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David F. Shanno - MaRDI portal

David F. Shanno

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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


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