% % % % 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. 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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