Robert J. Vanderbei

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Person:210426

Available identifiers

zbMath Open vanderbei.robert-josephMaRDI QIDQ210426

List of research outcomes

PublicationDate of PublicationType
Flat Map of a Sphere via Stress Minimization2022-04-06Paper
The postdoc variant of the secretary problem2022-03-16Paper
Comments on: ``Distance geometry and data science2020-06-26Paper
A Simple 3D Isometric Embedding of the Flat Square Torus2020-06-19Paper
Linear programming. Foundations and extensions2020-02-24Paper
The Falling Slinky2018-07-13Paper
A parametric simplex algorithm for linear vector optimization problems2017-05-15Paper
Revisiting compressed sensing: exploiting the efficiency of simplex and sparsification methods2016-11-11Paper
The Complex Roots of Random Sums2015-08-20Paper
https://portal.mardi4nfdi.de/entity/Q55022352015-08-18Paper
https://portal.mardi4nfdi.de/entity/Q29339982014-12-08Paper
A Regression Approach to Fairer Grading2014-06-26Paper
https://portal.mardi4nfdi.de/entity/Q28673182013-12-11Paper
Linear programming. Foundations and extensions2013-07-18Paper
Discrete-time pricing and optimal exercise of American perpetual warrants in the geometric random walk model2013-04-15Paper
Constructing Strong Markov Processes2013-03-11Paper
Fast Fourier optimization2012-11-27Paper
Local Warming2012-09-26Paper
Real and Convex Analysis2012-09-25Paper
https://portal.mardi4nfdi.de/entity/Q36564812010-01-13Paper
Pricing American Perpetual Warrants by Linear Programming2009-12-08Paper
Case studies in optimization: catenary problem2009-08-12Paper
https://portal.mardi4nfdi.de/entity/Q36266902009-05-22Paper
Linear programming. Foundations and extensions.2008-03-04Paper
Extreme optics and the search for Earth-like planets2007-09-10Paper
Quicker Convergence for Iterative Numerical Solutions to Stochastic Problems: Probabilistic Interpretations, Ordering Heuristics, and Parallel Processing2007-01-19Paper
Interior-point algorithms, penalty methods and equilibrium problems2006-11-17Paper
Frontiers of Stochastically Nondominated Portfolios2006-06-19Paper
https://portal.mardi4nfdi.de/entity/Q44646282004-05-27Paper
Interior-point methods for nonconvex nonlinear programming: jamming and numerical testing2004-03-11Paper
Solving problems with semidefinite and related constraints using interior-point methods for nonlinear programming2003-10-29Paper
Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions2003-04-10Paper
Case studies in trajectory optimization: trains, planes, and other pastimes2003-03-12Paper
The Gauss-Newton direction in semidefinite programming2002-09-12Paper
LOQO user's manual — version 3.102002-01-13Paper
LOQO:an interior point code for quadratic programming2001-12-09Paper
Primal-Dual Affine-Scaling Algorithms Fail for Semidefinite Programming2001-11-26Paper
Linear programming. Foundations and extensions2001-10-16Paper
Symmetrization of binary random variables2000-11-19Paper
Extension of Piyavskii's algorithm to continuous global optimization2000-10-25Paper
Interior-point methods for nonconvex nonlinear programming: orderings and higher-order methods2000-01-01Paper
An interior-point algorithm for nonconvex nonlinear programming1999-01-01Paper
Linear programming. Foundations and extensions1998-09-16Paper
The discrete Radon transform and its approximate inversion via linear programming1998-02-01Paper
Linear programming: foundations and extensions1997-02-16Paper
A probabilistic formula for the concave hull of a function1996-12-02Paper
https://portal.mardi4nfdi.de/entity/Q47182481996-12-01Paper
The Simplest Semidefinite Programs are Trivial1996-10-07Paper
An Interior-Point Method for Semidefinite Programming1996-09-22Paper
The Complex Zeros of Random Polynomials1996-04-24Paper
Symmetric Quasidefinite Matrices1995-10-15Paper
Robust Optimization of Large-Scale Systems1995-09-25Paper
Affine-Scaling Trajectories Associated with a Semi-Infinite Linear Program1995-06-14Paper
https://portal.mardi4nfdi.de/entity/Q43266191995-03-22Paper
Two-thirds is sharp for affine scaling1994-08-31Paper
Commentary—Interior-Point Methods: Algorithms and Formulations1994-05-10Paper
ALPO: Another Linear Program Optimizer1993-09-16Paper
Symmetric indefinite systems for interior point methods1993-06-29Paper
Optimal Switching among Several Brownian Motions1993-01-17Paper
Prior reduced fill-in in solving equations in interior point algorithms1993-01-16Paper
A brief description of ALPO1992-06-28Paper
Affine-scaling for linear programs with free variables1992-06-25Paper
Splitting dense columns in sparse linear systems1991-01-01Paper
Optimal switching between a pair of Brownian motions1990-01-01Paper
A martingale system theorem for stock investments1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33511371990-01-01Paper
A probabilistic model for the time to unravel a strand of dna1988-01-01Paper
A modification of Karmarkar's linear programming algorithm1986-01-01Paper
Probabilistic solution of the Dirichlet problem for biharmonic functions in discrete space1984-01-01Paper
Markov strategies for optimal control problems indexed by a partially ordered set1983-01-01Paper
Toward a stochastic calculus for several Markov processes1983-01-01Paper
Stochastic Waves1983-01-01Paper
Optimal stopping and supermartingales over partially ordered sets1981-01-01Paper
The Optimal Choice of a Subset of a Population1980-01-01Paper

Research outcomes over time


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