David F. Shanno

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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
Regularized step directions in nonlinear conjugate gradient methods
Mathematical Programming Computation
2025-02-06Paper
Cubic regularization in symmetric rank-1 quasi-Newton methods
Mathematical Programming Computation
2019-05-03Paper
Interior-point methods for nonconvex nonlinear programming: cubic regularization
Computational Optimization and Applications
2014-09-26Paper
Global convergence of a primal-dual interior-point method for nonlinear programming
Algorithmic Operations Research
2013-12-11Paper
Who invented the interior-point method?
Documenta Mathematica
2013-04-17Paper
Optimization and dynamical systems algorithms for finding equilibria of stochastic games
Optimization Methods & Software
2009-02-23Paper
Interior-point methods for nonconvex nonlinear programming: Regularization and warmstarts
Computational Optimization and Applications
2008-11-17Paper
An exact primal-dual penalty method approach to warmstarting interior-point methods for linear programming
Computational Optimization and Applications
2008-03-12Paper
Interior-point algorithms, penalty methods and equilibrium problems
Computational Optimization and Applications
2006-11-17Paper
scientific article; zbMATH DE number 2068030 (Why is no real title available?)2004-05-27Paper
Interior-point methods for nonconvex nonlinear programming: jamming and numerical testing
Mathematical Programming. Series A. Series B
2004-03-11Paper
Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions
Computational Optimization and Applications
2003-04-10Paper
Interior-point methods for nonconvex nonlinear programming: orderings and higher-order methods
Mathematical Programming. Series A. Series B
2000-01-01Paper
An interior-point algorithm for nonconvex nonlinear programming
Computational Optimization and Applications
1999-01-01Paper
scientific article; zbMATH DE number 1069182 (Why is no real title available?)1998-02-16Paper
An Infeasible-Interior-Point Method for Linear Complementarity Problems
SIAM Journal on Optimization
1998-02-10Paper
scientific article; zbMATH DE number 1059237 (Why is no real title available?)1997-09-10Paper
scientific article; zbMATH DE number 1047683 (Why is no real title available?)1997-08-11Paper
Computational experience with penalty-barrier methods for nonlinear programming
Annals of Operations Research
1996-07-01Paper
scientific article; zbMATH DE number 778138 (Why is no real title available?)1995-07-24Paper
scientific article; zbMATH DE number 764395 (Why is no real title available?)1995-06-14Paper
Computational experience with a globally convergent primal-dual predictor-corrector algorithm for linear programming
Mathematical Programming. Series A. Series B
1995-05-09Paper
scientific article; zbMATH DE number 724214 (Why is no real title available?)1995-02-23Paper
scientific article; zbMATH DE number 679857 (Why is no real title available?)1994-10-30Paper
Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art
ORSA Journal on Computing
1994-05-10Paper
Rejoinder—The Last Word on Interior Point Methods for Linear Programming—For Now
ORSA Journal on Computing
1994-05-10Paper
Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives
SIAM Journal on Optimization
1994-02-24Paper
Separable Quadratic Programming via a Primal-Dual Interior Point Method and its Use in a Sequential Procedure
ORSA Journal on Computing
1993-10-12Paper
An interior point method for quadratic programs based on conjugate projected gradients
Computational Optimization and Applications
1993-08-30Paper
Further Development of a Primal-Dual Interior Point Method
ORSA Journal on Computing
1993-02-18Paper
Implementation of a Dual Affine Interior Point Algorithm for Linear Programming
ORSA Journal on Computing
1993-01-17Paper
An Implementation of a Primal-Dual Interior Point Method for Linear Programming
ORSA Journal on Computing
1993-01-16Paper
On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
SIAM Journal on Optimization
1993-01-16Paper
Very Large-Scale Linear Programming: A Case Study in Combining Interior Point and Simplex Methods
Operations Research
1993-01-05Paper
Computational experience with a primal-dual interior point method for linear programming
Linear Algebra and its Applications
1991-01-01Paper
scientific article; zbMATH DE number 4199963 (Why is no real title available?)1990-01-01Paper
A unified view of interior point methods for linear programming
Annals of Operations Research
1990-01-01Paper
Numerical experience with sequential quadratic programming algorithms for equality constrained nonlinear programming
ACM Transactions on Mathematical Software
1989-01-01Paper
Computing Karmarkar projections quickly
Mathematical Programming. Series A. Series B
1988-01-01Paper
A reduced-gradient variant of Karmarkar's algorithm and null-space projections
Journal of Optimization Theory and Applications
1988-01-01Paper
Adding variables to quasi-newton Hessian approximations
Journal of Optimization Theory and Applications
1987-01-01Paper
Numerical Methods for Robust Regression: Linear Models
SIAM Journal on Scientific and Statistical Computing
1986-01-01Paper
The scale problem in robust regression<i>M</i>- estimates
Journal of Statistical Computation and Simulation
1986-01-01Paper
An example of numerical nonconvergence of a variable-metric method
Journal of Optimization Theory and Applications
1985-01-01Paper
Globally convergent conjugate gradient algorithms
Mathematical Programming
1985-01-01Paper
scientific article; zbMATH DE number 3912130 (Why is no real title available?)1982-01-01Paper
Conjugate gradient methods for linearly constrained nonlinear programming
Mathematical Programming Studies
1982-01-01Paper
scientific article; zbMATH DE number 3844481 (Why is no real title available?)1981-01-01Paper
Computational experience with methods for estimating sparse hessians for nonlinear optimization
Journal of Optimization Theory and Applications
1981-01-01Paper
On Variable-Metric Methods for Sparse Hessians1980-01-01Paper
scientific article; zbMATH DE number 3668339 (Why is no real title available?)1980-01-01Paper
On the Convergence of a New Conjugate Gradient Algorithm
SIAM Journal on Numerical Analysis
1978-01-01Paper
Matrix conditioning and nonlinear optimization
Mathematical Programming
1978-01-01Paper
Conjugate Gradient Methods with Inexact Searches
Mathematics of Operations Research
1978-01-01Paper
Numerical comparison of several variable metric algorithms
Journal of Optimization Theory and Applications
1978-01-01Paper
scientific article; zbMATH DE number 3573177 (Why is no real title available?)1977-01-01Paper
Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]
ACM Transactions on Mathematical Software
1976-01-01Paper
Effective Comparison of Unconstrained Optimization Techniques
Management Science
1975-01-01Paper
scientific article; zbMATH DE number 3463102 (Why is no real title available?)1974-01-01Paper
The Simplex Method In Mixed Integer And Integer Programming – A Unified Computational View
INFOR: Information Systems and Operational Research
1973-01-01Paper
Conditioning of Quasi-Newton Methods for Function Minimization1971-01-01Paper
An Improved Marquardt Procedure for Nonlinear Regressions1971-01-01Paper
Optimal Conditioning of Quasi-Newton Methods1971-01-01Paper
Technical Note—“Linear” Programming with Absolute-Value Functionals
Operations Research
1971-01-01Paper
Parameter Selection for Modified Newton Methods for Function Minimization
SIAM Journal on Numerical Analysis
1970-01-01Paper
An Accelerated Gradient Projection Method for Linearly Constrained Nonlinear Estimation
SIAM Journal on Applied Mathematics
1970-01-01Paper


Research outcomes over time


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