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Publication Date of Publication Type Dual barrier-projection and barrier-Newton methods for linear programming problems. 2004-03-18 Paper General lagrange-type...

logarithmic barrier interior-point method based on majorant functions for second-order cone programming 2020-04-27 Paper Logarithmic-Barrier Decomposition...

Publication Date of Publication Type On Barrier and Modified Barrier Multigrid Methods for Three-Dimensional Topology Optimization 2020-01-10 Paper...

primal-dual interior-point methods for convex quadratic optimization based on a finite barrier 2013-02-15 Paper A Weighted-Path-Following Method for Monotone Horizontal...

analysis of discretization methods for nonlinear first kind Volterra integral equations 1986-01-01 Paper A proof of the order barrier for upwind schemes by...

Robust static hedging of barrier options in stochastic volatility models 2009-12-11 Paper Robust static super-replication of barrier options 2009-08-11 Paper...

Application of newton modified barrier method to structural optimization 1994-05-26 Paper Modified barrier functions (theory and methods) 1992-06-28 Paper Smooth...

approach 2020-08-25 Paper Lagrangian methods for composite optimization 2020-07-10 Paper Novel Proximal Gradient Methods for Nonnegative Matrix Factorization...

Nonmonotone projected gradient methods based on barrier and Euclidean distances 2008-03-12 Paper Penalty and barrier methods for convex semidefinite programming...

the Self-Concordance of the Universal Barrier Function 1997-06-12 Paper Barrier Functions in Interior Point Methods 1997-02-13 Paper A Survey of the Implications...

2022-02-14 Paper Adaptive projection methods for linear fractional programming 2021-07-27 Paper Study of a Logarithmic Barrier Approach for Linear Semidefinite...

arising in regularized interior-point methods 2013-03-18 Paper Local path-following property of inexact interior methods in nonlinear programming 2012-12-13...

Publication Date of Publication Type Operator methods of the parabolic potential barrier 2007-08-07 Paper Supersymmetric quantum mechanics of scattering...

Pricing discrete barrier options and credit default swaps under Lévy processes 2015-04-16 Paper METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs...

for double barrier options: mesh optimization and repeated Richardson extrapolation 2021-11-24 Paper An extremely efficient numerical method for pricing...

boundary element approach to barrier option pricing in Black–Scholes framework 2016-05-06 Paper Fast Numerical Pricing of Barrier Options under Stochastic...

primal-dual interior-point methods for linear optimization based on a new parametric kernel function with a trigonometric barrier term 2019-02-14 Paper K...

problems 1980-01-01 Paper Trajectory analysis and extrapolation in barrier function methods 1978-01-01 Paper An implicit function theorem 1978-01-01 Paper...

contracting-point methods for convex optimization 2023-03-01 Paper Gradient methods with memory 2022-10-06 Paper Inexact basic tensor methods for some classes...

primal dual reciprocal Barrier Newton interior-point methods 1998-06-02 Paper On the convergence rate of Newton interior-point methods in the absence of strict...