Donald Goldfarb

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
ADMM for multiaffine constrained optimization
Optimization Methods & Software
2020-01-21Paper
Quasi-Newton methods: superlinear convergence without line searches for self-concordant functions
Optimization Methods & Software
2019-01-14Paper
Block BFGS methods
SIAM Journal on Optimization
2018-05-18Paper
Greedy approaches to symmetric orthogonal tensor decomposition
SIAM Journal on Matrix Analysis and Applications
2017-11-06Paper
Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization
SIAM Journal on Optimization
2017-05-30Paper
Linear Convergence of Stochastic Frank Wolfe Variants
 
2017-03-21Paper
Scalable robust matrix recovery: Frank-Wolfe meets proximal methods
SIAM Journal on Scientific Computing
2016-10-28Paper
Block coordinate descent methods for semidefinite programming
International Series in Operations Research & Management Science
2016-04-26Paper
Stochastic Block BFGS: Squeezing More Curvature out of Data
 
2016-03-31Paper
Semi-Stochastic Frank-Wolfe Algorithms with Away-Steps for Block-Coordinate Structure Problems
 
2016-02-03Paper
Successive Rank-One Approximations for Nearly Orthogonally Decomposable Symmetric Tensors
SIAM Journal on Matrix Analysis and Applications
2015-12-09Paper
An alternating direction method for total variation denoising
Optimization Methods & Software
2015-09-04Paper
Fast first-order methods for composite convex optimization with backtracking
Foundations of Computational Mathematics
2014-09-04Paper
Robust low-rank tensor recovery: models and algorithms
SIAM Journal on Matrix Analysis and Applications
2014-08-21Paper
Efficient algorithms for robust and stable principal component pursuit problems
Computational Optimization and Applications
2014-05-23Paper
Structured sparsity via alternating direction methods
 
2014-04-01Paper
Fast alternating linearization methods for minimizing the sum of two convex functions
Mathematical Programming. Series A. Series B
2013-11-11Paper
Efficient block-coordinate descent algorithms for the group Lasso
Mathematical Programming Computation
2013-08-05Paper
Accelerated linearized Bregman method
Journal of Scientific Computing
2013-04-08Paper
Fast multiple-splitting algorithms for convex optimization
SIAM Journal on Optimization
2012-09-12Paper
On the convergence of an active-set method for \(\ell_1\) minimization
Optimization Methods & Software
2012-08-27Paper
Fixed point and Bregman iterative methods for matrix rank minimization
Mathematical Programming. Series A. Series B
2011-06-17Paper
An interior-point piecewise linear penalty method for nonlinear programming
Mathematical Programming. Series A. Series B
2011-06-17Paper
A fast algorithm for sparse reconstruction based on shrinkage, subspace optimization, and continuation
SIAM Journal on Scientific Computing
2011-05-17Paper
Convergence of fixed-point continuation algorithms for matrix rank minimization
Foundations of Computational Mathematics
2011-05-11Paper
Fast First-Order Methods for Stable Principal Component Pursuit
 
2011-05-11Paper
Alternating direction augmented Lagrangian methods for semidefinite programming
Mathematical Programming Computation
2011-01-28Paper
Parametric maximum flow algorithms for fast total variation minimization
SIAM Journal on Scientific Computing
2010-10-19Paper
A Line Search Multigrid Method for Large-Scale Nonlinear Optimization
SIAM Journal on Optimization
2010-09-06Paper
A Curvilinear Search Method for p-Harmonic Flows on Spheres
SIAM Journal on Imaging Sciences
2009-10-19Paper
Numerically stable LDLT factorizations in interior point methods for convex quadratic programming
IMA Journal of Numerical Analysis
2008-12-02Paper
Bregman Iterative Algorithms for $\ell_1$-Minimization with Applications to Compressed Sensing
SIAM Journal on Imaging Sciences
2008-04-01Paper
The Total Variation Regularized $L^1$ Model for Multiscale Decomposition
Multiscale Modeling & Simulation
2008-03-28Paper
Variational, Geometric, and Level Set Methods in Computer Vision
Lecture Notes in Computer Science
2006-10-20Paper
Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties
Mathematical Programming. Series A. Series B
2006-06-28Paper
Second-order Cone Programming Methods for Total Variation-Based Image Restoration
SIAM Journal on Scientific Computing
2006-05-30Paper
An Iterative Regularization Method for Total Variation-Based Image Restoration
Multiscale Modeling & Simulation
2005-10-06Paper
Product-form Cholesky factorization in interior point methods for second-order cone programming
Mathematical Programming. Series A. Series B
2005-05-12Paper
A product-form Cholesky factorization method for handling dense columns in interior point methods for linear programming
Mathematical Programming. Series A. Series B
2004-03-11Paper
An \(O(nm)\)-time network simplex algorithm for the shortest path problem
Operations Research
2002-02-07Paper
A polynomial dual simplex algorithm fot the generalized circulation problem.
Mathematical Programming. Series A. Series B
2002-01-01Paper
Combinatorial interior point methods for generalized network flow problems
Mathematical Programming. Series A. Series B
2002-01-01Paper
On parametric semidefinite programming
Applied Numerical Mathematics
2001-03-18Paper
A modified barrier-augmented Lagrangian method for constrained minimization
Computational Optimization and Applications
2000-12-17Paper
A new scaling algorithm for the minimum cost network flow problem
Operations Research Letters
2000-12-12Paper
Interior Point Trajectories in Semidefinite Programming
SIAM Journal on Optimization
1999-02-22Paper
Polynomial-Time Highest-Gain Augmenting Path Algorithms for the Generalized Circulation Problem
Mathematics of Operations Research
1998-08-03Paper
On strongly polynomial dual simplex algorithms for the maximum flow problem
Mathematical Programming. Series A. Series B
1998-06-11Paper
Strongly polynomial dual simplex methods for the maximum flow problem
Mathematical Programming. Series A. Series B
1998-03-11Paper
A Faster Combinatorial Algorithm for the Generalized Circulation Problem
Mathematics of Operations Research
1997-10-30Paper
Data-Parallel Implementations of Dense Simplex Methods on the Connection Machine CM-2
ORSA Journal on Computing
1996-05-20Paper
On the Complexity of a Class of Projective Interior Point Methods
Mathematics of Operations Research
1995-07-31Paper
scientific article; zbMATH DE number 733518 (Why is no real title available?)
 
1995-03-13Paper
On solution-containing ellipsoids in linear programming
Journal of Optimization Theory and Applications
1994-10-25Paper
scientific article; zbMATH DE number 653033 (Why is no real title available?)
 
1994-10-12Paper
An \(O(n^ 3 L)\) primal-dual potential reduction algorithm for solving convex quadratic programs
Mathematical Programming. Series A. Series B
1994-03-27Paper
On the maximum capacity augmentation algorithm for the maximum flow problem
Discrete Applied Mathematics
1994-02-22Paper
A Path-Following Projective Interior Point Method for Linear Programming
SIAM Journal on Optimization
1994-01-01Paper
Partial-Update Newton Methods for Unary, Factorable, and Partially Separable Optimization
SIAM Journal on Optimization
1993-08-11Paper
Steepest-edge simplex algorithms for linear programming
Mathematical Programming. Series A. Series B
1993-06-29Paper
Exploiting special structure in a primal-dual path-following algorithm
Mathematical Programming. Series A. Series B
1993-06-29Paper
A Logarithmic Barrier Function Algorithm for Quadratically Constrained Convex Quadratic Programming
SIAM Journal on Optimization
1992-09-27Paper
Polynomial-time primal simplex algorithms for the minimum cost network flow problem
Algorithmica
1992-09-27Paper
On strongly polynomial variants of the networks simplex algorithm for the maximum flow problem
Operations Research Letters
1992-06-27Paper
A primal projective interior point method for linear programming
Mathematical Programming. Series A. Series B
1992-06-25Paper
An \(O(n^ 3L)\) primal interior point algorithm for convex quadratic programming
Mathematical Programming. Series A. Series B
1991-01-01Paper
Shortest path algorithms using dynamic breadth‐first search
Networks
1991-01-01Paper
A primal simplex algorithm that solves the maximum flow problem in at most nm pivots and \(O(n^ 2m)\) time
Mathematical Programming. Series A. Series B
1990-01-01Paper
Efficient Shortest Path Simplex Algorithms
Operations Research
1990-01-01Paper
Anti-stalling pivot rules for the network simplex algorithm
Networks
1990-01-01Paper
scientific article; zbMATH DE number 4199934 (Why is no real title available?)
 
1990-01-01Paper
A Self-Correcting Version of Karmarkar’s Algorithm
SIAM Journal on Numerical Analysis
1989-01-01Paper
A relaxed version of Karmarkar's method
Mathematical Programming. Series A. Series B
1988-01-01Paper
Relaxed variants of Karmarkar's algorithm for linear programs with unknown optimal objective value
Mathematical Programming. Series A. Series B
1988-01-01Paper
scientific article; zbMATH DE number 3982419 (Why is no real title available?)
 
1986-01-01Paper
scientific article; zbMATH DE number 4046981 (Why is no real title available?)
 
1986-01-01Paper
Efficient dual simplex algorithms for the assignment problem
Mathematical Programming
1985-01-01Paper
Optimal Estimation of Jacobian and Hessian Matrices That Arise in Finite Difference Calculations
 
1984-01-01Paper
A numerically stable dual method for solving strictly convex quadratic programs
Mathematical Programming
1983-09-01Paper
A numerically stable dual method for solving strictly convex quadratic programs
Mathematical Programming
1983-01-01Paper
scientific article; zbMATH DE number 3784219 (Why is no real title available?)
 
1982-01-01Paper
Modifications and implementation of the ellipsoid algorithm for linear programming
Mathematical Programming
1982-01-01Paper
scientific article; zbMATH DE number 3873096 (Why is no real title available?)
 
1982-01-01Paper
Feature Article—The Ellipsoid Method: A Survey
Operations Research
1981-01-01Paper
Curvilinear path steplength algorithms for minimization which use directions of negative curvature
Mathematical Programming
1980-01-01Paper
Worst case behavior of the steepest edge simplex method
Discrete Applied Mathematics
1979-01-01Paper
A practicable steepest-edge simplex algorithm
Mathematical Programming
1977-01-01Paper
On the Bartels—Golub decomposition for linear programming bases
Mathematical Programming
1977-01-01Paper
Generating conjugate directions without line searches using factorized variable metric updating formulas
Mathematical Programming
1977-01-01Paper
Matrix factorizations in optimization of nonlinear functions subject to linear constraints — an addendum
Mathematical Programming
1977-01-01Paper
Matrix factorizations in optimization of nonlinear functions subject to linear constraints
Mathematical Programming
1976-01-01Paper
Factorized Variable Metric Methods for Unconstrained Optimization
 
1976-01-01Paper
scientific article; zbMATH DE number 3538744 (Why is no real title available?)
 
1976-01-01Paper
scientific article; zbMATH DE number 3446698 (Why is no real title available?)
 
1972-01-01Paper
Modification Methods for Inverting Matrices and Solving Systems of Linear Algebraic Equations
 
1972-01-01Paper
A Family of Variable-Metric Methods Derived by Variational Means
 
1970-01-01Paper
Extension of Davidon’s Variable Metric Method to Maximization Under Linear Inequality and Equality Constraints
SIAM Journal on Applied Mathematics
1969-01-01Paper
scientific article; zbMATH DE number 3395301 (Why is no real title available?)
 
1969-01-01Paper


Research outcomes over time


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