar's} projective transformation", type = "{Unpublished Manuscript}", year = "1988", month = "December", institution = "IBM Almaden Research Center", address = "San Jose, CA~95120--6099, USA" } @article{ipm:Megiddo14, author = "N. Megiddo and S. Mizuno and T. Tsuchiya", title = "A modified layered--step interior--point algorithm for linear programming", journal = "Mathematical Programming", volume = "82", year = "1998", pages = "339--355" } @techreport{ipm:Mehrotra1, author = "S. Mehrotra", title = "A self--correcting version of {Karmarkar's} algorithm", type = "{Technical Report}", year = "1986", institution = "Department of Industrial Engineering and Operations Research", address = "Columbia University, New York, NY~10027, USA" } @phdthesis{ipm:Mehrotra2, author = "S. Mehrotra", title = "Variants of {Karmarkar's} algorithm\,: {Theoretical} complexity and practical implementation", year = "1987", school = "Department of Industrial Engineering and Operations Reseach, Columbia University", address = "New York, NY~10027, USA" } @techreport{ipm:Mehrotra3, author = "S. Mehrotra", title = "Implementation of some interior point methods for linear programming\,: {Recent} developments", type = "{Talk held at the ORSA/TIMS Joint National Meeting in St.~Louis, USA}", year = "1987", month = "October", institution = "Department of Industrial Engineering and Management Science, Northwestern University", address = "Evanston, IL~60208, USA" } @techreport{ipm:Mehrotra4, author = "S. Mehrotra", title = "On implementation of interior point methods for linear programming\,: {Karmarkar's} preconditioners", type = "{Talk held at the CORS/ORSA/TIMS Joint National Meeting in Vancouver, British Columbia, Canada}", year = "1989", month = "May", institution = "Department of Industrial Engineering and Management Science, Northwestern University", address = "Evanston, IL~60208, USA" } @article{ipm:Mehrotra5, author = "S. Mehrotra", title = "Implementation of affine scaling methods\,: {Approximate} solutions of systems of linear equations using preconditioned conjugate gradient methods", journal = "ORSA Journal on Computing", volume = "4", year = "1992", pages = "103--118" } @techreport{ipm:Mehrotra6, author = "S. Mehrotra", title = "Implementation of affine scaling methods\,: {Towards} faster implementations with complete {Cholesky} factor in use", type = "{Technical Report}", number = "89--15", year = "1989", month = "October", institution = "Department of Industrial Engineering and Management Science, Northwestern University", address = "Evanston, IL~60208, USA" } @article{ipm:Mehrotra7, author = "S. Mehrotra", title = "On finding a vertex solution using interior point methods", journal = "Linear Algebra and Its Applications", volume = "152", year = "1991", pages = "233--253" } @techreport{ipm:Mehrotra8, author = "S. Mehrotra", title = "On an implementation of the primal--dual predictor--corrector algorithms", type = "{Talk held at the Second Asilomar Workshop on Progress in Mathematical Programming, Asilomar, CA, USA}", year = "1990", month = "February", institution = "Department of Industrial Engineering and Management Science, Northwestern University", address = "Evanston, IL~60208, USA" } @techreport{ipm:Mehrotra9, author = "S. Mehrotra", title = "Implementations of affine scaling methods\,: {Speeding} up the computation", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Las Vegas, NV, USA}", year = "1990", month = "May", institution = "Department of Industrial Engineering and Management Science, Northwestern University", address = "Evanston, IL~60208, USA" } @article{ipm:Mehrotra10, author = "S. Mehrotra and J. Sun", title = "On the implementation of a (primal--dual) interior point method", journal = "SIAM Journal on Optimization", volume = "2", number = "4", year = "1992", pages = "575--601" } @article{ipm:Mehrotra11, author = "S. Mehrotra and J. Sun", title = "A method of analytic centers for quadratically constrained convex quadratic programs", journal = "SIAM Journal on Numerical Analysis", volume = "28", number = "2", year = "1991", pages = "529--544" } @incollection{ipm:Mehrotra12, author = "S. Mehrotra and J. Sun", title = "An interior point algorithm for solving smooth convex programs based on {Newton's} method", booktitle = "Mathematical Developments Arising from Linear Programming\,: Proceedings of a Joint Summer Research Conference held at Bowdoin College, Brunswick, Maine, USA, June/July 1988", editor = "J. C. Lagarias and M. J. Todd", year = "1990", pages = "265--284", series = "Contemporary Mathematics", volume = "114", publisher = "American Mathematical Society", address = "Providence, Rhode Island, USA" } @article{ipm:Mehrotra13, author = "S. Mehrotra and J. Sun", title = "On computing the center of a quadratically constrained set", journal = "Mathematical Programming", volume = "50", year = "1991", pages = "81--89" } @article{ipm:Mehrotra14, author = "S. Mehrotra and J. Sun", title = "An algorithm for convex quadratic programming that requires ${O(n^{3.5}L)}$ arithmetic operations", journal = "Mathematics of Operations Research", volume = "15", year = "1990", pages = "342--363" } @techreport{ipm:Mehrotra15, author = "S. Mehrotra and J. Sun", title = "Path--following methods for convex programming", type = "{Talk held at the SIAM Annual Meeting in Chicago, IL, USA}", year = "1990", month = "July", institution = "Department of Industrial Engineering and Management Science, Northwestern University", address = "Evanston, IL~60208, USA" } @techreport{ipm:Mehrotra16, author = "S. Mehrotra", title = "Generalized prediction--corrector methods for solving linear programs", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Nashville, Tennessee, USA}", year = "1991", month = "May", institution = "Department of Industrial Engineering and Management Science, Northwestern University", address = "Evanston, IL~60208, USA" } @techreport{ipm:Mehrotra17, author = "S. Mehrotra", title = "Higher--order methods for solving linear programs", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Nashville, Tennessee, USA}", year = "1991", month = "May", institution = "Department of Industrial Engineering and Management Science, Northwestern University", address = "Evanston, IL~60208, USA" } @techreport{ipm:Mehrotra18, author = "S. Mehrotra", title = "Handling free variables in interior methods", type = "{Technical Report}", number = "91--06", year = "1991", month = "March", institution = "Department of Industrial Engineering and Management Science, Northwestern University", address = "Evanston, IL~60208, USA" } @techreport{ipm:Mehrotra19, author = "S. Mehrotra", title = "Finite termination and superlinear convergence in primal--dual methods", type = "{Technical Report}", number = "91--13", year = "1991", month = "July", institution = "Department of Industrial Engineering and Management Science, Northwestern University", address = "Evanston, IL~60208, USA" } @techreport{ipm:Mehrotra20, author = "S. Mehrotra", title = "Higher order methods and their performance", type = "{Technical Report}", number = "TR~90--16R1", year = "1990", institution = "Department of Industrial Engineering and Management Science, Northwestern University", address = "Evanston, IL~60208, USA", note = "Revised July 1991" } @techreport{ipm:Mehrotra21, author = "S. Mehrotra and Y. Ye", title = "On finding the optimal facet of linear programs", type = "{Technical Report}", number = "TR~91--10", year = "1991", institution = "Department of Industrial Engineering and Management Sciences, Northwestern University", address = "Evanston, IL~60208, USA", note = "See also Mehrotra and Ye\,\cite{ipm:Mehrotra28}" } @article{ipm:Mehrotra22, author = "S. Mehrotra", title = "Deferred rank--one updates in ${O(n^{3}L)}$ interior point algorithm", journal = "Journal of the Operations Research Society of Japan", volume = "35", year = "1992", pages = "345--352" } @techreport{ipm:Mehrotra23, author = "S. Mehrotra and R. Fourer", title = "Solving symmetric indefinite systems in interior point methods", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "Department of Industrial Engineering and Management Sciences, Northwestern University", address = "Evanston, IL~60208, USA" } @techreport{ipm:Mehrotra24, author = "S. Mehrotra", title = "Finite termination in interior--point methods", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "Department of Industrial Engineering and Management Sciences, Northwestern University", address = "Evanston, IL~60208, USA" } @article{ipm:Mehrotra25, author = "S. Mehrotra", title = "Quadratic convergence in a primal--dual method", journal = "Mathematics of Operations Research", volume = "18", year = "1993", pages = "741--751" } @techreport{ipm:Mehrotra26, author = "S. Mehrotra and R. D. C. Monteiro", title = "Parametric and range analysis for interior point methods", type = "{Technical Report}", year = "1992", month = "April", institution = "Department of Systems and Industrial Engineering, University of Arizona", address = "Tucson, AZ~85721, USA" } @article{ipm:Mehrotra27, author = "S. Mehrotra", title = "On the implementation of a primal--dual interior point method", journal = "SIAM Journal on Optimization", volume = "2", number = "4", year = "1992", pages = "575--601" } @article{ipm:Mehrotra28, author = "S. Mehrotra and Y. Ye", title = "Finding an interior point in the optimal face of linear programs", journal = "Mathematical Programming", volume = "62", year = "1993", pages = "497--515", note = "See also Mehrotra and Ye\,\cite{ipm:Mehrotra21}" } @article{ipm:Mehrotra29, author = "S. Mehrotra and R. A. Stubbs", title = "Predictor--corrector methods for a class of linear complementarity problems", journal = "SIAM Journal on Optimization", volume = "4", year = "1994", pages = "441--453" } @incollection{ipm:Mehrotra30, author = "S. Mehrotra and J.--S. Wang", title = "Conjugate gradient based implementation of interior point methods for network flow problems", booktitle = "Linear and Nonlinear Conjugate Gradient--Related Methods (Proceedings of the AMS--IMS--SIAM Joint Summer Research Conference, Seattle, WA, USA, July 9--13, 1995)", editor = "L. Adams and J. L. Nazareth", year = "1996", pages = "124--142", publisher = "SIAM Publications", address = "Philadelphia, PA, USA" } @article{ipm:Mehrotra31, author = "S. Mehrotra", title = "Asymptotic convergence in a generalized predictor--corrector method", journal = "Mathematical Programming", volume = "74", year = "1996", pages = "11--28" } @techreport{ipm:Meketon1, author = "M. S. Meketon and R. J. Vanderbei", title = "Degeneracy issues in the affine scaling algorithm", type = "{Talk held at the ORSA/TIMS Joint National Meeting in St.~Louis, USA}", year = "1987", month = "October", institution = "AT~\&~T Bell Laboratories", address = "Holmdel, NJ~07733, USA" } @incollection{ipm:Meketon2, author = "M. S. Meketon", title = "Optimization in simulation\,: {A} survey of recent results", booktitle = "Proceedings of the Winter Simulation Conference held in Atlanta, GA~30322, USA,December 1987", editor = "A. Thesen and H. Grant and W. D. Kelton", year = "1987", pages = "58--67", publisher = "ACM Press", address = "New York, NY, USA" } @techreport{ipm:Meketon3, author = "M. S. Meketon", title = "Least absolute value regression", type = "{Working Paper}", year = "1985", institution = "AT~\&~T Bell Laboratories", address = "Murray Hill, NJ~07974, USA" } @article{ipm:Mello1, author = "{J. C. O.} Mello and A. C. G. Melo and S. Granville", title = "Simultaneous transfer capability assessment by combining interior point methods and {Monte Carlo} simulation", journal = "IEEE Transaction on Power Systems", volume = "12", year = "1997", pages = "736--742" } @techreport{ipm:Melman1, author = "A. Melman and R. Polyak", title = "Newton modified barrier function complexity for quadratic programming problems", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "California Institute of Technology", address = "USA" } @article{ipm:Melman2, author = "A. Melman", title = "A new linesearch method for quadratically constrained convex programming", journal = "Operations Research Letters", volume = "16", year = "1994", pages = "67--77" } @article{ipm:Melman3, author = "A. Melman and R. Polyak", title = "The {Newton} modified barrier method for {QP} problems", journal = "Annals of Operations Research", volume = "62", year = "1996", pages = "465--519" } @article{ipm:Melman4, author = "A. Melman", title = "A linesearch procedure in barrier methods for some convex programming problems", journal = "SIAM Journal on Optimization", volume = "6", year = "1996", pages = "283--298" } @techreport{ipm:Mendel1, author = "M. Mendel", title = "{Primal--duale pfadorientierte Innere--{\"A}u{\ss}ere--Punkte--% Verfahren zur L{\"o}sung linearer Optimierungsaufgaben (Primal--dual path--following interior--exterior--point methods for solving linear programming problems)}", type = "{Habilitationthesis}", year = "1996", institution = "Fachbereich Mathematik, Bergische Universit{\"a}t-- Gesamthochschule Wuppertal", address = "Gauss--str. 20, D--42097~Wuppertal, Germany", note = "(In German)" } @techreport{ipm:Mennicken1, author = "J. Mennicken", title = "Implementation of a first order central path following algorithm for solving large linear programs", type = "{Technical Report}", number = "202", year = "1990", institution = "Institut f{\"u}r Angewandte Mathematik und Statistik, Universit{\"a}t W{\"u}rzburg", address = "Am Hubland, D--97074~W{\"u}rzburg, Germany" } @phdthesis{ipm:Merle1, author = "{O. du} Merle", title = "Mise en oeuvre et developpements de la methode de plans coupants bases sur les centres analytique ({Interior} points and cutting planes\,: {Development} and implementation of methods for convex optimization and large scale structured linear programming)", year = "1995", school = "Department of Management Studies, University of Geneva", address = "CH--1211 Geneva, Switzerland", note = "(In French)" } @article{ipm:Mesbahi1, author = "M. Mesbahi and G. P. Papavassilopoulos", title = "{LMIs}, interior point methods, complexity theory, and robust analysis", journal = "Proceedings of the 35th IEEE conference on Decision and Control", volume = "4/4", year = "1996", pages = "4625--4630" } @article{ipm:Meszaros1, author = "C. M{\'e}sz{\'a}ros", title = "On the modifications of the affine scaling algorithm for linear programming", journal = "Alkamazott Matematikai Lapok", volume = "17", year = "1993", pages = "185--194", note = "(In Hungarian, English summary)" } @techreport{ipm:Meszaros2, author = "C. M{\'e}sz{\'a}ros", title = "The {''inexact''} minimum local fill--in ordering algorithm", type = "{Working Paper}", number = "WP 95--7", year = "1995", month = "November", institution = "Computer and Automation Research Institute, Department of Operations Research and Decision Systems, Hungarian Academy of Sciences", address = "H--1518~Budapest, Hungary", note = "Submitted to {\em{ACM Transactions on Mathematical Software}}" } @article{ipm:Meszaros3, author = "C. M{\'e}sz{\'a}ros", title = "The augmented system variant of {IPM}s in two--stage stochastic linear programming computation", journal = "European Journal of Operational Research", volume = "101", year = "1997", pages = "317--327" } @article{ipm:Meszaros4, author = "C. M{\'e}sz{\'a}ros", title = "Fast {Cholesky} factorization of interior point methods of linear programming", journal = "Computers and Mathematics with Applications", volume = "31", year = "1996", pages = "49--54" } @article{ipm:Meszaros5, author = "C. M{\'e}sz{\'a}ros", title = "On free variables in interior point methods", journal = "Optimization Methods and Software", volume = "9", year = "1998", pages = "121--139" } @techreport{ipm:Meszaros6, author = "C. M{\'e}sz{\'a}ros", title = "Steplengths in infeasible primal--dual interior point algorithms for convex quadratic programming", type = "{Technical Report}", number = "DOC~97/7", year = "1997", month = "July", institution = "Imperial College", address = "London, United Kingdom" } @phdthesis{ipm:Meszaros7, author = "C. M{\'e}sz{\'a}ros", title = "The efficient implementation of interior point methods for linear programming and their applications", year = "1996", school = "E{\"o}tv{\"o}s Lor{\'a}nd University of Sciences", address = "Budapest, Hungary" } @techreport{ipm:Meszaros8, author = "C. M{\'e}sz{\'a}ros", title = "The separable and non--separable formulations of convex quadratic problems in interior point methods", type = "{Working Paper}", number = "WP\,98--3", year = "1998", month = "April", institution = "Laboratory of Operations Research and Decision Systems, Hungarian Academy of Sciences", address = "Budapest, Hungary" } @techreport{ipm:Meszaros9, author = "C. M{\'e}sz{\'a}ros", title = "On aproperty of the {Cholesky} factorization and its consequences in interior point methods", type = "{Working Paper}", number = "WP\,98--7", year = "1998", month = "April", institution = "Laboratory of Operations Research and Decision Systems, Hungarian Academy of Sciences", address = "Budapest, Hungary" } @techreport{ipm:Meszaros10, author = "C. M{\'e}sz{\'a}ros", title = "On the sparsity issues of interior point methods for quadratic programming", type = "{Working Paper}", number = "WP\,98--4", year = "1998", institution = "Laboratory of Operations Research and Decision Systems, Hungarian Academy of Sciences", address = "Budapest, Hungary" } @techreport{ipm:Meyer1, author = "R. R. Meyer and G. L. Schultz", title = "Structured interior point methods for multicommodity flows", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Philadelphia, PA, USA}", year = "1990", month = "October", institution = "Department of Computer Science, University of Wisconsin", address = "Madison, WI~53706, USA" } @incollection{ipm:Miagen1, author = "S. Miagen and T. Miyazaki", title = "Implementation and numerical experiments on an interior--point algorithm for linear programming", booktitle = "Proceedings of the InfoJapan~'90\ : Information Technology Harmonizing with Society, Tokyo, Japan, Oct.\ 1990", volume = "1", year = "1990", pages = "19--25", publisher = "North Holland", address = "Amsterdam, The Netherlands" } @article{ipm:Miao1, author = "J. Miao", title = "Two infeasible interior--point predictor--corrector algorithms for linear programming", journal = "SIAM Journal on OPtimization", volume = "6", year = "1996", pages = "587--599" } @techreport{ipm:Miao2, author = "J. Miao", title = "A quadratically convergent {$O((1 + \kappa)\sqrt{n}L)$}-- iteration algorithm for the {$P_{*}(\kappa)$}--matrix linear complementarity problem", type = "{Research Report}", number = "RRR~93--93", year = "1993", institution = "RUTCOR\,--\,Rutgers Center for Operations Research, Rutgers University", address = "Busch Campus, New Brunswick, NJ~08903, USA" } @techreport{ipm:Minoux1, author = "M. Minoux", title = "New suggested implementation of {Karmarkar's} algorithm", type = "Cahier", number = "71", year = "1986", month = "May", institution = "Laboratoire de Analyse et Modelisation de Systemes pour l'Aide a la Decision (LAMSADE), Universite de Paris Dauphine", address = "F--75775~Paris~Cedex~16, France" } @article{ipm:Minoux2, author = "M. Minoux", title = "Probabilistic bounds on one step objective/potential function improvement in {Karmarkar's} algorithm", journal = "R.A.I.R.O Recherche Operationnelle/Operations Research", volume = "28", year = "1994", pages = "329--355" } @techreport{ipm:Minoux3, author = "M. Minoux", title = "Towards a probabilistic analysis of {Karmarkar's} algorithm", type = "Cahier", year = "1990", institution = "Laboratoire de Analyse et Modelisation de Systemes pour l'Aide a la Decision (LAMSADE), Universite de Paris Dauphine", address = "F--75775~Paris~Cedex~16, France" } @phdthesis{ipm:Mitchell1, author = "J. E. Mitchell", title = "Karmarkar's algorithm and combinatorial optimization problems", year = "1988", school = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--7501, USA" } @incollection{ipm:Mitchell2, author = "J. E. Mitchell and M. J. Todd", title = "On the relationship between the search directions in the affine and projective variants of {Karmarkar's} linear programming algorithm", booktitle = "Contributions to Operations Research and Economics\,: The Twentieth Anniversary of CORE", editor = "B. Cornet and H. Tulkens", year = "1989", pages = "237--250", publisher = "M.I.T. Press", address = "Cambridge, MA, USA" } @techreport{ipm:Mitchell3, author = "J. E. Mitchell and M. J. Todd", title = "Solving linear ordering problems using {Karmarkar's} algorithm", type = "{Technical Report}", year = "1988", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--7501, USA", note = "Incorrect citation, elsewhere; part of Mitchell \cite{ipm:Mitchell1}, and of Mitchell and Todd \cite{ipm:Mitchell6}" } @article{ipm:Mitchell4, author = "J. E. Mitchell and M. J. Todd", title = "A variant of {Karmarkar's} linear programming algorithm for problems with some unrestricted variables", journal = "SIAM Journal on Matrix Analysis and Applications", volume = "10", year = "1989", pages = "30--38" } @techreport{ipm:Mitchell5, author = "J. E. Mitchell and M. J. Todd", title = "Solving combinatorial optimization problems using {Karmarkar's} algorithm, {Part\,I\,: Theory}", type = "{RPI Technical Report}", number = "172", year = "1989", month = "January", institution = "Department of Mathematical Sciences, Rensselaer Polytechnic Institute", address = "Troy, NY~12180--3590, USA" } @techreport{ipm:Mitchell6, author = "J. E. Mitchell and M. J. Todd", title = "Solving combinatorial optimization problems using {Karmarkar's} algorithm, {Part\,II\,: Computational} results", type = "{RPI Technical Report}", number = "173", year = "1989", month = "January", institution = "Department of Mathematical Sciences, Rensselaer Polytechnic Institute", address = "Troy, NY~12180--3590, USA" } @techreport{ipm:Mitchell7, author = "J. E. Mitchell and M. J. Todd", title = "Solving perfect matching problems using {Karmarkar's} algorithm", type = "{RPI Technical Report}", number = "174", year = "1989", month = "August", institution = "Department of Mathematical Sciences, Rensselaer Polytechnic Institute", address = "Troy, NY~12180--3590, USA", note = "See Mitchell and Todd \cite{ipm:Mitchell10}, too" } @article{ipm:Mitchell8, author = "J. E. Mitchell", title = "An interior point column generation method for linear programming using shifted barriers", journal = "SIAM Journal on Optimization", volume = "4", year = "1994", pages = "423--440" } @article{ipm:Mitchell9, author = "J. E. Mitchell and M. J. Todd", title = "Solving combinatorial optimization problems using {Karmarkar's} algorithm", journal = "Mathematical Programming", volume = "56", year = "1992", pages = "245--284", note = "Combination and shortening of Mitchell and Todd \cite{ipm:Mitchell5,ipm:Mitchell6}" } @incollection{ipm:Mitchell10, author = "J. E. Mitchell and M. J. Todd", title = "Solving perfect matching problems using {Karmarkar's} algorithm", booktitle = "Mathematical Developments Arising from Linear Programming\,: Proceedings of a Joint Summer Research Conference held at Bowdoin College, Brunswick, Maine, USA, June/July 1988", editor = "J. C. Lagarias and M. J. Todd", year = "1990", pages = "309--318", series = "Contemporary Mathematics", volume = "114", publisher = "American Mathematical Society", address = "Providence, Rhode Island, USA" } @article{ipm:Mitchell11, author = "J. E. Mitchell", title = "Updating lower bounds when using {Karmarkar's} projective algorithm for linear programming", journal = "Journal of Optimization Theory and Applications", volume = "78", year = "1993", pages = "127--142" } @techreport{ipm:Mitchell12, author = "J. E. Mitchell and M. J. Todd", title = "Two variants of {Karmarkar's} linear programming algorithm for problems with some unrestricted variables", type = "{Technical Report}", number = "741", year = "1987", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--7501, USA", note = "Incorporated in Mitchell and Todd \cite{ipm:Mitchell4}" } @techreport{ipm:Mitchell13, author = "J. E. Mitchell", title = "An interior point column generation method for linear programming using shifted barriers", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Anaheim, CA, USA}", year = "1991", month = "November", institution = "Rensselaer Polytechnic Institute, Department of Mathematical Sciences", address = "Troy, NY~12180--3590, USA" } @article{ipm:Mitchell14, author = "J. E. Mitchell and B. Borchers", title = "A primal--dual interior point cutting plane method for the linear ordering problem", journal = "Mathematical Programming Society Committee on Algorithms (COAL) Bulletin", volume = "21", year = "1992", pages = "13--18" } @article{ipm:Mitchell15, author = "J. E. Mitchell and B. Borchers", title = "Solving real--world linear ordering problems using a primal--dual interior point cutting plane method", journal = "Annals of Operatiomns Research", volume = "62", year = "1996", pages = "253--276" } @incollection{ipm:Mitchell16, author = "J. E. Mitchell", title = "Interior point methods for integer programming", booktitle = "{Advances in Linear and Integer Programming}", editor = "J. E. Beasley", year = "1996", pages = "223--248", series = "Oxford Lecture Series in Mathematics and its Applications", volume = "4", publisher = "Oxford Science Publications, Oxford University Press", address = "Oxford, Great Britain" } @techreport{ipm:Mitchell17, author = "J. E. Mitchell and S. Ramaswamy", title = "A long--step, cutting plane algorithm for linear and convex programming", type = "{Technical Report}", number = "37--93--387", year = "1993", month = "August", institution = "Department of Mathematical Sciences, Rensselaer Polytechnic Institute", address = "Troy, NY~12180--3590, USA", note = "Title before August 1994 revision\,: {An extension of Atkinson and Vaidya's algorithm that uses central trajectory}" } @article{ipm:Mitchell18, author = "J. E. Mitchell", title = "Fixing variables and generating classical cutting planes when using an interior branch and cut method to solve integer programming problems", journal = "European Journal of Operational Research", volume = "97", year = "1997", pages = "139--148" } @incollection{ipm:Mitchell19, author = "J. E. Mitchell", title = "Interior point methods for combinatorial optimization", booktitle = "Interior Point Methods of Mathematical Programming", editor = "T. Terlaky", year = "1996", pages = "417--466", series = "Applied Optimization", volume = "5", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands", note = "See also Mitchell, Pardalos and Resende\,\cite{ipm:Mitchell23}" } @techreport{ipm:Mitchell20, author = "J. E. Mitchell", title = "Computational experience with an interior point cutting plane algorithm", type = "{Technical Report}", number = "", year = "1997", month = "February", institution = "Department of Mathematical Sciences, Rensselaer Polytechnic Institute", address = "Troy, NY~12180--3590, USA", note = "Revised April 1997" } @techreport{ipm:Mitchell21, author = "J. E. Mitchell", title = "An interior point cutting plane algorithm for {Ising}spin glass problems", type = "{Technical Report}", number = "", year = "1997", month = "July", institution = "Department of Mathematical Sciences, Rensselaer Polytechnic Institute", address = "Troy, NY~12180--3590, USA", note = "Revised April 1997" } @techreport{ipm:Mitchell22, author = "J. E. Mitchell and B. Borchers", title = "Solving linear ordering problems with a combined interior point/simplex cutting plane algorithm", type = "{Technical Report}", number = "", year = "1997", month = "September", institution = "Department of Mathematical Sciences, Rensselaer Polytechnic Institute", address = "Troy, NY~12180--3590, USA" } @incollection{ipm:Mitchell23, author = "J. E. Mitchell and P. M. Pardalos and M. G. C. Resende", title = "Interior point methods for combinatorial optimization", booktitle = "Handbook of Combinatorial Optimization", editor = "D.--Z. Du and P. M. Pardalos", year = "1998", pages = "189--298", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands", note = "See also Mitchell\,\cite{ipm:Mitchell19}" } @incollection{ipm:Mitra1, author = "G. Mitra and M. Tamiz and J. Yadegar", title = "A hybrid algorithm for linear programming", booktitle = "Simulation and Optimization of Large Systems", editor = "A. J. Osiadacz", year = "1988", pages = "143--159", series = "The Institute of Mathematics and Its Applications Conference Series", volume = "13", publisher = "Clarendon Press", address = "Oxford, England" } @article{ipm:Mitra2, author = "G. Mitra and M. Tamiz and J. Yadegar", title = "Experimental investigation of an interior search method within a simplex framework", journal = "Communications of the ACM", volume = "31", number = "12", year = "1988", pages = "1474--1482" } @book{ipm:Mitra3, author = "G. Mitra and R. Levkovitz", title = "{Interior Point Methods for Linear Programming Optimization\,: Theory and Practice}", year = "1997", publisher = "John Wiley\,\&\,Sons", address = "New York, USA" } @article{ipm:Mizuno1, author = "S. Mizuno", title = "An ${O(n^{3}L)}$ algorithm using a sequence for linear complementarity problems", journal = "Journal of the Operations Research Society of Japan", volume = "33", year = "1990", pages = "66--75" } @article{ipm:Mizuno2, author = "S. Mizuno", title = "A rank--one updating interior algorithm for linear programming", journal = "Arabian Journal for Science and Engineering", volume = "15", number = "4", year = "1990", pages = "671--677" } @article{ipm:Mizuno3, author = "S. Mizuno and K. Masuzawa", title = "Polynomial time interior point algorithms for transportation problems", journal = "Journal of the Operations Research Society of Japan", volume = "32", year = "1989", pages = "371--382" } @techreport{ipm:Mizuno4, author = "S. Mizuno and M. J. Todd and Y. Ye", title = "Anticipated behavior of path--following algorithms for linear programming", type = "{Technical Report}", number = "878", year = "1989", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA", note = "See Mizuno et al.\ \cite{ipm:Mizuno8}" } @techreport{ipm:Mizuno5, author = "S. Mizuno and M. J. Todd and Y. Ye", title = "Anticipated behavior of long--step algorithms for linear programming", type = "{Technical Report}", number = "882", year = "1990", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA", note = "Also available as {\em Technical Report 24, Department of Management Science and Engineering, Tokyo Institute of Technology, Oh--Okayama, Meguro--ku, Tokyo~152, Japan, 1989} and {\em Technical Report 89--23, Department of Management Science, University of Iowa, Iowa City, IA~52242, USA, 1989}. See also Mizuno et al.\, \cite{ipm:Mizuno8}" } @techreport{ipm:Mizuno6, author = "S. Mizuno and M. J. Todd and Y. Ye", title = "Anticipated behavior of interior point algorithms for linear programming", type = "{Technical Report}", year = "1990", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA", note = "Incorrect citation, elsewhere" } @article{ipm:Mizuno7, author = "S. Mizuno and A. Yoshise and T. Kikuchi", title = "Practical polynomial time algorithms for linear complementarity problems", journal = "Journal of the Operations Research Society of Japan", volume = "32", year = "1989", pages = "75--92" } @article{ipm:Mizuno8, author = "S. Mizuno and M. J. Todd and Y. Ye", title = "On adaptive--step primal--dual interior--point algorithms for linear programming", journal = "Mathematics of Operations Research", volume = "18", year = "1993", pages = "964--981", note = "Revised and combined version of Mizuno et al.\, \cite{ipm:Mizuno4,ipm:Mizuno5}" } @article{ipm:Mizuno9, author = "S. Mizuno", title = "A new polynomial time method for a linear complementarity problem", journal = "Mathematical Programming", volume = "56", year = "1992", pages = "31--43" } @article{ipm:Mizuno10, author = "S. Mizuno", title = "{$O(n^{\rho}L)$} iteration {$O(n^{3}L)$} potential reduction algorithms for linear programming", journal = "Linear Algebra and Its Applications", volume = "152", year = "1991", pages = "155--168" } @techreport{ipm:Mizuno11, author = "S. Mizuno and M. J. Todd", title = "An {$O(n^{3}L)$} long step path following algorithm for a linear complementarity problem", type = "{Technical Report}", year = "1989", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA", note = "Same as Mizuno and Todd \cite{ipm:Mizuno12}" } @article{ipm:Mizuno12, author = "S. Mizuno and M. J. Todd", title = "An {$O(n^{3}L)$} adaptive path following algorithm for a linear complementarity problem", journal = "Mathematical Programming", volume = "52", year = "1991", pages = "587--595" } @article{ipm:Mizuno13, author = "S. Mizuno and R. Saigal and J. B. Orlin", title = "Determination of optimal vertices from feasible solution in unimodular programming", journal = "Mathematical Programming", volume = "59", year = "1993", pages = "23--31" } @article{ipm:Mizuno14, author = "S. Mizuno and A. Nagasawa", title = "Strict monotonicity in {Todd's} low--complexity algorithm for linear programming", journal = "Operations Research Letters", volume = "12", year = "1992", pages = "59--64" } @article{ipm:Mizuno15, author = "S. Mizuno and A. Nagasawa", title = "A primal--dual affine scaling potential reduction algorithm for linear programming", journal = "Mathematical Programming", volume = "62", year = "1993", pages = "119--131" } @techreport{ipm:Mizuno16, author = "S. Mizuno", title = "Polynomiality of the {Kojima--Megiddo--Mizuno} infeasible interior point algorithm for linear programming", type = "{Technical Report}", number = "1006", year = "1992", month = "May", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA", note = "See also Mizuno \cite{ipm:Mizuno21}" } @techreport{ipm:Mizuno17, author = "S. Mizuno", title = "A primal--dual interior point method for linear programming", type = "{Research Reports on Information Sciences, Ser.\,B\,: Operations Research}", number = "B--252", year = "1992", month = "January", institution = "Department of Information Sciences, Tokyo Institute of Technology", address = "Oh--Okayama, Meguro--ku, Tokyo~152, Japan", note = "(In Japanese)" } @article{ipm:Mizuno18, author = "S. Mizuno and M. J. Todd and L. Tun{\c c}el", title = "Monotonicity of primal and dual objective values in primal--dual interior--point algorithms", journal = "SIAM Journal on Optimization", volume = "4", year = "1994", pages = "613--625" } @article{ipm:Mizuno19, author = "S. Mizuno and M. Kojima and M. J. Todd", title = "Infeasible--interior--point primal--dual potential--reduction algorithms for linear programming", journal = "SIAM Journal on Optimization", volume = "5", year = "1995", pages = "52--67" } @article{ipm:Mizuno20, author = "S. Mizuno and M. J. Todd and Y. Ye", title = "A surface of analytic centers and infeasible--interior--point algorithms for linear programming", journal = "Mathematics of Operations Research", volume = "20", year = "1995", pages = "135--162" } @article{ipm:Mizuno21, author = "S. Mizuno", title = "Polynomiality of infeasible interior--point algorithms for linear programming", journal = "Mathematical Programming", volume = "67", year = "1994", pages = "109--119", note = "See also Mizuno \cite{ipm:Mizuno16}" } @article{ipm:Mizuno22, author = "S. Mizuno", title = "A predictor--corrector infeasible--interior--point algorithm for linear programming", journal = "Operations Research Letters", volume = "16", year = "1994", pages = "61--66" } @article{ipm:Mizuno23, author = "S. Mizuno and F. Jarre", title = "An infeasible--interior--point algorithm using projections onto a convex set", journal = "Annals of Operations Research", volume = "62", year = "1993", pages = "59--80", note = "See also Mizuno and Jarre \cite{ipm:Jarre18}" } @article{ipm:Mizuno24, author = "S. Mizuno", title = "Research in interior--point methods", journal = "Proceedings of the Institute of Statistical Mathematics (Tokyo, Japan)", volume = "42", year = "1994", pages = "103--109", note = "(In Japanese)" } @article{ipm:Mizuno25, author = "S. Mizuno", title = "A superlinearly convergent infeasible--interior--point algorithm for geometrical {LCPs} without a strictly complementarity condition", journal = "Mathematics of Operations Research", volume = "21", year = "1996", pages = "382--400" } @article{ipm:Mizuno26, author = "S. Mizuno and F. Jarre and J. Stoer", title = "A unified approach to infeasible--interior--point algorithms via geometrical linear complementarity problems", journal = "Applied Mathematics\,\&\,Optimization", volume = "33", year = "1996", pages = "315--341" } @incollection{ipm:Mizuno27, author = "S. Mizuno", title = "Infeasible--interior--point algorithms", booktitle = "Interior Point Methods of Mathematical Programming", editor = "T. Terlaky", year = "1996", pages = "159--187", series = "Applied Optimization", volume = "5", publisher = "Kluer Academic Publishers", address = "Dordrecht, The Netherlands" } @article{ipm:Mizuno28, author = "S. Mizuno and N. Megiddo and T. Tsuchiya", title = "A linear programming instance with many crossover events", journal = "Journal of Complexity", volume = "12", year = "1996", pages = "474--479" } @article{ipm:Mizuno29, author = "S. Mizuno and F. Jarre", title = "Global and polynomial--time convergence of an infeasible--interior--point algorithm using inexact computation", journal = "S{\= u}rikaisekikenky{\= u}sho K{\= o}ky{\= u}roku", volume = "981", year = "1997", pages = "22--35", note = "See also Mizuno and Jarre\,\cite{ipm:Mizuno31}" } @techreport{ipm:Mizuno30, author = "S. Mizuno and M. J. Todd", title = "On two homogeneous self--dual systems for linear programming and its extensions", type = "{Research Memorandum}", number = "687", year = "1998", institution = "The Institute of Statistical Mathematics", address = "4--6--7 Minami--Azabu, Minato--Ku, Tokyo~106, Japan", note = "Also issued as {Technical Report No.\,1213, School of Operations Research and Industrial Engineering, Cornell University, Ithaca, NY~14853--3801, USA}" } @article{ipm:Mizuno31, author = "S. Mizuno and F. Jarre", title = "Global and polynomial--time convergence of an infeasible--interior--point algorithm using inexact computation", journal = "Mathematical Programming", volume = "84", year = "1999", pages = "39--53", note = "See also Mizuno and Jarre\,\cite{ipm:Mizuno29}" } @article{ipm:Momoh1, author = "J. A. Momoh and S. X. Guo and E. C. Ogbuobiri and R. Adapa", title = "The quadratic interior point method solving power system optimization problems", journal = "IEEE Transactions on Power Systems (PWRS)", volume = "9", year = "1994", pages = "1327--1336", note = "See also\,: {\em IEEE International Conference on Systems, Man and Cybernetics 1\,(1992), 1096--}" } @article{ipm:Momoh2, author = "J. A. Momoh and G. F. Brown and R. Adapa", title = "Rule based support for partioning networks for optimal power flows", journal = "Proceedings of the Twenty--Sixth Annual North American Power Symposium (Manhattan, KS, USA, September 1994)", volume = "1", year = "1994", pages = "376--381" } @article{ipm:Momoh3, author = "J. A. Momoh and S. X. Guo", title = "An enhanced quadratic interior point method to solve power system {VAr} planning", journal = "Proceedings of the 1993 North American Power Symposium (Washington, D.C., USA, October 1993)", year = "1994", pages = "215--221" } @article{ipm:Momoh4, author = "J. A. Momoh and G. F. Brown and R. Adapa", title = "Evaluation of interior point methods and their application to power systems economic dispatch", journal = "Proceedings of the 1993 North American Power Symposium (Washington, D.C., USA, October 1993)", year = "1994", pages = "116--123" } @article{ipm:Momoh5, author = "J. A. Momoh and G. F. Brown and R. Adapa", title = "{VAr} planning using partitioned power system networks", journal = "Proceedings of the 36th Midwest Symposium on Circuits and Systems (Detroit, MI, USA, August 1993)", volume = "1", year = "1994", pages = "372--376" } @article{ipm:Momoh6, author = "J. A. Momoh and P. J. Lusaka and R. Adapa and E. C. Ogbuobiri", title = "Heurstic--based algorithms for enhanced interior point based {OPF}", journal = "Expert System Application to Power Systems (Proceedings of the January 1993 Melbourne Conference)", volume = "IV", year = "1994", pages = "686--696" } @article{ipm:Momoh7, author = "J. A. Momoh and R. F. Austin and R. Adapa and E. C. Ogbuobiri", title = "Application of interior point method to economic dispatch", journal = "Proceedings of the IEEE International Conference on Systems, Man and Cybernetics (Chicago, IL, USA, October 1992)", volume = "2", year = "1993", pages = "1096--1101" } @techreport{ipm:Monma1, author = "C. L. Monma", title = "Recent breakthroughs in linear programming methods", type = "{Internal Memorandum}", year = "1987", institution = "Bell Communications Research", address = "Morristown, NJ~07960, USA" } @article{ipm:Monma2, author = "C. L. Monma", title = "Successful implementations of interior algorithms", journal = "SIAM News", volume = "22", number = "2", year = "1989", month = "March", pages = "14--16" } @article{ipm:Monma3, author = "C. L. Monma and A. J. Morton", title = "Computational experience with the dual affine variant of {Karmarkar's} method for linear programming", journal = "Operations Research Letters", volume = "6", year = "1987", pages = "261--267" } @article{ipm:Monteiro1, author = "R. D. C. Monteiro", title = "On the continuous trajectories for a potential reduction algorithm for linear programming", journal = "Mathematics of Operations Research", volume = "17", year = "1992", pages = "225--253" } @techreport{ipm:Monteiro2, author = "R. D. C. Monteiro and I. Adler", title = "An ${O(n^{3}L)}$ primal--dual interior point algorithm for linear programming", type = "{Technical Report}", number = "ORC~87--4", year = "1987", institution = "Department of Industrial Engineering and Operations Research, University of California", address = "Berkeley, CA~94720, USA" } @article{ipm:Monteiro3, author = "R. D. C. Monteiro and I. Adler", title = "Interior path following primal--dual algorithms\,: {Part\,I\,: Linear} programming", journal = "Mathematical Programming", volume = "44", year = "1989", pages = "27--41" } @article{ipm:Monteiro4, author = "R. D. C. Monteiro and I. Adler", title = "Interior path following primal--dual algorithms\,: {Part\,II\,: Convex} quadratic programming", journal = "Mathematical Programming", volume = "44", year = "1989", pages = "43--66" } @article{ipm:Monteiro5, author = "R. D. C. Monteiro and I. Adler", title = "An extension of {Karmarkar--type} algorithm to a class of convex separable programming problems with global linear rate of convergence", journal = "Mathematics of Operations Research", volume = "15", year = "1990", pages = "408--422" } @techreport{ipm:Monteiro6, author = "R. D. C. Monteiro and I. Adler", title = "A polynomial primal--dual affine algorithm for {LP}", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Denver, CO, USA}", year = "1988", month = "October", institution = "Engineering Systems Research Center, University of California", address = "Berkeley, CA~94720, USA" } @article{ipm:Monteiro7, author = "R. D. C. Monteiro and I. Adler and M. G. C. Resende", title = "A polynomial--time primal--dual affine scaling algorithm for linear and convex quadratic programming and its power series extension", journal = "Mathematics of Operations Research", volume = "15", year = "1990", pages = "191--214" } @techreport{ipm:Monteiro8, author = "R. D. C. Monteiro", title = "An implementation of range analysis for {LP} problems solved via interior point methods", type = "{Talk held at the TIMS/SOBRAPO Joint International Meeting in Rio de Janeiro, Brazil}", year = "1991", month = "July", institution = "Department of Systems and Industrial Engineering, University of Arizona", address = "Tucson, AZ~85721, USA" } @incollection{ipm:Monteiro9, author = "R. D. C. Monteiro", title = "Convergence and boundary behavior of the projective scaling trajectories for linear programming", booktitle = "Mathematical Developments Arising from Linear Programming\,: Proceedings of a Joint Summer Research Conference held at Bowdoin College, Brunswick, Maine, USA, June/July 1988", editor = "J. C. Lagarias and M. J. Todd", year = "1990", pages = "213--229", series = "Contemporary Mathematics", volume = "114", publisher = "American Mathematical Society", address = "Providence, Rhode Island, USA" } @article{ipm:Monteiro10, author = "R. D. C. Monteiro", title = "Convergence and boundary behavior of the projective scaling trajectories for linear programming", journal = "Mathematics of Operations Research", volume = "16", number = "4", year = "1991", pages = "842--858" } @article{ipm:Monteiro11, author = "R. D. C. Monteiro", title = "A globally convergent primal--dual interior point algorithm for convex programming", journal = "Mathematical Programmingh", volume = "64", year = "1994", pages = "123--147" } @techreport{ipm:Monteiro12, author = "R. D. C. Monteiro and S. J. Wright", title = "A globally and superlinearly convergent potential reduction interior point method for convex programming", type = "{Technical Report}", number = "92--13", year = "1992", month = "July", institution = "Department of Systems and Industrial Engineering, University of Arizona", address = "Tucson, AZ~85721, USA", note ="Also available as {\em Technical Report MSC--P316--0792, Mathematical and Computer Science Division, Argonne National Laboratory, Argonne, IL~60439, USA, July 1992}" } @techreport{ipm:Monteiro13, author = "R. D. C. Monteiro", title = "The global convergence of a class of primal potential reduction algorithms for convex programming", type = "{Technical Report}", year = "1991", month = "August", institution = "Department of Systems and Industrial Engineering, University of Arizona", address = "Tucson, AZ~85721, USA" } @article{ipm:Monteiro14, author = "R. D. C. Monteiro and T. Tsuchiya", title = "Limiting behavior of the derivatives of certain trajectories associated with a monotone horizontal linear complementarity problem", journal = "Mathematics of Operations Research", volume = "21", year = "1996", pages = "793--814" } @article{ipm:Monteiro15, author = "R. D. C. Monteiro and J.--S. Pang and T. Wang", title = "A positive algorithm for the nonlinear complementarity problem", journal = "SIAM Journal on Optimization", volume = "5", year = "1995", pages = "129--148" } @article{ipm:Monteiro16, author = "R. D. C. Monteiro and S. J. Wright", title = "Local convergence of interior--point algorithms for degenerate monotone {LCP}", journal = "Computational Optimization and Applications", volume = "3", year = "1994", pages = "131--155" } @article{ipm:Monteiro17, author = "R. D. C. Monteiro and S. J. Wright", title = "Superlinear primal--dual affine scaling algorithms for {LCP}", journal = "Mathematical Programming", volume = "69", year = "1995", pages = "311--333" } @article{ipm:Monteiro18, author = "R. D. C. Monteiro and S. J. Wright", title = "A superlinear infeasible--interior--point affine scaling algorithm for {LCP}", journal = "SIAM Journal on Optimization", volume = "6", year = "1996", pages = "1--18" } @article{ipm:Monteiro19, author = "R. D. C. Monteiro and T. Tsuchiya and Y. Wang", title = "A simplified global convergence proof of the affine scaling algorithm", journal = "Annals of Operations Research", volume = "46/47", year = "1993", pages = "443--482" } @article{ipm:Monteiro20, author = "R. D. C. Monteiro and S. J. Wright", title = "Interior--point algorithms for degenerate linear complementarity problems", journal = "Computational Optimization and Applications", volume = "3", year = "1994", pages = "131--155" } @article{ipm:Monteiro21, author = "R. D. C. Monteiro and T. Tsuchiya", title = "Global convergence of the affine scaling method for convex quadratic programming", journal = "SIAM Journal on Optimization", volume = "8", year = "1998", pages = "26--58" } @article{ipm:Monteiro22, author = "R. D. C. Monteiro and F. Zhou", title = "On superlinear convergence of infeasible--interior--point algorithms for linearly constrained convex programs", journal = "Computational Optimization and Applications", volume = "8", year = "1998", pages = "245--262" } @article{ipm:Monteiro23, author = "R. D. C. Monteiro and Y. Wang", title = "Trust region affine scaling algorithms for linearly constrained convex and concave programs", journal = "Mathematical Programming", volume = "80", year = "1998", pages = "283--313" } @article{ipm:Monteiro24, author = "R. D. C. Monteiro", title = "Primal--dual algorithms for semidefinite programming", journal = "SIAM Journal on Optimization", volume = "7", year = "1997", pages = "663--678", note = "Former technical report title (Oct. 1995)\,: Primal--dual path--following algorithms for semidefinite programming", url = "http://www.siam.org/journals/siopt/7--3/29305.html" } @article{ipm:Monteiro25, author = "R. D. C. Monteiro and S. Mehrotra", title = "A general parametric analysis approach and its implication to sensitivity analysis in interior point methods", journal = "Mathematical Programming", volume = "72", year = "1996", pages = "65--82" } @article{ipm:Monteiro26, author = "R. D. C. Monteiro and J.--S. Pang", title = "Properties of an interior--point mapping for mixed complementarity problems", journal = "Mathematics of Operations Research", volume = "21", year = "1996", pages = "629--654" } @article{ipm:Monteiro27, author = "R. D. C. Monteiro and F. Zhou", title = "On the existence and convergence of the central path for convex programming and some duality results", journal = "Computational Optimization and Applications", volume = "10", year = "1998", pages = "51--77" } @techreport{ipm:Monteiro28, author = "R. D. C. Monteiro and P. R. Zanj{\'a}como", title = "Implementation of primal--dual methods for semidefinite programming based on {Monteiro} and {Tsuchiya} {Newton} directions and their variants", type = "{Technical Report}", year = "1997", month = "July", institution = "School of Industrial and Systems Engineering, Georgia Technology Institute", address = "Atlanta, GA~30322--0205, USA" } @techreport{ipm:Monteiro29, author = "R. D. C. Monteiro and J.--S. Pang", title = "A potential reduction {Newton} method for constrained equations", type = "{Technical Report}", year = "1997", month = "March", institution = "School of Industrial and Systems Engineering, Georgia Technology Institute", address = "Atlanta, GA~30322--0205, USA" } @techreport{ipm:Monteiro30, author = "R. D. C. Monteiro and T. Tsuchiya", title = "Polynomial convergence of a new family of primal--dual algorithms for semidefinite programming", type = "{Research Memorandum}", number = "627", year = "1996", institution = "The Institute of Statistical Mathematics", address = "4--6--7 Minami--Azabu, Minato--Ku, Tokyo~106, Japan" } @article{ipm:Monteiro31, author = "R. D. C. Monteiro and T. Tsuchiya", title = "Polynomiality of primal--dual algorithms for semidefinite linear complementarity problems based on the {Kojima--Shindoh--Hara} family of directions", journal = "S{\= u}rikaisekikenky{\= u}sho K{\= o}ky{\= u}roku", volume = "1004", year = "1997", pages = "138--152", note = "See also Monteiro and Tsuchiya\,\cite{ipm:Monteiro38}" } @article{ipm:Monteiro32, author = "R. D. C. Monteiro", title = "Polynomial convergence of primal--dual algorithms for semidefinite programming based on {Monteiro and Zhang} family of directions", journal = "SIAM Journal on Optimization", volume = "8", year = "1998", pages = "797--812" } @article{ipm:Monteiro33, author = "R. D. C. Monteiro and P. R. Zanj{\'a}como", title = "A note on the existence of the {Alizadeh--Haeberly--Overton} direction for semidefinite programming", journal = "Mathematical Programming", volume = "78", year = "1997", pages = "393--396" } @article{ipm:Monteiro34, author = "R. D. C. Monteiro and Y. Zhang", title = "A unified analysis for a class of path--following primal--dual interior--point algorithms for semidefinite programming", journal = "Mathematical Programming", volume = "81", year = "1998", pages = "281--299" } @article{ipm:Monteiro35, author = "R. D. C. Monteiro and J.--S. Pang", title = "On two interior--point mappings for nonlinear semidefinite complementarity problems", journal = "Mathematics of Operations Research", volume = "23", year = "1998", pages = "39--60" } @techreport{ipm:Monteiro36, author = "R. D. C. Monteiro and P. R. Zanj{\'a}como", title = "General interior--point maps and existence of weighted paths for nonlinear semidefinite complementarity problems", type = "{Technical Report}", year = "1998", month = "April", institution = "School of Industrial and Systems Engineering, Georgia Technology Institute", address = "Atlanta, GA~30322--0205, USA" } @techreport{ipm:Monteiro37, author = "R. D. C. Monteiro and T. Tsuchiya", title = "Polynomial convergence of primal--dual algorithms for the second--order cone program based on the {MZ}--family of directions", type = "{Technical Report}", year = "1998", month = "May", institution = "School of Industrial and Systems Engineering, Georgia Technology Institute", address = "Atlanta, GA~30338, USA" } @article{ipm:Monteiro38, author = "R. D. C. Monteiro and T. Tsuchiya", title = "Polynomiality of primal--dual algorithms for semidefinite linear complementarity problems based on the {Kojima--Shindoh--Hara} family of directions", journal = "Mathematical Programming", volume = "84", year = "1999", pages = "39--53", note = "See also Monteiro and Tsuchiya\,\cite{ipm:Monteiro31}" } @techreport{ipm:Morales1, author = "J. L. {Morales--P{\'e}rez} and R. W. H. Sargent", title = "Numerical experiments with an interior point method for large scale convex quadratic programming", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "Centre for Process Systems Engineering, Imperial College", address = "London, United Kingdom", note ="See also Morales--P{\'e}rez and Sargent \cite{ipm:Morales2}" } @article{ipm:Morales2, author = "J. L. {Morales--P{\'e}rez} and R. W. H. Sargent", title = "On the implementation and performance of an interior point method for large sparse convex quadratic programming", journal = "Optimization Methods and Software", volume = "1", year = "1992", pages = "153--168" } @book{ipm:More1, author = "J. J. Mor{\'e} and S. J. 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Trafalis", title = "A polynomial--time algorithm for finding an efficient face of a polyhedron", type = "{Technical Report}", year = "1989", month = "", institution = "Department of Mathematics and Computer Science, School of Industrial Engineering, Purdue University", address = "West Lafayette, IN~47907, USA" } @article{ipm:Morin3, author = "T. L. Morin and N. Prabhu and Z. Zhang", title = "Feasible gradients in the gravitational method for linear programming", journal = "Journal of the Operational Research Society of India (Opsearch)", volume = "32", year = "1995", pages = "253--265" } @incollection{ipm:Morin4, author = "T. L. Morin and N. Prabhu and Z. Zhang", title = "Complexity of the gravitational method for linear programming", booktitle = "Foundations of Software Technology and Theoretical Computer Science", editor = "", year = "1996", pages = "212--223", series = "Lecture Notes in Computer Science", volume = "1180", publisher = "Springer Verlag", address = "Berlin, Germany" } @techreport{ipm:Morshedi1, author = "A. M. Morshedi and R. A. Tapia", title = "Karmarkar as a classical method", type = "{Technical Report}", number = "TR~87--7", year = "1987", month = "August", institution = "Department of Mathematical Sciences, Rice University", address = "Houston, TX~77251, USA" } @techreport{ipm:Mosheyev1, author = "L. Mosheyev and M. Zibulewsky", title = "Penalty/barriers multiplier algorithm for semidefinite programming\,: {Dual} bounds and inplementation", type = "{Research Report}", number = "1/96", year = "1996", institution = "Optimization Laboratory, Faculty of Industrial Engineering and Management, Technion, Israel Institute of Technology", address = "Haifa, Israel" } @techreport{ipm:Mueller1, author = "H. M{\"u}ller--Merbach", title = "Right through the interior with the simplex technique", type = "{Technical Report}", year = "1987", institution = "University of Kaiserslautern", address = "D--6100~Kaiserslautern, Germany" } @article{ipm:Mulkay1, author = "E. L. Mulkay and S. S. 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Tsuchiya", title = "A convergence analysis of a long--step variant of the projective scaling algorithm", type = "{Research Memorandum}", number = "454", year = "1992", month = "November", institution = "The Institute of Statistical Mathematics", address = "4--6--7 Minami--Azabu, Minato--Ku, Tokyo~106, Japan" } @article{ipm:Muramatsu2, author = "M. Muramatsu and T. Tsuchiya", title = "Convergence analysis of the projective scaling algorithm based on a long--step homogeneous affine scaling algorithm", journal = "Mathematical Programming", volume = "72", year = "1996", pages = "291--305" } @article{ipm:Muramatsu3, author = "M. Muramatsu and T. Tsuchiya", title = "An affine scaling method with an infeasible starting point\,: {Convergence} analysis under nondegeneracy assumption", journal = "Annals of Operations Research", volume = "62", year = "1996", pages = "325--355" } @techreport{ipm:Muramatsu4, author = "M. Muramatsu and R. J. Vanderbei", title = "Primal--dual affine--scaling algorithms fail for semidefinite programming", type = "{Technical Report}", number = "SOR~97--05", year = "1997", month = "April", institution = "Department of Civil Engineering and Operations Research, Princeton University", address = "Princeton, NJ~08544, USA", note = "Revised June 1997" } @article{ipm:Muramatsu5, author = "M. Muramatsu", title = "Affine scaling algorithm fails for semidefinite programming", journal = "Mathematical Programming", volume = "83", year = "1998", pages = "393--406", note = "See also {\it{S{\= u}rikaisekikenky{\= u}sho K{\= o}ky{\= u}roku 1004 (1997), 128--132}}" } @incollection{ipm:Murray1, author = "W. Murray", title = "Methods for large--scale linear programming", booktitle = "Algorithms and Model Formulations in Mathematical Programming", editor = "S. W. 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Sofer", title = "A barrier method for large--scale constrained optimization", journal = "ORSA Journal on Computing", volume = "5", year = "1993", pages = "40--53" } @incollection{ipm:Nash4, author = "S. G. Nash and R. Polyak and A. Sofer", title = "A numerical comparison of barrier and modified barrier methods for large--scale bound--constrained optimization", booktitle = "Large--Scale Optimization\,: The State--of--the --Art", editor = "W. W. Hager and D. W. Hearn and P. M. Pardalos", year = "1994", pages = "319--338", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @article{ipm:Nash5, author = "S. G. Nash and A. Sofer", title = "On the complexity of a practical interior--point method", journal = "SIAM Journal on Optimization", volume = "8", year = "1998", pages = "833--849" } @techreport{ipm:Nash6, author = "S. G. Nash and A. Sofer", title = "Why extrapolation helps barrier methods", type = "{Technical Report}", year = "1998", month = "September", institution = "Department of Operations Research and Applied Statistics, George Mason University", address = "Fairfax, VA~22030, USA" } @inproceedings{ipm:Nayakkankuppam1, author = "M. V. Nayakkankuppam and M. L. Overton", title = "Primal--dual interior--point methods for semidefinite programming", booktitle = "Proceedings of the IEEE International Symposium on Computer--Aided Control System Design", year = "1996", organization = "IEEE Control Systems Society", month = "September", pages = "235--239" } @techreport{ipm:Nazareth1, author = "J. L. Nazareth", title = "Karmarkar's method and homotopies with restart", type = "{CDSS Report}", year = "1985", institution = "University of California", address = "Berkeley, CA~94720, USA" } @article{ipm:Nazareth2, author = "J. L. 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Nazareth", title = "Trust regions based on conic functions in linear and nonlinear programming", type = "{Technical Report}", year = "1992", month = "October", institution = "Department of Pure and Applied Mathematics, Washington State University", address = "Pullman, WA~99164--3113, USA", note = "Submitted to {\em Journal on Numerical Linear Algebra and Applications}" } @techreport{ipm:Nazareth11, author = "J. L. Nazareth", title = "A reformulation of the central path equations and its algorithmic implications", type = "{Technical Report}", number = "94--1", year = "1993", month = "September", institution = "Department of Pure and Applied Mathematics, Washington State University", address = "Pullman, WA~99164--3113, USA", note = "Revised February 1994" } @article{ipm:Nazareth12, author = "J. L. 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Nemirovsky", title = "An algorithm of the {Karmarkar} type", journal = "Teknicheskaya Kibernetika", volume = "1", year = "1987", pages = "105--118", note = "Translated in\,: {\em Soviet Journal on Computers and System Sciences~25(5):61--74, 1987}" } @article{ipm:Nemirovsky2, author = "A. S. Nemirovsky", title = "An new polynomial algorithm for linear programming", journal = "Doklady Akademii Nauk SSSR", volume = "298", number = "6", year = "1988", pages = "1321--1325", note = "Translated in\,: {\em Soviet Mathematics Doklady~37(1): 264--269, 1988}" } @article{ipm:Nemirovsky3, author = "A. S. Nemirovsky and K. Scheinberg", title = "Extension of {Karmarkar's} algorithm onto convex quadratically constrained quadratic problems", journal = "Mathematical Programming", volume = "72", year = "1996", pages = "273--289" } @article{ipm:Nemirovsky4, author = "A. S. Nemirovsky", title = "On polynomiality of the method of analytic centers for fractional problems", journal = "Mathematical Programming", volume = "73", year = "1996", pages = "175--198" } @article{ipm:Nemirovsky5, author = "A. S. Nemirovsky and P. Gahinet", title = "The projective method for solving linear matrix inequalities", journal = "Proceedings of the American Control Conference (June 1994)", year = "1994", pages = "840--844" } @article{ipm:Nemirovsky6, author = "A. S. Nemirovsky", title = "The long--step method of analytic centers for fractional problems", journal = "Mathematical Programming", volume = "77", year = "1997", pages = "191--224" } @incollection{ipm:Nemirovsky7, author = "A. S. Nemirovsky", title = "Polynomial time methods in convex programming", editor = "J. Renegar and M. Shub and S. Smale", booktitle = "The Mathematics of Numerical Analysis (1995 AMS--SIAM Summer Seminar in Applied Mathematics July/August 1995 held at Park City, UT, USA)", series = "Lectures in Applied Mathematics", volume = "32", year = "1996", pages = "543--589", publisher = "American Mathematical Society", address = "Providence, RI~02940--6248, USA" } @techreport{ipm:Nemirovsky8, author = "A. S. Nemirovsky", title = "On self--concordant convex--concave functions", type = "{Research Report}", number = "3/97", year = "1997", month = "June", institution = "Optimization Laboratory Faculty of Industrial Engineering and Managament at Technion", address = "Technion City, Haifa~32000, Israel" } @techreport{ipm:Nemirovsky9, author = "A. S. Nemirovsky", title = "On normal self--concordant barriers and long--step interior point methods", type = "{Working Paper}", number = "", year = "1997", month = "August", institution = "Optimization Laboratory Faculty of Industrial Engineering and Managament at Technion", address = "Technion City, Haifa~32000, Israel" } @techreport{ipm:Nemirovsky10, author = "A. S. Nemirovsky and C. Roos and T. Terlaky", title = "On maximization of quadratic form over intersection of ellipsoids with common center", type = "{Technical Report}", number = "98--??", year = "1998", month = "June", institution = "Faculty of Technical Mathematics and Informatics, Delft University of Technology", address = "P.O. Box 5031, 2600 GA Delft, The Netherlands" } @inbook{ipm:Nering1, author = "E. D. Nering and A. W. Tucker", title = "Linear Programs and Related Problems", chapter = "6.6\,: {The Karmarkar} algorithm", year = "1993", pages = "241--249", publisher = "Academic Press", address = "San Diego, CA, USA" } @article{ipm:Nesterov1, author = "Yu. E. Nesterov", title = "Polynomial methods in the linear and quadratic programming", journal = "Teknicheskaya Kibernetika", volume = "3", year = "1988", pages = "3--6", note = "Translated in\,: {\em Soviet Journal on Computers and System Sciences~26:98--101, 1988}" } @article{ipm:Nesterov2, author = "Yu. E. Nesterov", title = "Polynomial--time dual algorithms for linear programming", journal = "Kibernetika", volume = "25", number = "1", year = "1989", pages = "34--40", note = "Translated in\,: {\em Cybernetics~25(1):40--49, 1989}" } @article{ipm:Nesterov3, author = "Yu. E. Nesterov and A. S. Nemirovsky", title = "Acceleration and parallelization of the path--following interior point method for a linearly constrained convex quadratic problem", journal = "SIAM Journal on Optimization", volume = "1", number = "4", year = "1991", pages = "548--564" } @techreport{ipm:Nesterov4, author = "Yu. E. Nesterov and A. S. Nemirovsky", title = "Self--concordant functions and polynomial--time methods in convex programming", type = "{Book--Preprint}", year = "1989", institution = "Central Economic and Mathematical Institute, USSR Academy of Science", address = "Moscow, USSR", note = "Published in Nesterov and Nemirovsky \cite{ipm:Nesterov5}" } @book{ipm:Nesterov5, author = "Yu. E. Nesterov and A. S. Nemirovsky", title = "Interior--Point Polynomial Algorithms in Convex Programming\,: Theory and Algorithms", year = "1993", series = "Studies in Applied Mathematics", volume = "13", publisher = "Society of Industrial and Applied Mathematics (SIAM) Publications", address = "Philadelphia, PA~19101, USA" } @techreport{ipm:Nesterov6, author = "Yu. E. Nesterov and A. S. Nemirovsky", title = "A general approach to polynolmial--time algorithms design for convex programming", type = "{Technical Report}", year = "1988", institution = "Central Economic and Mathematical Institute, USSR Academy of Science", address = "Moscow, USSR" } @article{ipm:Nesterov7, author = "Yu. E. Nesterov and A. S. Nemirovsky", title = "{'Conic'} formulation of a convex programming problem and duality", journal = "Optimization\,\&\,Software", volume = "1", year = "1992", pages = "10--31" } @article{ipm:Nesterov8, author = "Yu. E. Nesterov and A. S. Nemirovsky", title = "An interior--point method for generalized linear--fractional programming", journal = "Mathematical Programming", volume = "69", year = "1995", pages = "177--204" } @techreport{ipm:Nesterov9, author = "Yu. E. Nesterov and A. S. Nemirovsky", title = "Logarithmically homogeneous barriers and potential based polynomial time methods in convex programming", type = "{Research Report}", year = "1990", month = "May", institution = "Central Economic and Mathematical Institute, USSR Academy of Science", address = "Moscow, USSR" } @article{ipm:Nesterov10, author = "Yu. E. Nesterov and M. J. Todd", title = "Self--scaled barriers and interior--point methods for convex programming", journal = "Mathematics of Operations Research", volume = "22", year = "1997", pages = "1--42", note = "See also Nesterov and Todd \cite{ipm:Nesterov13}" } @techreport{ipm:Nesterov11, author = "Yu. E. Nesterov", title = "Long--step strategies in interior point potential--reduction methods", type = "{Technical Report}", year = "1993", institution = "Department of Management Studies, Faculty of SES, University of Geneva", address = "Geneva, Switzerland" } @article{ipm:Nesterov12, author = "Yu. E. Nesterov and Y. Ye", title = "Polynomial methods in linear and quadratic programming", journal = "Soviet Journal of Computer and Systems Sciences", volume = "26", number = "5", year = "1988", pages = "98--101" } @article{ipm:Nesterov13, author = "Yu. E. Nesterov and M. J. Todd", title = "Primal--dual interior--point methods for self--scaled cones", journal = "SIAM Journal on Optimization", volume = "8", year = "1998", pages = "324--364", note = "See also Nesterov and Todd \cite{ipm:Nesterov10}" } @techreport{ipm:Nesterov14, author = "Yu. E. Nesterov and A. S. Nemorirovsky", title = "Technique for constructing self--concordant barriers", type = "{Technical Report}", number = "1993.17", year = "1993", institution = "Department of Economical and Social Sciences, University of Geneva", address = "CH--1211 Geneva, Switzerland" } @techreport{ipm:Nesterov15, author = "Yu. E. Nesterov", title = "Cutting plane algorithms from analytic centers\,: {Efficiency} estimates", type = "{Technical Report}", number = "1992.?", year = "1992", institution = "Department of Economical and Social Sciences, University of Geneva", address = "CH--1211 Geneva, Switzerland" } @article{ipm:Nesterov16, author = "Yu. E. Nesterov", title = "Complexity estimates of some cutting plane methods based on the analytic barrier", journal = "Mathematical Programming", volume = "69", year = "1995", pages = "149--176" } @article{ipm:Nesterov17, author = "Yu. E. Nesterov and M. J. Todd", title = "Infeasible--start primal--dual methods and infeasible detectors for nonlinear programming", journal = "Mathematical Programming", volume = "84", year = "1999", pages = "227--267" } @techreport{ipm:Nesterov18, author = "Yu. E. Nesterov and A. S. Nemirovsky", title = "Logarithmically homogeneous barriers and polynomial time methods based {Lyapunov's} functions", type = "{Research Report}", year = "1990", month = "May", institution = "Central Economic and Mathematical Institute, USSR Academy of Science", address = "Moscow, USSR" } @techreport{ipm:Nesterov19, author = "Yu. E. Nesterov", title = "Infeasible start interior point primal--dual methods in nonlinear programming", type = "{CORE Discussion Paper}", number = "9567", year = "1995", institution = "Center of Operations Research and Econometrics, Universite Catholique de Louvain", address = "B--1348~Louvain--la--Neuve, Belgium" } @article{ipm:Nesterov20, author = "Yu. E. Nesterov and A. S. Nemirovsky", title = "Multi--parameter surfaces of analytic centers and long--step path--following interior point methods", journal = "Mathematics of Operations Research", volume = "23", year = "1998", pages = "1--38" } @article{ipm:Nesterov21, author = "Yu. E. Nesterov", title = "Long--step strategies in interior--point primal--dual methods", journal = "Mathematical Programming", volume = "76", year = "1997", pages = "47--94" } @techreport{ipm:Nesterov22, author = "Yu. E. Nesterov and J.--Ph. Vial", title = "Homogeneous analytic center cutting plane methods for convex problems and variational inequalities", type = "{Logilab Technical Report}", number = "1997.4", year = "1997", institution = "Department of Management Studies, University of Geneva", address = "CH--1211 Geneva, Switzerland" } @article{ipm:Nesterov23, author = "Yu. E. Nesterov", title = "Interior--point methods\,: {An} old and new approach to nonlinear programming", journal = "Mathematical Programming", volume = "79", year = "1997", pages = "285--297" } @techreport{ipm:Nesterov24, author = "Yu. E. Nesterov and M. J. Todd", title = "Self-scaled cones and interior-point methods in nonlinear programming", type = "{Technical Report}", number = "", year = "1994", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA" } @techreport{ipm:Nesterov25, author = "Yu. E. Nesterov and O. Peton and J.--Ph. Vial", title = "Homogeneous analytic center cutting plane methods with approximate centers", type = "{HEC Technical Report}", number = "98.3", year = "1998", month = "February", institution = "Department of Management Studies, UNiversity of Geneva", address = "Geneva, The Switzerland" } @techreport{ipm:Neumann1, author = "{J. von} Neumann", title = "On a maximization problem", type = "Manuscript", year = "1947", institution = "Institute for Advanced Studies, Princeton University", address = "Princeton, NJ 08544, USA" } @article{ipm:Nickel1, author = "W. Nickel and W. R{\"o}dder and L. Xu and H. J. Zimmermann", title = "Intelligent gradient search in linear programming", journal = "European Journal of Operational Research", volume = "22", year = "1985", pages = "293--303" } @article{ipm:Nie1, author = "Y. Nie and S. 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Kojima", title = "A global, convergent iterative algorithm for complementarity problems", type = "{Talk held at the TIMS/SOBRAPO Joint International Meeting in Rio de Janeiro, Brazil}", year = "1991", month = "July", institution = "Department of Information Science, Tokyo Institute of Technology", address = "2--12--1~Oh--Okayama, Meguro--ku, Tokyo~152, Japan" } @phdthesis{ipm:Noma3, author = "T. Noma", title = "A globally convergent iterative algorithm for complementarity problems\,: {A} modification of interior point algorithms for linear complementarity problems", year = "1991", school = "Department of Information Science, Tokyo Institute of Technology", address = "2--12--1~Oh--Okayama, Meguro--ku, Tokyo~152, Japan" } @mastersthesis{ipm:Nunez1, author = "M. A. 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Stetsyuk", title = "A new polynomial algorithm for linear programming", journal = "Kibernetika (Kiev)", volume = "4", year = "1985", pages = "118--120, 136", note = "(In Russian, English summary)" } @article{ipm:Obuchowska1, author = "W. T. Obuchowska and R. J. Caron", title = "Improving the rate of convergence of interior point methods for smooth convex programmes", journal = "Optimization", volume = "35", year = "1995", pages = "317--332" } @article{ipm:Oestermark1, author = "R. {\"O}stermark", title = "Solving a linear multi--period portfolio problem by interior--point methodology", journal = "Computer Science in Economics and Management", volume = "5", year = "1992", pages = "283--302" } @techreport{ipm:Oestermark2, author = "R. {\"O}stermark", title = "Polynomial convergence to the efficient set of polytopes by interior point methology\,: {Application} -- {Multiperiod} programming under risk", type = "{Meddelanden fran Ekonomisk--Statsvetenskapliga Fakulteten vid Abo Akademi, Series A}", number = "324", year = "1991", institution = "Ekonomisk--Statsvetenskapliga Fakulteten, Abo University", address = "Abo, Finland" } @techreport{ipm:Oestermark3, author = "R. {\"O}stermark", title = "Parametric stability of interior point methods for linear programming\,: {Evidence} on solving portfolio problems on hihgh performance computers", type = "{Meddelanden fran Ekonomisk--Statsvetenskapliga Fakulteten vid Abo Akademi, Series A}", number = "360", year = "1992", institution = "Ekonomisk--Statsvetenskapliga Fakulteten, Abo University", address = "Abo, Finland" } @article{ipm:Oestermark4, author = "R. {\"O}stermark and M. Saarinen", title = "A multiprocessor interior point algorithm", journal = "Kybernetes", volume = "25", year = "1996", pages = "84--100" } @article{ipm:Ohara1, author = "A. Ohara", title = "Interior point methods and dual geometry in convex programming", journal = "S{\= u}rikaisekikenky{\= u}sho K{\= o}ky{\= u}roku", volume = "889", year = "1994", pages = "19--25", note = "(In Japanese). English journal\,: {\em Applied Analysis in Terms of Nonlinear Integrable Systems}, Kyoto, 1994" } @article{ipm:Ohara2, author = "A. Ohara", title = "Information geometric analysis of an interior--point method for semidefinite programming", journal = "S{\= u}rikaisekikenky{\= u}sho K{\= o}ky{\= u}roku", volume = "1004", year = "1997", pages = "71--89" } @phdthesis{ipm:Oliveira1, author = "{A. R. L. de} Oliveira", title = "A new class of preconditioners for large--scale linear systems for interior--point methods for linear programming", year = "1997", school = "Department of Computational and Applied Mathematics, Rice University", address = "Houston, TX~77251, USA", note = "Available as\,: Technical Report TR97--11" } @techreport{ipm:Oliviera2, author = "{A. R. L. de} Oliviera and D. C. S{\o}rensen", title = "A new class of preconditioners for large--scale linear systems from interior point methods for linear programming", type = "{Technical Report}", number = "TR\,97--27", year = "1997", month = "November", institution = "Department of Computational and Applied Mathematics, Rice University", address = "Houston, TX~77251, USA" } @techreport{ipm:Oliviera3, author = "{A. R. L. de} Oliviera and D. C. S{\o}rensen", title = "Computational experience with a preconditioner for interior point methods for linear programming", type = "{Technical Report}", number = "TR\,97--28", year = "1997", month = "November", institution = "Department of Computational and Applied Mathematics, Rice University", address = "Houston, TX~77251, USA" } @incollection{ipm:Oohori1, author = "T. Oohori and A. Ohuchi", title = "Symbolic generation of an optimal {Karmarkar's} algorithm for sparse linear programs", booktitle = "System Modelling and Optimization\,: Proceedings of the 14th IFIP--Confernce, Leipzig, East--Germany, July 1989", editor = "H. J. Sebastian and K. Tammer", year = "1990", pages = "194--203", series = "Lecture Notes in Control and Information Sciences", volume = "143", publisher = "Springer Verlag", address = "Berlin, Germany" } @article{ipm:Osborne1, author = "M. R. 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Padberg", title = "Solution of a nonlinear programming problem arising in the projective method for linear programming", type = "{Technical Report}", year = "1985", month = "March", institution = "School of Business and Administration, New York University", address = "New York, NY~10003, USA", note = "To appear in {\em SIAM Journal on Control and Optimization}" } @article{ipm:Padberg2, author = "M. W. Padberg", title = "A different convergence proof of the projective method for linear programming", journal = "Operations Research Letters", volume = "4", year = "1986", pages = "253--257" } @techreport{ipm:Pai1, author = "R. Pai and N. K. Karmarkar and {S. S.} S. P. Rao", title = "A global router based on {Karmarkar's} interior point method", type = "{CSE Technical Report}", year = "1988", month = "April", institution = "Indian Institute of Technology", address = "Bombay, India" } @article{ipm:Pan1, author = "V. Pan", title = "The modified barrier function method for linear programming and its extension", journal = "Computers and Mathematics with Applications", volume = "20", number = "3", year = "1990", pages = "1--14" } @article{ipm:Pan2, author = "V. Pan and J. Reif", title = "Efficient parallel linear programming", journal = "Operations Research Letters", volume = "5", year = "1986", pages = "127--135" } @article{ipm:Pan3, author = "V. Pan and J. Reif", title = "Fast and efficient linear programming and linear least--squares computations", journal = "Computers and Mathematics with Applications Ser.~A", volume = "12", year = "1986", pages = "1217--1227" } @inbook{ipm:Panik1, author = "M. J. Panik", title = "{Linear Programming\,: Mathematics, Theory and Algorithms}", chapter = "13\,: {Interior} point methods, chapter 14\,: {Interior} point algorithms for solving linear complementary problems", year = "1995", pages = "341--458", series = "Applied Optimization", volume = "2", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @phdthesis{ipm:ParadaGarcia1, author = "Z. {Parada Gracia}", title = "A modified augmented {Lagrangian} merit function, and q--superlinear characterization results for primal--dual quai--{Newton} interior--point methods for nonlinear programming", year = "1997", school = "Department of Computational and Applied Mathematics, Rice University", address = "Houston, TX~77251, USA", note = "Available as\,: Technical Report TR97--12" } @techreport{ipm:Pardalos1, author = "P. M. Pardalos", title = "Interior point algorithms for nonconvex quadratic problems", type = "{Talk held at the DGOR--Jahrestagung in Vienna, Austria}", year = "1990", month = "August", institution = "Department of Computer Science, Pennsylvania State University", address = "University Park, PA~16802, USA" } @techreport{ipm:Pardalos2, author = "P. M. Pardalos and C. G. Han and Y. Ye", title = "Computational aspects of an interior point algorithm for quadratic problems with box constraints", type = "{Talk held at the SIAM Annual Meeting in Chicago, IL, USA}", year = "1990", month = "July", institution = "Department of Computer Science, Pennsylvania State University", address = "University Park, PA~16802, USA" } @techreport{ipm:Pardalos3, author = "P. M. Pardalos and Y. Ye and C. G. Han", title = "Parallel computing in quadratic programming", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Las Vegas, NV, USA}", year = "1990", month = "May", institution = "Department Computer Science, Pennsylvania State University", address = "University Park, PA~16802, USA" } @article{ipm:Pardalos4, author = "P. M. Pardalos and Y. Ye and C. G. Han", title = "Algorithms for the solution of quadratic knapsack problems", journal = "Linear Algebra and Its Applications", volume = "152", year = "1991", pages = "69--91" } @incollection{ipm:Pardalos5, author = "P. M. Pardalos and Y. Ye and C. G. Han", title = "An interior point algorithm for large--scale quadratic problems with box constraints", booktitle = "Analysis and Optimization of Systems\,: Proceedings of the 9th International Conference, Antibes, France, 1990", editor = "A. Bensoussan and J. L. Lions", year = "1990", pages = "413--422", series = "Lecture Notes in in Control and Information Sciences", volume = "144", publisher = "Springer Verlag", address = "Berlin, Germany" } @article{ipm:Pardalos6, author = "P. M. Pardalos", title = "Polynomial time algorithms for some classes of constrained nonconvex quadratic problems", journal = "Optimization", volume = "21", year = "1990", pages = "843--853" } @techreport{ipm:Pardalos7, author = "P. M. Pardalos and C. G. Han and J. A. Kaliski and Y. Ye", title = "Solution of quadratic programming and linear complementarity problems using a potential reduction algorithm", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Nashville, Tennessee, USA}", year = "1991", month = "May", institution = "Department of Computer Science, Pennsylvania State University", address = "University Park, PA~16802, USA" } @article{ipm:Pardalos8, author = "P. M. Pardalos and Y. Ye and C. G. Han and J. A. Kaliski", title = "Solution of {$P_{0}$}--matrix linear complementarity problems using a potential reduction algorithm", journal = "SIAM Journal on Matrix Analysis and Applications", volume = "14", year = "1993", pages = "1048--1060" } @article{ipm:Pardalos9, author = "P. M. Pardalos and C. G. Han and Y. Ye", title = "Interior--point algorithms for solving nonlinear optimization problems", journal = "Mathematical Programming Society Committee on Algorithms (COAL) Newsletter", volume = "19", year = "1991", month = "August", pages = "45--54" } @incollection{ipm:Pardalos10, author = "P. M. Pardalos and M. G. C. Resende", title = "Interior point algorithms for network flow problems", booktitle = "Advances in Linear and Nonlinear Programming", editor = "J. E. Beasley", year = "1995", pages = "145--185", publisher = "Oxford University Press", address = "Oxford, Great Britain", note = "Identical to Resende and Pardalos\,\cite{ipm:Resende19}" } @incollection{ipm:Pardalos11, author = "P. M. Pardalos and M. G. C. Resende", title = "Interior point methods for global optimization", booktitle = "Interior Point Methods of Mathematical Programming", editor = "T. Terlaky", year = "1996", pages = "467--500", series = "Applied Optimization", volume = "5", publisher = "Kluer Academic Publishers", address = "Dordrecht, The Netherlands" } @incollection{ipm:Pardalos12, author = "P. M. Pardalos", title = "The linear complementarity problem", booktitle = "Advances in Optimization and Numerical Analysis (Proceedings of the Sixth Workshop on Optimization and Numerical Analysis, Oaxaca, Mexico, 1992)", editor = "S. Gomez and J. P. Hennart", year = "1994", pages = "39--49", series = "Mathematics and Its Applications", volume = "275", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @incollection{ipm:Pardalos13, author = "P. M. Pardalos and Y. Ye and C. G. Han", title = "Interior point algorithms in quadratic programming", booktitle = "{Optimizatsiya\,: Modeli, Metody, Resheniya}", editor = "V. P. Bulatov", year = "1992", pages = "194--213", publisher = "Nauka", address = "Novosibirsk, USSR" } @article{ipm:Paris1, author = "Q. Paris", title = "A primer on {Karmarkar's} algorithm for linear programming", journal = "METU Studies in Develpoment", volume = "12", number = "1--2", year = "1985", pages = "131--155" } @article{ipm:Parisot1, author = "G. R. Parisot", title = "Resolution numerique approchee du probleme de programmation lineaire par application de la programmation logarithmique {(Approximate numerical solution of linear programming problems by an application of the logarithmic programming)}", journal = "Revue Francaise Recherche Operationelle", volume = "20", year = "1961", pages = "227--259", note = "(In French)" } @inbook{ipm:Parker1, author = "R. G. Parker and R. L. Rardin", title = "Discrete Optimization", chapter = "4.1.3\,: {Karmarkar's} projection scaling algorithm", year = "1988", pages = "117--131", publisher = "Academic Press", address = "New York, NY, USA" } @techreport{ipm:Pataki1, author = "G. Pataki and L. Tun{\c{c}}el", title = "On the generic properties of convex optimization problems in conic form", type = "{Reseach Report}", number = "CORR\,97--16", year = "1997", month = "September", institution = "Department of Combinatorics and Optimization, University of Waterloo", address = "Waterloo, Ontario~N2L~3G1, Canada" } @techreport{ipm:Pena1, author = "J. Pe{\~{n}}a and J. Renegar", title = "Quickly computing backward--approximate solutions for ill--conditioned systems of linear inequalities and forward--approximate solutions for well--conditioned systems", type = "Manuscript", year = "1997", month = "June", institution = "Computational and Applied Mathematics Program, Cornell University", address = "Ithaca, NY~14853, USA" } @techreport{ipm:Pena2, author = "J. Pe{\~{n}}a", title = "Understanding the geometry of infeasible perturbations of a conic linear system", type = "Manuscript", year = "1997", month = "June", institution = "Computational and Applied Mathematics Program, Cornell University", address = "Ithaca, NY~14853, USA" } @techreport{ipm:Pena3, author = "J. Pe{\~{n}}a", title = "Computing the distance to infeasibility\,: {Theoretical} and practical issues", type = "{Technical Report}", year = "1997", month = "October", institution = "Center for Applied Mathematics, Cornell University", address = "Ithaca, NY~14853, USA" } @techreport{ipm:Peng1, author = "J.--M. Peng and C. Roos and T. Terlaky", title = "New complexity analysis of the primal--dual {Newton} method for linear optimization", type = "{Technical Report}", number = "98--05", year = "1998", month = "", institution = "Optimization Group TU Delft, Faculty of Information Technology and Systems, Delft University of Technology", address = "P.O.\,Box 5031, NL--2600~GA~Delft, The Netherlands" } @article{ipm:Philpott1, author = "A. B. Philpott", title = "Linear programming made simpler than simplex", journal = "New Scientist", year = "1984", month = "December 6,", pages = "20" } @techreport{ipm:Pickel1, author = "P. F. Pickel", title = "Approximate projections for the {Karmarkar} algorithm", type = "Manuscript", year = "1985", institution = "Polytechnic Institute of New York", address = "Farmingdale, NY, USA" } @techreport{ipm:Pickel2, author = "P. F. Pickel", title = "Implementing the {Karmarkar} algorithm using simplex techniques", type = "{Talk held at the 12th International Symposium on Mathematical Programming in Cambridge, MA, USA}", year = "1985", institution = "Polytechnic Institute of New York", address = "Farmingdale, NY, USA" } @techreport{ipm:Pickel3, author = "P. F. Pickel", title = "Preliminary computational experience with approximate projections in the {Karmarkar} algorithm", type = "{Technical Report}", year = "1986", institution = "Polytechnic Institute of New York", address = "Farmingdale, NY, USA" } @article{ipm:Plantenga1, author = "T. Plantenga", title = "A trust region method for nonlinear programming based on primal interior--point techniques", journal = "SIAM Journal on Scientific Computing", volume = "20", year = "1998", pages = "282--305" } @article{ipm:Polak1, author = "E. Polak and J. E. Higgins and D. Q. Mayne", title = "A barrier function method for minimax problems", journal = "Mathematical Programming", volume = "54", year = "1992", pages = "155--176" } @incollection{ipm:Polak2, author = "E. Polak and T. H. Yang and D. Q. Mayne", title = "A method of centers based on barrier functions for solving optimal control problems with continuum state and control constraints", booktitle = "Proceedings of the 29th Conference on Decision and Control", year = "1990", month = "December", pages = "2327--2332", publisher = "IEEE Control Society" } @techreport{ipm:Polyak1, author = "R. Polyak", title = "Modified interior distance functions as augmented Lagrangians", type = "{Talk held at the First International Symposium on Interior Point Methods for Linear Programming\,: Theory and Practice, in Scheveningen, The Netherlands}", year = "1990", month = "January", institution = "Mathematical Sciences Department, IBM~T.~J.~Watson Research Center", address = "Yorktown Heights, NY~10598, USA" } @techreport{ipm:Polyak2, author = "R. Polyak", title = "Interior point methods, nonlinear and parallel optimization", type = "{Talk held at the SIAM Annual Meeting in Chicago, IL, USA}", year = "1990", month = "July", institution = "Mathematical Sciences Department, IBM~T.\,J.\,Watson Research Center", address = "Yorktown Heights, NY~10598, USA" } @article{ipm:Polyak3, author = "R. Polyak", title = "Modified barrier functions (theory and methods)", journal = "Mathematical Programming", volume = "54", year = "1992", pages = "177--222" } @techreport{ipm:Polyak4, author = "R. Polyak", title = "Modified barrier functions in linear programming", type = "{Research Report}", number = "17790~(78331)", year = "1992", institution = "Mathematical Sciences Department, IBM~T.\,J.\,Watson Research Center", address = "Yorktown Heights, NY~10598, USA" } @techreport{ipm:Polyak5, author = "R. Polyak", title = "The nonlinear rescaling principle in linear programming", type = "{Technical Report}", number = "RC~15030~(67093)", year = "1989", institution = "Mathematical Sciences Department, IBM~T.\,J.\,Watson Research Center", address = "Yorktown Heights, NY~10598, USA" } @article{ipm:Polyak6, author = "R. Polyak", title = "Modified barrier and center methods", journal = "Reports from the Moscow Refusnik Seminar, Annals of the New York Academy of Sciences", volume = "491", year = "1987", pages = "194--196" } @techreport{ipm:Polyak7, author = "R. Polyak and R. R. Schneur", title = "Interior--exterior augmented {Lagrangian} approach for {LP}", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "Mathematical Sciences Department, IBM~T.\,J.\,Watson Research Center", address = "Yorktown Heights, NY~10598, USA" } @techreport{ipm:Polyak8, author = "R. Polyak", title = "Modified interior distance functions and center methods", type = "{Research Report}", number = "17042~(75556)", year = "1991", institution = "IBM Research Division T.\,J.\,Watson Research Center", address = "Yorktown Heights, NY~10598, USA" } @techreport{ipm:Polyak9, author = "R. Polyak", title = "Classical Lagrangians with properties of the augmented Lagrangians", type = "{Talk held at the 12th International Symposium on Mathematical Programming in Boston, MA, USA}", year = "1985", institution = "Mathematical Sciences Department, IBM~T.\,J.\,Watson Research Center", address = "Yorktown Heights, NY~10598, USA" } @techreport{ipm:Polyak10, author = "R. Polyak", title = "Monotone transformation in linear and nonlinear programming", type = "{Talk held at the Summer Conference ''Mathematical Developments Arising from Linear Programming'' in Bowdoin College, Brunswick, Maine, USA}", year = "1988", month = "June", institution = "Mathematical Sciences Department, IBM~T.\,J.\,Watson Research Center", address = "Yorktown Heights, NY~10598, USA" } @techreport{ipm:Polyak11, author = "R. Polyak", title = "Modified interior centers methods", type = "{Talk held at the Third SIAM Conference on Optimization in Boston, MA, USA}", year = "1989", month = "April", institution = "Mathematical Sciences Department, IBM~T.\,J.\,Watson Research Center", address = "Yorktown Heights, NY~10598, USA" } @techreport{ipm:Polyak12, author = "R. Polyak", title = "Simultaneuos solution of the dual pair of nonlinear programming problems based on the modified barrier function", type = "{Talk held at the SIAM Annual Meeting in San Diego, CA, USA}", year = "1989", institution = "Mathematical Sciences Department, IBM~T.\,J.\,Watson Research Center", address = "Yorktown Heights, NY~10598, USA" } @techreport{ipm:Polyak13, author = "R. Polyak", title = "Nonlinear rescaling principle in constrained optimization", type = "{Talk held at the International Congress of Mathematicians in Kyoto, Japan}", year = "1990", institution = "Mathematical Sciences Department, IBM~T.\,J.\,Watson Research Center", address = "Yorktown Heights, NY~10598, USA" } @techreport{ipm:Polyak14, author = "R. Polyak", title = "Interior augmented Lagrangians", type = "{Talk held at the 14th International Symposium on Mathematical Programming in Amsterdam, The Netherlands}", year = "1991", month = "August", institution = "Mathematical Sciences Department, IBM~T.\,J.\,Watson Research Center", address = "Yorktown Heights, NY~10598, USA" } @techreport{ipm:Polyak15, author = "R. Polyak", title = "Condition of the primal and dual linear programming problems", type = "{Talk held at the International Workshop on Computational Optimization in Haifa, Israel}", year = "1992", institution = "Mathematical Sciences Department, IBM~T.\,J.\,Watson Research Center", address = "Yorktown Heights, NY~10598, USA" } @incollection{ipm:Polyak16, author = "R. Polyak", title = "Newton modified barrier method in constrained optimization", booktitle = "Proceedings of the Air Force/NASA Symposium on Recent Advances in Multidisciplinary Analysis and Optimization, San Francisco, 1990", year = "1990" } @techreport{ipm:Polyak17, author = "R. Polyak", title = "Modified barrier functions as augmented Lagrangians", type = "{Technical Report}", year = "1986", institution = "Viniti", address = "Moscow", note = "(In Russian)" } @techreport{ipm:Polyak18, author = "R. Polyak", title = "Exterior and interior modified distance functions", type = "{Technical Report}", year = "1986", institution = "Viniti", address = "Moscow", note = "(In Russian)" } @techreport{ipm:Polyak19, author = "R. Polyak", title = "Some problems of modern optimization theory and multipliers methods", type = "{Technical Report}", year = "1985", institution = "Znania", address = "Kiev", note = "(In Russian)" } @incollection{ipm:Polyak20, author = "R. Polyak", title = "Modified interior distance functions", booktitle = "Optimzation Methods in Partial Differential Equations (Proceedings from the 1996 Joint Summer Research Conference, South Hadley, MA, USA, June 1996)", series = "Contemporary Mathematics", volume = "209", year = "1997", pages = "183--209", editor = "S. Cox et al.", publisher = "American Mathematical Society", address = "Providence, RI, USA" } @phdthesis{ipm:Ponceleon1, author = "D. B. Poncele{\'o}n", title = "Barrier methods for large--scale quadratic programming", year = "1990", school = "Computer Science Department, Stanford University", address = "Stanford, CA~94305, USA" } @techreport{ipm:Ponceleon2, author = "D. B. Poncele{\'o}n", title = "Barrier methods for large--scale quadratic programming", type = "{Technical Report}", number = "SOL~91--2", year = "1991", month = "June", institution = "Systems Optimization Laboratory, Department of Operations Research, Stanford University", address = "Stanford, CA~94305, USA" } @techreport{ipm:Ponnambalam1, author = "K. Ponnambalam", title = "Large scale nonlinear programming using interior point and successive linear programming methods", type = "{Talk held at the SIAM Annual Meeting in Chicago, IL, USA}", year = "1990", month = "July", institution = "Faculty of Engineering, Department of Electrical Engineering, University of Waterloo", address = "Waterloo, Ontario~N2L~3G1, Canada" } @techreport{ipm:Ponnambalam2, author = "K. Ponnambalam and A. Vannelli", title = "New starting and stopping steps for the dual affine variant of {Karmarkar's} method", type = "{Technical Report}", year = "1988", institution = "Faculty of Engineering, Department of Electrical Engineering, University of Waterloo", address = "Waterloo, Ontario~N2L~3G1, Canada" } @techreport{ipm:Ponnambalam3, author = "K. Ponnambalam and A. Vannelli", title = "An inexpensive basis recovery procedure for {Karmarkar's} dual affine method", type = "{Technical Report}", year = "1989", institution = "Faculty of Engineering, Department of Electrical Engineering, University of Waterloo", address = "Waterloo, Ontario~N2L~3G1, Canada" } @article{ipm:Ponnambalam4, author = "K. Ponnambalam and A. Vannelli and T. E. Unny", title = "An application of {Karmarkar's} interior point linear programming algorithm for multi--reservoir operations optimization", journal = "Stochastic Hydrology and Hydraulics", volume= "3", year = "1992", pages = "17--29" } @techreport{ipm:Ponnambalam5, author = "K. Ponnambalam", title = "An interior point algorithm for large scale nonlinear programming", type = "{Talk held at the Symposium APMOD\,'91---Applied Mathematical Programming and Modelling, Brunel University, London, United Kingdom}", year = "1991", month = "January", institution = "Faculty of Engineering, Department of Electrical Engineering, University of Waterloo", address = "Waterloo, Ontario~N2L~3G1, Canada" } @incollection{ipm:Ponnambalam6, author = "K. Ponnambalam and S. Seetharaman and T. Alguindigue", title = "Affine algorithms for {$L$}--minimization", booktitle = "Proceedings of the Sixth Multidimensional Signal Processing Workshop held in Pacific Grove, CA, USA, September 1989", year = "1989", pages = "115", publisher = "IEEE", address = "New York, NY, USA" } @article{ipm:Ponnambalam7, author = "K. Ponnambalam and A. Vannelli and S. Woo", title = "An interior point method implementation for solving large planning problems in the oil refinery industry", journal = "Canadian Journal of Chemical Engineering", volume = "70", year = "1992", pages = "368--374" } @incollection{ipm:Ponnambalam8, author = "K. Ponnambalam and A. Vannelli and E. A. McBean and T. E. Unny", title = "Solving large--scale electric energy production planning and pollution control problems with {Karmarkar} algorithms", booktitle = "Proceedings of the Workshop on Resource Planning Under Uncertainty for Electric Power Systems held at Stanford University, January 1989", editor = "G. B. Dantzig and P. Glynn", year = "1989", pages = "179--196" } @incollection{ipm:Ponnambalam9, author = "K. Ponnambalam and A. Vannelli", title = "Forcing a vertex optimal solution in interior point methods using an auxiliary function", booktitle = "Symposium on Applied Mathematical Programming and Modeling (APMOD\,'93), Budapest, Hungary, January 1993, Volume of Extended Abstracts", editor = "I. Maros", year = "1992", month = "December", pages = "463--470", publisher = "Computer and Automation Institute, Hungarian Academy of Sciences", address = "Budapest, Hungary" } @techreport{ipm:Ponnambalam10, author = "K. Ponnambalam", title = "An interior point algorithm for large scale nonlinear programming", type = "{Technical Report}", year = "1992", institution = "Department of Systems Design Engineering, University of Waterloo", address = "Waterloo, Ontario~N2L~3G1, Canada" } @article{ipm:Ponnambalam11, author = "K. Ponnambalam and V. H. Quintana and A. Vannelli", title = "A fast algorithm for power system optimization problems using an interior point method", journal = "IEEE Transactions on Power Systems", volume = "7", year = "1992", pages = "892--899" } @techreport{ipm:Poore1, author = "A. B. Poore and D. Soria", title = "Continuation algorithms for linear programming", type = "{Talk held at the ORSA/TIMS Joint National Meeting in New Orleans, USA}", year = "1987", month = "May", institution = "Department of Mathematics, Colorado State University", address = "Fort Collins, CO~80253, USA" } @techreport{ipm:Portnoy1, author = "S. Portnoy and R. Koenker", title = "The {Gaussian Hare} and the {Laplacian Tortoise}\,: {Computability} of squared--error vs. absolute--error estimates", type = "{Technical Report}", year = "1997", month = "March", institution = "Department of Statistics, University of Illinois at Urbana--Champaign", address = "Urbana, Il~61820, USA" } @techreport{ipm:Potra1, author = "F. A. Potra and Y. Ye", title = "Interior point methods for nonlinear complementarity problems", type = "{Reports on Computational Mathematics}", number = "15", year = "1991", month = "July", institution = "Department of Mathematics, The University of Iowa", address = "Iowa City, IA~52242, USA" } @incollection{ipm:Potra2, author = "F. A. Potra", title = "Implementation of interior point methods on parallel and vector machines", booktitle = "Operations Research '91 (Extended Abstracts of the 16th Symposium on Operations Research held at the University of Trier, Germany, September 1991)", editor = "P. Gritzmann and R. Hettich and R. Horst and E. Sachs", year = "1992", pages = "179--181", publisher = "Springer Verlag", address = "Berlin, Germany" } @techreport{ipm:Potra3, author = "F. A. Potra and R. A. Tapia and Y. Zhang", title = "An interior--point method for linear complementarity problems with polynomial complexity and superlinear convergence", type = "{Technical Report}", number = "TR~91--23", year = "1991", institution = "Department of Mathematical Sciences, Rice University", address = "Houston, TX~77251, USA" } @techreport{ipm:Potra4, author = "F. A. Potra", title = "Polynomial complexity versus fast local convergence for interior point methods", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "Department of Management Sciences, The University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Potra5, author = "F. A. Potra and Y. Ye", title = "An interior--point algorithm for solving entropy optimization problems with globally linear and locally quadratic convergence", type = "{Working Paper}", number = "90--10", year = "1990", institution = "Department of Management Sciences, The University of Iowa", address = "Iowa City, IA~52242, USA", note = "See also Potra and Ye\,\cite{ipm:Potra10}" } @article{ipm:Potra6, author = "F. A. Potra", title = "An infeasible interior--point predictor--corrector algorithm for linear programming", journal = "SIAM Journal on Optimization", volume = "6", year = "1996", pages = "19--32" } @techreport{ipm:Potra7, author = "F. A. Potra", title = "A quadratically convergent infeasible interior--point algorithm for linear programming", type = "{Reports on Computational Mathematics}", number = "28", year = "1992", month = "July", institution = "Department of Mathematics, The University of Iowa", address = "Iowa City, IA~52242, USA", note = "See also Potra \cite{ipm:Potra11}, which is a combined version of this entry and Potra \cite{ipm:Potra8}" } @techreport{ipm:Potra8, author = "F. A. Potra", title = "On a predictor--corrector method for solving linear programs from infeasible starting points", type = "{Reports on Computational Mathematics}", number = "34", year = "1992", month = "October", institution = "Department of Mathematics, The University of Iowa", address = "Iowa City, IA~52242, USA", note = "See also Potra \cite{ipm:Potra11}, which is a combined version of Potra \cite{ipm:Potra7} and this entry" } @techreport{ipm:Potra9, author = "F. A. Potra and Y. Shi", title = "On an efficient interior point method for solving entropy optimization problems", type = "{Reports on Computational Mathematics}", number = "23", year = "1991", month = "December", institution = "Department of Mathematics, The University of Iowa", address = "Iowa City, IA~52242, USA" } @article{ipm:Potra10, author = "F. A. Potra and Y. Ye", title = "A quadratically convergent polynomial algorithm for solving entropy optimization problems", journal = "SIAM Journal on Optimization", volume = "3", year = "1993", pages = "843--860", note = "See also Potra and Ye\,\cite{ipm:Potra5}" } @article{ipm:Potra11, author = "F. A. Potra", title = "A quadratically convergent predictor--corrector method for solving linear programs from infeasible starting points", journal = "Mathematical Programming", volume = "67", year = "1994", pages = "383--406", note = "This is a combined version of Potra \cite{ipm:Potra7,ipm:Potra8}" } @techreport{ipm:Potra12, author = "F. A. Potra and J. F. Bonnans", title = "Infeasible path following algorithms for linear complementarity problems", type = "{INRIA Research Report}", number = "RR--2445", year = "1994", month = "December", institution = "Institute National de Recherche en Informatique et Automatique (INRIA)", address = "F--78153~Roquencourt, France", note = "To appear in {\em Mathematics of Operations Research}. See also Bonnans and Potra \cite{ipm:Bonnans6}" } @article{ipm:Potra13, author = "F. A. Potra and R. Sheng", title = "A large--step infeasible--interior--point method for the {$P_{*}$}--matrix {LCP}", journal = "SIAM Journal on Optimization", volume = "7", year = "1997", pages = "318--335" } @article{ipm:Potra14, author = "F. A. Potra", title = "An {$O(n\,L)$} infeasible--interior--point algorithm for {LCP} with quadratic convergence", journal = "Annals of Operations Research", volume = "62", year = "1996", pages = "81--102" } @techreport{ipm:Potra15, author = "F. A. Potra and R. Sheng", title = "A path--following method for {LCP} with superlinearly convergent iteration sequence", type = "{Reports on Computational Mathematics}", number = "69", year = "1995", month = "April", institution = "Department of Mathematics, The University of Iowa", address = "Iowa City, IA~52242, USA" } @article{ipm:Potra16, author = "F. A. Potra and R. Sheng", title = "A superlinearly convergent primal--dual infeasible--interior--point algorithm for semidefinite programming", journal = "SIAM Journal on Optimization", volume = "8", year = "1998", pages = "1007--1028" } @techreport{ipm:Potra17, author = "F. A. Potra and R. Sheng", title = "Homogeneous interior--point algorithms for semidefinite programming", type = "{Reports on Computational Mathematics}", number = "82", year = "1995", month = "November", institution = "Department of Mathematics, The University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Potra18, author = "F. A. Potra and R. Sheng", title = "Superlinear convergence of interior--point algorithms for semidefinite programming", type = "{Reports on Computational Mathematics}", number = "86", year = "1996", month = "April", institution = "Department of Mathematics, The University of Iowa", address = "Iowa City, IA~52242, USA" } @article{ipm:Potra19, author = "F. A. Potra and R. Sheng", title = "Predictor--corrector algorithms for solving $P_{*}(\kappa)$--matrix {LCP} from arbitrary positive starting points", journal = "Mathematical Programming", volume = "76", year = "1997", pages = "223--244" } @techreport{ipm:Potra20, author = "F. A. Potra and R. Sheng and N. Brixius", title = "{SDPHA\,: A MATLAB} implementation of homogeneous interior--point algorithms for semidefinite programming", type = "{Reports on Computational Mathematics}", number = "100", year = "1997", month = "April", institution = "Department of Mathematics, The University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Potra21, author = "F. A. Potra and R. Sheng", title = "Superlinear convergence of a predictor--corrector method for semidefinite programming without central path neighborhood", type = "{Reports on Computational Mathematics}", number = "91", year = "1996", month = "August", institution = "Department of Mathematics, The University of Iowa", address = "Iowa City, IA~52242, USA" } @article{ipm:Potra22, author = "F. A. Potra and R. Sheng", title = "Superlinearly convergent infeasible--interior--point algorithm for degenerate {LCP}", journal = "Journal of Optimization Theory and Applications", volume = "97", year = "1998", pages = "249--269" } @article{ipm:Potra23, author = "F. A. Potra and R. Sheng", title = "On homogeneous interior--point algorithms for semidefinite programming", journal = "Optimization Methods and Software", volume = "9", year = "1998", pages = "161--184" } @article{ipm:Portugal1, author = "L. F. Portugal and J. J. J{\'u}dice and L. Vicente", title = "A comparison of block pivoting and interior--point algorithms for linear least squares problems with nonnegative variables", journal = "Mathematics of Computation", volume = "63", year = "1994", pages = "625--643" } @techreport{ipm:Portugal2, author = "L. F. Portugal and M. G. C. Resende and G. Veiga and J. J. J{\'u}dice", title = "A truncated primal--infeasible dual--feasible network interior point method", type = "{Technical Report}", year = "1994", institution = "Mathematical Sciences Research Center, AT~\&~T Bell Laboratories", address = "Murray Hill, NJ~07974--0636, USA", note = "Revised August 1996" } @article{ipm:Portugal3, author = "L. F. Portugal and F. Bastos and J. J. J{\'u}dice and J. Paix{\~a}o and T. Terlaky", title = "An investigation of interior point algorithms for the linear transportation problem", journal = "SIAM Journal on Scientific Computing", volume = "17", year = "1996", pages = "1202--1223" } @techreport{ipm:Portugal4, author = "L. F. Portugal and J. J. J{\'u}dice", title = "A hybrid algorithm for the solution of a single commodity spatial equilibrium model", type = "{Technical Report}", year = "1994", institution = "Department of Mathematics, University of Coimbra", address = "Coimbra, Portugal" } @incollection{ipm:Portugal5, author = "L. F. Portugal and L. Fernandes and J. J. J{\'u}dice", title = "A truncated {Newton} interior--point algorithm for the solution of a multicommodity spatial equilibrium model", booktitle = "Complementarity and Variational Problems\,: State--of--the--Art (Baltimore 1995)", editor = "M. C. Ferris and J.--S. Pang", year = "1997", pages = "315--344", publisher = "SIAM Publications", address = "Philadelphia, PA, USA" } @techreport{ipm:Powell1, author = "M. J. D. Powell", title = "Is {Karmarkar's} method suitable for semi--infinite programming\,?", type = "{Talk held at the Symposium APMOD\,'91---Applied Mathematical Programming and Modelling, Brunel University, London, United Kingdom}", year = "1991", month = "January", institution = "Department of Applied Mathematics and Theoretical Physics, University of Cambridge", address = "Silver Street, Cambridge~CB3~9EW, United Kingdom", note = "There is no underlying report" } @article{ipm:Powell2, author = "M. J. D. Powell", title = "Karmarkar's algorithm\,: {A} view from nonlinear programming", journal = "Bulletin of the Institute of Mathematics and Its Applications", volume = "26", number = "8--9", year = "1990", pages = "165--181" } @incollection{ipm:Powell3, author = "M. J. D. Powell", title = "The complexity of {Karmarkar's} algorithm for linear programming", booktitle = "Numerical Analysis 1991", editor = "D. F. Griffiths and G. A. Watson", year = "1992", pages = "142--163", series = "Pitman Research Notes in Mathematics", volume = "260", publisher = "Longman", address = "Burnt Hill, Harlow, Essex, United Kingdom" } @article{ipm:Powell4, author = "M. J. D. Powell", title = "On the number of iterations of {Karmarkar's} algorithm for linear programming", journal = "Mathematical Programming", volume = "62", year = "1993", pages = "153--197" } @incollection{ipm:Powell5, author = "M. J. D. Powell", title = "Interior point methods for semi--infinite programming calculations", booktitle = "Optimization\,: Techniques and Applications, Vol.\,1 (Proceedings of the International Conference (ICOTA) held in Singapore 1992)", editor = "K. H. Phua and C. M. Wang and W. Y. Yeong and T. Y. Leong and H. T. Loh and K. C. Tan and F. S. Chou", year = "1992", pages = "3--5", publisher = "World Science Publishing", address = "River Edge, NJ, USA" } @techreport{ipm:Powell6, author = "M. J. D. Powell", title = "Some convergence properties of the shifted log barrier method for linear programming", type = "{Technical Report}", number = "DAMTP~1992/NA7", year = "1992", month = "November", institution = "Department of Applied Mathematics and Theoretical Physics, University of Cambridge", address = "Silver Street, Cambridge~CB3~9EW, United Kingdom", note = "Revised January 1994. See also Powell \cite{ipm:Powell8}" } @incollection{ipm:Powell7, author = "M. J. D. Powell", title = "Log barrier methods for semi--infinite programming calculations", booktitle = "Advances on Computer Mathematics and Its Applications", editor = "E. A. Lipitakis", year = "1993", pages = "1--21", publisher = "World Scientific", address = "Singapore", note = "See also Powell \cite{ipm:Powell9}" } @article{ipm:Powell8, author = "M. J. D. Powell", title = "Some convergence properties of the modified log barrier method for linear programming", journal = "SIAM Journal on Optimization", volume = "5", year = "1995", pages = "695--739", note = "See also Powell \cite{ipm:Powell6}" } @incollection{ipm:Powell9, author = "M. J. Powell", title = "Log barrier methods for semi--infinite programming calculations", booktitle = "Hellenic Research in Mathematics and Informatics\,'92", year = "1992", pages = "23--43", publisher = "Hellenic Mathematical Society", address = "Athens, Greece", note = "See also Powell \cite{ipm:Powell7}" } @techreport{ipm:Puthenpura1, author = "S. Puthenpura and R. Saigal and L. P. Sinha", title = "Application of the {LQ} factorization in implementing the {Karmarkar} algorithm and its variants", type = "{Technical Memorandum}", number = "51173--900205--01TM", year = "1990", institution = "AT \& T Bell Laboratories" } @article{ipm:Puthenpura2, author = "S. Puthenpura and L. Sinha and S.--C. Fang and R. Saigal", title = "Solving stochastic programming problems via {Kalman} filter and affine scaling", journal = "European Journal of Operational Research", volume = "83", year = "1995", pages = "503--513" } @article{ipm:Puzanova1, author = "E. A. Puzanova", title = "Allowance for error in computer computations in the {Karmarkar} method", journal = "Optimizatsiya", volume = "46", number = "63", year = "1989", pages = "51--67", note = "(In Russian)" } @techreport{ipm:Qi1, author = "L. Qi and J. Sun", title = "A nonsmooth version of {Newton's} method and an interior point algorithm for convex programming", type = "{Technical Report}", number = "90--01", year = "1990", institution = "Department of Industrial Engineering and Management Science, Northwestern University", address = "Evanston, IL~60208, USA" } @article{ipm:Qi2, author = "R.--J. Qi and S. A. Zenios", title = "On the scalability of data--parallel decomposition algorithms for stochastic programming", journal = "Journal of Parallel and Distributed Computing", volume = "22", year = "1994", pages = "565--570" } @mastersthesis{ipm:Qualm1, author = "M. J. Qualm", title = "Interior point methods and integer programming problems", year = "1993", school = "Faculty of Technical Mathematics and Informatics, TU Delft", address = "NL--2628~CD~Delft, The Netherlands" } @article{ipm:Quintana1, author = "V. H. Quintana and A. Vannelli and K. Ponnambalam", title = "A fast dual affine implementation for power optimization", journal = "IEEE Transactions on Power Systems", volume = "7", year = "1992", pages = "892--899" } @incollection{ipm:Radosavljevic1, author = "M. D. Radosavljevi{\'c}--Nicoli{\'c}", title = "Asymptotic behavior of the affine scaling variant of {Karmarkar's} algorithm for linear programming", booktitle = "Proceedings of the XX--th Conference 'Mathematical Optimization', Humboldt Universit{\"a}t Berlin, East--Germany", year = "1990" } @techreport{ipm:Rajan1, author = "A. Rajan", title = "An empirical comparison of {KORBX} against {RELAXT}, a special code for network flow problems", type = "{Technical Report}", number = "", year = "1989", month = "", institution = "AT\&T Bell Laboratories", address = "Holmdel, NJ~07733, USA" } @article{ipm:Quist1, author = "A. J. Quist and {E. de} Klerk and C. Roos and T. Terlaky", title = "Copositive relaxation for general quadratic programming", journal = "Optimization Methods and Software", volume = "9", year = "1998", pages = "185--208" } @article{ipm:Rajasekera1, author = "J. R. Rajasekera and S.--C. Fang", title = "On the convex programming approach to linear programming", journal = "Operations Research Letters", volume = "10", year = "1991", pages = "309--312" } @article{ipm:Rajasekera2, author = "J. R. Rajasekera and S.--C. Fang", title = "Deriving an unconstrained convex program for linear programming", journal = "Journal of Optimization Theory and Applications", volume = "75", number = "3", year = "1992", pages = "603--612" } @techreport{ipm:Ralph1, author = "D. Ralph", title = "An affine--scaling, nonsmooth {Newton} hybrid method for constrained optimization", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA" } @incollection{ipm:Ralph2, author = "D. Ralph and S. J. Wright", title = "Superlinear convergence of an interior--point method for monotone variational inequalities", booktitle = "Complementarity and Variational Problems\,: State--of--the--Art (Baltimore 1995)", editor = "M. C. Ferris and J.--S. Pang", year = "1997", pages = "345--385", publisher = "SIAM Publications", address = "Philadelphia, PA, USA" } @incollection{ipm:Ramakrishnan1, author = "K. G. Ramakrishnan and N. K. Karmarkar and A. P. Kamath", title = "An approximate dual projective algorithm for solving assignment problems", booktitle = "Network Flows and Matching\,: First DIMACS Implementation Challenge", editor = "D. S. Johnson and C. C. McGeogh", year = "1993", pages = "431--451", series = "DIMACS Series on Discrete Mathenatics and Theoretical Computer Science", volume = "12", publisher = "American Mathematical Society", address = "Providence, Rhode Island~02940, USA" } @incollection{ipm:Ramakrishnan2, author = "K. G. Ramakrishnan and M. G. C. Resende and P. M. Pardalos", title = "A branch and bound algorithm for the quadratic assignment problem using a lower bound based on linear programming", booktitle = "State--of--the--Art in Global Optimization\,: Computational Methods and Applications", editor = "C. A. Floudas and P. M. Pardalos", year = "1996", pages = "57--73", series = "Nonconvex Optimization and Its Applications", volume = "7", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @incollection{ipm:Ramana1, author = "M. V. Ramana and P. M. Pardalos", title = "Semidefinite programming", booktitle = "Interior Point Methods of Mathematical Programming", editor = "T. Terlaky", year = "1996", pages = "369--398", series = "Applied Optimization", volume = "5", publisher = "Kluer Academic Publishers", address = "Dordrecht, The Netherlands" } @article{ipm:Ramana2, author = "M. V. Ramana and L. Tun{\c c}el and H. Wolkowicz", title = "Strong duality for semidefinite programming", journal = "SIAM Journal on Optimization", volume = "7", year = "1997", pages = "641--662" } @techreport{ipm:Ramaswamy1, author = "S. Ramaswamy and J. E. Mitchell", title = "On updating the analytic center after addition of multiple cuts", type = "{DSES Technical Report}", number = "37--94--423", year = "1994", month = "October", institution = "Department of Decision Sciences and Engineering Systems, Rensselaer Polytechninc Institute", address = "Troy, NY~12180, USA" } @techreport{ipm:Ramaswamy2, author = "S. Ramaswamy and J. E. Mitchell", title = "A long step cutting plane algorithm that uses the volumetric barrier", type = "{DSES Technical Report}", year = "1995", month = "June", institution = "Department of Decision Sciences and Engineering Systems, Rensselaer Polytechninc Institute", address = "Troy, NY~12180, USA" } @article{ipm:Rao1, author = "C. V. Rao and S. J. Wright and J. B. Rawling", title = "Application of interior--point methods to model predictive control", journal = "Journal of Optimization Theory and Applications", volume = "99", year = "1998", pages = "723--757" } @article{ipm:Rapcsak1, author = "T. Rapcs{\'a}k and T. T. Thang", title = "A class of polynomial variable metric algorithms for linear optimization", journal = "Mathematical Programming", volume = "74", year = "1996", pages = "319--331" } @techreport{ipm:Rendl1, author = "F. Rendl and R. J. Vanderbei and H. Wolkowicz", title = "Interior--point methods for max--min eigenvalue problems", type = "{Technical Report}", number = "SOR--93--15", year = "1993", month = "July", institution = "Program in Statistics \& Operations Research, Department of Civil Engineering and Operations Research, Princeton University", address = "Princeton, NJ~08544, USA", note ="Also available as {\em Technical Report CORR\,93--20, Department of Combinatorics and Optimization, Faculty of Mathematics, University of Waterloo, Waterloo, Ontario, Canada}" } @article{ipm:Rendl2, author = "F. Rendl and R. J. Vanderbei and H. Wolkowicz", title = "Max--min eigenvalue problems, primal--dual interior point algorithms, and trust region subproblems", journal = "Optimization Methods and Software", volume = "5", year = "1995", pages = "1--16" } @techreport{ipm:Rendl3, author = "F. Rendl and C. Helmberg", title = "Solving quadratic (0,\,1)--problems by semidefinite programs and cutting planes", type = "{Preprint}", number = "SC--95--35", year = "1995", institution = "Konrad--Zuse--Zentrum f{\"u}r Informationstechnik Berlin", address = "Berlin, Germany" } @techreport{ipm:Rendl4, author = "F. Rendl and R. J. Vanderbei and H. Wolkowicz", title = "A primal--dual interior--point method for the max--min eigenvalue problem", type = "{Technical Report}", year = "1993", institution = " Department of Combinatorics and Optimization, Faculty of Mathematics, University of Waterloo", address = "Waterloo, Ontario, Canada" } @article{ipm:Renegar1, author = "J. Renegar", title = "A polynomial--time algorithm, based on {N}ewton's method, for linear programming", journal = "Mathematical Programming", volume = "40", year = "1988", pages = "59--93" } @techreport{ipm:Renegar2, author = "J. Renegar", title = "Path--following methods in linear programming", type = "{Technical Report}", year = "1988", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA" } @techreport{ipm:Renegar3, author = "J. Renegar and M. Shub", title = "Simplified complexity analysis for {Newton LP} methods", type = "{Technical Report}", number = "807", year = "1988", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA" } @article{ipm:Renegar4, author = "J. Renegar and M. Shub", title = "Unified complexity analysis for {Newton LP} methods", journal = "Mathematical Programming", volume = "53", year = "1992", pages = "1--16" } @incollection{ipm:Renegar5, author = "J. Renegar", title = "Computational complexity of solving real algebraic formulae", booktitle = "Proceedings of the International Congress of Mathematicians, Kyoto, Japan, 1990", editor = "I. Satake", year = "1991", pages = "1595--1606", publisher = "Springer Verlag", address = "Berlin, Germany" } @techreport{ipm:Renegar6, author = "J. Renegar", title = "Notes on the efficiency of the barrier method", type = "{Technical Report}", number = "1039", year = "1993", month = "January", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA" } @article{ipm:Renegar7, author = "J. Renegar", title = "Linear programming, complexity theory and elementary functional analysis", journal = "Mathematical Programming", volume = "70", year = "1995", pages = "279--351" } @article{ipm:Renegar8, author = "J. Renegar", title = "Condition numbers, the barrier method, and the conjugate--gradient method", journal = "SIAM Journal on Optimization", volume = "6", year = "1996", pages = "879--912" } @techreport{ipm:Resende1, author = "M. G. C. Resende", title = "A generalized quadratic form potential for an interior point algorithm for integer programming", type = "{Talk held at the SIAM Annual Meeting in Chicago, IL, USA}", year = "1990", month = "July", institution = "Mathematical Sciences Research Center, AT~\&~T~Bell Laboratories", address = "Murray Hill, NJ~07974--0636, USA" } @techreport{ipm:Resende2, author = "M. G. C. Resende and G. Veiga", title = "An implementation of the dual affine scaling algorithm for network flow problems", type = "{Talk held at the SIAM Annual Meeting in Chicago, IL, USA}", year = "1990", month = "July", institution = "Mathematical Sciences Research Center, AT~\&~T Bell Laboratories", address = "Murray Hill, NJ~07974--0636, USA" } @article{ipm:Resende3, author = "M. G. C. Resende and M. H. Wright", title = "Sixty--six attend interior methods workshop at {A}silomar", journal = "SIAM News", volume = "23", number = "3", year = "1990", month = "May", pages = "9" } @techreport{ipm:Resende4, author = "M. G. C. Resende and G. Veiga", title = "A dual affine scaling algorithm for network flows", type = "{Talk held at the TIMS/SOBRAPO Joint International Meeting in Rio de Janeiro, Brazil}", year = "1991", month = "July", institution = "Mathematical Sciences Research Center, AT~\&~T Bell Laboratories", address = "Murray Hill, NJ~07974--0636, USA" } @techreport{ipm:Resende5, author = "M. G. C. Resende and N. K. Karmarkar and A. P. Kamath and K. G. Ramakrishnan", title = "An interior point approach to graph partitioning", type = "{Talk held at the TIMS/SOBRAPO Joint International Meeting in Rio de Janeiro, Brazil}", year = "1991", month = "July", institution = "Mathematical Sciences Research Center, AT~\&~T Bell Laboratories", address = "Murray Hill, NJ~07974--0636, USA" } @techreport{ipm:Resende6, author = "M. G. C. Resende and G. Veiga and I. Adler", title = "Experimentation with interior point implementations", type = "{Talk held at the TIMS/SOBRAPO Joint International Meeting in Rio de Janeiro, Brazil}", year = "1991", month = "July", institution = "Mathematical Sciences Research Center, AT~\&~T Bell Laboratories", address = "Murray Hill, NJ~07974--0636, USA" } @techreport{ipm:Resende7, author = "M. G. C. Resende and G. Veiga", title = "A dual affine scaling algorithm for minimum cost network flow problems", type = "{Technical Report}", number = "1.3", year = "1990", month = "November", institution = "Mathematical Sciences Research Center, AT~\&~T Bell Laboratories", address = "Murray Hill, NJ~07974--0636, USA", note = "Revised February 1991" } @techreport{ipm:Resende8, author = "M. G. C. Resende and G. Veiga", title = "Computational investigation of an interior point linear programming algorithm for minimum cost network flow", type = "{Technical Report}", number = "1.0", year = "1991", month = "August", institution = "Mathematical Sciences Research Center, AT~\&~T Bell Laboratories", address = "Murray Hill, NJ~07974--0636, USA" } @techreport{ipm:Resende9, author = "M. G. C. Resende and A. P. Kamath and N. K. Karmarkar and K. G. Ramakrishnan", title = "Mathematical programming approach to inductive inference", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Anaheim, CA, USA}", year = "1991", month = "November", institution = "Mathematical Sciences Research Center, AT~\&~T Bell Laboratories", address = "Murray Hill, NJ~07974--0636, USA", note = "See also Kamath et al. \cite{ipm:Kamath4}" } @techreport{ipm:Resende10, author = "M. G. C. Resende and G. Veiga", title = "Fast solution of network flow problems with a network interior point code", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Orlando, FL, USA}", year = "1992", month = "April", institution = "Mathematical Sciences Research Center, AT~\&~T Bell Laboratories", address = "Murray Hill, NJ~07974--0636, USA" } @techreport{ipm:Resende11, author = "M. G. C. Resende and A. P. Kamath and N. K. Karmarkar and K. G. Ramakrishnan", title = "An interior point approach to boolean vector function", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Orlando, FL, USA}", year = "1992", month = "April", institution = "Mathematical Sciences Research Center, AT~\&~T Bell Laboratories", address = "Murray Hill, NJ~07974--0636, USA", note = "See also Kamath et al.\,\cite{ipm:Kamath5}" } @techreport{ipm:Resende12, author = "M. G. C. Resende and G. Veiga", title = "An efficient implementation of a network interior point method", type = "{Technical Report}", year = "1992", month = "February", institution = "Mathematical Sciences Research Center, AT~\&~T Bell Laboratories", address = "Murray Hill, NJ~07974--0636, USA", note = "Revised March 1992. Revised version 2.0 August 1992. See also Resende and Veiga \cite{ipm:Resende16}" } @article{ipm:Resende13, author = "M. G. C. Resende and G. Veiga", title = "An implementation of the dual affine scaling algorithm for minimum cost flow on bipartite uncapacitated networks", journal = "SIAM Journal on Optimization", volume = "3", year = "1993", pages = "516--537" } @techreport{ipm:Resende14, author = "M. G. C. Resende and G. Veiga", title = "Computational study of two implementations of the dual affine scaling algorithm", type = "{Technical Report}", year = "1992", month = "January", institution = "Mathematical Sciences Research Center, AT~\&~T Bell Laboratories", address = "Murray Hill, NJ~07974--0636, USA" } @incollection{ipm:Resende15, author = "M. G. C. Resende and T. Tsuchiya and G. Veiga", title = "Identifying the optimal face of a network linear program with a globally convergent interior point method", booktitle = "Large--Scale Optimization\,: The State--of--the --Art", editor = "W. W. Hager and D. W. Hearn and P. M. Pardalos", year = "1994", pages = "362--387", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @incollection{ipm:Resende16, author = "M. G. C. Resende and G. Veiga", title = "An efficient implementation of a network interior point method", booktitle = "Network Flows and Matching\,: First DIMACS Implementation Challenge", editor = "D. S. Johnson and C. C. McGeogh", year = "1993", pages = "299--348", series = "DIMACS Series on Discrete Mathenatics and Theoretical Computer Science", volume = "12", publisher = "American Mathematical Society", address = "Providence, Rhode Island~02940, USA", note = "For an extended version see Resende and Veiga \cite{ipm:Resende12}, available via NETLIB, directory netlib/att/math/resende" } @article{ipm:Resende17, author = "M. G. C. Resende and G. Veiga", title = "Computing the projection in an interior point algorithm\,: {An} experimental comparison", journal = "Investigaci{\'o}n Operativa", volume = "3", year = "1993", pages = "81--92" } @article{ipm:Resende18, author = "M. G. C. Resende and K. G. Ramakrishnan and Z. Drezner", title = "Computing lower bounds for the quadratic assignment problem with an interior point algorithm for linear programming", journal = "Operations Research", volume = "43", year = "1995", pages = "781--791" } @incollection{ipm:Resende19, author = "M. G. C. Resende and P. M. Pardalos", title = "Interior point algorithms for network flow problems", booktitle = "{Advances in Linear and Integer Programming}", editor = "J. E. Beasley", year = "1996", pages = "145--185", series = "Oxford Lecture Series in Mathematics and its Applications", volume = "4", publisher = "Oxford Science Publications, Oxford University Press", address = "Oxford, Great Britain", note = "Identical to Pardalos and Resende\,\cite{ipm:Pardalos10}" } @inbook{ipm:Richter1, author = "C. Richter", title = "{Optimierungsverfahren und BASIC--Programme (Optimization Methods and BASIC--Programs)}", chapter = "2.3.2\,: {Das Projektionsverfahren von Karmarkar (The projection method of Karmarkar), 47--50, P.2.4.\,: Projektionsverfahren, BASIC--Programm}", year = "1988", pages = "123--124", publisher = "Akademie Verlag", address = "D--1000 Berlin, Germany", note = "(In German)" } @article{ipm:Rinaldi1, author = "G. Rinaldi", title = "A projective method for linear programming with box--type constraints", journal = "Algorithmica", volume = "1", number = "4", year = "1986", pages = "517--527" } @techreport{ipm:Rogers1, author = "J. E. Rogers and P. T. Boggs and P. D. Domich", title = "A predictor--corrector--{O3d} (optimal--3--dimensional) formulation for quadratic programming", type = "{Technical Report}", year = "1994", institution = "United States Department of Commerce, National Institute of Standards and Technology", address = "Gaithersburg, MD~20899, USA" } @phdthesis{ipm:Roth1, author = "G. Roth", title = "An ''interior point type'' algorithm for solving large scale nonlinear optimization problems", year = "1992", school = "Optimization Laboratory, Faculty of Industrial Engineering and Management, Technion--Isreal Institute of Technology", address = "Haifa, Israel" } @article{ipm:Rothberg1, author = "E. Rothberg and B. Hendrickson", title = "Sparse matrix ordering methods for interior point linear programming", journal = "INFORMS Journal on Computing", volume = "10", year = "1998", pages = "107--113" } @techreport{ipm:Rothberg2, author = "E. Rothberg", title = "Ordering sparse matrices using approximate minimum local fill", type = "{Technical Report}", year = "1996", month = "April", institution = "Silicon Graphics, Inc.", address = "Mountain View, CA~94043, USA" } @article{ipm:Roubi1, author = "A. Roubi", title = "Global convergence and rate of convergence of a method of centers", journal = "Computational Optimization and Applications", volume = "3", year = "1994", pages = "259--280" } @article{ipm:Rockett1, author = "A. M. Rockett and J. C. Stevenson", title = "{Karmarkar's} algorithm\,: {A} method for solving large linear programming", journal = "BYTE", volume = "12", number = "10", year = "1987", pages = "146--162" } @article{ipm:Roehrkasse1, author = "R. Roehrkasse", title = "Linear programming and {Operations Research}", journal = "IEEE Potentials", volume = "9", number = "4", year = "1990", month = "December", pages = "39--40" } @techreport{ipm:Roos1, author = "C. Roos", title = "On {Karmarkar's} projective method for linear programming", type = "{Technical Report}", number = "85--23", year = "1985", institution = "Faculty of Mathematics and Informatics, TU Delft", address = "NL--2628~BL~Delft, The Netherlands" } @techreport{ipm:Roos2, author = "C. Roos", title = "Linear programming along the trajectory of the problem", type = "{Technical Report}", number = "87--41", year = "1987", institution = "Faculty of Mathematics and Informatics, TU Delft", address = "NL--2628~BL~Delft, The Netherlands" } @techreport{ipm:Roos3, author = "C. Roos", title = "On the trajectory of a linear programming problem", type = "{Technical Report}", number = "87--53", year = "1987", institution = "Faculty of Mathematics and Informatics, TU Delft", address = "NL--2628~BL~Delft, The Netherlands" } @techreport{ipm:Roos4, author = "C. Roos", title = "A new trajectory--following polynomial--time algorithm for the linear programming problem", type = "{Technical Report}", number = "87--87", year = "1987", institution = "Faculty of Mathematics and Informatics, TU Delft", address = "NL--2628~BL~Delft, The Netherlands" } @techreport{ipm:Roos5, author = "C. Roos", title = "Linear programming along the trajectory of the problem in polynomial time", type = "{Technical Report}", number = "88--17", year = "1988", institution = "Faculty of Mathematics and Informatics, TU Delft", address = "NL--2628~BL~Delft, The Netherlands" } @techreport{ipm:Roos6, author = "C. Roos", title = "The influence of the potential function on the performance of a trajectory following algorithm for the linear programming problem", type = "{Technical Report}", number = "88--44", year = "1988", institution = "Faculty of Mathematics and Informatics, TU Delft", address = "NL--2628~BL~Delft, The Netherlands" } @article{ipm:Roos7, author = "C. Roos", title = "New trajectory--following polynomial--time algorithm for linear programming problems", journal = "Journal of Optimization Theory and Applications", volume = "63", year = "1989", pages = "433--458" } @incollection{ipm:Roos8, author = "C. Roos", title = "An ${O(n^{3}L)}$ approximate center method for linear programming", booktitle = "Optimization\,: Proceedings of the 5th French--German Conference in Castel--Novel, Varetz, France, October 1988", editor = "S. Dolecki", year = "1989", pages = "147--158", series = "Lecture Notes in Mathematics", volume = "1405", publisher = "Springer Verlag", address = "Berlin, Germany" } @techreport{ipm:Roos9, author = "C. Roos", title = "Polynomial--time algorithms for linear programming based on the use of the logarithmic barrier penalty function", type = "{Talk held at the 14th Conference on the Mathematics of Operations Research in Dalfsen, The Netherlands}", year = "1990", month = "January", institution = "Faculty of Mathematics and Informatics, TU Delft", address = "NL--2628~BL~Delft, The Netherlands" } @techreport{ipm:Roos10, author = "C. Roos", title = "A potential reduction method for a class of a smooth convex programming problem", type = "{Talk held at the DGOR--Jahrestagung in Vienna, Austria}", year = "1990", month = "August", institution = "Faculty of Mathematics and Informatics, TU Delft", address = "NL--2628~BL~Delft, The Netherlands" } @techreport{ipm:Roos11, author = "C. Roos and {D. den} Hertog", title = "A polynomial method of approximate weighted centers for linear programming", type = "{Technical Report}", number = "89--13", year = "1989", institution = "Faculty of Mathematics and Informatics, TU Delft", address = "NL--2628~BL~Delft, The Netherlands" } @article{ipm:Roos12, author = "C. Roos and J.--Ph. Vial", title = "A polynomial method of approximate centers for linear programming", journal = "Mathematical Programming", volume = "54", year = "1992", pages = "295--305" } @techreport{ipm:Roos13, author = "C. Roos and J.--Ph. Vial", title = "Analytic centers in linear programming", type = "{Technical Report}", number = "88--74", year = "1988", institution = "Faculty of Mathematics and Informatics, TU Delft", address = "NL--2628~BL~Delft, The Netherlands" } @incollection{ipm:Roos14, author = "C. Roos and J.--Ph. Vial", title = "Long steps with the logarithmic penalty barrier function in linear programming", booktitle = "Economic Decision--Making\,: Games, Economics and Optimization, dedicated to J. H. Dr{\`e}ze", editor = "J. Gabszevwicz and J. F. Richard and L. A. Wolsey", year = "1989", pages = "433--441", publisher = "Elsevier Science Publisher B.V.", address = "Amsterdam, The Netherlands" } @techreport{ipm:Roos15, author = "C. Roos", title = "A pivoting rule of the simplex method which is related to {Karmarkar's} potential function", type = "{Technical Report}", year = "1985", institution = "Faculty of Mathematics and Informatics, TU Delft", address = "NL--2628~BL~Delft, The Netherlands" } @techreport{ipm:Roos16, author = "C. Roos", title = "A projective variant of the approximate center method for linear programming", type = "{Technical Report}", number = "90--83", year = "1990", institution = "Faculty of Mathematics and Informatics, TU Delft", address = "NL--2628~BL~Delft, The Netherlands" } @book{ipm:Roos17, author = "C. Roos and J.--Ph. Vial", title = "Interior Point Methods for Linear Programming\,: Theory and Practice, Proceedings of the Symposium held in Scheveningen, The Netherlands, January 1990", year = "1991", series = "Mathematical Programming", volume = "52", publisher = "North Holland", address = "Amsterdam, The Netherlands" } @incollection{ipm:Roos18, author = "C. Roos", title = "Interior point methods for linear programming\,: {Theory}, algorithms and sensitivity analysis", booktitle = "Proceedings of the Symposium on Engineering Mathematics", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands", editor = "T. F. Bewley", year = "1995", note = "See also Roos \cite{ipm:Roos21}" } @article{ipm:Roos19, author = "C. Roos and J.--Ph. Vial", title = "Achievable potential reductions in the method of {Kojima et al.\ } in the case of linear programming", journal = "R.A.I.R.O. Recherche Operationnelle/Operations Research", volume = "28", year = "1994", pages = "135--163" } @incollection{ipm:Roos20, author = "C. Roos", title = "A projective variant of the approximate center method for the dual linear programming problem", booktitle = "System Modelling and Optimization (Proceedings of the 15th IFIP Conference, Zurich, Switzerland, September 1991)", editor = "P. Kall", year = "1992", pages = "251--260", series = "Lecture Notes in Control and Information Sciences", volume = "180", publisher = "Springer Verlag", address = "Berlin, Germany" } @incollection{ipm:Roos21, author = "C. Roos", title = "Interior point approach to linear programming\,: {Theory}, algorithms and parametric analysis", booktitle = "Topics in Engineering\,: Modeling and Methods", editor = "{A. H. P. van der} Burgh and J. Simonis", year = "1992", pages = "181--216", series = "Mathematics and Its Applications", volume = "81", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands", note = "See also Jansen et al. \cite{ipm:Jansen2}" } @techreport{ipm:Roos22, author = "C. Roos and J.--Ph. Vial", title = "Interior--point methods for linear programming", type = "{Technical Report}", number = "94--77", year = "1994", institution = "Faculty of Technical Mathematics and Informatics, TU Delft", address = "NL--2600~GA~Delft, The Netherlands" } @incollection{ipm:Roos23, author = "C. Roos and J.--Ph. Vial", title = "Interior point methods", booktitle = "{Advances in Linear and Integer Programming}", editor = "J. E. Beasley", year = "1996", pages = "47--102", series = "Oxford Lecture Series in Mathematics and its Applications", volume = "4", publisher = "Oxford Science Publications, Oxford University Press", address = "Oxford, Great Britain" } @book{ipm:Roos24, author = "C. Roos and T. Terlaky and J.--Ph. Vial", title = "{Theory and Algorithms for Linear Optimization\,: An Interior Point Approach}", year = "1997", publisher = "John Wiley \& Sons", address = "New York, USA" } @incollection{ipm:Roos25, author = "C. Roos and T. Terlaky", title = "Advances in linear optimization", booktitle = "{Annotated Bibliography in Combinatorial Optimization}", editor = "M. Dell'Amico and F. Maffioli and S. Martello", year = "1997", pages = "", publisher = "John Wiley \& Sons", address = "New York, USA" } @techreport{ipm:Roos26, author = "C. Roos and T. Terlaky and J. P. Warners", title = "Solving linear systems with low--rank updates", type = "{Technical Report}", number = "96--149", year = "1996", institution = "Faculty of Technical Mathematics and Informatics, TU Delft", address = "NL--2600~GA~Delft, The Netherlands" } @article{ipm:Ruzinsky1, author = "S. A. Ruzinsky and E. T. Olsen", title = "${L_1}$ and ${L_\infty}$ minimization via a variant of {Karmarkar's} algorithm", journal = "IEEE Transactions on Acoustics, Speech, and Signal Processing", volume = "37", number = "2", year = "1989", pages = "245--253" } @techreport{ipm:Ruszczynski1, author = "A. Ruszczynski", title = "Interior--point methods in stochastic programming", type = "{Technical Report}", number = "WP--93--8", year = "1993", month = "January", institution = "International Institute for Applied Systems Analysis", address = "A--2361~Laxenburg, Austria" } @techreport{ipm:Saaf1, author = "F. Saaf", title = "A user's manual for {NIPSF}\,: {Nonlinear} interior--point solver, {Fortran}", type = "{Technical Report}", number = "TR~96--24", year = "1996", institution = "Department of Computational and Applied Mathematics, Rice University", address = "Houston, TX~77251, USA" } @article{ipm:Sagara1, author = "N. Sagara and M. Fukushima", title = "A hybrid method for the nonlinear least squares problem with simple bounds", journal = "Journal of Computational and Applied Mathematics", volume = "36", year = "1991", pages = "149--157" } @techreport{ipm:Saigal1, author = "R. Saigal", title = "Tracing homotopy paths in polynomial time", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Washington, DC, USA}", year = "1988", month = "April", institution = "Department of Industrial and Operational Engineering, University of Michigan", address = "Ann Arbor, MI~48109--2117, USA" } @techreport{ipm:Saigal2, author = "R. Saigal", title = "Interior point methods for the transportation problem", type = "{Talk held at the ORSA/TIMS Joint National Meeting in New York, NY, USA}", year = "1989", month = "October", institution = "Department of Industrial and Operational Engineering, University of Michigan", address = "Ann Arbor, MI~48109--2117, USA" } @techreport{ipm:Saigal3, author = "R. Saigal", title = "{SOR}--type iterative techniques for interior point methods", type = "{Talk held at the TIMS/SOBRAPO Joint International Meeting in Rio de Janeiro, Brazil}", year = "1991", month = "July", institution = "Department of Industrial and Operational Engineering, University of Michigan", address = "Ann Arbor, MI~48109--2117, USA" } @article{ipm:Saigal4, author = "R. Saigal", title = "An infinitely summable series implementation of interior point methods", journal = "Mathematics of Operations Research", volume = "20", year = "1995", pages = "597--616" } @article{ipm:Saigal5, author = "R. Saigal", title = "Matrix partitioning methods for interior point algorithms", journal = "Sadhana -- Academy Proceedings in Engineering Sciences", volume = "22", year = "1997", pages = "575--587" } @article{ipm:Saigal6, author = "R. Saigal", title = "A three step quadratically convergent implementation of the primal affine scaling method", journal = "Journal of the Operations Research Society of Japan", volume = "40", year = "1997", pages = "310--328" } @inbook{ipm:Saigal7, author = "R. Saigal", title = "{Linear Programming\,: A Modern Integrated Analysis}", chapter = "5\,: {Interior} point methods, pp.\,111--264, chapter 6.2\,: {Implementation} of interior point methods, pp.\,270--305", year = "1995", month = "November", series = "International Series in Operations Research and Management Science", volume = "1", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands", price = "105.00" } @article{ipm:Saigal8, author = "R. Saigal", title = "The primal power affine scaling method", journal = "Annals of Operations Research", volume = "62", year = "1996", pages = "375--417" } @article{ipm:Saigal9, author = "R. Saigal", title = "A simple proof of primal affine scaling method", journal = "Annals of Operations Research", volume = "62", year = "1996", pages = "303--324" } @article{ipm:Saigal10, author = "R. Saigal", title = "On the primal--dual affine scaling method", journal = "Journal of the Operational Research Society of India (Opsearch)", volume = "31", year = "1994", pages = "261--278" } @techreport{ipm:Saigal11, author = "R. Saigal", title = "An infeasible start predictor--corrector method for semi--definite linear programming", type = "{Technical Report}", number = "", year = "1995", month = "December", institution = "Department of Industrial and Operational Engineering, University of Michigan", address = "Ann Arbor, MI~48109--2117, USA" } @techreport{ipm:Salamanca1, author = "A. Salamanca", title = "An inner ellipsoid algorithm for linear programming", type = "{Technical Report}", number = "1--ABR/86", year = "1986", institution = "Department of Mathematics, E.~T.~S. de Ingenieros Industriales, Universidad Politecmia de Madrid", address = "Madrid, Spain" } @article{ipm:Salhi1, author = "A. Salhi and G. R. Lindfield", title = "Effects of ordering and updating techniques on the performance of the {Karmarkar} algorithm", journal = "R.A.I.R.O. Recherche Operationnelle/Operations Research", volume = "25", number = "2", year = "1991", pages = "209--236" } @phdthesis{ipm:Salhi2, author = "A. Salhi", title = "Karmarkar's algorithm\,: {E}xtensions and implementations", year = "1989", school = "Department of Computer Science and Applied Mathematics, Aston University", address = "Birmingham~B4~7ET, United Kingdom" } @incollection{ipm:Salhi3, author = "A. Salhi and G. R. Lindfield", title = "Standard form {Karmarkar's} algorithm for structured linear programming", booktitle = "Algorithms and Parallel VLSI Architectures, Vol.\,B\,: Proceedings of the International Workshop on Algorithms and Parallel VLSI Architectures, Pont--a--Mousson, France, June 1990", editor = "E. F. Deprettere and A. J. van der Veen", year = "1991", pages = "501--510", publisher = "Elsevier Science Publishers, B.\,V.", address = "Amsterdam, The Netherlands" } @incollection{ipm:Salhi4, author = "A. Salhi and G. R. Lindfield and L. G. Proll", title = "The role of duality in the efficient use of a variant of {Karmarkar's} algorithm", booktitle = "Symposium on Applied Mathematical Programming and Modeling (APMOD '93), Budapest, Hungary, January 1993, Volume of Extended Abstracts", editor = "I. Maros", year = "1992", month = "December", pages = "516--520", publisher = "Computer and Automation Institute, Hungarian Academy of Sciences", address = "Budapest, Hungary" } @techreport{ipm:Saltzman1, author = "M. J. Saltzman", title = "Parallel implementation of interior point {LP} algorithms", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Las Vegas, NV, USA}", year = "1990", month = "May", institution = "Department of Mathematical Sciences, Clemson University", address = "Clemson, SC~29634--1907, USA", note = "See Saltzman \cite{ipm:Saltzman5}" } @incollection{ipm:Saltzman2, author = "M. J. Saltzman and R. Subramaniam and R. E. Marsten", title = "Implementing an interior point {LP} algorithm on a supercomputer", booktitle = "Impacts of Recent Computer Advances on Operations Research", publisher = "North Holland", address = "Amsterdam, The Netherlands", editor = "R. Sharda and B. L. Golden and E. Wasil and O. Balci and W. Stewart", year = "1989", pages = "158--168" } @techreport{ipm:Saltzman3, author = "M. J. Saltzman", title = "{WRIP\,: A workbench for research in interior point methods}", type = "{Panel Discussion held at the ORSA/TIMS Joint National Meeting in Philadelphia, PA, USA}", year = "1990", month = "October", institution = "Department of Mathematical Sciences, Clemson University", address = "Clemson, SC~29634--1907, USA" } @techreport{ipm:Saltzman4, author = "M. J. Saltzman and R. Bixby", title = "Recovering an optimal {LP} basis from an interior point solution", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Orlando, FL, USA}", year = "1992", month = "April", institution = "Department of Mathematical Sciences, Clemson University", address = "Clemson, SC~29634--1907, USA", note = "See Bixby and Saltzman \cite{ipm:Bixby2}" } @incollection{ipm:Saltzman5, author = "M. J. Saltzman", title = "Implementation of an interior point {LP} algorithm on a shared--memory vector multiprocessor", booktitle = "Operations Research and Computer Science: New Developments in Their Interfaces", pages = "87--101", publisher = "Pergamon Press", address = "Oxford, United Kingdom", editor = "O. Balci and R. Sharda and S. A. Zenios", year = "1992" } @techreport{ipm:Samuelsen1, author = "C. M. Samuelsen and R. A. Tapia", title = "The {Dikin--Karmarkar} principle for steepest descent", type = "{Talk held at the Second International Conference on Industrial and Applied Mathematics (ICIAM~'91), Washington, DC, USA}", year = "1991", month = "July", institution = "Department of Mathematical Sciences, Rice University", address = "Houston, TX~77251, USA", note = "See Samuelsen \cite{ipm:Samuelsen3}" } @techreport{ipm:Samuelsen2, author = "C. M. Samuelsen and R. A. Tapia", title = "The {Dikin--Karmarkar} principle for steepest descent\,: {Avoiding} short steps", type = "{Technical Report}", number = "TR~91--20", year = "1991", institution = "Department of Mathematical Sciences, Rice University", address = "Houston, TX~77251, USA" } @phdthesis{ipm:Samuelsen3, author = "C. M. Samuelsen", title = "The {Dikin--Karmarkar} principle for steepest descent", year = "1992", school = "Department of Mathematical Sciences, Rice University", address = "Houston, TX~77251, USA" } @incollection{ipm:Sargent1, author = "R. W. H. Sargent", title = "A homework exercise\,--\,{The big--M problem}", booktitle = "Algorithms for Continuous Optimization\,: The State--of--the--Art (Il Ciocco, Barga, Italy, September 1993)", editor = "E. Spedicato", year = "1994", pages = "475--479", series = "NATO ASI Series C", volume = "434", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @mastersthesis{ipm:Sasakawa1, author = "T. Sasakawa", title = "A study on interior--point algorithms for linear programming", year = "1988", school = "Department of Information Physics and Mathematical Engineering, UNiversity of Tokyo", address = "Tokyo, Japan", note = "(In Japanese)" } @article{ipm:Saunders1, author = "M. A. Saunders", title = "{Major Cholesky} would feel proud", journal = "ORSA Journal on Computing", volume = "6", year = "1994", pages = "23--27" } @incollection{ipm:Saunders2, author = "M. A. Saunders", title = "Cholesky--based methods for sparse least squares\,: {The} benefits of regularization", booktitle = "Linear and Nonlinear Conjugate Gradient--Related Methods (Proceedings of the AMS--IMS--SIAM Joint Summer Research Conference, Seattle, WA, USA, July 9--13, 1995)", editor = "L. Adams and J. L. Nazareth", year = "1996", pages = "92--100", publisher = "SIAM Publications", address = "Philadelphia, PA, USA" } @techreport{ipm:Saunders3, author = "M. Suanders and J. A. Tomlin", title = "Solving regularized linear programs using barrier methods and {KKT} systems", type = "{Technical Report}", number = "SOL\,96--04", year = "1996", month = "December", institution = "Systems Optimization Laboratory, Department of Operations Research, Stanford University", address = "Stanford, CA\,94305, USA" } @phdthesis{ipm:Schaettler1, author = "U. Sch{\"a}ttler", title = "An interior--point method for semi--infinite programming problems", year = "1992", school = "Institut f{\"u}r Angewandte Mathematik und Statistik, Universit{\"a}t W{\"u}rzburg", address = "Am Hubland, D--97074~W{\"u}rzburg, Germany", note = "See also Sch{\"a}ttler \cite{ipm:Schaettler2}" } @article{ipm:Schaettler2, author = "U. Sch{\"a}ttler", title = "An interior--point method for semi--infinite programming problems", journal = "Annals of Operations Research", volume = "62", year = "1996", pages = "277--301", note = "See also Sch{\"a}ttler \cite{ipm:Schaettler1}" } @techreport{ipm:Schmieta1, author = "S. Schmieta and F. Alizadeh", title = "Associative algebras, symmetric cones and polynomial time interior point algorithms", type = "{RUTCOR Research Report}", number = "RRR\,17--98", year = "1998", institution = "RUTCOR -- Rutgers Center for Operations Research, Hill Center for Mathematical Sciences", address = "New Brunswick, NJ~08903, USA" } @techreport{ipm:Schneider1, author = "W. Schneider", title = "An inner point preprocessing procedure", type = "{Talk held at the DGOR--Jahrestagung in Stuttgart--Hohernheim, Germany}", year = "1991", month = "September", institution = "Institut f{\"u}r Informatik, Universit{\"a}t Linz", address = "P.~O.~Box, A--4040~Linz, Austria" } @article{ipm:Schneider2, author = "W. Schneider", title = "Eine innere--Punkt--Prozedur zur Beschleunigung des Simplexalgorithmus (An interior--point procedure for speeding up the simplex algorithm)", journal = "Operations Research Proceedings 1991", year = "1992", pages = "381--388" } @article{ipm:Schoenlein1, author = "A. Sch{\"o}nlein", title = "{Der Algorithmus von Karmarkar---Idee, Realisation, Beispiel und numerische Erfahrungen (The Karmarkar algorithm---idea, realisation, example and numerical experiences)}", journal = "Angewandte Informatik", volume = "8", year = "1986", pages = "344--353", note = "(In German)" } @incollection{ipm:Schreck1, author = "H. Schreck", title = "Experiences with an implementation of {Karmarkar's} {LP}--algorithm", booktitle = "Proceedings of the X.~Symposium on Operations Research, Munich, Germany, August 1985", editor = "M. J. Beckmann and K. W. Gaede and K. Ritter and H. Schneeweiss", series = "Methods of Operations Research", volume = "54", year = "1986", pages = "535--542", publisher = "Anton Hain Meisenheim Verlag", address = "K{\"o}nigstein--Taunus, Germany" } @article{ipm:Schrijver1, author = "A. Schrijver", title = "The new linear programming method of {Karmarkar}", journal = "CWI Newsletter", volume = "8", year = "1985", pages = "2--14" } @inbook{ipm:Schrijver2, author = "A. Schrijver", title = "Theory of Linear and Integer Programming", chapter = "15.1\,: {Karmarkar's} polynomial--time algorithm for linear programming", pages = "190--194", publisher = "John Wiley\,\&\,Sons", address = "New York", year = "1986" } @techreport{ipm:Schrijver3, author = "A. Schrijver", title = "The algorithm of {N.\,K.\,Karmarkar} for linear programming", type = "{Talk held at the 14th Conference on the Mathematics of Operations Research in Dalfsen, The Netherlands}", year = "1990", month = "January", institution = "Centre for Mathematics and Computer Science (CWI)", address = "Kruislaan 413, NL--1098~SJ~Amsterdam, The Netherlands" } @techreport{ipm:Schultz1, author = "G. L. Schultz and R. R. Meyer", title = "A structured interior point method", type = "{Technical Report}", number = "934", year = "1990", institution = "Department of Computer Science, University of Wisconsin", address = "Madison, WI~53706, USA" } @article{ipm:Schultz2, author = "H. Schultz and W. Pulleyblank", title = "Trends in optimization", journal = "OR/MS Today", volume = "18", number = "4", year = "1991", month = "August", pages = "20--25" } @article{ipm:Schultz3, author = "G. L. Schultz and R. R. Meyer", title = "An interior point method for block angular optimization", journal = "SIAM Journal on Optimization", volume = "1", number = "4", year = "1991", pages = "583--602" } @article{ipm:Schweitzer1, author = "E. Schweitzer", title = "An interior random vector algorithm for multistage stochastic linear programs", journal = "SIAM Journal on Optimization", volume = "8", year = "1998", pages = "956--972" } @article{ipm:Seifi1, author = "A. Seifi and L. Tun{\c c}el", title = "A constant--potential infeasible--start interior--point algorithm with computational experiments and applications", journal = "Computational Optimization and Applications", volume = "9", year = "1998", pages = "107--152" } @article{ipm:Setiono1, author = "R. Setiono", title = "Interior dual proximal--point algorithm for linear programs", journal = "European Journal of Operational Research", volume = "77", year = "1994", pages = "96--110" } @article{ipm:Setiono2, author = "R. Setiono", title = "Interior proximal--point algorithm for linear programs", journal = "Journal of Optimization Theory and Applications", volume = "74", number = "3", year = "1992", pages = "425--444" } @article{ipm:Setiono3, author = "R. Setiono", title = "Interior dual least 2--norm algorithm for linear programs", journal = "Optimization", volume = "31", year = "1993", pages = "875--899" } @article{ipm:Setiono4, author = "R. Setiono", title = "Interior dual proximal--point algorithm using preconditioned conjugate gradient", journal = "Optimization", volume = "24", year = "1992", pages = "63--73" } @article{ipm:Shanno1, author = "D. F. Shanno", title = "Computing {Karmarkar} projections quickly", journal = "Mathematical Programming", volume = "41", year = "1988", pages = "61--71" } @techreport{ipm:Shanno2, author = "D. F. Shanno", title = "Interior--point methods for linear programming\,: {The} state--of--the--computational--art", type = "{Talk held at the Symposium on Mathematical Programming in Oberwolfach, Germany}", year = "1990", month = "January", institution = "RUTCOR\,--\,Rutgers Center of Operations Research, Rutgers University", address = "Busch Campus, New Brunswick, NJ~08903, USA" } @techreport{ipm:Shanno3, author = "D. F. Shanno", title = "Interior--point methods for linear programming\,: {The} state--of--the--art", type = "{Talk held at the SIAM Annual Meeting in Chicago, IL, USA}", year = "1990", month = "July", institution = "RUTCOR\,--\,Rutgers Center of Operations Research, Rutgers University", address = "Busch Campus, New Brunswick, NJ~08903, USA" } @article{ipm:Shanno4, author = "D. F. Shanno and A. Bagchi", title = "A unified view of interior point methods for linear programming", journal = "Annals of Operations Research", volume = "22", year = "1990", pages = "55--70" } @techreport{ipm:Shanno5, author = "D. F. Shanno and R. E. Marsten", title = "On implementing {Karmarkar's} method", type = "{Working Paper}", number = "85--01", year = "1985", institution = "Graduate School of Administration, University of California", address = "Davis, CA~95616, USA" } @techreport{ipm:Shanno6, author = "D. F. Shanno and R. E. Marsten", title = "Implementation of the {Karmarkar} algorithm within {XMP} framework", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Miami Beach, FL, USA}", year = "1986", month = "October", institution = "Graduate School of Administration, University of California", address = "Davis, CA~95616, USA" } @article{ipm:Shanno7, author = "D. F. Shanno and R. E. Marsten", title = "A reduced--gradient variant of {Karmarkar's} algorithm and null--space projections", journal = "Journal of Optimization Theory and Applications", volume = "57", year = "1988", pages = "383--397" } @techreport{ipm:Shanno8, author = "D. F. Shanno and R. E. Marsten", title = "Interior point methods for linear programming\,: {Ready} for production use", type = "{Workshop held at the ORSA/TIMS Joint National Meeting in New York, NY, USA}", year = "1989", month = "October", institution = "RUTCOR\,--\,Rutgers Center of Operations Research, Rutgers University", address = "Busch Campus, New Brunswick, NJ~08903, USA" } @techreport{ipm:Shanno9, author = "D. F. Shanno and R. E. Marsten", title = "Set partitioning via interior point methods", type = "{Talk held at the ORSA/TIMS Joint National Meeting in New York, NY, USA}", year = "1989", month = "October", institution = "RUTCOR\,--\,Rutgers Center of Operations Research, Rutgers University", address = "Busch Campus, New Brunswick, NJ~08903, USA" } @techreport{ipm:Shanno10, author = "D. F. Shanno and C. L. Monma and K. McShane", title = "Computational experience with a primal--dual method", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Washington, DC, USA}", year = "1988", month = "April", institution = "RUTCOR\,--\,Rutgers Center of Operations Research, Rutgers University", address = "Busch Campus, New Brunswick, NJ~08903, USA", note = "See McShane et al.\ \cite{ipm:McShane1}" } @techreport{ipm:Shanno11, author = "D. F. Shanno and R. E. Marsten and M. J. Saltzman and R. Subramaniam", title = "Solving set partitioning problems with cutting planes and an interior point method", type = "{Talk held at the ORSA/TIMS Joint National Meeting in New York, NY, USA}", year = "1989", month = "October", institution = "RUTCOR\,--\,Rutgers Center of Operations Research, Rutgers University", address = "Busch Campus, New Brunswick, NJ~08903, USA" } @techreport{ipm:Shanno12, author = "D. F. Shanno", title = "An overview of interior point methods with implementation details and computational experience", type = "{Talk held at the Symposium APMOD~'91---Applied Mathematical Programming and Modelling, Brunel University, London, United Kingdom}", year = "1991", month = "January", institution = "RUTCOR\,--\,Rutgers Center of Operations Research, Rutgers University", address = "Busch Campus, New Brunswick, NJ~08903, USA" } @techreport{ipm:Shanno13, author = "D. F. Shanno and T. J. Carpenter", title = "{\em Log}--barrier methods for quadratic and linearly constrained nonlinear programming", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Anaheim, CA, USA}", year = "1991", month = "November", institution = "RUTCOR\,--\,Rutgers Center of Operations Research, Rutgers University", address = "Busch Campus, New Brunswick, NJ~08903, USA" } @techreport{ipm:Shanno14, author = "D. F. Shanno", title = "Current state of primal--dual interior code", type = "{Talk held at the Second Asilomar Workshop on Progress in Mathematical Programming, Asimolar Conference Center, Pacific Grove, CA, USA}", year = "1990", month = "March", institution = "RUTCOR\,--\,Rutgers Center of Operations Research, Rutgers University", address = "Busch Campus, New Brunswick, NJ~08903, USA" } @techreport{ipm:Shanno15, author = "D. F. Shanno and T. J. Carpenter", title = "Computational experience with large scale quadratic programming", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Orlando, FL, USA}", year = "1992", month = "April", institution = "RUTCOR\,--\,Rutgers Center of Operations Research, Rutgers University", address = "Busch Campus, New Brunswick, NJ~08903, USA" } @techreport{ipm:Shanno16, author = "D. F. Shanno and T. J. Carpenter", title = "Interior point methods for large scale quadratic programming", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "RUTCOR\,--\,Rutgers Center of Operations Research, Rutgers University", address = "Busch Campus, New Brunswick, NJ~08903, USA" } @techreport{ipm:Shanno17, author = "D. F. Shanno", title = "Computational experience with logarithmic barrier methods for linear and nonlinear complementarity problems", type = "{Research Report}", number = "RRR~18--93", year = "1993", institution = "RUTCOR\,--\,Rutgers Center of Operations Research, Rutgers University", address = "Busch Campus, New Brunswick, NJ~08903, USA" } @incollection{ipm:Shanno18, author = "D. F. Shanno", title = "Computational methods for linear programming", booktitle = "Algorithms for Continuous Optimization\,: The State--of--the--Art (Il Ciocco, Barga, Italy, September 1993)", editor = "E. Spedicato", year = "1994", pages = "383--413", series = "NATO Advanced Science Institute Series C\,: Mathematical and Physical Sciences", volume = "434", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @techreport{ipm:Shanno19, author = "D. F. Shanno and E. M. Simantiraki", title = "An infeasible--interior--point method to solve the linear complementarity problem", type = "{Research Report}", number = "RRR~7--95", year = "1995", month = "March", institution = "RUTCOR\,--\,Rutgers Center for Operations Research, Rutgers University", address = "Busch Campus, New Brunswick, NJ~08903, USA" } @incollection{ipm:Shanno20, author = "D. F. Shanno and M. G. Breitfeld and E. M. Simantiraki", title = "Implementing barrier methods for nonlinear programming", booktitle = "Interior Point Methods of Mathematical Programming", editor = "T. Terlaky", year = "1996", pages = "399--414", series = "Applied Optimization", volume = "5", publisher = "Kluer Academic Publishers", address = "Dordrecht, The Netherlands" } @incollection{ipm:Shanno21, author = "D. F. Shanno and E. M. Simantiraki", title = "Interior point methods for linear and nonlinear programming", booktitle = "The State--of--the--Art in Numerical Analysis", editor = "?", year = "1997", pages = "339--362", series = "Institute of Mathematics with Applications Conference Series (New Series)", volume = "63", publisher = "Oxford University Press", address = "New York, USA" } @article{ipm:Sharifi1, author = "F. {Sharifi Mokhtarian} and J.--L. Goffin", title = "A nonlinear analytic center cutting plane method for a class of convex programming problems", journal = "SIAM Journal on Optimization", volume = "8", year = "1998", pages = "1108--1131" } @techreport{ipm:Shaw1, author = "D. X. Shaw", title = "Several computational considerations for projective behavior point methods", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Orlando, FL, USA}", year = "1992", month = "April", institution = "Rider College", address = "Lawrenceville, NJ~08648, USA" } @incollection{ipm:Shaw2, author = "D. X. Shaw", title = "General structures of primal scaling interior point methods", booktitle = "Operations Research\,'93", editor = "A. Bachem and U. Derigs and M. J{\"u}nger and R. Schrader", year = "1994", pages = "470--473", publisher = "Physica Verlag (A Springer--Verlag Company)", address = "Heidelberg, Germany", note = "See also Shaw\,\cite{ipm:Shaw3}" } @techreport{ipm:Shaw3, author = "D. X. Shaw", title = "General structures of a class of potential reduction algorithms", type = "{Technical Report}", year = "1993", month = "August", institution = "School of Industrial Engineering, Purdue University", address = "West Lafayette, IN\,47907, USA" } @techreport{ipm:Shaw4, author = "D. X. Shaw", title = "A self--concordant symmetric path--following algorithm for linear programming", type = "{Technical Report}", year = "1993", month = "August", institution = "School of Industrial Engineering, Purdue University", address = "West Lafayette, IN\,47907, USA" } @techreport{ipm:Shaw5, author = "D. X. Shaw", title = "On the complexity of a class of projective interior point methods for linear programming", type = "{Technical Report}", year = "1993", institution = "School of Industrial Engineering, Purdue University", address = "West Lafayette, IN\,47907, USA", note = "See also Goldfarb and Shaw \cite{ipm:Goldfarb14}" } @techreport{ipm:Shaw6, author = "D. X. Shaw", title = "Fractional linear functions and the analysis of variants of {Karmarkar's} method", type = "{Talk held at the ORSA/TIMS Joint National Meeting in New York, NY, USA}", year = "1989", month = "October", institution = "Department of Industrial Engineering and Operations Research, Columbia University", address = "New York, NY~10027, USA" } @techreport{ipm:Shaw7, author = "D. X. Shaw and D. Goldfarb", title = "A primal projective interior point method for linear programming", type = "{Talk held at the CORS/ORSA/TIMS Joint National Meeting in Vancouver, British Columbia, Canada}", year = "1989", month = "May", institution = "Department of Industrial Engineering and Operations Research, Columbia University", address = "New York, NY~10027, USA" } @techreport{ipm:Shaw8, author = "D. X. Shaw and D. Goldfarb", title = "A path--following projective interior point method for linear programming", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Philadelphia, PA, USA}", year = "1990", month = "October", institution = "Department of Industrial Engineering and Operations Research, Columbia University", address = "New York, NY~10027, USA" } @techreport{ipm:Shaw9, author = "D. X. Shaw and D. Goldfarb", title = "On the complexity of a class of projective interior point methods", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Anaheim, CA, USA}", year = "1991", month = "November", institution = "Department of Industrial Engineering and Operations Research, Columbia University", address = "New York, NY~10027, USA", note = "See Goldfarb and Shaw \cite{ipm:Goldfarb14}" } @phdthesis{ipm:Shaw10, author = "D. X. Shaw", title = "Projective interior point methods for linear programming", year = "1991", school = "Department of Industrial Engineering and Operations Research, Columbia University", address = "New York, NY~10027, USA" } @article{ipm:Sheng1, author = "R. Sheng and F. A. Potra", title = "A quadratically convergent infeasible--interior--point algorithm for {LCP} with polynomial complexity", journal = "SIAM Journal on Optimization", volume = "7", year = "1997", pages = "304--317" } @techreport{ipm:Sheng2, author = "R. Sheng and F. A. Potra and J. Ji", title = "On a general class of interior--point algorithms for semidefinite programming with polynomial complexity and superlinear convergence", type = "{Reports on Computational Mathematics}", number = "89", year = "1996", institution = "Department of Mathematics, The University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Sheng3, author = "R. Sheng and F. A. Potra", title = "Nonsymmetric search directions for semidefinite programming", type = "{Preprint}", number = "ANL/MCS--P692--0997", year = "1997", month = "September", institution = "Mathematics And Computer Science Division, Argonne National Laboratory", address = "Argonne, IL~60439, USA" } @article{ipm:Sherali1, author = "H. D. Sherali", title = "Algorithmic insights and a convergence analysis for a {Karmarkar--type} of algorithm for linear programming problems", journal = "Naval Research Logistics Quarterly", volume = "34", year = "1987", pages = "399--416" } @article{ipm:Sherali2, author = "H. D. Sherali and B. O. Skarpness and B. Kim", title = "An assumption--free convergence analysis of the scaling algorithm for linear programs, with application to the ${L_1}$ estimation problem", journal = "Naval Research Logistics Quarterly", volume = "35", year = "1988", pages = "473--492" } @article{ipm:Sherkat1, author = "V. R. Sherkat and Y. Ikura", title = "Experience with interior point optimization software for a fuel planning application", journal = "IEEE Transactions on Power Systems (PWRS)", volume = "9", year = "1994", pages = "833--840", note = "See also\,: {\em Proceedings of the Power Industry Computer Application Conference 1993, 89--}" } @techreport{ipm:Sheu1, author = "R.--L. Sheu and S.--C. Fang", title = "On the relationship of interior point methods", type = "{Technical Report}", year = "1991", month = "November", institution = "Operations Research Program, North Carolina State University", address = "Raleigh, NC~27695, USA", note = "To appear in {\em International Journal of Mathematics and Mathematical Sciences}" } @article{ipm:Sheu2, author = "R.--L. Sheu and S.--C. Fang", title = "Insights into interior point methods", journal = "Zeitschrift f{\"u}r Operations Research---Methods and Models of Operations Research", volume = "36", number = "3", year = "1992", pages = "" } @article{ipm:Sheu3, author = "R.--L. Sheu and S.--C. Fang", title = "On the generalized path--following methods for linear programming", journal = "Optimization", volume = "30", year = "1994", pages = "235--249" } @techreport{ipm:Sheu4, author = "R.--L. Sheu and S.--Y. Wu", title = "A method of weighted centers for quadratic semi--infinite programming with warm start", type = "{Technical Report}", year = "1994", institution = "Department of Mathematics, National Cheng--Kung University", address = "Tainan, Taiwan" } @article{ipm:Sheu5, author = "R.--L. Sheu and S.--Y. Wu and S.--C. Fang", title = "A primal--dual infeasible--interior--point algorithm for linear semi--infinite programming", journal = "Computers and Mathematics with Applications", volume = "29", number = "8", year = "1995", pages = "7--18" } @article{ipm:Shi1, author = "M. G. Shi", title = "Some convergence problems of interior point algorithms for linear programming", journal = "Journal of the Tsinghua University", volume = "28", number = "3", year = "1988", pages = "91--101", note = "(In Chinese)" } @article{ipm:Shi2, author = "C.--J. Shi and A. Vannelli and J. Vlach", title = "An improvement on {Karmarkar's} algorithm for integer programming", journal = "Mathematical Programming Society Committee on Algorithms (COAL) Bulletin", volume = "21", year = "1992", pages = "23--28" } @article{ipm:Shi3, author = "Y. Shi", title = "Solving linear systems involved in constrained optimization", journal = "Linear Algebra and Its Applications", volume = "229", year = "1995", pages = "175--189" } @article{ipm:Shi4, author = "B. Shi and X. Zhou", title = "Projected gradient type method of centers for constrained optimization", journal = "Journal of Mathematical Research and Exposition", volume = "17", year = "1997", pages = "375--381" } @article{ipm:Shida1, author = "M. Shida and S. Shindoh and M. Kojima", title = "Centers of monotone generalized complementarity problems", journal = "Mathematics of Operations Research", volume = "22", year = "1997", pages = "969--976" } @article{ipm:Shida2, author = "M. Shida and S. Shindoh and M. Kojima", title = "Existence of search directions in interior--point algorithms for the {SDP} and the monotone {SDLCP}", journal = "SIAM Journal on Optimization", volume = "8", year = "1998", pages = "387--396" } @techreport{ipm:Shida3, author = "M. Shida and S. Shindoh", title = "Monotone semidefinite complementarity problems", type = "{Research Reports on Information Sciences, Ser.\,B\,: Operations Research}", number = "B--312", year = "1996", month = "March", institution = "Department of Information Sciences, Tokyo Institute of Technology", address = "Oh--Okayama, Meguro--ku, Tokyo\,152, Japan" } @article{ipm:Shida4, author = "M. Shida", title = "Note on long--step predictor--corrector interior--point algorithm with {Monteiro--Zhang} unified search directions", journal = "S{\= u}rikaisekikenky{\= u}sho K{\= o}ky{\= u}roku", volume = "1004", year = "1997", pages = "153--167" } @article{ipm:Shindoh1, author = "S. Shindoh", title = "Semidefinite program {(SDP)}--primal--dual interior point algorithms", journal = "Journal of the Japan Society for Simulation Technology", volume = "16", year = "1997", pages = "46--52", note = "(In Japanese)" } @article{ipm:Shub1, author = "M. 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Sierksma", title = "Linear and Integer Programming\,: Theory and Practice", chapter = "5\,: {Karmarkar's} method for linear programming\,: {The} interior path version, based on Roos' lecture notes", year = "1996", pages = "462--515", series = "Monographs and Textbooks in Pure and Applied Mathematics", volume = "198", publisher = "Marcel Dekker, Inc.", address = "New York, NY, USA" } @article{ipm:Silva1, author = "{A. de} Silva and D. A. Abramson", title = "A parallel interior point method and its application to facility location problems", journal = "Computational Optimization and Applications", volume = "9", year = "1998", pages = "249--273" } @incollection{ipm:Silva2, author = "{A. de} Silva and D. A. Abramson", title = "Parallel algorithms for solving stochastic linear programs", booktitle = "{Parallel and Distributed Computing Handbook}", editor = "A. Y. Zomaya", year = "1996", pages = "", publisher = "McGraw--Hill", address = "New York, NY, USA" } @incollection{ipm:Simantiraki1, author = "E. M. Simantariki and D. F. Shanno", title = "An infeasible-interior-point method for solving mixed complementarity problems", booktitle = "Complementarity and Variational Problems\,: State--of--the--Art (Baltimore 1995)", editor = "M. C. Ferris and J.--S. Pang", year = "1997", pages = "386--404", publisher = "SIAM Publications", address = "Philadelphia, PA, USA" } @article{ipm:Simantiraki2, author = "E. M. Simantiraki and D. F. Shanno", title = "An infeasible--interior--point method for linear complementarity problems", journal = "SIAM Journal on Optimization", volume = "7", year = "1997", pages = "620--640", url = "http://www.siam.org/journal/siopt/7--3/28288.html" } @article{ipm:Singh1, author = "D. Singh and J. N. Singh", title = "Some remarks on {Karmarkar's} algorithm for linear programming", journal = "Journal of the Bihar Mathematical Society", volume = "11", year = "1987/88", pages = "85--90" } @techreport{ipm:Singh2, author = "J. N. Singh and D. Singh", title = "A modified termination rule for {Karmarkar's} algorithm", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "College of Business Management, Indian Institute of Technology", address = "India" } @article{ipm:Singh3, author = "J. N. Singh and S. Ranjan and D. Singh", title = "A modified termination rule for {Karmarkar's} algorithm", journal = "Journal of Information \& Optimization Sciences", volume = "16", year = "1995", pages = "585--591" } @techreport{ipm:Singh4, author = "A. Singh", title = "A comparison of barrier function methods with {Lagrangian} method for nonlinear programming", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "University of Waterloo", address = "Waterloo, Canada" } @mastersthesis{ipm:Singh5, author = "A. Singh", title = "A trust region method for large--scale engineering optimization using barrier/potential function models", year = "1992", school = "University of Waterloo", address = "Waterloo, Ontario, Canada" } @article{ipm:Singh6, author = "J. N. Singh and D. Singh", title = "A variant of {Karmarkar's} algorithm for linear programming", journal = "Journal of the Bihar Mathematical Society", volume = "15", year = "1992", pages = "21--31" } @article{ipm:Singh7, author = "D. Singh and J. N. 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Zowe", year = "1988", pages = "311--327", series = "International Series of Numerical Mathematics", volume = "84", publisher = "Birkh{\"a}user Verlag", address = "Basel, Switzerland" } @techreport{ipm:Sonnevend4, author = "G. Sonnevend", title = "Application of analytic centers to the design of observers and feedback controllers", type = "{Talk held at the First International Symposium on Interior Point Methods for Linear Programming\,: Theory and Practice, in Scheveningen, The Netherlands}", year = "1990", month = "January", institution = "Institut f{\"u}r Angewandte Mathematik und Statistik, Universit{\"a}t W{\"u}rzburg", address = "Am Hubland, D--97074 W{\"u}rzburg, Germany" } @article{ipm:Sonnevend5, author = "G. Sonnevend and J. Stoer", title = "Global ellipsoid approximations and homotopy methods for solving convex analytic programs", journal = "Applied Mathematics~\&~Optimization", volume = "21", year = "1990", pages = "139--166" } @article{ipm:Sonnevend6, author = "G. 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Tammer", year = "1990", pages = "413--422", series = "Lecture Notes in Control and Information Sciences", volume = "143", publisher = "Springer Verlag", address = "Berlin, Germany" } @article{ipm:Sonnevend9, author = "G. Sonnevend and J. Stoer and G. Zhao", title = "On the complexity of following the central path of linear programs by linear extrapolation~{II}", journal = "Mathematical Programming", volume = "52", year = "1991", pages = "527--553" } @incollection{ipm:Sonnevend10, author = "G. Sonnevend", title = "Application of analytic centers to feedback design for systems with uncertainties", booktitle = "Control of Uncertain Systems", editor = "D. Hinrichsen and B. Martensson", year = "1989", pages = "271--289", publisher = "Birkh{\"a}user Verlag", address = "Basel, Switzerland" } @incollection{ipm:Sonnevend11, author = "G. 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Sonnevend", title = "A new class of a high order interior point method for the solution of convex semi--infinite optimization problems", booktitle = "Computational Optimal Control (Munich 1992)", editor = "R. Bulirsch and D. Kraft", year = "1994", pages = "193--211", series = "International Series in Numerical Mathematics (ISNM)", volume = "115", publisher = "Birkh{\"a}user Verlag", address = "Basel, Switzerland" } @techreport{ipm:Sonnevend14, author = "G. Sonnevend and J. Stoer and G. Zhao", title = "Subspace methods for solving linear programming problems", type = "{Technical Report}", year = "1994", month = "January", institution = "Institut f{\"u}r Angewandte Mathematik und Statistik, Universit{\"a}t W{\"u}rzburg", address = "Am Hubland, D--97074~W{\"u}rzburg, Germany" } @article{ipm:Spedicato1, author = "E. Spedicato and S. Nicolai and Y. 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Pujari", title = "Neural implementation of {Karmarkar's} algorithm", booktitle = "Proceedings of the IEEE International Symposium on Circuits and Systems, Singapore, June 1991", year = "1991", pages = "1617--1620", publisher = "IEEE New York", address = "New York, NY, USA" } @mastersthesis{ipm:Steger1, author = "A. E. Steger", title = "An extension of {Karmarkar's} algorithm for bounded linear programming problems", year = "1985", month = "August", school = "Department of Applied Mathematics, State University of New York", address = "Stony Brook, NY~11794, USA", note = "Condensed version in\,: H. Schellhaas, {P. van} Beek, H. Isermann, R. Schmidt and M. Zijlstra, editors, {\em Operations Research Proceedings 1987}, pages 88--95, Springer Verlag, Berlin, Germany, 1988" } @incollection{ipm:Steinbach1, author = "M. C. Steinbach", title = "A structured interior point {SQP} method for nonlinear optimal control problems", booktitle = "Computational Optimal Control (Munich 1992)", editor = "R. Bulirsch and D. Kraft", year = "1994", pages = "213--222", series = "International Series in Numerical Mathematics (ISNM)", volume = "115", publisher = "Birkh{\"a}user Verlag", address = "Basel, Switzerland" } @techreport{ipm:Stephen1, author = "T. Stephen and L. Tun{\c{c}}el", title = "On a representation of the matching polytope via semidefinite liftings", type = "{Reseach Report}", number = "97--11", year = "1997", month = "July", institution = "Department of Combinatorics and Optimization, University of Waterloo", address = "Waterloo, Ontario~N2L~3G1, Canada" } @techreport{ipm:Stewart1, author = "D. E. Stewart and S. J. Wright", title = "Monotone convergent methods for a variational inequality", type = "{Advanced Computing Technical Report Series}", number = "3--09--91", year = "1991", month = "September", institution = "Australian National University" } @article{ipm:Stipp1, author = "D. Stipp", title = "{AT~\&~T} problem--solving math procedure passes early tests of its practical value", journal = "The Wallstreet Journal", year = "1985", month = "March~5," } @techreport{ipm:Stoer1, author = "J. Stoer", title = "{Innere--Punkte--Verfahren und ihre Komplexit{\"at}} {(Interior} point methods and their complexity)", type = "{Talk held at the DGOR--Jahrestagung in Vienna, Austria}", year = "1990", month = "August", institution = "Institut f{\"u}r Angewandte Mathematik und Statistik, Universit{\"a}t W{\"u}rzburg", address = "Am Hubland, D--97074~W{\"u}rzburg, Germany" } @techreport{ipm:Stoer2, author = "J. Stoer", title = "Complexity bounds for interior point methods to solve linear programs", type = "{Talk held at the Symposium on Mathematical Programming in Oberwolfach, Germany}", year = "1990", month = "January", institution = "Institut f{\"u}r Angewandte Mathematik und Statistik, Universit{\"a}t W{\"u}rzburg", address = "Am Hubland, D--97074~W{\"u}rzburg, Germany" } @incollection{ipm:Stoer3, author = "J. Stoer", title = "{Innere--Punkte--Verfahren zur L{\"o}sung quadratischer Optimierungsprobleme und ihre Komplexit{\"a}t (Interior point methods for solving quadratic optimization problems and their complexity)}", booktitle = "{Informatik und Mathematik}", editor = "M. Broy", year = "1991", pages = "137--141", publisher = "Springer Verlag", address = "Berlin, Germany", note = "(In German)" } @incollection{ipm:Stoer4, author = "J. Stoer", title = "On interior--point methods for solving linear programs and their complexity", booktitle = "{Mathematical Theory of Control\,: Proceedings of the Mathematical Theory of Control Symposium in Bombay (India) 1990}", year = "1993", pages = "337--352", editor = "M. C. Joshi", series = "Lecture Notes in Pure and Applied Mathematics", volume = "142", publisher = "Marcel Dekker, Inc.", address = "New York, USA" } @techreport{ipm:Stoer5, author = "J. Stoer", title = "The complexity of an exterior point path--following method for the solution of linear programs", type = "{Working Paper}", year = "1992", institution = "Institut f{\"u}r Angewandte Mathematik und Statistik, Universit{\"a}t W{\"u}rzburg", address = "Am Hubland, D--97074~W{\"u}rzburg, Germany", note = "See also Stoer \cite{ipm:Stoer6}" } @article{ipm:Stoer6, author = "J. Stoer", title = "The complexity of an infeasible interior--point path--following method for the solution of linear programs", journal = "Optimization Methods and Software", volume = "3", year = "1994", pages = "1--12", note = "See also Stoer \cite{ipm:Stoer5}" } @incollection{ipm:Stoer7, author = "J. Stoer", title = "Infeasible interior point methods for solving linear programs", booktitle = "Algorithms for Continuous Optimization\,: The State--of--the--Art (Il Ciocco, Barga, Italy, September 1993)", editor = "E. Spedicato", year = "1994", pages = "415--434", series = "NATO Advanced Science Institute Series C\,: Mathematical and Physical Sciences", volume = "434", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @techreport{ipm:Stoer8, author = "J. Stoer and M. Wechs and S. Mizuno", title = "High order infeasible--interior--point methods for solving sufficient linear complementarity problems", type = "{Research Memorandum}", number = "634", year = "1997", month = "February", institution = "The Institute of Statistical Mathematics", address = "4--6--7 Minami--Azabu, Minato--Ku, Tokyo~106, Japan" } @article{ipm:Stoer9, author = "J. Stoer and M. Wechs", title = "Infeasible--interior--point paths for sufficient linear complexity problems and their analyticity", journal = "Mathematical Programming", volume = "83", year = "1998", pages = "407--424" } @article{ipm:Stoer10, author = "J. Stoer and M. Wechs", title = "The complexity of high--order predictor--corrector methods for solving sufficient linear complementarity problems", journal = "Optimization Methods and Software", volume = "10", year = "1998", pages = "393--417" } @techreport{ipm:Stone1, author = "R. E. Stone and C. A. Tovey", title = "Karmarkar's algorithm as a generalization of simplex", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Los Angeles, CA, USA}", year = "1986", month = "April", institution = "Graduate School of Business Administration, Harvard University", address = "Boston, MA~02163, USA" } @techreport{ipm:Stone2, author = "R. E. Stone", title = "Karmarkar's algorithm", type = "{Unpublished Report}", year = "1985", number = "", institution = "Graduate School of Business Administration, Harvard University", address = "Boston, MA~02163, USA" } @article{ipm:Stone3, author = "R. E. Stone and C. A. Tovey", title = "The simplex and projective scaling algorithms as iteratively reweighted least squares methods", journal = "SIAM Review", volume = "33", number = "2", year = "1991", month = "June", pages = "220--237", note = "Errata in {\em SIAM Review} 33(3):461, September 1991" } @techreport{ipm:Stone4, author = "R. E. Stone and M. H. Wright", title = "Recent developments in linear and nonlinear programming", type = "{Short Course held at the Third SIAM Conference on Optimization in Boston, MA, USA}", year = "1989", month = "April", institution = "AT\&T Bell Laboratories", address = "Holmdel, NJ~07733, USA" } @article{ipm:Strang1, author = "G. Strang", title = "Karmarkar's algorithm in a nutshell", journal = "SIAM News", volume = "18", number = "6", year = "1985", month = "November", pages = "13" } @inbook{ipm:Strang2, author = "G. Strang", title = "Introduction to Applied Mathematics", chapter = "8.2\,: The simplex method and {Karmarkar's} method", year = "1986", pages = "673--689", publisher = "Wellesley--Cambridge--Press", address = "Cambridge, MA, USA" } @article{ipm:Strang3, author = "G. Strang", title = "Karmarkar's algorithm and its place in applied mathematics", journal = "The Mathematical Intelligencer", volume = "9", number = "2", year = "1987", pages = "4--10" } @article{ipm:Sturm1, author = "J. F. Sturm and S. Zhang", title = "A potential reduction method for harmonically convex programming", journal = "Journal of Optimization Theory and Applications", volume = "84", year = "1995", pages = "181--205" } @incollection{ipm:Sturm2, author = "J. F. Sturm and S. Zhang", title = "A dual and interior point approach to solve convex min--max problems", booktitle = "Minimax and Applications", editor = "D.--Z. Du and P. M. Pardalos", year = "1995", pages = "69--78", series = "Nonconvex Optimization and Its Applications", volume = "5", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @article{ipm:Sturm3, author = "J. F. Sturm and S. Zhang", title = "New complexity results for the {Iri--Imai} method", journal = "Annals of Operations Research", volume = "62", year = "1996", pages = "539--564" } @article{ipm:Sturm4, author = "J. F. Sturm and S. Zhang", title = "An $O(\sqrt{n}\,L)$ iteration bound primal--dual cone affine scaling algorithm for linear programming", journal = "Mathematical Programming", volume = "72", year = "1996", pages = "177--194" } @mastersthesis{ipm:Sturm5, author = "J. F. Sturm", title = "The scaling potential reduction method", year = "1993", school = "Department of Econometrics, University of Groningen", address = "NL--9700~AV~Groningen, The Netherlands" } @article{ipm:Sturm6, author = "J. F. Sturm and S. Zhang", title = "On a wide region of centers and primal--dual interior point algorithms for linear programming", journal = "Mathematics of Operations Research", volume = "22", year = "1997", pages = "408--431" } @techreport{ipm:Sturm7, author = "J. F. Sturm and S. Zhang", title = "Symmetric primal--dual path--following algorithms for semidefinite programming", type = "{Technical Report}", number = "9554/A", year = "1995", institution = "Economic Institute, Erasmus University Rotterdam", address = "NL--3000~DR~Rotterdam, The Netherlands" } @article{ipm:Sturm8, author = "J. F. Sturm and S. Zhang", title = "An interior point method, based on rank--1 updates, for linear programming", journal = "Mathematical Programming", volume = "81", year = "1998", pages = "77--87" } @techreport{ipm:Sturm9, author = "J. F. Sturm and S. Zhang", title = "On the long--step path--following method for semidefinite programming", type = "{Technical Report}", number = "", year = "1996", institution = "Economic Institute, Erasmus University Rotterdam", address = "NL--3000~DR~Rotterdam, The Netherlands" } @techreport{ipm:Sturm10, author = "J. F. Sturm", title = "Superlinear convergence of an algorithm for monotone linear complementarity problems when no strictly complementary solution exists", type = "{Technical Report}", number = "9596/A", year = "1996", month = "September", institution = "Economic Institute, Erasmus University Rotterdam", address = "NL--3000~DR~Rotterdam, The Netherlands" } @techreport{ipm:Sturm11, author = "J. F. Sturm and S. Zhang", title = "On weighted centers for semidefinite programming", type = "{Technical Report}", number = "9636/A", year = "1996", institution = "Economic Institute, Erasmus University Rotterdam", address = "NL--3000~DR~Rotterdam, The Netherlands" } @techreport{ipm:Sturm12, author = "J. F. Sturm and S. Zhang", title = "On the long--step path--following method for semidefinite programming", type = "{Technical Report}", number = "9638/A", year = "1996", institution = "Economic Institute, Erasmus University Rotterdam", address = "NL--3000~DR~Rotterdam, The Netherlands" } @phdthesis{ipm:Sturm13, author = "J. F. Sturm", title = "Primal--dual interior point approach to semidefinite programming", year = "1997", school = "Tinbergen Institute", address = "Amsterdam, The Netherlands", url = "http://www.cs.few.eur.nl/few/people/sturm/thesis/thesis.html" } @techreport{ipm:Sturm14, author = "J. F. Sturm", title = "Using {SeDuMi\,1.02}, a {MATLAB} for optimization over symmetric cones", type = "{Technical Report}", number = "", year = "1998", month = "August", institution = "Communications Research Laboratory, McMaster University", address = "1280~Main Street West, Hamilton, Ontario~L8S\,4K1, Canada" } @techreport{ipm:Sturm15, author = "J. F. Sturm", title = "Similarity and other spectral relations for symmetric cones", type = "{Technical Report}", number = "", year = "1998", month = "July", institution = "Communications Research Laboratory, McMaster University", address = "1280~Main Street West, Hamilton, Ontario~L8S\,4K1, Canada" } @techreport{ipm:Sturm16, author = "J. F. Sturm", title = "Error bounds for linear matrix inequalities", type = "{Technical Report}", number = "", year = "1998", month = "May", institution = "Communications Research Laboratory, McMaster University", address = "1280~Main Street West, Hamilton, Ontario~L8S\,4K1, Canada" } @techreport{ipm:Sun1, author = "J. Sun", title = "An affine--scaling method for linearly constrained convex programs", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Nashville, Tennessee, USA}", year = "1991", month = "May", institution = "Department of Industrial Engineering and Management Science, Northwestern University", address = "Evanston, IL~60208, USA" } @article{ipm:Sun2, author = "J. Sun and L. Qi", title = "An interior point algorithm of {$O(\sqrt{n} |\ln\varepsilon |)$} iterations for {$C^{1}$}--convex programming", journal = "Mathematical Programming", volume = "57", year = "1992", pages = "239--257" } @article{ipm:Sun3, author = "J. Sun", title = "A convergence proof for an affine--scaling algorithm for convex quadratic programming without nondegeneracy assumptions", journal = "Mathematical Programming", volume = "60", year = "1993", pages = "69--79" } @article{ipm:Sun4, author = "J. Sun", title = "A convergence analysis for a convex version of {Dikin's} algorithm", journal = "Annals of Operations Research", volume = "62", year = "1996", pages = "357--374" } @article{ipm:Sun5, author = "J. Sun and J. Zhu and G. Zhao", title = "A predictor--corrector algorithm for a class of nonlinear saddle point problems", journal = "SIAM Journal on Control and Optimization", volume = "35", year = "1997", pages = "532--551" } @techreport{ipm:Sun6, author = "J. Sun and J. Zhu and W. K. Eng", title = "Computational experiments on {ELQP} problems using interior point methods", type = "{Technical Report}", year = "1995", institution = "Department of Mathematics, National University of Singapore", address = "Singapore~0511" } @techreport{ipm:Sun7, author = "J. Sun and J. Zhu and G. Zhao", title = "A quadratically convergent polynomial long--step algorithm for a class of nonlinear monotone complementarity problems", type = "{Technical Report}", year = "1996", month = "January", institution = "Department of Mathematics, National University of Singapore", address = "Singapore~0511" } @article{ipm:Sun8, author = "J. Sun and G. Zhao", title = "Global linear and local quadratic convergence of a long--step adaptive--mode interior point method for some monotone variational inequality problems", journal = "SIAM Journal on Optimization", volume = "8", year = "1998", pages = "123--139", } @article{ipm:Sun9, author = "J. Sun and J. Zhu", title = "A predictor--corrector method for extended linear--quadratic programming", journal = "Computers and Operations Research", volume = "23", year = "1996", pages = "755--767" } @techreport{ipm:Sun10, author = "J. Sun and G. Zhao", title = "A quadratically convergent long--step interior--point method for nonlinear monotone variational inequality problems", type = "{Technical Report}", year = "1996", month = "April", institution = "Department of Mathematics, National University of Singapore", address = "Singapore~0511" } @incollection{ipm:Sun11, author = "J. Sun and K.--E. Wee and J. Zhu", title = "An interior point method for solving a class of linear--quadratic stochastic programming problems", booktitle = "Recent Advances in Nonsmooth Optimization", editor = "D.--Z. Du and L. Qi and R. S. Womersley", year = "1995", pages = "392--404", publisher = "World Scientific Publishing Co.", address = "River Edge, NJ~07661, USA" } @article{ipm:Swart1, author = "E. R. Swart", title = "How {I} implemented the {Karmarkar} algorithm in one evening", journal = "APL Quote Quad", volume = "15", number = "3", year = "1985", pages = "13--16" } @techreport{ipm:Swart2, author = "E. R. Swart", title = "A modified version of the {Karmarkar} algorithm", type = "{Research Report in Mathematics}", number = "98", year = "1985", institution = "Department of Mathematics and Statistics, University of Guelph", address = "Guelph, Ontario~N1G~2W1, Canada" } @article{ipm:Szymanski1, author = "P. T. Szymanski and M. D. Lemmon", title = "Interior point methods in the design of hierarchical controllers", journal = "Proceedings of the 1994 IEEE International Symposium on Intelligent Control (Columbus, Ohio, USA, August 1994)", year = "1994", pages = "33--38" } @phdthesis{ipm:Tachat1, author = "D. Tachat", title = "Methodes interieures en programmation lineaire\,: {Elaboration} et mise en oeuvre de procedures de projection exacte et approchee {(Interior point methods for linear programming\,: Computing exact and approximate projections)}", year = "1991", school = "Laboratoire de Analyse et Modelisation de Systemes pour l'Aide a la Decision (LAMSADE), Universite de Paris Dauphine", address = "F--75775~Paris~Cedex~16, France", note = "(In French)" } @article{ipm:Takehara1, author = "H. Takehara", title = "An interior point algorithm for large scale portfolio optimization", journal = "Annals of Operations Research", volume = "45", year = "1993", pages = "373--386" } @phdthesis{ipm:Tamiz1, author = "M. Tamiz", title = "Design, implementation and testing a general linear programming system exploiting sparsity", year = "1986", school = "Department of Mathematics and Statistics, Brunel University", address = "Uxbridge, Middlesex~UB8\,3PH, United Kingdom" } @article{ipm:Tamura1, author = "A. Tamura and H. Takehara and K. Fukuda and S. Fujishige and M. Kojima", title = "A dual interior primal simplex method for linear programming", journal = "Journal of the Operations Research Society of Japan", volume = "31", year = "1988", pages = "413--429" } @article{ipm:Tamura2, author = "T. E. Tamura", title = "Characteristics of {Karmarkar} method compared with simplex method", journal = "Bulletin of Nagoya Institute of Technology (Nagoya, Japan)", volume = "38", year = "1986", pages = "251--256", note = "(In Japanese)" } @techreport{ipm:Tan1, author = "K. C. Tan and R. M. Freund", title = "Newton's method for general parametric center problem with applications", type = "{Technical Report}", number = "RR~457", year = "1991", institution = "Department of Mathematics, National University of Singapore", address = "Singapore~0511" } @inproceedings{ipm:Tanabe1, author = "K. Tanabe", title = "Complementarity--enforced centered {N}ewton method for mathematical programming", booktitle = "New Methods for Linear Programming", editor = "K. Tone", year = "1987", pages = "118--144", address = "The Institute of Statistical Mathematics, 4--6--7~Minami Azabu, Minatoku, Tokyo~106, Japan" } @incollection{ipm:Tanabe2, author = "K. Tanabe", title = "Centered {Newton} method for mathematical programming", booktitle = "System Modelling and Optimization\,: Proceedings of the 13th IFIP Conference, Tokyo, Japan, Aug./Sept.~1987", editor = "M. Iri and K. Yajima", year = "1988", pages = "197--206", series = "Lecture Notes in Control and Information Sciences", volume = "113", publisher = "Springer Verlag", address = "Berlin, Germany" } @techreport{ipm:Tanabe3, author = "K. Tanabe", title = "Centered {N}ewton method for linear programming exterior point method", type = "{Talk held at the First International Symposium on Interior Point Methods for Linear Programming\,: Theory and Practice, in Scheveningen, The Netherlands}", year = "1990", month = "January", institution = "The Institute of Statistical Mathematics", address = "4--6--7~Minami Azabu, Minatoku, Tokyo~106, Japan" } @techreport{ipm:Tanabe4, author = "K. Tanabe", title = "Center flattening transformation and a centered {N}ewton method for linear programming", type = "{Technical Report}", year = "1987", institution = "The Institute of Statistical Mathematics", address = "4--6--7~Minami Azabu, Minatoku, Tokyo~106, Japan" } @article{ipm:Tanabe5, author = "K. Tanabe and T. Tsuchiya", title = "Global analysis of dynamical systems associated with {Karmarkar's} method for linear programming", journal = "Proceedings of the Annual Meeting of the Operations Research Society of Japan", year = "1987", pages = "132--133" } @article{ipm:Tanabe6, author = "K. Tanabe", title = "Centered {Newton} method for liner programming and quadratic programming", journal = "Proceedings of the 8th Mathematical Programming Symposium in Japan", year = "1987", pages = "131--152" } @incollection{ipm:Tanabe7, author = "K. Tanabe", title = "Centered {Newton} method for linear programming\,: {Interior} and {''exterior''} point method", booktitle = "New Methods for Linear Programming~3", editor = "K. Tone", year = "1990", pages = "98--100", publisher = "Institute of Statistical Mathematics", address = "Tokyo, Japan", note = "In Japanese" } @techreport{ipm:Tanabe8, author = "K. Tanabe", title = "Center {Newton} methods and differential geometry of optimization", type = "{Cooperative Research Report}", number = "89", year = "1996", institution = "The Institute of Statistical Mathematics", address = "4--6--7~Minami Azabu, Minatoku, Tokyo~106, Japan", note = "Contains 38 references related to the subject" } @article{ipm:Tang1, author = "H.--W. Tang and G.--B. Li", title = "Karmarkar's algorithm and fractional linear programming", journal = "Journal of the Dalian Institute of Technology", volume = "25", year = "1986", pages = "79--83 (suppl.)", note = "(In Chinese)" } @article{ipm:Tapia1, author = "R. A. Tapia", title = "Current research in numerical optimization", journal = "SIAM News", volume = "20", year = "1987", month = "March", pages = "10--11" } @techreport{ipm:Tapia2, author = "R. A. Tapia", title = "Accelerating interior--point methods", type = "{Talk held at the Symposium on Mathematical Programming in Oberwolfach, Germany}", year = "1990", month = "January", institution = "Department of Mathematical Sciences, Rice University", address = "Houston, TX~77251, USA" } @techreport{ipm:Tapia3, author = "R. A. Tapia and Y. Zhang", title = "An optimal basis identification technique for interior point linear programming methods", type = "{Technical Report}", number = "TR--89--01", year = "1989", month = "April", institution = "Department of Mathematical Sciences, Rice University", address = "Houston, TX~77251, USA", note = "Revised September 1990. Essentially contained in Tapia and Zhang \cite{ipm:Tapia7}" } @techreport{ipm:Tapia4, author = "R. A. Tapia and Y. Zhang", title = "Accelerating the convergence of interior point methods", type = "{Talk held at the SIAM Annual Meeting in Chicago, IL, USA}", year = "1990", month = "July", institution = "Department of Mathematical Sciences, Rice University", address = "Houston, TX~77251, USA" } @article{ipm:Tapia5, author = "R. A. Tapia and Y. Zhang", title = "A cubically convergent method for locating a nearby vertex in linear programming", journal = "Journal of Optimization Theory and Applications", volume = "67", year = "1990", pages = "217--225" } @techreport{ipm:Tapia6, author = "R. A. Tapia and Y. Zhang", title = "A polynomial and superlinearly convergent primal--dual interior algorithm for linear programming", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Nashville, Tennessee, USA}", year = "1991", month = "May", institution = "Department of Mathematical Sciences, Rice University", address = "Houston, TX~77251, USA" } @article{ipm:Tapia7, author = "R. A. Tapia and Y. Zhang", title = "An optimal--basis identification technique for interior--point linear programming algorithms", journal = "Linear Algebra and Its Applications", volume = "152", year = "1991", pages = "343--363" } @article{ipm:Tapia8, author = "R. A. Tapia and Y. Zhang and M. Saltzman and A. Weiser", title = "The {Mehrotra} predictor--corrector interior--point method as a perturbed composite {Newton} method", journal = "SIAM Journal on Optimization", volume = "6", year = "1996", pages = "47--56" } @article{ipm:Tapia9, author = "R. A. Tapia and Y. Zhang and Y. Ye", title = "On the convergence of the iteration sequence in primal--dual interior point methods", journal = "Mathematical Programming", volume = "68", year = "1995", pages = "141--154" } @techreport{ipm:Tapia10, author = "R. A. Tapia and Y. Zhang", title = "Interpretation and optimality properties of the {Karmarkar} algorithm", type = "{Technical Report}", number = "(in preparation)", year = "1992", institution = "Department of Mathematical Sciences, Rice University", address = "Houston, TX~77251, USA" } @article{ipm:Tapia11, author = "R. A. Tapia and Y. Zhang", title = "On the quadratic convergence of the singular {Newton's} method", journal = "SIAG/OPT Views--and--News, A forum for the SIAM Activity Group on Optimization", volume = "1", year = "1992", pages = "6--8" } @techreport{ipm:Tapia12, author = "R. A. Tapia", title = "On the fundamental role of interior--point methodology in constrained optimization", type = "{Technical Report}", number = "TR~97--06", year = "1997", institution = "Department of Computational and Applied Mathematics, Rice University", address = "Houston, TX~77251, USA" } @article{ipm:Tarasov1, author = "S. P. Tarasov and L. G. Khachiyan and I. I. 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Vial", title = "Computing maximum likelihood estimators of convex density functions", type = "{Technical Report}", number = "95--49", year = "1995", institution = "Faculty of Technical Mathematics and Informatics, TU Delft", address = "NL--2600~GA~Delft, The Netherlands" } @techreport{ipm:Terlaky4, author = "T. Terlaky and T. Tsuchiya", title = "A note on {Mascarenhas'} counter example about global convergence of the affine scaling algorithm", type = "{Research Memorandum}", number = "596", year = "1996", month = "March", institution = "The Institute of Statistical Mathematics", address = "4--6--7~Minami--Azabu, Minato--ku, Tokyo~106, Japan" } @techreport{ipm:Terlaky5, author = "T. Terlaky", title = "An easy way to teach interior--point methods", type = "{Technical Report}", number = "98--24", year = "1998", institution = "Faculty of Information Technology and Systems Subfaculty of Technical Mathematics and Informatics, Department of Statistics, Stochastic and Operations Research Delft University of Technology", address = "P.O.\,Box\,5031, NL--2600~GA~Delft, The Netherlands" } @article{ipm:Thompson1, author = "R. G. Thompson and P. S. Dharmapala and J. B. Diaz and M. D. Gonzalez--Lima and R. M. Thrall", title = "{DEA} multiplier analytic center sensitivity with an illustrative application to independent oil companies", journal = "Annals of Operations Research", volume = "66", year = "1996", pages = "163--177" } @techreport{ipm:Thys1, author = "R. Thys and {C. van} Nuffelen", title = "An implementation of {Karmarkar's} interior point algorithm", type = "{Working Paper}", number = "89--124", year = "1989", institution = "Department of Economics and Econometrics, University of Antwerpen", address = "Antwerpen, Belgium" } @incollection{ipm:Tits1, author = "A. L. Tits and J. L. Zhou", title = "A simple, quadratically convergent interior point algorithm for linear programming and convex quadratic programming", booktitle = "Large--Scale Optimization\,: The State--of--the --Art", editor = "W. W. Hager and D. W. Hearn and P. M. Pardalos", year = "1994", pages = "411--427", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @article{ipm:Todd1, author = "M. J. Todd", title = "A review of {N. Karmarkar}", journal = "Computing Reviews", volume = "27", year = "1986", month = "March", pages = "95--96" } @incollection{ipm:Todd2, author = "M. J. Todd", title = "Polynomial algorithms for linear programming", booktitle = "Advances in Optimization and Control, Proceedings of the Conference {''Optimization Days '86''} held at Montreal, Quebec, Canada, April/May 1986", editor = "H. A. Eiselt", year = "1988", pages = "49--66", series = "Lecture Notes in Economics and Mathematical Systems", volume = "302", publisher = "Springer Verlag", address = "Berlin, Germany" } @article{ipm:Todd3, author = "M. J. Todd", title = "Improved bounds and containing ellipsoids in {Karmarkar's} linear programming algorithm", journal = "Mathematics of Operations Research", volume = "13", year = "1988", pages = "650--659" } @article{ipm:Todd4, author = "M. J. Todd", title = "Exploiting special structure in {Karmarkar's} algorithm for linear programming", journal = "Mathematical Programming", volume = "41", year = "1988", pages = "97--113" } @article{ipm:Todd5, author = "M. J. Todd", title = "A {Dantzig--Wolfe--like variant of Karmarkar's} interior--point linear programming algorithm", journal = "Operations Research", volume = "38", year = "1990", pages = "1006--1018" } @techreport{ipm:Todd6, author = "M. J. Todd", title = "The effects of degeneracy and sparsity on {Karmarkar's} projective algorithm and its variants", type = "{Technical Report}", year = "1988", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA", note = "See Todd \cite{ipm:Todd9}" } @incollection{ipm:Todd7, author = "M. J. Todd", title = "Recent developments and new directions in linear programming", booktitle = "Mathematical Programming\,: Recent Developments and Applications", editor = "M. Iri and K. Tanabe", year = "1989", pages = "109--157", publisher = "Kluwer Academic Press", address = "Dordrecht, The Netherlands" } @article{ipm:Todd8, author = "M. J. Todd", title = "On {Anstreicher's} combined {phase\,I\,--\,phase\,II} projective algorithm for linear programming", journal = "Mathematical Programming", volume = "55", year = "1992", pages = "1--15" } @incollection{ipm:Todd9, author = "M. J. Todd", title = "The effects of degeneracy, null and unbounded variables on variants of {Karmarkar's} linear programming algorithm", booktitle = "Large--Scale Numerical Optimization, Papers from the Workshop held at Cornell University, Ithaca, NY, USA, October 1989", series = "SIAM Proceedings in Applied Mathematics", volume = "46", year = "1990", pages = "81--91", editor = "T. F. Coleman and Y. Li", publisher = "Society of Industrial and Applied Mathematics (SIAM)", address = "Philadelphia, PA, USA" } @article{ipm:Todd10, author = "M. J. Todd", title = "The affine--scaling direction for linear programming is a limit of projective--scaling directions", journal = "Linear Algebra and Its Applications", volume = "152", year = "1991", pages = "93--105" } @techreport{ipm:Todd11, author = "M. J. Todd", title = "Anticipated behavior of {Karmarkar's} algorithm", type = "{Technical Report}", number = "879", month = "December", year = "1989", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA" } @techreport{ipm:Todd12, author = "M. J. Todd", title = "Anticipated behavior of interior point methods for linear programming", type = "{Talk held at the Symposium on Mathematical Programming in Oberwolfach, Germany}", year = "1990", month = "January", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA", note = "See Todd \cite{ipm:Todd11}, Mizuno et al.\,% \cite{ipm:Mizuno4,ipm:Mizuno5}" } @article{ipm:Todd13, author = "M. J. Todd", title = "A low complexity interior point algorithm for linear programming", journal = "SIAM Journal on Optimization", volume = "2", year = "1992", pages = "198--209" } @article{ipm:Todd14, author = "M. J. Todd and B. P. Burrell", title = "An extension of {Karmarkar's} algorithm for linear programming using dual variables", journal = "Algorithmica", volume = "1", number = "4", year = "1986", pages = "409--424" } @techreport{ipm:Todd15, author = "M. J. Todd and C. C. Gonzaga", title = "An ${O(\sqrt{n}L)}$--iteration large--step primal--dual affine algorithm for linear programming", type = "{Talk held at the First International Symposium on Interior Point Methods for Linear Programming\,: Theory and Practice, in Scheveningen, The Netherlands}", year = "1990", month = "January", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA", note = "See Gonzaga and Todd \cite{ipm:Gonzaga12}" } @article{ipm:Todd16, author = "M. J. Todd and Y. Wang", title = "On combined {phase\,I\,--\,phase\,II} projective methods for linear programming", journal = "Algorithmica", volume = "9", number = "1", year = "1993", pages = "64--83" } @article{ipm:Todd17, author = "M. J. Todd and Y. Ye", title = "A centered projective algorithm for linear programming", journal = "Mathematics of Operations Research", volume = "15", year = "1990", pages = "508--529" } @techreport{ipm:Todd18, author = "M. J. Todd", title = "Projected scaled steepest descent in {Kojima--Mizuno--Yoshise's} potential reduction algorithm for the linear complementarity problem", type = "{Technical Report}", number = "950", year = "1990", month = "December", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA" } @article{ipm:Todd19, author = "M. J. Todd", title = "Combining {phase\,I and phase\,II} in a potential reduction algorithm for linear programming", journal = "Mathematical Programming", volume = "59", year = "1993", pages = "133--150" } @article{ipm:Todd20, author = "M. J. Todd and J.--Ph. Vial", title = "Todd's low--complexity algorithm is a predictor--corrector path--following method", journal = "Operations Research Letters", volume = "11", year = "1992", pages = "199--207" } @techreport{ipm:Todd21, author = "M. J. Todd and Y. Wang", title = "A projective algorithm for convex quadratic programming", type = "{Technical Report}", year = "1991", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA" } @article{ipm:Todd22, author = "M. J. Todd", title = "Playing with interior points", journal = "Mathematical Programming Society Committee on Algorithms (COAL) Newsletter", volume = "19", year = "1991", month = "August", pages = "17--25" } @techreport{ipm:Todd23, author = "M. J. Todd and S. Mizuno and Y. Ye", title = "Anticipated behavior of path--following algorithms for linear programming", type = "{Talk held at the Second Asilomar Workshop on Progress in Mathematical Programming, Asilomar, CA, USA}", year = "1990", month = "February", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA", note = "See Mizuno et al.\ \cite{ipm:Mizuno4}" } @article{ipm:Todd24, author = "M. J. Todd", title = "Probabilistic models in linear programming", journal = "Mathematics of Operations Research", volume = "16", number = "4", year = "1991", pages = "671--693" } @techreport{ipm:Todd25, author = "M. J. Todd", title = "Recent developments on interior point methods for linear programming", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA", note = "There is no underlying report" } @techreport{ipm:Todd26, author = "M. J. Todd", title = "Another derivation of the {Karmarkar} direction for linear programming", type = "{Technical Report}", number = "91--20", year = "1991", month = "December", institution = "Computational Optimization Project, Center for Applied Mathematics, Cornell University", address = "Ithaca, NY~14853--3801, USA" } @article{ipm:Todd27, author = "M. J. Todd", title = "Interior--point algorithms for semi--infinite programming", journal = "Mathematical Programming", volume = "65", year = "1994", pages = "217--245" } @incollection{ipm:Todd28, author = "M. J. Todd", title = "Analysis of interior--point methods for linear programming problems with variable upper bounds", booktitle = "Advances in Optimization and Numerical Analysis (Proceedings of the Sixth Workshop on Optimization and Numerical Analysis, Oaxaca, Mexico, 1992)", editor = "S. Gomez and J. P. Hennart", year = "1994", pages = "1--23", series = "Mathematics and Its Applications", volume = "275", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @techreport{ipm:Todd29, author = "M. J. Todd", title = "A lower bound on the number of iterations of primal--dual interior--point methods for linear programming", type = "{Technical Report}", number = "1050", year = "1993", month = "March", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA", note = "Revised June 1993" } @article{ipm:Todd30, author = "M. J. Todd", title = "Theory and practice for interior--point methods", journal = "ORSA Journal on Computing", volume = "6", year = "1994", pages = "28--31" } @incollection{ipm:Todd31, author = "M. J. Todd", title = "On lower bound on the number of iteration of an interior--point algorithm for linear programming", booktitle = "Numerical Analysis 1993", editor = "D. F. Griffiths and G. A. Watson", year = "1994", pages = "237--259", series = "Pitman Research Notes in Mathematics", volume = "303", publisher = "Longman Scientific \& Technical", address = "Harlow, United Kingdom", note = "See also Todd and Ye \cite{ipm:Todd33}" } @article{ipm:Todd32, author = "M. J. Todd", title = "Scaling, shifting and weighting in interior--point methods", journal = "Computational Optimization and Applications", volume = "3", year = "1994", pages = "305--315" } @article{ipm:Todd33, author = "M. J. Todd and Y. Ye", title = "A lower bound on the number of iterations of long--step primal--dual linear programming algorithms", journal = "Annals of Operations Research", volume = "62", year = "1996", pages = "233--252" } @techreport{ipm:Todd34, author = "M. J. Todd and S. Herzel", title = "Interior point algorithms for a class of convex programming problems", type = "{Technical Report}", number = "1097", year = "1994", month = "June", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA", } @article{ipm:Todd35, author = "M. J. Todd and Y. Ye", title = "Approximate {Farkas Lemmas} and stopping rules for iterative infeasible--point algorithms for linear programming", journal = "Mathematical Programming", volume = "81", year = "1998", pages = "1--21" } @article{ipm:Todd36, author = "M. J. Todd", title = "Potential--reduction methods in mathematical programming", journal = "Mathematical Programming", volume = "76", year = "1997", pages = "3--45" } @article{ipm:Todd37, author = "M. J. Todd and K. Toh and R. T{\"u}t{\"u}nc{\"u}", title = "On the {Nesterov--Todd} direction in semidefinite programming", journal = "SIAM Journal on Optimization", volume = "8", year = "1998", pages = "769--796" } @incollection{ipm:Todd38, author = "M. J. Todd", title = "On adjusting parameters in homotopy methods for linear programming", booktitle = "Approximation Theory and Optimization", editor = "", year = "1997", pages = "201--220", publisher = "Cambridge University Press", address = "Cambridge, UK" } @techreport{ipm:Todd39, author = "M. J. Todd", title = "On search directions in interior--point methods for semidefinite programming", type = "{Technical Report}", number = "1205", year = "1997", month = "October", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA", } @techreport{ipm:Todd40, author = "M. J. Todd", title = "A short history of interior--point methods", type = "{Technical Report}", number = "", year = "1998", month = "", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA" } @techreport{ipm:Todd41, author = "M. J. Todd and L. Tun{\c c}el and Y. Ye", title = "Probabilistic analysis of two complexity measures for linear programming problems", type = "{Technical Report}", number = "TR~1219", year = "1998", month = "October", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA", note = "Also available as {\it{CORR 98--48, Department of Combinatorics and Optimization, University of Waterloo, Waterloo, Ontario, Canada, October 1998}}" } @techreport{ipm:Toh1, author = "K. C. Toh and M. J. Todd and R. H. T{\"u}t{\"u}nc{\"u}", title = "{SDPT3 -- A MATLAB software package for semidefinite programming}", type = "{Manuscript}", year = "1996", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA" } @techreport{ipm:Toh2, author = "K. C. Toh", title = "Search directions for primal--dual interior point methods in semidefinite programming", type = "{Technical Report}", year = "1997", month = "July", institution = "Department of Mathematics, National University of Singapore", address = "Singapore~0511" } @techreport{ipm:Tolla1, author = "P. Tolla", title = "Validation numerique de l'algorithme de {Karmarkar} {(Numerical validation of Karmarkar's algorithm)}", type = "Cahier", number = "76", year = "1987", month = "April", institution = "Laboratoire de Analyse et Modelisation de Systemes pour l'Aide a la Decision (LAMSADE), Universite de Paris Dauphine", address = "F--75775~Paris~Cedex~16, France", note = "(In French)" } @techreport{ipm:Tolla2, author = "P. Tolla", title = "Amelioration des performances de l'algorithme de {Karmarkar} dans le cas de programmes lineaires a variables bornees superieurement {(Improvment of the efficiency of {Karmarkar's algorithm} for linear programs with upper bounded variables)}", type = "Cahier", number = "82", year = "1987", month = "November", institution = "Laboratoire de Analyse et Modelisation de Systemes pour l'Aide a la Decision (LAMSADE), Universite de Paris Dauphine", address = "F--75775~Paris~Cedex~16, France", note = "(In French)" } @incollection{ipm:Tolla3, author = "P. Tolla", title = "Optimal termination criterion and optimal solution accuracy test in the {Karmarkar's} algorithm", booktitle = "Numerical and Applied Mathematics, Part~II. Papers from the Twelfth IMACS World Congress on Scientific Computation in Paris, France, July 1988", editor = "C. Brezinski", series = "IMACS Annals of Computational and Applied Mathematics", volume = "1.2", year = "1989", pages = "629--633", publisher = "Baltzer Verlag", address = "Basel, Switzerland" } @incollection{ipm:Tolla4, author = "P. Tolla", title = "Elaboration de logiciels efficaces utilisant l'algorithme de {Karmarkar} {(Elaboration of a computationally efficient utilization of Karmarkar's algorithm)}", booktitle = "New Methods in Optimization and Their Industrial Uses", editor = "J. P. Penot", series = "International Series of Numerical Mathematics", volume = "87", year = "1989", pages = "173--190", publisher = "Birkh{\"a}user Verlag", address = "Basel, Switzerland", note = "(In French)" } @techreport{ipm:Tolla5, author = "P. Tolla", title = "Implementation and validation of interior point methods for linear programming", type = "{Talk held at the TIMS/SOBRAPO Joint International Meeting in Rio de Janeiro, Brazil}", year = "1991", month = "July", institution = "Laboratoire de Analyse et Modelisation de Systemes pour l'Aide a la Decision (LAMSADE), Universite de Paris Dauphine", address = "F--75775~Paris~Cedex~16, France" } @techreport{ipm:Tolla6, author = "P. Tolla", title = "New numerical results on {Karmarkar's} algorithm", type = "Cahier", number = "", year = "1988", institution = "Laboratoire de Analyse et Modelisation de Systemes pour l'Aide a la Decision (LAMSADE), Universite de Paris Dauphine", address = "F--75775~Paris~Cedex~16, France" } @unpublished{ipm:Tomlin1, author = "J. A. Tomlin", title = "Experimental results with an implementation of the projective method", type = "{Manuscript}", year = "1985", note = "Early draft of Tomlin \cite{ipm:Tomlin2}" } @article{ipm:Tomlin2, author = "J. A. Tomlin", title = "An experimental approach to {Karmarkar's} projective method for linear programming", journal = "Mathematical Programming Study", volume = "31", year = "1987", pages = "175--191" } @incollection{ipm:Tomlin3, author = "J. A. Tomlin", title = "A note on comparing simplex and interior methods for linear programming", booktitle = "Progress in Mathematical Programming\,: Interior Point and Related Methods", publisher = "Springer Verlag", address = "New York", editor = "N. Megiddo", year = "1989", pages = "91--104", note = "See also Forrest and Tomlin \cite{ipm:Forrest2}" } @techreport{ipm:Tomlin4, author = "J. A. Tomlin and J. S. Welch", title = "Implementing an interior point method in a mathematical programming system\,: {Part\,I}", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Miami, FL, USA}", year = "1986", month = "October", institution = "Ketron Management Science, Inc.", address = "Mountain View, CA~94040, USA", note = "See also Forrest and Tomlin \cite{ipm:Forrest2}" } @techreport{ipm:Tomlin5, author = "J. A. Tomlin and J. S. Welch", title = "Implementing an interior point method in a mathematical programming system", type = "{Talk held at the ORSA/TIMS Joint National Meeting in New Orleans, USA}", year = "1987", month = "May", institution = "Ketron Management Science, Inc.", address = "Mountain View, CA~94040, USA", note = "See also Forrest and Tomlin \cite{ipm:Forrest2}, and Tomlin \cite{ipm:Tomlin3}" } @techreport{ipm:Tomlin6, author = "J. A. Tomlin and J. J. Forrest", title = "Switching from interior to vertex solutions in {OSL (Optimization Subroutine Library)}", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Orlando, FL, USA}", year = "1992", month = "April", institution = "IBM Almaden Research Center", address = "San Jose, CA~95120, USA", note = "See also Forrest and Tomlin \cite{ipm:Forrest2}" } @incollection{ipm:Tomlin7, author = "J. A. Tomlin and J. S. Welsch", title = "{Mathematical Programming Systems}", booktitle = "Computing", publisher = "North Holland", address = "Amsterdam, The Netherlands", editor = "E. G. {Coffman, Jr.} and J. K. Lenstra and A. H. G. {Rinnooy Kan}", series = "Handbooks in Operations Research and Management Science", volume = "3", year = "1992", pages = "561--601", note = "See also Forrest and Tomlin \cite{ipm:Forrest2}" } @inproceedings{ipm:Tompkins1, author = "C. B. Tompkins", title = "Projection methods in calculation", booktitle = "Proceedings of the Second Symposium in Linear Programming", editor = "H. A. Antosiewicz", year = "1955", pages = "425--448", address = "U.~S.~Air Force, Washington, DC, USA" } @article{ipm:Tompkins2, author = "C. B. Tompkins", title = "Some methods of computational attack on programming problems, other than the simplex method", journal = "Naval Research Logistics Quarterly", volume = "4", year = "1957", pages = "95--96" } @techreport{ipm:Tone1, author = "K. Tone", title = "A hybrid method for linear programming", type = "{Technical Report}", number = "85--B--1", year = "1985", institution = "Graduate School for Policy Science, Saitama University", address = "Urawa, Saitama~338, Japan" } @techreport{ipm:Tone2, author = "K. Tone", title = "An implementation of a revised {Karmarkar} method", type = "{Technical Report}", year = "1986/87", institution = "Graduate School for Policy Science, Saitama University", address = "Urawa, Saitama~338, Japan" } @article{ipm:Tone3, author = "K. Tone", title = "Linear programming and {Karmarkar} patents", journal = "Systems, Control and Information", volume = "34", number = "5", year = "1990", month = "April", pages = "209--215", note = "(In Japanese)" } @techreport{ipm:Tone4, author = "K. Tone", title = "An {$O(\sqrt{n}L)$} iteration large--step logarithmic barrier function algorithm for linear programming", type = "{Research Report}", number = "89--B--5", year = "1989", institution = "Graduate School for Policy Science, Saitama University", address = "Urawa, Saitama~338, Japan" } @article{ipm:Tone5, author = "K. Tone", title = "An active--set strategy in interior point method for linear programming", journal = "Mathematical Programming", volume = "59", year = "1993", pages = "345--360" } @article{ipm:Tone6, author = "K. Tone", title = "Remarks on potential versus barrier function methods for linear programming", journal = "Journal of the Operations Research Society of Japan", volume = "34", number = "4", year = "1991", pages = "436--448" } @techreport{ipm:Torabi1, author = "M. Torabi", title = "Decomposed block {Cholesky} factorization in the {Karmarkar} algorithm\,: {A} proposed scheme for solving a class of super large {LP} problems", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Las Vegas, NV, USA}", year = "1990", month = "May", institution = "AT~\&~T Bell Laboratories", address = "Holmdel, NJ~07733, USA" } @article{ipm:Torabi2, author = "M. Torabi", title = "Decomposed block {Cholesky} factorization in the {Karmarkar} algorithm.~{S}olving a class of super large {LP} problems", journal = "Computers and Mathematics with Applications", volume = "20", number = "2", year = "1990", pages = "1--7" } @article{ipm:Torres1, author = "G. L. Torres and V. H. Quintana", title = "Optimal power flow via interior point methods\,: {An} educational tool in {MATLAB}", journal = "Proceedings of the 1996 Canadian Conference on Electrical and Computer Engineering", volume = "2/2", year = "1996", pages = "996--999" } @techreport{ipm:Tovey1, author = "C. A. Tovey", title = "Integrating {Karmarkar's} algorithm into the curriculum", type = "{Workshop held at the ORSA/TIMS Joint National Meeting in Miami Beach, FL, USA}", year = "1986", month = "October", institution = "School of Industrial and Systems Engineering, Georgia Technology Institute", address = "Atlanta, GA~30322--0205, USA" } @article{ipm:Tovey2, author = "C. A. Tovey", title = "The challenge\,: {Teaching Karmarkar's} algorithm", journal = "OR/MS Today", volume = "15", number = "2", year = "1988", month = "April", pages = "18--19" } @techreport{ipm:Trafalis1, author = "T. B. Trafalis and T. L. Morin", title = "Interior point methods in multiobjective convex optimization", type = "{Talk held at the TIMS/SOBRAPO Joint International Meeting in Rio de Janeiro, Brazil}", year = "1991", month = "July", institution = "School of Industrial Engineering, University of Oklahoma", address = "Norman, OK~73019, USA" } @phdthesis{ipm:Trafalis2, author = "T. B. Trafalis", title = "Efficient faces of a polytope\,: {Interior} methods in multiple objective optimization", year = "1989", month = "August", school = "Department of Mathematics and Computer Science, School of Industrial Engineering, Purdue University", address = "West Lafayette, IN~47907, USA" } @techreport{ipm:Trafalis3, author = "T. B. Trafalis", title = "Interior point methods in backpropagation neural networks", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Anaheim, CA, USA}", year = "1991", month = "November", institution = "School of Industrial Engineering, University of Oklahoma", address = "Norman, OK~73019, USA" } @techreport{ipm:Trafalis4, author = "T. B. Trafalis", title = "A method of centers that computes {Pareto} solutions of cooperative games in polynomial time", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Orlando, FL, USA}", year = "1992", month = "April", institution = "School of Industrial Engineering, University of Oklahoma", address = "Norman, OK~73019, USA" } @incollection{ipm:Trafalis5, author = "T. B. Trafalis and N. P. Cou{\"e}llan", title = "Neural network training via a primal--dual interior point method for linear programming", booktitle = "Proceedings of the World Congress on Neural Networks, Vol. 2 (San Diego, June 1994)", publisher = "Lawrence Erlbaum Associates", address = "Hillsdale, NJ, USA", year = "1994", pages = "798--803" } @article{ipm:Trafalis6, author = "T. B. Trafalis and N. P. Cou{\"e}llan", title = "Neural network training via an affine scaling quadratic optimization algorithm", journal = "Neural Networks", volume = "9", year = "1996", pages = "475--481" } @article{ipm:Trafalis7, author = "T. B. Trafalis and R. K. Parekh", title = "Primal--dual training of artificial neural networks with an $L_{\infty}$ error", journal = "Proceedings of the Conference on Artificial Neural Networks in Engineering (ANNIE\,'95)", volume = "", year = "1995", pages = "233--238" } @incollection{ipm:Trafalis8, author = "T. B. Trafalis and T. A. Tutunji and N. P. Cou{\"e}llan", title = "Interior point methods for supervised training of artificial neural networks with bounded weights", booktitle = "Network Optimization", editor = "P. M. Pardalos and D. W. Hearn and W. W. Hager", series = "Lecture Notes in Economics and Mathematical Syxstems", volume = "450", publisher = "Springer Verlag", address = "Berlin, Germany", year = "1997", pages = "441--470" } @techreport{ipm:Trafalis9, author = "T. B. Trafalis and T. Terlaky and J. P. Warners and C. Roos", title = "Unsupervised neural network training via a potential reduction approach", type = "{Technical Report}", number = "96--172", year = "1996", institution = "Faculty of Technical Mathematics and Informatics, Delft University of Technology", address = "NL--2600 Delft, The Netherlands" } @article{ipm:Trafalis10, author = "T. B. Trafalis and N. P. Couellan and S. C. Bertrand", title = "Training of supervised neural networks via a nonlinear primal--dual interior--point method", journal = "IEEE Proceedings of the International Conference on Neural Networks", volume = "", year = "1997", pages = "2017--2031" } @article{ipm:Tsao1, author = "H.--S. J. Tsao and S.--C. Fang", title = "An unconstrained dual approach to solving {Karmarkar--type} linear programs using conventional barrier functions", journal = "Zeitschrift f{\"u}r Operations Research---Methods and Models of Operations Research", volume = "42", year = "1995", pages = "325--343" } @article{ipm:Tseng1, author = "P. Tseng", title = "A simple complexity proof for a polynomial--time linear programming algorithm", journal = "Operations Research Letters", volume = "8", year = "1989", pages = "155--159" } @article{ipm:Tseng2, author = "P. Tseng", title = "Global linear convergence of a path--following algorithm for some monotone variational inequality problems", journal = "Journal of Optimization Theory and Applications", volume = "75", number = "2", year = "1992", pages = "265--279" } @article{ipm:Tseng3, author = "P. Tseng and Z. Q. Luo", title = "On the convergence of the affine--scaling algorithm", journal = "Mathematical Programming", volume = "52", year = "1992", pages = "301--319" } @article{ipm:Tseng4, author = "P. Tseng", title = "A path--following algorithm for linear programming using quadratic and logarithmic penalty functions", journal = "SIAM Journal on Control and Optimization", volume = "31", year = "1993", pages = "1578--1598" } @techreport{ipm:Tseng5, author = "P. Tseng", title = "Path following by alternating minimization", type = "{Technical Report}", year = "1991", month = "April", institution = "Department of Mathematics, GN--50, University of Washington", address = "Seattle, WA~98195, USA" } @article{ipm:Tseng6, author = "P. Tseng", title = "Complexity analysis of a linear complementarity algorithm based on a {Lyapunov} function", journal = "Mathematical Programming", volume = "53", year = "1992", pages = "297--306" } @article{ipm:Tseng7, author = "P. Tseng", title = "Partial affine scaling for linearly constrained minimization", journal = "Mathematics of Operations Research", volume = "20", year = "1995", pages = "678--694" } @incollection{ipm:Tseng8, author = "P. Tseng", title = "Simplified analysis of an $O(nL)$--iteration infeasible predictor--corrector path--following method for monotone linear complementarity problems", booktitle = "Recent Trends in Optimization Theory and Applications", editor = "R. P. Agarwal", year = "1995", pages = "423--434", series = "World Science Series in Applied Analysis", volume = "5", publisher = "World Science Publishing", address = "River Edge, NJ, USA", } @techreport{ipm:Tseng9, author = "P. Tseng", title = "Search directions and convergence analysis of some infeasible path--following methods for the monotone semi--definite {LCP}", type = "{Technical Report}", year = "1996", institution = "Department of Mathematics, GN--50, University of Washington", address = "Seattle, WA~98195, USA" } @techreport{ipm:Tseng10, author = "P. Tseng", title = "Analysis of an infeasible interior path--following method for complementarity problems", type = "{Technical Report}", year = "1997", month = "August", institution = "Department of Mathematics, GN--50, University of Washington", address = "Seattle, WA~98195, USA", note = "Revised September 1997" } @article{ipm:Tsuchiya1, author = "T. Tsuchiya", title = "Global convergence of the affine scaling methods for degenerate linear programming problems", journal = "Mathematical Programming", volume = "52", year = "1991", pages = "377--404" } @article{ipm:Tsuchiya2, author = "T. Tsuchiya and K. Tanabe", title = "Local convergence properties of new methods in linear programming", journal = "Journal of the Operations Research Society of Japan", volume = "33", year = "1990", pages = "22--45" } @article{ipm:Tsuchiya3, author = "T. Tsuchiya", title = "Degenerate linear programming problems and the affine scaling method", journal = "Systems, Control and Information", volume = "34", number = "4", year = "1990", month = "April", pages = "216--222", note = "(In Japanese)" } @article{ipm:Tsuchiya4, author = "T. Tsuchiya", title = "On {Yamashita's method and Freund's method} for linear programming", journal = "Cooperative Research Report of the Institute of Statistical Mathematics", volume = "10", year = "1988", pages = "105--115", note = "(In Japanese)" } @article{ipm:Tsuchiya5, author = "T. Tsuchiya", title = "Dual standard form linear programming problems and {Karmarkar's} canonical form", journal = "Lecture Note of the Research Institute of Statistical Mathematics", volume = "676", year = "1988", pages = "330--336", note = "(In Japanese)" } @article{ipm:Tsuchiya6, author = "T. Tsuchiya", title = "Global convergence property of the affine scaling methods for primal degenerate linear programming problems", journal = "Mathematics of Operations Research", volume = "17", number = "3", year = "1992", pages = "527--557" } @techreport{ipm:Tsuchiya7, author = "T. Tsuchiya", title = "Local analysis of {Iri and Imai's} method for degenerate linear programming problems", type = "{Research Memorandum (in preparation)}", year = "1991", institution = "The Institute of Statistical Mathematics", address = "4--6--7~Minami--Azabu, Minato--ku, Tokyo~106, Japan", note = "This report has been finished as Tsuchiya \cite{ipm:Tsuchiya8}" } @article{ipm:Tsuchiya8, author = "T. Tsuchiya", title = "Quadratic convergence of {Iri--Imai's} method for degenerate linear programming problems", journal = "Journal of Optimization Theory and Applications", volume = "87", year = "1995", pages = "703--726" } @phdthesis{ipm:Tsuchiya9, author = "T. Tsuchiya", title = "A study on the global and local convergence properties of the interior point algorithms for linear programming", year = "1991", school = "Faculty of Engineering, The University of Tokyo", address = "Tokyo, Japan", note = "(In Japanese)" } @article{ipm:Tsuchiya10, author = "T. Tsuchiya and M. Muramatsu", title = "Global convergence of the long--step affine scaling algorithm for degenerate linear programming problems", journal = "SIAM Journal on Optimization", volume = "5", year = "1995", pages = "525--551" } @article{ipm:Tsuchiya11, author = "T. Tsuchiya", title = "Global convergence of the affine scaling algorithm for primal degenerate strictly convex quadratic programming problems", journal = "Annals of Operations Research", volume = "46/47", year = "1993", pages = "509--539" } @article{ipm:Tsuchiya12, author = "T. Tsuchiya and R. D. C. Monteiro", title = "Superlinear convergence of the affine scaling algorithm", journal = "Mathematical Programming", volume = "75", year = "1996", pages = "77--110" } @article{ipm:Tsuchiya13, author = "T. Tsuchiya", title = "Theoretical analysis of an affine scaling algorithm\,: {The} interior point method and a duality theorem", journal = "Proceedings of the Institute of Statistical Mathematics", volume = "42", year = "1994", pages = "277--296", note = "(In Japanese)" } @incollection{ipm:Tsuchiya14, author = "T. Tsuchiya", title = "Affine scaling algorithm", booktitle = "Interior Point Methods of Mathematical Programming", editor = "T. Terlaky", year = "1996", pages = "35--82", series = "Applied Optimization", volume = "5", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @techreport{ipm:Tsuchiya15, author = "T. Tsuchiya", title = "A new family of polynomial--time interior point algorithms for linear programming", type = "{Research Memorandum (in preparation)}", year = "1994", institution = "The Institute of Statistical Mathematics", address = "4--6--7~Minami--Azabu, Minato--ku, Tokyo~106, Japan" } @techreport{ipm:Tsuchiya16, author = "T. Tsuchiya", title = "A polynomial primal--dual path--following algorithm for second--order cone programming", type = "{Research Memorandum}", number = "649", year = "1997", month = "October", institution = "The Institute of Statistical Mathematics", address = "4--6--7~Minami--Azabu, Minato--ku, Tokyo~106, Japan" } @techreport{ipm:Tsuchiya17, author = "T. Tsuchiya", title = "A convergence analysis of the scaling--invariant primal--dual path--following algorithms for second--order cone programming", type = "{Research Memorandum}", number = "664", year = "1998", institution = "The Institute of Statistical Mathematics", address = "4--6--7~Minami--Azabu, Minato--ku, Tokyo~106, Japan" } @article{ipm:Tuetuencue1, author = "R. H. T{\"u}t{\"u}nc{\"u} and M. J. Todd", title = "Reducing horizontal linear complementarity problems", journal = "Linear Algebra and Its Applications", volume = "223/224", year = "1995", pages = "717--729" } @article{ipm:Tuncel1, author = "L. Tun{\c{c}}el", title = "On the convergence of primal--dual interior point methods with wide neighborhoods", journal = "Computational Optimization and Applications", volume = "4", year = "1995", pages = "139--158" } @techreport{ipm:Tuncel2, author = "L. Tun{\c{c}}el", title = "A note on the primal--dual affine scaling algorithms", type = "{Technical Report}", number = "92--8", year = "1992", month = "May", institution = "Computational Optimization Project, Center for Applied Mathematics, Cornell University", address = "Ithaca, NY~14853--3801, USA", note = "For generalizations and extensions see Tun{\c{c}}el \cite{ipm:Tuncel4}" } @article{ipm:Tuncel3, author = "L. Tun{\c{c}}el and M. J. Todd", title = "Asymptotic behavior of interior--point methods\,: {A} view from semi--infinite programming", journal = "Mathematics of Operations Research", volume = "21", year = "1996", pages = "354--381" } @article{ipm:Tuncel4, author = "L. Tun{\c{c}}el", title = "Constant potential primal--dual algorithms\,: {A} framework", journal = "Mathematical Programming", volume = "66", year = "1994", pages = "145--159" } @techreport{ipm:Tuncel5, author = "L. Tun{\c{c}}el", title = "A pseudo--polynomial complexity analysis for interior--point algorithms", type = "{Research Report}", number = "CORR\,93--16", year = "1993", institution = "Department of Combinatorics and Optimization, Faculty of Mathematics, University of Waterloo", address = "Waterloo, Ontario, Canada" } @techreport{ipm:Tuncel6, author = "L. Tun{\c{c}}el", title = "On the interplay among entropy, variable metrics and potential functions in interior--point algorithms", type = "{Research Report}", number = "CORR\,95--20", year = "1995", month = "September", institution = "Department of Combinatorics and Optimization, Faculty of Mathematics, University of Waterloo", address = "Waterloo, Ontario, Canada", note = "Also available as\,: Technical Report 1135, School of Operations Research and Industrial Engineering, Cornell University, Ithaca, NY~14853, USA, September 1995. See also Tun{\c{c}}el and Todd \cite{ipm:Tuncel8}" } @techreport{ipm:Tuncel7, author = "L. Tun{\c{c}}el", title = "Primal--dual symmetry and scale invariance of interior--point algorithms for convex optimization", type = "{Research Report}", number = "CORR\,96--18", year = "1996", month = "November", institution = "Department of Combinatorics and Optimization, Faculty of Mathematics, University of Waterloo", address = "Waterloo, Ontario, Canada" } @article{ipm:Tuncel8, author = "L. Tun{\c{c}}el and M. J. Todd", title = "On the interplay among entropy, variable metrics and potential functions in interior--point algorithms", journal = "Computational Optimization and Its Applications", volume = "8", year = "1997", pages = "5--19", note = "See also Tun{\c{c}}el \cite{ipm:Tuncel6}" } @techreport{ipm:Tuncel9, author = "L. Tun{\c{c}}el", title = "On the condition numbers for polyhedra in {Karmarkar's} form", type = "{Research Report}", number = "CORR\,97--24", year = "1997", month = "November", institution = "Department of Combinatorics and Optimization, Faculty of Mathematics, University of Waterloo", address = "Waterloo, Ontario~N2L\,3G1, Canada" } @techreport{ipm:Tuncel10, author = "L. Tun{\c{c}}el", title = "Primal-dual potential reduction algorithms for semidefinite programming", type = "{Research Report}", number = "", year = "1998", month = "March", institution = "Department of Combinatorics and Optimization, Faculty of Mathematics, University of Waterloo", address = "Waterloo, Ontario~N2L\,3G1, Canada", note = "To appear as {\em{Potential reduction and primal-dual methods}}, Semidefinite Programming and Applications, R. Saigal, L. Vandenberghe and H. Wolkowicz (eds.), Kluwer Academic Publishers, Boston, MA, USA" } @techreport{ipm:Tuncel11, author = "L. Tun{\c{c}}el", title = "Convex optimization: {Barrier} functions and interior-point methods", type = "{Research Report}", number = "B--336", year = "1998", month = "March", institution = "Department of Combinatorics and Optimization, Faculty of Mathematics, University of Waterloo", address = "Waterloo, Ontario~N2L\,3G1, Canada" } @techreport{ipm:Tuncel12, author = "L. Tun{\c{c}}el", title = "Approximating the complexity measure of Vavasis--Ye algorithm is {NP--hard}", type = "{Research Report}", number = "CORR~98--51", year = "1998", month = "November", institution = "Department of Combinatorics and Optimization, Faculty of Mathematics, University of Waterloo", address = "Waterloo, Ontario~N2L\,3G1, Canada" } @techreport{ipm:Turner1, author = "K. Turner", title = "A variable metric variant of the {Karmarkar} algorithm for linear programming", type = "{Technical Report}", number = "TR--87--13", year = "1987", institution = "Department of Mathematical Sciences, Rice University", address = "Houston, TX~77251, USA" } @article{ipm:Turner2, author = "K. Turner", title = "Computing projections for the {Karmarkar} algorithm", journal = "Linear Algebra and Its Applications", volume = "152", year = "1991", pages = "141--154" } @techreport{ipm:Tutuncu1, author = "R. T{\"u}t{\"u}nc{\"u}", title = "An infeasible--interior--point potential--reduction algorithm for linear programming", type = "{Technical Report}", number = "1136", year = "1996", month = "March", institution = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA", } @techreport{ipm:Ulbrich1, author = "M. Ulbrich and S. Ulbrich and M. Heinkenschloss", title = "Global convergence of trust--region interior--point algorithms for infinite--dimensional nonconvex minimization subject to pointwise bounds", type = "{Technical Report}", number = "TR~97--04", year = "1997", month = "March", institution = "Department of Computational and Applied Mathematics, Rice University", address = "Houston, TX~77251, USA" } @techreport{ipm:Ulbrich2, author = "M. Ulbrich and S. Ulbrich", title = "Superlinear convergence of affine--scaling interior--point {Newton} methods for infinite--dimensional problems with pointwise bounds", type = "{Technical Report}", number = "TR~97--05", year = "1997", institution = "Department of Computational and Applied Mathematics, Rice University", address = "Houston, TX~77251, USA" } @techreport{ipm:Urban1, author = "T. Urban and A. Tits and C. Lawrence", title = "A primal--dual interior--point method for nonconvex optimization with multiple logarithmic barrier parameters and with strong convergence properties", type = "{Technical Report}", number = "TR~98--27", year = "1998", institution = "Institute for Systems Research, University of Maryland", address = "College Park" } @techreport{ipm:Vaidya1, author = "P. M. Vaidya", title = "Linear programming and the center of a polytope", type = "{Technical Report}", year = "1988", institution = "AT~\&~T Bell Laboratories", address = "Murray Hill, NJ~07974, USA" } @incollection{ipm:Vaidya2, author = "P. M. Vaidya", title = "A locally well--behaved potential function and a simple {Newton}--type method for finding the center of a polytope", booktitle = "Progress in Mathematical Programming\,: Interior Point and Related Methods", publisher = "Springer Verlag", address = "New York", editor = "N. Megiddo", year = "1989", pages = "79--90" } @article{ipm:Vaidya3, author = "P. M. Vaidya", title = "A new algorithm for minimizing a convex function over convex sets", journal = "Mathematical Programming", volume = "73", year = "1996", pages = "291--341", note = "A condensed version is given in Vaidya \cite{ipm:Vaidya7}" } @article{ipm:Vaidya4, author = "P. M. Vaidya", title = "An algorithm for linear programming which requires ${O((m + n)n^2 + (m + n)^{1.5}nL)}$ arithmetic operations", journal = "Mathematical Programming", volume = "47", year = "1990", pages = "175--201", note = "Condensed version in\,: {\em Proceedings of the 19th Annual ACM Symposium on Theory of Computing, 29--38, 1987}" } @incollection{ipm:Vaidya5, author = "P. M. Vaidya", title = "Reducing the parallel complexity of certain linear programming problems", booktitle = "Proceedings of the 22nd Annual Symposium on Foundations of Computer Science\,(St.\,Louis, MO, USA, October 1990)", year = "1990", pages = "583--589", publisher = "IEEE Computer Society Press", address = "Los Alamitos, CA, USA" } @incollection{ipm:Vaidya6, author = "P. M. Vaidya", title = "Speeding--up linear programming using fast matrix multiplication", booktitle = "Proceedings of the 30th Annual Symposium on Foundations of Computer Science\,(Research Triangle Park, NC, USA, 1989)", year = "1990", pages = "332--337", publisher = "IEEE Computer Society Press", address = "Los Alamitos, CA, USA" } @incollection{ipm:Vaidya7, author = "P. M. Vaidya", title = "A new algorithm for minimizing a convex function over convex sets", booktitle = "Proceedings of the 30th Annual Symposium on Foundations of Computer Science\,(Research Triangle Park, NC, USA, 1989)", year = "1990", pages = "338--343", publisher = "IEEE Computer Society Press", address = "Los Alamitos, CA, USA", note = "See also Vaidya \cite{ipm:Vaidya3}" } @incollection{ipm:Vaidya8, author = "P. M. Vaidya and D. S. Atkinson", title = "A technique for bounding the number of iterations in path following algorithms", booktitle = "Complexity in Numerical Optimization", editor = "P. M. Pardalos", year = "1993", pages = "462--489", publisher = "World Scientific Publishing Co.", address = "London, United Kingdom" } @article{ipm:Vandenberghe1, author = "L. Vandenberghe and S. Boyd", title = "A primal--dual potential reduction method for problems involving matrix inequalities", journal = "Mathematical Programming", volume = "69", year = "1995", pages = "205--236" } @article{ipm:Vandenberghe2, author = "L. Vandenberghe and S. Boyd", title = "A polynomial--time algorithm for determining quadratic {Lyapunov} functions for nonlinear systems", journal = "Proceedings of the European Conference on Circuit Theory and Design", year = "1993", pages = "1065--1068" } @techreport{ipm:Vandenberghe3, author = "L. Vandenberghe and S. Boyd and S.--P. Wu", title = "Determinant maximation with linear matrix inequality constraints", type = "{ISL--Report}", year = "1996", month = "March", institution = "Department of Electrical Engineering, Information Systems Laboratory, Stanford University", address = "Stanford, CA~94305, USA" } @article{ipm:Vandenberghe4, author = "L. Vandenberghe and S. Boyd", title = "Semidefinite programming", journal = "SIAM Review", volume = "38", year = "1996", pages = "49--95" } @article{ipm:Vandenberghe5, author = "L. Vandenberghe and S. Boydand A. El~Gamas", title = "Optimizing dominant tome constant in {RC} circuits", journal = "IEEE Transactions on Computer--Aided DEsign of Integrated Circuits and Systems", volume = "17", year = "1998", pages = "110--125" } @techreport{ipm:Vanderbei1, author = "R. J. Vanderbei", title = "A rescaled orthant variant of {Karmarkar's} algorithm", type = "{Technical Report}", year = "1986", institution = "AT~\&~T Bell Laboratories", address = "Holmdel, NJ~07733, USA" } @techreport{ipm:Vanderbei2, author = "R. J. Vanderbei", title = "The affine--scaling algorithm and primal degeneracy", type = "{Talk held at the Second Asilomar Workshop on Progress in Mathematical Programming, Asimolar Conference Center, Pacific Grove, CA, USA}", year = "1987", institution = "AT~\&~T Bell Laboratories", address = "Murray Hill, NJ~07974, USA" } @misc{ipm:Vanderbei3, author = "R. J. Vanderbei", title = "Methods and apparatus for efficient resource allocation", howpublished = "U.S.~Patent No.~4.744.026", year = "1988", note = "AT~\&~T Bell Laboratories, Murray Hill, NJ~07974, USA" } @article{ipm:Vanderbei4, author = "R. J. Vanderbei", title = "Affine--scaling for linear programs with free variables", journal = "Mathematical Programming", volume = "43", year = "1989", pages = "31--44" } @techreport{ipm:Vanderbei5, author = "R. J. Vanderbei", title = "New developments in the affine--scaling algorithm for {LP}", type = "{Talk held at the ORSA/TIMS Joint National Meeting in New York, NY, USA}", year = "1989", month = "October", institution = "AT~\&~T Bell Laboratories", address = "Murray Hill, NJ~07974, USA" } @incollection{ipm:Vanderbei6, author = "R. J. Vanderbei and J. C. Lagarias", title = "{I.\,I.\,Dikin's} convergence result for the affine--scaling algorithm", booktitle = "Mathematical Developments Arising from Linear Programming\,: Proceedings of a Joint Summer Research Conference held at Bowdoin College, Brunswick, Maine, USA, June/July 1988", editor = "J. C. Lagarias and M. J. Todd", year = "1990", pages = "109--119", series = "Contemporary Mathematics", volume = "114", publisher = "American Mathematical Society", address = "Providence, Rhode Island, USA" } @article{ipm:Vanderbei7, author = "R. J. Vanderbei and M. S. Meketon and B. A. Freedman", title = "A modification of {Karmarkar's} linear programming algorithm", journal = "Algorithmica", volume = "1", number = "4", year = "1986", pages = "395--407" } @techreport{ipm:Vanderbei8, author = "R. J. Vanderbei", title = "Efficient handling of dense columns in linear and quadratic programs", type = "{Talk held at the TIMS/SOBRAPO Joint International Meeting in Rio de Janeiro, Brazil}", year = "1991", month = "July", institution = "AT~\&~T Bell Laboratories", address = "10~Knob Hill Road, Morganville, NJ~07751, USA" } @article{ipm:Vanderbei9, author = "R. J. Vanderbei", title = "Splitting dense columns in sparse linear systems", journal = "Linear Algebra and Its Applications", volume = "152", year = "1991", pages = "107--117" } @article{ipm:Vanderbei10, author = "R. J. Vanderbei", title = "Symmetric quasidefinite matrices", journal = "SIAM Journal on Optimization", volume = "5", year = "1995", pages = "100--113" } @article{ipm:Vanderbei11, author = "R. J. Vanderbei and T. J. Carpenter", title = "Symmetric indefinite systems for interior point methods", journal = "Mathematical Programming", volume = "58", year = "1993", pages = "1--32" } @article{ipm:Vanderbei12, author = "R. J. Vanderbei", title = "{ALPO\,: Another} linear program optimizer", journal = "ORSA Journal on Computing", volume = "5", year = "1993", pages = "134--146", note = "See also Vanderbei\,\cite{ipm:Vanderbei14}" } @techreport{ipm:Vanderbei13, author = "R. J. Vanderbei", title = "{Performance of the AT~\&~T KORBX System}", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Las Vegas, NV, USA}", year = "1990", month = "May", institution = "AT~\&~T Bell Laboratories", address = "Murray Hill, NJ~07974, USA" } @article{ipm:Vanderbei14, author = "R. J. Vanderbei", title = "{A brief description of ALPO}", journal = "Operations Research Letters", volume = "10", year = "1991", pages = "531--534", note ="See also Vanderbei\,\cite{ipm:Vanderbei12}" } @inproceedings{ipm:Vanderbei15, author = "R. J. Vanderbei", title = "Dense columns and interior--point methods for {LP}", booktitle = "Proceedings of the IMACS'91 World Congress on Computation and Applied Mathematics in Dublin, Ireland", year = "1991", month = "July" } @techreport{ipm:Vanderbei16, author = "R. J. Vanderbei", title = "Robust optimization\,: {Solution} methologies with interior point methods", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Orlando, FL, USA}", year = "1992", month = "April", institution = "Department of Civil Engineering and Operations Research, Princeton University", address = "Princeton, NJ~08544, USA" } @techreport{ipm:Vanderbei17, author = "R. J. Vanderbei", title = "Primal--dual symmetric formulations of the predictor--corrector method for {QP}", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "Department of Civil Engineering and Operations Research, Princeton University", address = "Princeton, NJ~08544, USA" } @techreport{ipm:Vanderbei18, author = "R. J. Vanderbei", title = "{LOQO User's Manual}", type = "{Technical Report}", number = "SOL~92--05", year = "1992", institution = "Department of Civil Engineering and Operations Research, Princeton University", address = "Princeton, NJ~08544, USA", note = "See also Vanderbei \cite{ipm:Vanderbei23,ipm:Vanderbei24}" } @techreport{ipm:Vanderbei19, author = "R. J. Vanderbei", title = "{Interior--point methods for mathematical programming\,: Theory and practice}", type = "{Unpublished Manuscript}", year = "1990", institution = "Department of Civil Engineering and Operations Research, Princeton University", address = "Princeton, NJ~08544, USA" } @article{ipm:Vanderbei20, author = "R. J. Vanderbei", title = "Affine--scaling trajectories associated with a semi--infinite linear program", journal = "Mathematics of Operations Research", volume = "20", year = "1995", pages = "163--174" } @article{ipm:Vanderbei21, author = "R. J. Vanderbei", title = "Interior--point methods\,: {Algorithms} and formulations", journal = "ORSA Journal on Computing", volume = "6", year = "1994", pages = "32--34" } @techreport{ipm:Vanderbei22, author = "R. J. Vanderbei and A. Duarte and B. Yang", title = "An algorithmic and numerical comparison of several interior--point methods", type = "{Technical Report}", number = "SOR--94--05", year = "1994", month = "July", institution = "Department of Civil Engineering and Operations Research, Program in Statistics and Operations Research, Princeton University", address = "Princeton, NJ~08544, USA" } @techreport{ipm:Vanderbei23, author = "R. J. Vanderbei", title = "{LOQO\,: An} interior point code for quadratic programming", type = "{Technical Report}", number = "SOR--94--15", year = "1995", month = "February", institution = "Department of Civil Engineering and Operations Research, Program in Statistics and Operations Research, Princeton University", address = "Princeton, NJ~08544, USA", note = "See also Vanderbei \cite{ipm:Vanderbei18,ipm:Vanderbei24}" } @techreport{ipm:Vanderbei24, author = "R. J. Vanderbei", title = "{LOQO User's Manual--Version\,2.21}", type = "{Technical Report}", number = "SOL~96--07", year = "1996", institution = "Department of Civil Engineering and Operations Research, Princeton University", address = "Princeton, NJ~08544, USA", note = "See also Vanderbei \cite{ipm:Vanderbei18,ipm:Vanderbei23}", url = "http://www.princeton.edu/~rvdb/" } @book{ipm:Vanderbei25, author = "R. J. Vanderbei", title = "Linear Programming\,: Foundations and Extensions", year = "1996", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @techreport{ipm:Vanderbei26, author = "R. J. Vanderbei and D. F. Shanno", title = "An interior point algorithm for nonconvex nonlinear programming", type = "{Technical Report}", number = "SOR--97--21", year = "1997", institution = "Department of Civil Engineering and Operations Research, Princeton University", address = "Princeton, NJ~08544, USA", note = "Revised May 1998", url = "http://www.princeton.edu/~rvdb/" } @techreport{ipm:Vanderbei27, author = "R. J. Vanderbei and H. Yurttan", title = "Using {LOQO} to solve second--order cone programming problems", type = "{Technical Report}", number = "SOR--98--9", year = "1998", institution = "Department of Civil Engineering and Operations Research, Princeton University", address = "Princeton, NJ~08544, USA" } @inproceedings{ipm:Vannelli1, author = "A. Vannelli", title = "An interior point method for solving the global routing problem", booktitle = "Proceedings of the IEEE Custom Integrated Circuits Conference, San Diego, CA, USA, May 1988", year = "1989", pages = "3.4.1--3.4.4" } @techreport{ipm:Vannelli2, author = "A. Vannelli and E. Klein", title = "A {Cholesky}--conjugate gradient implementation of {Karmarkar's} algorithm", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Washington, DC, USA}", year = "1988", month = "April", institution = "Faculty of Engineering, Department of Electrical Engineering, University of Waterloo", address = "Waterloo, Ontario~N2L~3G1, Canada" } @article{ipm:Vannelli3, author = "A. Vannelli", title = "An adaptation of the interior point method for solving the global routing problem", journal = "IEEE Transactions on Computer--Aided Design of Integrated Circuits and Systems", volume = "10", number = "2", year = "1991", month = "February", pages = "193--203" } @article{ipm:Vannelli4, author = "A. Vannelli and L. Vargas and V. H. Quintana", title = "Interior point optimization methods\,: {Theory}, implementations and engineering applications", journal = "Canadian Journal of Electrical and Computer Engineering", volume = "117", year = "1992", pages = "84--94" } @inproceedings{ipm:Vannelli5, author = "A. Vannelli", title = "A parallel implementation of an interior point method for linear programming", booktitle = "Parallel Processing for Scientific Computing (Proceedings of the Fifth SIAM Conference held in Houston, Texas, USA, 1991)", year = "1992", editor = "J. Dongarra and K. Kennedy and P. Messina and D. C. Sorrensen and R. G. Voigt", pages = "163--167", publisher = "SIAM Publications", address = "Philadelphia, PA, USA" } @article{ipm:Vannelli6, author = "A. Vannelli", title = "Teaching large--scale optimization by an interior point approach", journal = "IEEE Transactions on Education (E)", volume = "36", year = "1993", pages = "204--209" } @incollection{ipm:Vannelli7, author = "A. Vannelli and A. Kennings and P. Chin", title = "Interior point approaches for the {VLSI} placement problem", booktitle = "Interior Point Methods of Mathematical Programming", editor = "T. Terlaky", year = "1996", pages = "501--528", series = "Applied Optimization", volume = "5", publisher = "Kluer Academic Publishers", address = "Dordrecht, The Netherlands" } @article{ipm:Vargas1, author = "L. S. Vargas and V. H. Quintana and A. Vannelli", title = "A tutorial description of an interior point method and its applications to security--constrained economic dispatch", journal = "IEEE Transactions on Power Systems (PWRS)", volume = "8", year = "1993", pages = "1315--1324" } @article{ipm:Vassiliadis1, author = "V. S. Vassiliadis", title = "Application of the modified barrier method in large--scale quadratic problems", journal = "Computers and Chemical Engineering", volume = "20", year = "1996", pages = "S243--S248" } @article{ipm:Vassiliadis2, author = "V. S. Vassiliadis and C. A. Floudas", title = "The modified barrier function approach for large--scale optimization", journal = "Computers and Chemical Engineering", volume = "21", year = "1997", pages = "855--874" } @techreport{ipm:Vavasis1, author = "S. A. Vavasis and Y. Ye", title = "An accelerated interior point method whose running time depends only on {$A$}", type = "{Technical Report}", number = "93--1391", year = "1993", institution = "Department of Computer Science, Upson Hall, Cornell University", address = "Ithaca, NY~14853, USA", note = "Extended abstract in\,: {\em Proceedings of the Twenty--Sixth Annual ACM Symposium on the Theory of Computing, pp. 512--520, 1993}" } @techreport{ipm:Vavasis2, author = "S. A. Vavasis and Y. Ye", title = "A primal--dual accelerated interior point method whose running time depends only on {$A$}", type = "{Technical Report}", year = "1994", month = "December", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA", note = "Simplified version of Vavasis and Ye \cite{ipm:Vavasis1}. See also Vavasis and Ye \cite{ipm:Vavasis5,ipm:Vavasis7}" } @article{ipm:Vavasis3, author = "S. A. Vavasis and Y. Ye", title = "Identifying an optimal basis in linear programming", journal = "Annals of Operations Research", volume = "62", year = "1996", pages = "565--572" } @article{ipm:Vavasis4, author = "S. A. Vavasis and Y. Ye", title = "Condition numbers for polyhedra with real number data", journal = "Operations Research Letters", volume = "17", year = "1995", pages = "209--214" } @article{ipm:Vavasis5, author = "S. A. Vavasis and Y. Ye", title = "A primal--dual interior point method whose running time depends only on the constraint matrix", journal = "Mathematical Programming", volume = "74", year = "1996", pages = "79--120", note = "See also Vavasis and Ye\,\cite{ipm:Vavasis7}" } @incollection{ipm:Vavasis6, author = "S. A. Vavasis and Y. Ye", title = "On the relationship between layered least squares and affine scaling steps", editor = "J. Renegar and M. Shub and S. Smale", booktitle = "The Mathematics of Numerical Analysis (1995 AMS--SIAM Summer Seminar in Applied Mathematics July/August 1995 held at Park City, UT, USA)", series = "Lectures in Applied Mathematics", volume = "32", year = "1996", pages = "857--865", publisher = "American Mathematical Society", address = "Providence, RI~02940--6248, USA" } @techreport{ipm:Vavasis7, author = "S. A. Vavasis and Y. Ye", title = "A simplification to\,: {A} primal--dual interior point method whose running time depends only on the constraint matrix", type = "{Technical Note}", year = "1997", month = "January", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA", note = "See also Vavasis and Ye \cite{ipm:Vavasis1,ipm:Vavasis2,% ipm:Vavasis5}" } @article{ipm:Venkaiah1, author = "V. C. Venkaiah", title = "An efficient algorithm for linear programming", journal = "Proceedings of the Indian Academy of Sciences, Mathematical Sciences", volume = "100", number = "3", year = "1990", pages = "205--301", note = "See also K{\"a}schel\,\cite{ipm:Kaeschel2}" } @article{ipm:Venkaiah2, author = "V. C. Venkaiah", title = "Deriving {Karmarkar's} {LP} algorithm using angular projection matrix", journal = "Proceedings of the Indian Academy of Sciences, Mathematical Sciences", volume = "106", year = "1996", pages = "69--77" } @incollection{ipm:Vera1, author = "J. R. Vera", title = "Ill--posedness and finite precision arithmetic\,: {A} complexity analysis of interior point methods", booktitle = "Foundations of Computational Mathematics", editor = "F. Cucker and M. Shub", year = "1997", pages = "424--433", publisher = "Springer Verlag", address = "Berlin, Germany" } @article{ipm:Vera2, author = "J. R. Vera", title = "On the complexity of linear programming under finite precision arithmetic", journal = "Mathematical Programming", volume = "80", year = "1998", pages = "91--123" } @incollection{ipm:Vial1, author = "J.--Ph. Vial", title = "Approximate projections in a projective method for the linear feasibility problem", booktitle = "Progress in Mathematical Programming\,: Interior Point and Related Methods", publisher = "Springer Verlag", address = "New York", editor = "N. Megiddo", year = "1989", pages = "65--78" } @article{ipm:Vial2, author = "J.--Ph. Vial", title = "A fully polynomial-time projective method", journal = "Operations Research Letters", volume = "7", year = "1988", pages = "15--19" } @incollection{ipm:Vial3, author = "J.--Ph. Vial", title = "A unified approach to projective algorithms for linear programming", booktitle = "Optimization\,: Proceedings of the 5th French--German Conference in Castel--Novel, Varetz, France, October 1988", editor = "S. Dolecki", year = "1989", pages = "191--220", series = "Lecture Notes in Mathematics", volume = "1405", publisher = "Springer Verlag", address = "Berlin, Germany" } @incollection{ipm:Vial4, author = "J.--Ph. Vial", title = "Decomposition of structured linear programs based on analytic centers", year = "1991", pages = "190--203", series = "Lecture Notes in Economics and Mathematical Systems", volume = "353", publisher = "Springer Verlag", address = "Berlin, Germany" } @incollection{ipm:Vial5, author = "J.--Ph. Vial", title = "Computational experience with a primal--dual interior--point method for smooth convex programming", booktitle = "Symposium on Applied Mathematical Programming and Modeling (APMOD '93), Budapest, Hungary, January 1993, Volume of Extended Abstracts", editor = "I. Maros", year = "1992", month = "December", pages = "583--586", publisher = "Computer and Automation Institute, Hungarian Academy of Sciences", address = "Budapest, Hungary", note = "Full version in Vial \cite{ipm:Vial6}" } @article{ipm:Vial6, author = "J.--Ph. Vial", title = "Computational experience with a primal--dual interior--point method for smooth convex programming", journal = "Optimization Methods and Software", volume = "3", year = "1994", pages = "285--310", note = "Condensed version in Vial \cite{ipm:Vial5}" } @techreport{ipm:Vial7, author = "J.--Ph. Vial", title = "A generic path--following algorithm with a sliding constraint and its application to linear programming and the computation of analytic centers", type = "{Technical Report}", number = "1996.8", year = "1996", institution = "Logilab, HEC Geneva, Section of Management Studies, University of Geneva", address = "CH--1211~Geneva, Switzerland" } @article{ipm:Vial8, author = "J.--Ph. Vial", title = "A path--following version of the {Todd--Burrell} procedure for linear programming", journal = "Mathematical Methods of Operations Research", volume = "46", year = "1997", pages = "153--167" } @phdthesis{ipm:Vicente1, author = "L. N. Vicente", title = "Trust--region interior point algorithms for a class of nonlinear programming problems", year = "1996", school = "Department of Computational and Applied Mathematics, Rice University", address = "Houston, TX~77251, USA", note = "Available as\,: Technical Report TR96--05", url = "http://www.mat.uc.pt/~lvicente/papers/papers.html" } @article{ipm:Vicente2, author = "L. N. Vicente", title = "On interior--point {Newton} algorithms for discretized optimal control problems with state constraints", journal = "?", volume ="?", year = "1998", pages = "?", note = "Found in CMP (1998), p. 2182" } @incollection{ipm:Villavicencio1, author = "J. Villavicencio and M. D. Grigoriadis", title = "Approximate {Langrangian} decomposition with a modified {Karmarkar} logarithmic potential", booktitle = "Network Optimization", editor = "P. M. Pardalos and D. W. Hearn and W. W. Hager", series = "Lecture Notes in Economics and Mathematical Systems", volume = "450", publisher = "Springer Verlag", address = "Berlin, Germany", year = "1997", pages = "471--485" } @techreport{ipm:Vladimirou1, author = "H. Vladimirou and S. A. Zenios", title = "Scalable parallel computations for large--scale stochastic programming", type = "{Technical Report}", year = "1996", month = "April", institution = "Department of Public and Business Administration, University of Cyprus", address = "Nicosia, Cyprus" } @incollection{ipm:Vorst1, author = "{J. G. 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Vucetic", title = "Active set strategies in linear programming using barrier functions", type = "{Talk held at the TIMS/SOBRAPO Joint International Meeting in Rio de Janeiro, Brazil}", year = "1991", month = "July", institution = "Energoinvest--Sou", address = "Tvornicka~3, YU--71000~Sarajevo, Yugoslavia" } @article{ipm:Wallacher1, author = "C. Wallacher and U. Zimmermann", title = "A combinatorial interior point method for network flow problems", journal = "Mathematical Programming", volume = "52", year = "1992", pages = "321--335" } @phdthesis{ipm:Wallacher2, author = "C. Wallacher", title = "{Kombinatorische Algorithmen f{\"u}r Flu{\ss}probleme and submodulare Flu{\ss}probleme (Combinatorial algorithms for flow problems and submodular flow problems)}", year = "1992", school = "Faculty of Mathematics, Technical University of Braunschweig", address = "Braunschweig, Germany", note = "(In German)" } @phdthesis{ipm:Wang1, author = "Y. Wang", title = "A study of projective algorithms for linear and convex quadratic programming", year = "1992", month = "January", school = "School of Operations Research and Industrial Engineering, Cornell University", address = "Ithaca, NY~14853--3801, USA" } @article{ipm:Wang2, author = "Y. Wang and G. C. Feng and T. Z. Liu", title = "An interior point algorithm for convex nonlinear programming problems", journal = "Numerical Mathematics (A Journal of Chinese Universities, English Series)", volume = "1", number = "1", year = "1993", pages = "1--18" } @article{ipm:Wang3, author = "Y. Wang and H. W. Zhang", title = "A new potential function for linear programming and its applications", journal = "Journal of Mathematical Research and Exposition", volume = "13", year = "1993", pages = "633--634", note = "(In Chinese)" } @article{ipm:Wang4, author = "T. Wang and R. D. C. Monteiro and J.--S. 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Domich", title = "On center trajectories and their relatives in linear programming", type = "{NISTIR Technical Report (in preparation)}", year = "1991", institution = "United States Department of Commerce, Applied and Computational Mathematics Division, National Institute of Standards and Technology", address = "Gaithersburg, MD~20899, USA", note = "First draft in April 1988" } @techreport{ipm:Wolkowicz1, author = "H. Wolkowicz and A. {Ben--Israel}", title = "A volume and constraint reducing algorithm for linear programming", type = "{Technical Report}", year = "1986", institution = "Department of Combinatorics and Optimization, University of Waterloo", address = "Waterloo, Ontario~N2L~3G1, Canada" } @techreport{ipm:Wolkowicz2, author = "H. Wolkowicz and Q. Zhao", title = "Semidefinite programming relaxations for the graph partitioning problem", type = "{Technical Report}", year = "1996", month = "October", institution = "Department of Combinatorics and Optimization, University of Waterloo", address = "Waterloo, Ontario~N2L~3G1, Canada" } @techreport{ipm:Wright1, author = "M. H. Wright", title = "Issues of numerical analysis in barrier trajectory methods", type = "{Talk held at the ORSA/TIMS Joint National Meeting in New York, NY, USA}", year = "1989", month = "October", institution = "AT~\&~T~Bell Laboratories", address = "Murray Hill, NJ~07974, USA", note = "See Wright \cite{ipm:Wright7,ipm:Wright9}, and Murray and Wright \cite{ipm:Murray3}" } @techreport{ipm:Wright2, author = "M. H. Wright", title = "Interior methods for nonlinearly constrained optimization", type = "{Talk held at the SIAM Annual Meeting in Chicago, IL, USA}", year = "1990", month = "July", institution = "AT~\&~T~Bell Laboratories", address = "Murray Hill, NJ~07974, USA", note = "See Wright \cite{ipm:Wright7,ipm:Wright9}, and Murray and Wright \cite{ipm:Murray3}" } @article{ipm:Wright3, author = "M. H. Wright", title = "Why a pure primal {Newton} barrier step may be infeasible", journal = "SIAM Journal on Optimization", volume = "5", year = "1995", pages = "1--12" } @techreport{ipm:Wright4, author = "M. H. Wright", title = "Strategies in path--following methods for nonlinear constraints", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Philadelphia, PA, USA}", year = "1990", month = "October", institution = "AT~\&~T~Bell Laboratories", address = "Murray Hill, NJ~07974, USA", note = "See Wright \cite{ipm:Wright7,ipm:Wright9}, and Murray and Wright \cite{ipm:Murray3}" } @techreport{ipm:Wright5, author = "M. H. Wright", title = "Linear algebra issues in interior methods", type = "{Talk held at the Fourth SIAM Conference on Applied Linear Algebra in Minneapolis, MN, USA}", year = "1991", month = "September", institution = "AT~\&~T~Bell Laboratories", address = "Murray Hill, NJ~07974, USA", note = "See Wright \cite[Section\ 7]{ipm:Wright9}" } @article{ipm:Wright6, author = "M. H. Wright", title = "A brief history of linear programming", journal = "SIAM News", volume = "18", number = "3", year = "1985", month = "November", pages = "4" } @incollection{ipm:Wright7, author = "M. H. Wright", title = "Interior methods for constrained optimization", booktitle = "Acta Numerica~1992", editor = "A. Iserles", year = "1992", pages = "341--407", publisher = "Cambridge University Press", address = "New York, USA" } @techreport{ipm:Wright8, author = "M. H. Wright", title = "Interior point methods for large--scale nonlinear optimization problems", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "AT~\&~T~Bell Laboratories", address = "Murray Hill, NJ~07974, USA", note = "See Wright \cite{ipm:Wright9}" } @techreport{ipm:Wright9, author = "M. H. Wright", title = "Determining subspace information from the {Hessian} of a barrier function", type = "{Numerical Analysis Manuscript}", number = "92--02", year = "1992", institution = "AT~\&~T~Bell Laboratories", address = "Murray Hill, NJ~07974, USA" } @article{ipm:Wright10, author = "M. H. Wright", title = "Some properties of the {Hessian} of the logarithmic barrier function", journal = "Mathematical Programming", volume = "67", year = "1994", pages = "265--295" } @incollection{ipm:Wright11, author = "M. H. Wright", title = "Some linear algebra issues in large--scale optimization", booktitle = "Linear Algebra for Large Scale and Real--Time Applications (Leuven 1992)", editor = "M. S. Moonen and G. H. Golub and {B. L. R. De} Moor", year = "1993", pages = "315--337", series = "NATO Advanced Science Institutes Series E\,: Applied Sciences", volume = "232", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @article{ipm:Wright12, author = "M. H. Wright", title = "Ill--conditioning and computational error in interior--point methods for nonlinear programming", journal = "SIAM Journal on Optimization", volume = "9", year = "1999", pages = "84--111" } @techreport{ipm:Wright13, author = "M. H. Wright", title = "The interior--point revolution in constrained optimization", type = "{Technical Report}", number = "98--4--09", year = "1998", month = "June", institution = "Computing Sciences Research Center, Bell Laboratories", address = "Murray Hill, NJ~07974, USA" } @article{ipm:SWright1, author = "S. J. Wright", title = "An interior point algorithm for linearly constrained optimization", journal = "SIAM Journal on Optimization", volume = "2", year = "1992", pages = "450--473" } @article{ipm:SWright2, author = "S. J. Wright", title = "Interior point methods for optimal control of discrete--time systems", journal = "Journal of Optimization Theory and Applications", volume = "77", year = "1993", pages = "161--187" } @article{ipm:SWright3, author = "S. J. Wright", title = "Structured interior point methods for optimal control", journal = "Proceedings of the 30th IEEE Conference on Decision and Control (Brighton, United Kingdom, December 1991)", year = "1991", volume = "2", pages = "1711--1716" } @techreport{ipm:SWright4, author = "S. J. Wright", title = "Structured interior point methods for stagewise extended linear quadratic programming {(ELQP)} problems", type = "{Talk held at the American Control Conference}", year = "1992", month = "June", institution = "Mathematical and Computer Science Division, Argonne National Laboratory", address = "Argonne, IL~60439, USA", note = "{Technical Report} in preparation" } @article{ipm:SWright5, author = "S. J. Wright", title = "An infeasible--interior--point algorithm for linear complementarity problems", journal = "Mathematical Programming", volume = "67", year = "1994", pages = "29--51" } @techreport{ipm:SWright6, author = "S. J. Wright", title = "Convergence of an interior--point algorithm for linear complementarity problems under weak assumptions", type = "{Technical Report}", number = "MCS--P340--1192", year = "1992", month = "October", institution = "Mathematical and Computer Science Division, Argonne National Laboratory", address = "Argonne, IL~60439, USA" } @article{ipm:SWright7, author = "S. J. Wright and D. Ralph", title = "A superlinear infeasible--interior--point algorithm for monotone nonlinear complementarity problems", journal = "Mathematics of Operations Research", volume = "21", year = "1996", pages = "815--838" } @article{ipm:SWright8, author = "S. J. Wright", title = "A path--following infeasible--interior--point algorithm for linear complementarity problems", journal = "Optimization Methods and Software", volume = "2", year = "1993", pages = "79--106" } @article{ipm:SWright9, author = "S. J. Wright and Y. Zhang", title = "A superquadratic infeasible--interior--point method for linear complementarity problems", journal = "Mathematical Programming", volume = "73", year = "1996", pages = "269--289" } @article{ipm:SWright10, author = "S. J. Wright", title = "A path--following interior--point method for linear and quadratic problems", journal = "Annals of Operations Research", volume = "62", year = "1996", pages = "103--130" } @article{ipm:SWright11, author = "S. J. Wright", title = "Stability of linear equations solvers in interior--point methods", journal = "SIAM Journal on Matrix Analysis and Applications", volume = "16", year = "1995", pages = "1287--1307" } @techreport{ipm:SWright12, author = "S. J. Wright", title = "Stability of linear algebra computations in interior--point methods for linear programming", type = "{Preprint}", number = "MCS--P446--0694", year = "1994", month = "June", institution = "Mathematical and Computer Science Division, Argonne National Laboratory", address = "Argonne, IL~60439, USA", note = "Revised July 1995" } @book{ipm:SWright13, author = "S. J. Wright", title = "Primal--Dual Interior--Point Methods", year = "1996", publisher = "SIAM Publications, SIAM", address = "Philadelphia, PA, USA" } @techreport{ipm:SWright14, author = "S. J. Wright", title = "Modified {Cholesky} factorizations in interior--point algorithms for linear programming", type = "{Technical Report}", number = "ANL/MCS--P600--0596", year = "1996", month = "May", institution = "Mathematical and Computer Science Division, Argonne National Laboratory", address = "Argonne, IL~60439, USA", note = "Revised June 1998" } @article{ipm:SWright15, author = "S. J. Wright", title = "Stability of augmented system factorizations in interior--point methods", journal = "SIAM Journal on Matrix Analysis and Applications", volume = "18", year = "1997", pages = "191--222" } @techreport{ipm:SWright16, author = "S. J. Wright", title = "On the convergence of the {Newton}/log--barrier method", type = "{Preprint}", number = "ANL/MCS--P681--0897", year = "1997", month = "August", institution = "Mathematical and Computer Science Division, Argonne National Laboratory", address = "Argonne, IL~60439, USA" } @techreport{ipm:SWright17, author = "S. J. Wright", title = "Effects of finite--precision arithmetic on interior--point methods for nonlinear programming", type = "{Preprint}", number = "ANL/MCS--P705--0198", year = "1998", month = "January", institution = "Mathematical and Computer Science Division, Argonne National Laboratory", address = "Argonne, IL~60439, USA" } @article{ipm:SWright18, author = "S. J. Wright and F. Jarre", title = "The role of linear objective functions in barrier methods", journal = "Mathematical Programming", volume = "84", year = "1999", pages = "357--373" } @article{ipm:Wu1, author = "S. Q. Wu and F. Wu", title = "New algorithms for linear programming", journal = "Acta Mathematica Applicatae Sinica (English Series)", volume = "8", number = "1", year = "1992", pages = "18--26" } @article{ipm:Wu2, author = "S. Q. Wu and F. Wu", title = "A direct ellipsoid method for linear programming", journal = "Bulletin of the Australian Matehmatical Society", volume = "47", number = "1", year = "1993", pages = "73--78" } @article{ipm:Wu3, author = "S. Q. Wu and F. Wu", title = "Rank--one techniques in log--barrier function methods for linear programming", journal = "Journal of Optimization Theory and Applications", volume = "82", year = "1994", pages = "405--413" } @techreport{ipm:Wu4, author = "F. Wu and S. Q. Wu and Y. Ye", title = "Convergence of the {$O(\sqrt{n}\,L)$}--iteration homogeneous and self--dual linear programming algorithm", type = "{Working Paper}", year = "1992", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @article{ipm:Wu5, author = "Y.--C. Wu and A. S. Debs and R. E. Marsten", title = "A direct nonlinear predictor--corrector primal--dual interior point approach to optimal power flows", journal = "IEEE Transactions on Power Systems (PWRS)", volume = "9", year = "1994", pages = "876--883", note = "See also\,: {\em Proceedings of the Power Industry Computer Application Conference 1993, 138--}" } @article{ipm:Wu6, author = "S.--P. Wu and S. Boyd and L. Vandenberghe", title = "{FIR} filter design via semidefinite programming and spectral factorization", journal = "Proceedings of the 35th IEEE Conference on Decision and Control", volume = "1/4", year = "1996", pages = "271--276" } @techreport{ipm:Wu7, author = "F. Wu and S. Q. Wu and Y. Ye", title = "On quadratic convergence of the homogeneous and self--dual linear programming algorithm", type = "{Working Paper}", year = "1993", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Wu8, author = "J. H. Wu", title = "Interior point algorithm for some monotone variational inequality problems", type = "{Preprint}", year = "1994", institution = "Center for Research on Transportation, University of Montreal", address = "Montreal, Quebec, Canada" } @article{ipm:Wu9, author = "J. H. Wu", title = "Modified primal path--following scheme for the monotone variational inequality problem", journal = "Journal of Optimization Theory and Applications", volume = "95", year = "1997", pages = "189--208" } @article{ipm:Xu1, author = "S. R. Xu and H. B. Yao and Y. Q. Chen", title = "An improved {Karmarkar} algorithm for linear programming and its numerical tests", journal = "Mathematica Applicata", volume = "5", number = "1", year = "1992", pages = "14--21", note = "(In Chinese, English summary)" } @article{ipm:Xu2, author = "X. J. Xu and P.--F. Hung and Y. Ye", title = "A simplified homogeneous and self--dual linear programming algorithm and its implementation", journal = "Annals of Operations Research", volume = "62", year = "1996", pages = "151--171" } @article{ipm:Xu3, author = "S. R. Xu and D. Gong", title = "An interior point method for solving linear programming with hybrid linear constraints", journal = "Acta Scientarium Naturalium Universitatis Sunyatseni", volume = "31", number = "4", year = "1992", pages = "19--25", note = "(In Chinese)" } @article{ipm:Xu4, author = "X. J. Xu and Y. Ye", title = "A generalized homogeneous and self--dual algorithm for linear programming", journal = "Operations Research Letters", volume = "17", year = "1995", pages = "181--190" } @article{ipm:Xu5, author = "C.--X. Xu", title = "Interior point algorithms for linear complementarity patterns", journal = "Journal on Numerical Methods and Computer Applications", volume = "16", year = "1995", pages = "109--118", note = "(In Chinese)" } @phdthesis{ipm:Xu6, author = "X. J. Xu", title = "Interior point method for linear programming\,: {Theory} and practice", year = "1991", school = "Institute of System Science, Academica Sinica", address = "Beijing, China" } @techreport{ipm:Xu7, author = "X. J. Xu", title = "An $O(\sqrt{n}L)$--iteration large--step infeasible path--following algorithm for linear programming", type = "{Technical Report}", year = "1994", month = "August", institution = "College of Business Administration, University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Xu8, author = "X. J. Xu", title = "On the implementation of a homogeneous and self--dual linear programming algorithm", type = "{Technical Report}", year = "1994", institution = "College of Business Administration, University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Xu9, author = "S. R. Xu", title = "The global linear convergence of an infeasible non--interior path--following algorithm for complementarity problems with uniform {P}--functions", type = "{Technical Report}", year = "1996", month = "December", institution = "Department of Mathematics, University of Washington", address = "Seattle, WA~98195, USA" } @techreport{ipm:Xu10, author = "S. R. Xu and J. V. Burke", title = "A polynomial time interior--point path following algorithm for {LCP} based on {Chen--Harker--Kanzow} smoothing techniques", type = "{Technical Report}", year = "1996", month = "September", institution = "Department of Mathematics, University of Washington", address = "Seattle, WA~98195, USA" } @techreport{ipm:Xu11, author = "X. Xu", title = "An infeasible interior--point algorithm for solving primal and dual geometric programs", type = "{Working Paper}", year = "1994", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @article{ipm:Xuan1, author = "Z. C. Xuan and X. S. Li and Y. K. Sui", title = "An interior point method for solving surrogate dual problems in quadratic programming", journal = "Journal of the Dalian University of Technology", year = "1997", volume = "37", pages = "520--522", note = "(In Chinese, English summary)" } @techreport{ipm:Xue1, author = "G. Xue and Y. Ye", title = "An efficient algorithm for minimizing a sum of {Euclidean} norms with applications", type = "{University of Vermont Research Report}", number = "CSEE/95/06--01", year = "1995", month = "June", institution = "Department of Computer Science and Electrical Engineering, The University of Vermont", address = "Burlington, VT~05405--0156, USA" } @techreport{ipm:Xue2, author = "G. Xue and Y. Ye", title = "An efficient algorithm for minimizing a sum of {P--norms}", type = "{Working Paper}", number = "", year = "1997", month = "August", institution = "Department of Computer Science and Electrical Engineering, The University of Vermont", address = "Burlington, VT~05405--0156, USA" } @article{ipm:Yabe1, author = "H. Yabe and H. Yamashita", title = "The speed of local convergence of a primal--dual interior point method that uses a quasi--{Newton} method", journal = "S{\= u}rikaisekikenky{\= u}sho K{\= o}ky{\= u}roku (Proceedings of the Conference of the State of the Art of Scientific Computing and its Prospects, Kyoto, 1993)", volume = "880", year = "1994", pages = "211--219", note = "(In Japanese)" } @article{ipm:Yabe2, author = "H. Yabe and H. Yamashita", title = "Q--superlinear convergence of primal--dual interior point quasi--{Newton} methods for constrained optimization", journal = "Journal of the Operations Research Society of Japan", volume = "40", year = "1997", pages = "415--436" } @article{ipm:Yamakawa1, author = "E. Yamakawa and Y. Matrsubara and M. Fukushima", title = "A parallel primal--dual interior point method for multicommodity flow problems with quadratic costs", journal = "Journal of the Operations Research Society of Japan", volume = "39", year = "1996", pages = "566--591", note = "(In Japanese)" } @techreport{ipm:Yamashita1, author = "H. Yamashita", title = "A polynomially and quadratically convergent method for linear programming", type = "{Working Paper}", year = "1986", institution = "Mathematical Systems Institute, Inc.", address = "Shinjuku, Tokyo, Japan" } @techreport{ipm:Yamashita2, author = "H. Yamashita", title = "A class of primal dual method for constrained optimization", type = "{Working Paper}", year = "1991", institution = "Mathematical Systems Institute, Inc.", address = "Tokyo, Japan" } @techreport{ipm:Yamashita3, author = "H. Yamashita and T. Tanabe", title = "A primal--dual interior point method for linear and nonlinear programming", type = "{Talk held at the Fourth SIAM Conference on Optimization in Chicago, IL, USA}", year = "1992", month = "May", institution = "Mathematical Systems Institute, Inc.", address = "Tokyo, Japan" } @article{ipm:Yamashita4, author = "H. Yamashita and H. Yabe", title = "Superlinear and quadratic convergence of some primal--dual interior point methods for constrained optimization", journal = "Mathematical Programming", volume = "75", year = "1996", pages = "377--397" } @article{ipm:Yamashita5, author = "H. Yamashita", title = "A globally convergent primal--dual interior point method for constrained optimization", journal = "Optimization Methods and Software", volume = "10", year = "1998", pages = "443--469" } @article{ipm:Yan1, author = "X. Yan and V. H. Quintana", title = "An efficient technique for solving dense row problems in security--constrained economic dispatch", journal = "Proceedings of the Twenty--Sixth Annual North American Power Symposium (Manhattan, KS, USA, September 1994)", volume = "2", year = "1994", pages = "568--574" } @article{ipm:Yan2, author = "X. Yan and V. H. Quintana", title = "An efficient predictor--corrector interior point algorithm for security--constrained economic dispatch", journal = "IEEE Transactions on Power Systems", volume = "12", year = "1997", pages = "803--810" } @article{ipm:Yan3, author = "X. Yan and V. H. Quintana", title = "An infeasible interior--point algorithm for optimal power--flow problems", journal = "Electrical Power Systems Research", volume = "39", year = "1996", pages = "39--46" } @techreport{ipm:Yang1, author = "E. K. Yang and W. S. Hwang", title = "An interior point method for dynamic {Leontief} type linear programs", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Las Vegas, NV, USA}", year = "1990", month = "May", institution = "Institute of Applied Mathematics, Tsing Hua University", address = "Hsinchu, 30043, People Republic of China", note = "See Yang and Hwang \cite{ipm:Yang2}" } @article{ipm:Yang2, author = "E. K. Yang and W. S. Hwang", title = "A barrier method for dynamic {Leontief} type linear programs", journal = "European Journal of Operational Research", volume = "60", year = "1992", pages = "296--305" } @article{ipm:Yang3, author = "E. K. Yang and C.-H. Chou", title = "A method for solving least--squares problems arising from angular linear programs", journal = "Tamkang Journal of Mathematics", volume = "25", year = "1994", pages = "1--13" } @article{ipm:Yang4, author = "D. Yang and S. A. Zenios", title = "A scalable parallel interior point algorithm for stochastic linear programming and robust optimization", journal = "Computational Optimization and Applications", volume = "7", year = "1997", pages = "143--158" } @article{ipm:Yang5, author = "H.--H. Yang and D. L. Bricker", title = "Investigation of path--following algorithms for signomial geometric problems", journal = "European Journal of Operational Research", volume = "103", year = "1997", pages = "230--241" } @phdthesis{ipm:Yang6, author = "H.--H. Yang", title = "Investigation of path--following algorithms for signomial geometric programming problems", year = "1994", school = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Ye1, author = "Y. Ye", title = "A large group of projections for linear programming", type = "{Working Paper}", year = "1985", institution = "Department of Engineering Economic Systems, Stanford University", address = "Stanford, CA~94305, USA" } @techreport{ipm:Ye2, author = "Y. Ye", title = "Cutting current--objective method in projective algorithm for linear programming", type = "{Working Paper}", year = "1985", month = "February", institution = "Department of Engineering Economic Systems, Stanford University", address = "Stanford, CA~94305, USA" } @techreport{ipm:Ye3, author = "Y. Ye", title = "Cutting--objective and scaling methods---a polynomial algorithm for linear programming", type = "{Working Paper}", year = "1985", institution = "Department of Engineering Economic Systems, Stanford University", address = "Stanford, CA~94305, USA", note = "Submitted to {\em Mathematical Programming}" } @techreport{ipm:Ye4, author = "Y. Ye", title = "Barrier projection and sliding current objective method for linear programming", type = "{Talk held at the 12th Mathematical Programming Symposium, Boston, MA, USA}", year = "1985", institution = "Department of Engineering Economic Systems, Stanford University", address = "Stanford, CA~94305, USA" } @phdthesis{ipm:Ye5, author = "Y. Ye", title = "Interior algorithms for linear, quadratic, and linearly constrained convex programming", year = "1987", school = "Department of Engineering Economic Systems, Stanford University", address = "Stanford, CA~94305, USA" } @techreport{ipm:Ye6, author = "Y. Ye", title = "Dual approach of {Karmarkar's} algorithm and the ellipsoid method", type = "{Working Paper}", year = "1987", institution = "Department of Engineering Economic Systems, Stanford University", address = "Stanford, CA~94305, USA" } @techreport{ipm:Ye7, author = "Y. Ye", title = "Further development on the interior algorithm for convex quadratic programming", type = "{Working Paper}", year = "1987", institution = "Department of Engineering Economic Systems, Stanford University", address = "Stanford, CA~94305, USA" } @article{ipm:Ye8, author = "Y. Ye", title = "Karmarkar's algorithm and the ellipsoid method", journal = "Operations Research Letters", volume = "6", year = "1987", pages = "177--182" } @article{ipm:Ye9, author = "Y. Ye", title = "An ${O(n^{3}L)}$ potential reduction algorithm for linear programming", journal = "Mathematical Programming", volume = "50", year = "1991", pages = "239--258" } @techreport{ipm:Ye10, author = "Y. Ye", title = "The ''build--down'' scheme for path--following algorithms", type = "{Technical Report}", year = "1988", institution = "Integrated Systems Inc.", address = "Santa Clara, CA, USA" } @techreport{ipm:Ye11, author = "Y. Ye", title = "A class of potential functions for linear programming", type = "{Management Science Working Paper}", number = "88--13", year = "1988", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Ye12, author = "Y. Ye", title = "Potential functions and polytopes", type = "{Talk held at the ORSA/TIMS Joint National Meeting in New York, NY, USA}", year = "1989", month = "October", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Ye13, author = "Y. Ye", title = "Eliminating columns and rows in potential reduction and path--following algorithms for linear programming", type = "{Working Paper Series}", number = "89--7", year = "1989", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @incollection{ipm:Ye14, author = "Y. Ye", title = "An extension of {Karmarkar's} algorithm and the trust region method for quadratic programming", booktitle = "Progress in Mathematical Programming\,: Interior Point and Related Methods", publisher = "Springer Verlag", address = "New York", editor = "N. Megiddo", year = "1989", pages = "49--64" } @article{ipm:Ye15, author = "Y. Ye", title = "Comparative analysis of affine scaling algorithms based on simplifying assumptions", journal = "Mathematical Programming", volume = "52", year = "1991", pages = "405--414" } @article{ipm:Ye16, author = "Y. Ye", title = "A ''build--down'' scheme for linear programming", journal = "Mathematical Programming", volume = "46", year = "1990", pages = "61--72" } @article{ipm:Ye17, author = "Y. Ye", title = "A class of projective transformations for linear programming", journal = "SIAM Journal on Computing", volume = "19", year = "1990", pages = "457--466" } @article{ipm:Ye18, author = "Y. Ye", title = "Recovering optimal basic variables in {Karmarkar's} polynomial algorithm for linear programming", journal = "Mathematics of Operations Research", volume = "15", year = "1990", pages = "564--572" } @techreport{ipm:Ye19, author = "Y. Ye", title = "Complexity analysis on {Karmarkar's} algorithm", type = "{Manuscript}", year = "1990", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @article{ipm:Ye20, author = "Y. Ye and M. Kojima", title = "Recovering optimal dual solutions in {Karmarkar's} polynomial algorithm for linear programming", journal = "Mathematical Programming", volume = "39", year = "1987", pages = "305--317" } @article{ipm:Ye21, author = "Y. Ye and P. M. Pardalos", title = "A class of linear complementarity problems solvable in polynomial time", journal = "Linear Algebra and Its Applications", volume = "152", year = "1991", pages = "3--17" } @article{ipm:Ye22, author = "Y. Ye and M. J. Todd", title = "Containing and shrinking ellipsoids in the path--following algorithm", journal = "Mathematical Programming", volume = "47", year = "1990", pages = "1--10" } @techreport{ipm:Ye23, author = "Y. Ye and E. Tse", title = "A polynomial--time algorithm for convex quadratic programming", type = "{Working Paper}", year = "1986", institution = "Department of Engineering Economic Systems, Stanford University", address = "Stanford, CA~94305, USA" } @article{ipm:Ye24, author = "Y. Ye and E. Tse", title = "An extension of {Karmarkar's} projective algorithm for convex quadratic programming", journal = "Mathematical Programming", volume = "44", year = "1989", pages = "157--179" } @incollection{ipm:Ye25, author = "Y. Ye", title = "A further result on the potential reduction algorithm for the {$P$}--matrix linear complementarity problem", booktitle = "Advances in Optimization and Parallel Computing", editor = "P. M. Pardalos", year = "1992", pages = "310--316", publisher = "North Holland", address = "Amsterdam, The Netherlands" } @article{ipm:Ye26, author = "Y. Ye", title = "Interior point algorithms for global optimization", journal = "Annals of Operations Research", volume = "25", year = "1990", pages = "59--74" } @incollection{ipm:Ye27, author = "Y. Ye", title = "Interior point algorithms for quadratic programming", booktitle = "Recent Developments in Mathematical Programming", editor = "S. Kumar", year = "1991", pages = "237--261", publisher = "Gordon~\& Beach Scientific Publishers", address = "Philadelphia, PA, USA" } @techreport{ipm:Ye28, author = "Y. Ye", title = "Line searches in potential reduction algorithm for linear programming", type = "Manuscript", year = "1989", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @article{ipm:Ye29, author = "Y. Ye", title = "On an affine scaling algorithm for nonconvex quadratic programming", journal = "Mathematical Programming", volume = "52", year = "1992", pages = "285--300" } @article{ipm:Ye30, author = "Y. Ye", title = "A fully polynomial--time approximation algorithm for computing a stationary point of the generalized linear complementarity problem", journal = "Mathematics of Operations Research", volume = "18", year = "1993", pages = "334--345" } @techreport{ipm:Ye31, author = "Y. Ye", title = "Further developments in potential reduction algorithm", type = "{Technical Report}", year = "1989", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Ye32, author = "Y. Ye", title = "Bimatrix equilibrium points and potential functions", type = "{Working Paper}", number = "88--16", year = "1988", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Ye33, author = "Y. Ye", title = "A combinatorial property of analytic centers of polytopes", type = "{Manuscript}", year = "1989", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Ye34, author = "Y. Ye", title = "Anticipated behavior of affine scaling algorithms for linear programming", type = "{Technical Report}", year = "1990", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @article{ipm:Ye35, author = "Y. Ye", title = "On the finite convergence of interior--point algorithms for linear programming", journal = "Mathematical Programming", volume = "57", year = "1992", pages = "325--335" } @techreport{ipm:Ye36, author = "Y. Ye and S. S. Chiu", title = "Recovering the shadow price in projection methods for linear programming", type = "{Technical Report}", year = "1985", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Ye37, author = "Y. Ye and F. A. Potra", title = "An interior--point algorithm for solving entropy optimization problems with globally linear and locally quadratic convergence rate", type = "{Working Paper Series}", number = "90--22", year = "1990", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA", note = "Same as Potra and Ye \cite{ipm:Potra5}" } @techreport{ipm:Ye38, author = "Y. Ye", title = "On the interior algorithms for nonconvex quadratic programming", type = "{Manuscript}", year = "1988", institution = "Integrated Systems, Inc.", address = "Santa Clara, CA, USA" } @incollection{ipm:Ye39, author = "Y. Ye", title = "An {$O(n^{3}L)$} potential reduction algorithm for linear programming", booktitle = "Mathematical Developments Arising from Linear Programming\,: Proceedings of a Joint Summer Research Conference held at Bowdoin College, Brunswick, Maine, USA, June/July 1988", editor = "J. C. Lagarias and M. J. Todd", year = "1990", pages = "77--88", series = "Contemporary Mathematics", volume = "114", publisher = "American Mathematical Society", address = "Providence, Rhode Island, USA" } @techreport{ipm:Ye40, author = "Y. Ye", title = "A ''build--down'' simplex--{Karmarkar} method for linear programming", type = "{Technical Report}", year = "1987", institution = "Department of Engineering Economic Systems, Stanford University", address = "Stanford, CA~94305, USA" } @article{ipm:Ye41, author = "Y. Ye", title = "A potential reduction algorithm allowing column generation", journal = "SIAM Journal on Optimization", volume = "2", year = "1992", pages = "7--20" } @article{ipm:Ye42, author = "Y. Ye and K. O. Kortanek and J. A. Kaliski and S. Huang", title = "Near--boundary behavior of primal--dual potential reduction algorithms for linear programming", journal = "Mathematical Programming", volume = "58", year = "1993", pages = "243--255" } @article{ipm:Ye43, author = "Y. Ye and O. G{\"u}ler and R. A. Tapia and Y. Zhang", title = "A quadratically convergent ${O(\sqrt{n}L)}$--iteration algorithm for linear programming", journal = "Mathematical Programming", volume = "59", year = "1993", pages = "151--162" } @techreport{ipm:Ye44, author = "Y. Ye and R. A. Tapia and Y. Zhang", title = "A superlinearly convergent ${O(\sqrt{n}L)}$--iteration algorithm for linear programming", type = "{Technical Report}", number = "TR--91--22", year = "1991", institution = "Department of Mathematical Sciences, Rice University", address = "Houston, TX~77251, USA" } @article{ipm:Ye45, author = "Y. Ye", title = "Toward probabilistic analysis of interior--point algorithms for linear programming", journal = "Mathematics of Operations Research", volume = "19", year = "1994", pages = "38--52" } @techreport{ipm:Ye46, author = "Y. Ye", title = "K--projection and cutting--objective method for linear programming", type = "{Talk held at the 12th Mathematical Programming Symposium, Boston, MA, USA}", year = "1985", institution = "Department of Engineering Economic Systems, Stanford University", address = "Stanford, CA~94305, USA" } @techreport{ipm:Ye47, author = "Y. Ye and J. A. Kaliski", title = "Further results on build--up approaches for linear programming", type = "{Talk held at the ORSA/TIMS Joint National Meeting in, Anaheim, CA, USA}", year = "1991", month = "November", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Ye48, author = "Y. Ye", title = "The potential algorithm for linear complementarity problems", type = "{Technical Report}", year = "1990", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @article{ipm:Ye49, author = "Y. Ye", title = "Extensions of the potential reduction algorithm for linear programming", journal = "Journal of Optimization Theory and Applications", volume = "72", number = "3", year = "1992", pages = "487--498" } @techreport{ipm:Ye50, author = "Y. Ye", title = "Improving the asymptotic convergence of interior--point algorithms for linear programming", type = "{Working Paper}", number = "91--15", year = "1991", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @article{ipm:Ye51, author = "Y. Ye and K. M. Anstreicher", title = "On quadratic and ${O(\sqrt{n} L)}$ convergence of a predictor--corrector algorithm for {LCP}", journal = "Mathematical Programming", volume = "62", year = "1993", pages = "537--551" } @techreport{ipm:Ye52, author = "Y. Ye", title = "On the $Q$--order of convergence of interior--point algorithms for linear programming", type = "{Working Paper}", number = "91--17", year = "1991", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA", note = "Also published in {\em W. Fang (ed.), Proceedings of the 1992 Symposium on Applied Mathematics, Institute of Applied Mathematics, Chinese Academy of Sciences, 1992, pp. 534--543}" } @techreport{ipm:Ye53, author = "Y. Ye", title = "A low complexity combined {phase\,I\,--\,phase\,II} potential reduction algorithm for linear programming", type = "{Working Paper}", number = "91--1", year = "1991", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @article{ipm:Ye54, author = "Y. Ye", title = "On the {von Neumann} economic growth problem", journal = "Mathematics of Operations Research", volume = "20", year = "1995", pages = "617--633" } @article{ipm:Ye55, author = "Y. Ye and M. J. Todd and S. Mizuno", title = "An {$O(\sqrt{n} L)$}--iteration homogeneous and self--dual linear programming algorithm", journal = "Mathematics of Operations Research", volume = "19", year = "1994", pages = "53-67" } @article{ipm:Ye56, author = "Y. Ye", title = "Complexity analysis of the analytic center cutting plane method that uses multiple cuts", journal = "Mathematical Programming", volume = "78", year = "1997", pages = "85--104" } @book{ipm:Ye57, author = "Y. Ye", title = "{Interior--Point Algorithms\,: Theory and Practice}", year = "1997", publisher = "John Wiley\,\&\, Sons", address = "New York, USA" } @article{ipm:Ye58, author = "Y. Ye", title = "On the complexity of approximating a {KKT} point of quadratic programming", journal = "Mathematical Programming", volume = "80", year = "1998", pages = "195--211" } @techreport{ipm:Ye59, author = "Y. Ye", title = "Convergence behavior of the central path homogeneous and self--dual cones", type = "{Technical Report}", year = "1996", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @article{ipm:Ye60, author = "Y. Ye", title = "On homogeneous and self--dual algorithms for {LCP}", journal = "Mathematical Programming", volume = "76", year = "1997", pages = "211--221" } @article{ipm:Ye61, author = "Y. Ye", title = "How partial knowledge helps to solve linear programs", journal = "Journal of Complexity", volume = "12", year = "1996", pages = "480--491" } @article{ipm:Ye62, author = "Y. Ye", title = "Approximating quadratic programming with quadratic constraints", journal = "Mathematical Programming", volume = "84", year = "1999", pages = "219--226" } @techreport{ipm:Ye63, author = "Y. Ye", title = "Approximating quadratic programming with bound constraints", type = "{Technical Report}", year = "1997", month = "March", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Ye64, author = "Y. Ye", title = "Approximating quadratic optimization with linear and boolean constraints", type = "{Working Paper}", year = "1997", month = "August", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @techreport{ipm:Ye65, author = "Y. Ye", title = "Approximating global quadratic optimization with convex quadratic constraints", type = "{Working Paper}", year = "1998", month = "July", institution = "Department of Management Science, University of Iowa", address = "Iowa City, IA~52242, USA" } @phdthesis{ipm:Yeh1, author = "Q. J. Yeh", title = "A reduced dual affine scaling algorithm for solving assignment and transportation problems", year = "1989", school = "Department of Industrial Engineering and Operations Research, Columbia University", address = "New York, NY~10027, USA" } @article{ipm:Yen1, author = "S. D. Yen and W. S. Levine", title = "Mixed {$H_{2H}$} infinity optimization\,: {A BMI} solution", journal = "Proceedings of the 1997 36th IEEE Conference on Decision and Control", volume = "Part\,1/5", year = "1997", pages = "460--465" } @article{ipm:Yoshise1, author = "A. Yoshise", title = "An optimization method for convex programming problems -- the interior point method and analytical center", journal = "Systems Control and Informations", volume = "38", year = "1994", pages = "155--160", note = "(In Japanese)" } @incollection{ipm:Yoshise2, author = "A. Yoshise", title = "Complementarity problems", booktitle = "Interior Point Methods of Mathematical Programming", editor = "T. Terlaky", year = "1996", pages = "297--367", series = "Applied Optimization", volume = "5", publisher = "Kluer Academic Publishers", address = "Dordrecht, The Netherlands" } @article{ipm:Yuguo1, author = "H. Yuguo and L. Guangyi and Y. Erkeng", title = "A new {OPF} (optimal power flow) algorithm based on {Karmarkar's} interior point method", journal = "Proceedings of the Chinese Society of Electrical Engineering", volume = "16", year = "1996", pages = "409--412", note = "(In Chinese)" } @techreport{ipm:Yun1, author = "Z. G. Yun", title = "High--order large--step interior--point algorithms for linear complementarity problems", type = "{Research Report}", number = "650", year = "1994", institution = "Department of Mathematics, National University of Singapore", address = "Singapore~0511", note = "Identical to Zhao\,\cite{ipm:Zhao9}" } @techreport{ipm:Yun2, author = "Z. G. Yun and Z. W. Liu", title = "A line--search method for {Lagrangian} relexation ascent algorithms", type = "{Research Report}", number = "644", year = "1994", institution = "Department of Mathematics, National University of Singapore", address = "Singapore~0511", note = "Identical to Zhao and Liu\,\cite{ipm:Zhao10}" } @article{ipm:Zaijan1, author = "D. Zaijan", title = "A modified {Karmarkar's} algorithm", journal = "Applied Mathematics---A Journal of Chinese Universities", volume = "3", year = "1988", pages = "41--56" } @article{ipm:Zaporozhan1, author = "D. I. Zaporozhan", title = "Exact shifts of the constraints in methods of centers", journal = "Akademiya Nauk Respubliki Moldova Izvestiya Matematika", volume = "", year = "1993", pages = "72--86, 100, 103" } @techreport{ipm:Zenios1, author = "S. A. Zenios and R. Qi", title = "Data--level parallel computing with interior point algorithms", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Orlando, FL, USA}", year = "1992", month = "April", institution = "Department of Decision Sciences, The Wharton School, University of Pennsylvania", address = "Philadelphia, PA~19104, USA", note = "See Eckstein et al.\ \cite{ipm:Eckstein1}" } @techreport{ipm:Zenios2, author = "S. A. Zenios and D. Yang", title = "Massively parallel solution of robust optimization programs via interior point algorithms", type = "{Talk held at the INFORMS Joint National Meeting in Los Angeles, CA, USA}", year = "1995", month = "April", institution = "Department of Decision Sciences, The Wharton School, University of Pennsylvania", address = "Philadelphia, PA~19104, USA" } @incollection{ipm:Zhadan1, author = "V. G. Zhadan", title = "Dual barrier--projection and barrier--{Newton} methods in linear programming", booktitle = "System Modelling and Optimization (Proceedings of the 17th IFIP Conference, Prague, Czech Republic, July 1995)", year = "1996", pages = "501--509", editor = "J. Dolezal et al.", publisher = "Chapman \& Hall", address = "London, Great Britain" } @article{ipm:Zhang1, author = "Y. Zhang and R. A. Tapia and J. E. Dennis", title = "On the superlinear and quadratic convergence of primal--dual interior point linear programming algorithms", journal = "SIAM Journal on Optimization", volume = "2", number = "2", year = "1992", pages = "304--324" } @article{ipm:Zhang2, author = "Y. Zhang and R. A. Tapia and F. Potra", title = "On the superlinear convergence of interior point algorithms for a general class of problems", journal = "SIAM Journal on Optimization", volume = "3", number = "2", year = "1993", pages = "413--422" } @techreport{ipm:Zhang3, author = "Y. Zhang and R. A. Tapia", title = "A polynomial--time and superlinearly convergent interior point algorithm for linear programming", type = "{Technical Report}", year = "1991", month = "March", institution = "Department of Mathematical Sciences, Rice University", address = "Houston, TX~77251, USA", note = "To appear in {\em SIAM Journal on Optimization, 1992}" } @techreport{ipm:Zhang4, author = "S. Zhang", title = "On the convergence property of {Iri--Imai's} method for linear programming", type = "{Technical Report}", number = "8917/A", year = "1989", institution = "Economic Institute, Erasmus University", address = "Rotterdam, The Netherlands", note = "See also Zhang \cite{ipm:SZhang1}" } @techreport{ipm:Zhang5, author = "Y. Zhang", title = "Super--linear convergence of interior point algorithms for a class of mathematical programming problems", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Nashville, Tennessee, USA}", year = "1991", month = "May", institution = "Department of Mathematics \& Statistics, University of Maryland Baltimore County", address = "Baltimore, MD~21228, USA" } @article{ipm:Zhang6, author = "J. Z. Zhang", title = "The affine transformation method and the path following method for solving linear programming problems", journal = "Chinese Journal of Operations Research", volume = "8", number = "2", year = "1989", pages = "25--34", note = "(In Chinese)" } @techreport{ipm:Zhang7, author = "Y. Zhang and R. A. Tapia", title = "A quadratically convergent polynomial primal--dual interior--point algorithm for linear programming", type = "{Technical Report}", number = "TR~90--40", year = "1990", institution = "Department of Mathematical Sciences, Rice University", address = "Houston, TX~77251, USA", note = "To appear in {\em SIAM Journal on Optimization 3 (1993)}" } @article{ipm:Zhang8, author = "Y. Zhang and R. A. Tapia", title = "Superlinear and quadratic convergence of primal--dual interior--point methods for linear programming revisited", journal = "Journal of Optimization Theory and Applications", volume = "73", number = "2", year = "1992", pages = "229--242" } @techreport{ipm:Zhang9, author = "Y. Zhang and R. A. Tapia", title = "On the convergence of interior--point methods to the center of the solution set in linear programming", type = "{Technical Report}", number = "TR~91--30", year = "1991", institution = "Department of Mathematical Sciences, Rice University", address = "Houston, TX~77251, USA" } @article{ipm:Zhang10, author = "Y. Zhang and A. S. El--Bakry", title = "A modified predictor--corrector algorithm for locating weighted centers in linear programming", journal = "Journal of Optimization Theory and Applications", volume = "80", year = "1994", pages = "319--331" } @article{ipm:Zhang11, author = "Y. Zhang", title = "On the convergence of a class of infeasible interior--point methods for the horizontal linear complementarity problem", journal = "SIAM Journal on Optimization", volume = "4", year = "1994", pages = "208--227" } @article{ipm:Zhang12, author = "Y. Zhang", title = "A primal--dual interior point approach for computing the $\ell_{1}$ and $\ell_{\infty}$ solutions of overdetermined linear systems", journal = "Journal of Optimization Theory and Applications", volume = "77", number = "2", year = "1993", pages = "323--341" } @article{ipm:Zhang13, author = "Y. Zhang and D. Zhang", title = "Superlinear convergence of infeasible interior--point methods for linear programming", journal = "Mathematical Programming", volume = "66", year = "1994", pages = "361--377" } @techreport{ipm:Zhang14, author = "D. Zhang and Y. Zhang", title = "An infeasible--interior--point algorithm with polynomiality and {$Q$}--subcubic convergence", type = "{Research Report}", number = "93--13", year = "1993", month = "July", institution = "Department of Mathematics and Statistics, University of Maryland Baltimore County", address = "Baltimore, MD~21228--5398, USA" } @article{ipm:Zhang15, author = "Y. Zhang and D. Zhang", title = "On polynomiality of the {Mehrotra}--type predictor--corrector interior--point algorithm", journal = "Mathematical Programming", volume = "68", year = "1995", pages = "303--318" } @article{ipm:Zhang16, author = "Y. Zhang", title = "On extending primal--dual interior--point algorithms from linear programming to semidefinite programming", journal = "SIAM Journal on Optimization", volume = "8", year = "1998", pages = "365--386" } @article{ipm:Zhang17, author = "D. Zhang and Y. Zhang", title = "A {Mehrotra}--type predictor--corrector algorithm with polynomiality and {Q}--subquadratic convergence", journal = "Annals of Operations Research", volume = "62", year = "1996", pages = "131--150" } @techreport{ipm:Zhang18, author = "Y. Zhang", title = "Solving large--scale linear programs by interior--point methods under the {MATLAB} environment", type = "{Technical Report}", number = "96--01", year = "1996", month = "March", institution = "Department of Mathematics and Statistics, University of Maryland Baltimore County", address = "Baltimore, MD~21228--5398, USA" } @article{ipm:Zhang19, author = "X. Zhang and J. Zhou and J. Yu", title = "An optimization method based on a primal--dual interior point quadratic programming approach", journal = "Journal of the Huazhong University of Science and Technology", volume = "23", number = "9", year = "1995", pages = "1--5", note = "(In Chinese)" } @article{ipm:Zhang20, author = "X. Zhang and J. Zhou", title = "Interior point method for solving optimization problems", journal = "Proceedings of the International Conference on Intelligent Manufacturing (Wuhan, China, 1995)", year = "1995", pages = "149--155" } @article{ipm:Zhang21, author = "X. Zhang and K.--C. Zhang", title = "A homotopy interior algorithm for posynomial geometric programming", journal = "Mathematica Numerica Sinica", volume = "18", year = "1996", pages = "225--232", note = "(In Chinese)" } @techreport{ipm:Zhang22, author = "Y. Zhang", title = "User's guide to {LIPSOL}", type = "{Technical Report}", year = "1995", month = "July", institution = "Department of Mathematics and Statistics, University of Maryland Baltimore County", address = "Baltimore, MD~21228--5398, USA", note = "See also Zhang \cite{ipm:Zhang24}", url = "http://www.math.umbc.edu/~zhang/lipsol/" } @techreport{ipm:Zhang23, author = "Y. Zhang", title = "{LIPSOL -- A MATLAB} toolkit for linear programming interior--point solvers", type = "{Technical Report}", year = "1994", institution = "Department of Mathematics and Statistics, University of Maryland Baltimore County", address = "Baltimore, MD~21228--5398, USA", note = "See also Zhang \cite{ipm:Zhang23}" } @techreport{ipm:Zhang24, author = "D.Zhang and Y. Zhang", title = "On constructing interior--point path--following methods for certain semimonotone complemntarity problems", type = "{Technical Report}", number = "TR~97--19", year = "1997", institution = "Department of Computational and Applied Mathematics, Rice University", address = "Houston, TX~77251, USA" } @article{ipm:SZhang1, author = "S. Zhang", title = "The convergence property of the {Iri--Imai} algorithm for some smooth convex programming problems", journal = "Journal of Optimization Theory and Applications", volume = "82", year = "1994", pages = "121--138", note = "See also Zhang \cite{ipm:Zhang4}" } @article{ipm:SZhang2, author = "S. Zhang and M. Shi", title = "On the polynomiality of {Iri and Imai's} new algorithm for linear programming", journal = "Journal of Qinhua University", volume = "28", year = "1988", pages = "121--126", note = "(In Chinese)" } @article{ipm:Zhao1, author = "G. Y. Zhao and J. Stoer", title = "Estimating the complexity of path--following methods for solving linear programs by curvature integrals", journal = "Applied Mathematics~{\&}~Optimization", volume = "27", number = "1", year = "1993", pages = "85--103" } @techreport{ipm:Zhao2, author = "Y. Zhao", title = "A classification of trajectory optimization algorithms", type = "{Technical Report}", number = "91/115", year = "1991", month = "April", institution = "Minnesota Supercomputer Institute, University of Minnesota", address = "Minneapolis, MN~55415, USA" } @article{ipm:Zhao3, author = "G. Y. Zhao", title = "Relationship between the curvature integral and the complexity of path--following methods in linear programming", journal = "SIAM Journal on Optimization", volume = "6", year = "1996", pages = "57--73" } @article{ipm:Zhao4, author = "G. Y. Zhao and J. Zhu", title = "The curvature integral and the complexity of linear complementarity problems", journal = "Mathematical Programming", volume = "70", year = "1995", pages = "107--122" } @incollection{ipm:Zhao5, author = "G. Y. Zhao and J. Zhu", title = "Analytical properties of the central trajectory in interior point methods", booktitle = "Advances in Optimization and Approximation", editor = "D.--Z. Du and J. Sun", year = "1994", pages = "362--375", series = "Nonconvex Optimization and Its Applications", volume = "1", publisher = "Kluwer Academic Publishers", address = "Dordrecht, The Netherlands" } @phdthesis{ipm:Zhao6, author = "G. Y. Zhao", title = "Estimating the complexity of path--following methods in linear programming by curvature integrals along the central trajectory", year = "1991", school = "Institut f{\"u}r Angewandte Mathematik und Statistik, Universit{\"a}t W{\"u}rzburg", address = "Am Hubland, D--97074~W{\"u}rzburg, Germany" } @article{ipm:Zhao7, author = "G. Y. Zhao", title = "On the choice of parameters for power--series interior point algorithms in linear programming", journal = "Mathematical Programming", volume = "68", year = "1995", pages = "49--71" } @article{ipm:Zhao8, author = "G. Y. Zhao and J. Sun and J. Zhu", title = "A primal--dual affine scaling algorithm with necessary centering as a safeguard", journal = "Optimization", volume = "35", year = "1995", pages = "333--343" } @techreport{ipm:Zhao9, author = "G. Y. Zhao", title = "High--order large--step interior point algorithms for linear complementary problems", type = "{Research Report}", number = "650", year = "1995", institution = "Department of Mathematics, National University of Singapore", address = "Singapore~0511", note = "Identical to Yun\,\cite{ipm:Yun1}" } @techreport{ipm:Zhao10, author = "G. Y. Zhao and Z. W. Liu", title = "A line search method for {Lagrangian} relaxation ascent algorithms", type = "{Technical Report}", number = "644", year = "1995", institution = "Department of Mathematics, National University of Singapore", address = "Singapore~0511", note = "Identical to Yun and Liu\,\cite{ipm:Yun2}" } @techreport{ipm:Zhao11, author = "G. Y. Zhao", title = "Large--step path--following primal--dual algorithms for linear programming", type = "{Research Report}", number = "613", year = "1994", month = "March", institution = "Department of Mathematics, National University of Singapore", address = "Singapore~0511" } @article{ipm:Zhao12, author = "G. Y. Zhao", title = "Interior point algorithms for linear complementarity problems based on large neighborhoods of the central path", journal = "SIAM Journal on Optimization", volume = "8", year = "1998", pages = "397--413" } @techreport{ipm:Zhao13, author = "G. Y. Zhao", title = "Log--barrier decomposition methods for solving two--stage stochastic programs", type = "{Research Report}", number = "711", year = "1997", month = "June", institution = "Department of Mathematics, National University of Singapore", address = "Singapore~0511", note = "Revised June 1998" } @techreport{ipm:Zhao14, author = "G. Y. Zhao and J. Sun", title = "On the rate of local convergence of higher--order infeasible--path--following algorithms for {$P_{*}$--LCP with or without strictly complementary solutions}", type = "{Research Report}", number = "698", year = "1997", month = "March", institution = "Department of Mathematics, National University of Singapore", address = "Singapore~0511" } @techreport{ipm:Zhao15, author = "G. Y. Zhao", title = "Interior point methods with decomposition for linear programs", type = "{Research Report}", number = "686", year = "1996", institution = "Department of Mathematics, National University of Singapore", address = "Singapore~0511" } @techreport{ipm:Zhao16, author = "G. Y. Zhao", title = "Barrier function in the {Lagrangian} dual method for solving multi--stage stochastic nonlinear programs", type = "{Research Report}", number = "", year = "1998", institution = "Department of Mathematics, National University of Singapore", address = "Singapore~0511" } @article{ipm:Zheng1, author = "Q. Zheng", title = "On the complexity of linear programming problems", journal = "Chinese Journal of Operations Research", volume = "7", number = "2", year = "1988", pages = "1--10", note = "(In Chinese)" } @article{ipm:Zhou1, author = "J. Zhou and N. Xu and W. Chen", title = "Discussion on {Karmarkar's} method for solving unstandard model", journal = "Journal of Southeastern University (Nanjing, PR China), English Edition", volume = "5", number = "1", year = "1989", pages = "38--45", note = "" } @techreport{ipm:Zhu1, author = "J. Zhu and K. O. Kortanek", title = "A polynomial path--following algorithm for linearly constrained convex programming", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Philadelphia, PA, USA}", year = "1990", month = "October", institution = "College of Business Administration, University of Iowa", address = "Iowa City, IA~52240, USA" } @article{ipm:Zhu2, author = "J. Zhu", title = "A path following algorithm for a class of convex programming problems", journal = "Zeitschrift f{\"u}r Operations Research---Methods and Models of Operations Research", volume = "36", number = "4", pages = "539--377", year = "1992" } @article{ipm:Zhu3, author = "J. Zhu and S. Huang", title = "On the convergence rate of the duality gap in a symmetric primal--dual potential reduction algorithm", journal = "Operations Research Letters", volume = "11", year = "1992", pages = "289--291" } @techreport{ipm:Zikan1, author = "K. Zikan and R. W. Cottle", title = "The box method for linear programming, {Part\,I\,: Basic} theory", type = "{Technical Report}", year = "1987", institution = "Systems Optimization Laboratory, Department of Operations Research, Stanford University", address = "Stanford, CA~94305--4022, USA" } @techreport{ipm:Zikan2, author = "K. Zikan and R. W. Cottle", title = "The box method for linear programming, {Part\,II\,: Treatment} of problems in standard form with explicitly bounded variables", type = "{Technical Report}", year = "1987", institution = "Systems Optimization Laboratory, Department of Operations Research, Stanford University", address = "Stanford, CA~94305--4022, USA" } @techreport{ipm:Zikan3, author = "K. Zikan and R. W. Cottle", title = "Solving linear programs with the box method", type = "{Talk held at the ORSA/TIMS Joint National Meeting in Washington, DC, USA}", year = "1988", month = "April", institution = "Systems Optimization Laboratory, Department of Operations Research, Stanford University", address = "Stanford, CA~94305--4022, USA" } @incollection{ipm:Zimmermann1, author = "U. Zimmermann", title = "On recent developments in linear programming", booktitle = "Trends in Mathematical Optimization\,: Proceedings of the 4th French--German Conference on Optimization in Irsee, Germany, April 1986", editor = "K. H. Hoffmann and J. B. Hiriat--Urruty and C. Lemarechal and J. Zowe", series = "International Series of Numerical Mathematics", volume = "84", year = "1988", pages = "353--390", publisher = "Birkh{\"a}user Verlag", address = "Basel, Switzerland" } @techreport{ipm:Zimmermann2, author = "U. Zimmermann", title = "Search directions for projective methods", type = "{Technical Report}", year = "1989", month = "February", institution = "Technische Universit{\"a}t Braunschweig, Institut f{\"u}r Angewandte Mathematik, Abt.\ f{\"u}r Math.\ Optimierung", address = "Pockelstr.~14, D--3300~Braunschweig, Germany" } @article{ipm:Zimmermann3, author = "U. Zimmermann", title = "Search directions for a class of projective methods", journal = "Zeitschrift f{\"u}r Operations Research---Methods and Models of Operations Research", volume = "34", year = "1990", pages = "353--379" } @techreport{ipm:Zimmermann4, author = "U. Zimmermann and C. Wallacher", title = "An interior point method for flow problems", type = "{Talk held at the DGOR--Jahrestagung in Vienna, Austria}", year = "1990", month = "August", institution = "Technische Universit{\"a}t Braunschweig, Institut f{\"u}r Angewandte Mathematik, Abt.\ f{\"u}r Math.\ Optimierung", address = "Pockelstr.~14, D--3300~Braunschweig, Germany", note = "See also Wallacher and Zimmermann \cite{ipm:Wallacher1}" } % % ********** end of file "intbib.bib" ********** %