David F. Shanno

From MaRDI portal
Person:457204

Available identifiers

zbMath Open shanno.david-fWikidataQ15804821 ScholiaQ15804821MaRDI QIDQ457204

List of research outcomes

PublicationDate of PublicationType
Cubic regularization in symmetric rank-1 quasi-Newton methods2019-05-03Paper
Interior-point methods for nonconvex nonlinear programming: cubic regularization2014-09-26Paper
https://portal.mardi4nfdi.de/entity/Q28673182013-12-11Paper
Who invented the interior-point method?2013-04-17Paper
Optimization and dynamical systems algorithms for finding equilibria of stochastic games2009-02-23Paper
Interior-point methods for nonconvex nonlinear programming: Regularization and warmstarts2008-11-17Paper
An exact primal-dual penalty method approach to warmstarting interior-point methods for linear programming2008-03-12Paper
Interior-point algorithms, penalty methods and equilibrium problems2006-11-17Paper
https://portal.mardi4nfdi.de/entity/Q44646282004-05-27Paper
Interior-point methods for nonconvex nonlinear programming: jamming and numerical testing2004-03-11Paper
Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions2003-04-10Paper
Interior-point methods for nonconvex nonlinear programming: orderings and higher-order methods2000-01-01Paper
An interior-point algorithm for nonconvex nonlinear programming1999-01-01Paper
https://portal.mardi4nfdi.de/entity/Q43587111998-02-16Paper
An Infeasible-Interior-Point Method for Linear Complementarity Problems1998-02-10Paper
https://portal.mardi4nfdi.de/entity/Q43535511997-09-10Paper
https://portal.mardi4nfdi.de/entity/Q43478501997-08-11Paper
Computational experience with penalty-barrier methods for nonlinear programming1996-07-01Paper
https://portal.mardi4nfdi.de/entity/Q48405871995-07-24Paper
https://portal.mardi4nfdi.de/entity/Q48362801995-06-14Paper
Computational experience with a globally convergent primal-dual predictor-corrector algorithm for linear programming1995-05-09Paper
https://portal.mardi4nfdi.de/entity/Q43236141995-02-23Paper
https://portal.mardi4nfdi.de/entity/Q43119021994-10-30Paper
Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art1994-05-10Paper
Rejoinder—The Last Word on Interior Point Methods for Linear Programming—For Now1994-05-10Paper
Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives1994-02-24Paper
Separable Quadratic Programming via a Primal-Dual Interior Point Method and its Use in a Sequential Procedure1993-10-12Paper
An interior point method for quadratic programs based on conjugate projected gradients1993-08-30Paper
Further Development of a Primal-Dual Interior Point Method1993-02-18Paper
Implementation of a Dual Affine Interior Point Algorithm for Linear Programming1993-01-17Paper
On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming1993-01-16Paper
An Implementation of a Primal-Dual Interior Point Method for Linear Programming1993-01-16Paper
Very Large-Scale Linear Programming: A Case Study in Combining Interior Point and Simplex Methods1993-01-05Paper
Computational experience with a primal-dual interior point method for linear programming1991-01-01Paper
A unified view of interior point methods for linear programming1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33486991990-01-01Paper
Numerical experience with sequential quadratic programming algorithms for equality constrained nonlinear programming1989-01-01Paper
A reduced-gradient variant of Karmarkar's algorithm and null-space projections1988-01-01Paper
Computing Karmarkar projections quickly1988-01-01Paper
Adding variables to quasi-newton Hessian approximations1987-01-01Paper
The scale problem in robust regressionM- estimates1986-01-01Paper
Numerical Methods for Robust Regression: Linear Models1986-01-01Paper
An example of numerical nonconvergence of a variable-metric method1985-01-01Paper
Globally convergent conjugate gradient algorithms1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36881211982-01-01Paper
Conjugate gradient methods for linearly constrained nonlinear programming1982-01-01Paper
Computational experience with methods for estimating sparse hessians for nonlinear optimization1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33144491981-01-01Paper
On Variable-Metric Methods for Sparse Hessians1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38658531980-01-01Paper
Numerical comparison of several variable metric algorithms1978-01-01Paper
Matrix conditioning and nonlinear optimization1978-01-01Paper
Conjugate Gradient Methods with Inexact Searches1978-01-01Paper
On the Convergence of a New Conjugate Gradient Algorithm1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41441171977-01-01Paper
Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]1976-01-01Paper
Effective Comparison of Unconstrained Optimization Techniques1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40484961974-01-01Paper
The Simplex Method In Mixed Integer And Integer Programming – A Unified Computational View1973-01-01Paper
An Improved Marquardt Procedure for Nonlinear Regressions1971-01-01Paper
Technical Note—“Linear” Programming with Absolute-Value Functionals1971-01-01Paper
Conditioning of Quasi-Newton Methods for Function Minimization1971-01-01Paper
Optimal Conditioning of Quasi-Newton Methods1971-01-01Paper
An Accelerated Gradient Projection Method for Linearly Constrained Nonlinear Estimation1970-01-01Paper
Parameter Selection for Modified Newton Methods for Function Minimization1970-01-01Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: David F. Shanno