The following pages link to Robert J. Vanderbei (Q210426):
Displaying 50 items.
- (Q340004) (redirect page) (← links)
- Revisiting compressed sensing: exploiting the efficiency of simplex and sparsification methods (Q340007) (← links)
- A parametric simplex algorithm for linear vector optimization problems (Q526835) (← links)
- A modification of Karmarkar's linear programming algorithm (Q581231) (← links)
- Two-thirds is sharp for affine scaling (Q688206) (← links)
- Optimal switching between a pair of Brownian motions (Q749030) (← links)
- A martingale system theorem for stock investments (Q751954) (← links)
- (Q796182) (redirect page) (← links)
- Probabilistic solution of the Dirichlet problem for biharmonic functions in discrete space (Q796183) (← links)
- Splitting dense columns in sparse linear systems (Q803727) (← links)
- Case studies in optimization: catenary problem (Q833405) (← links)
- Interior-point algorithms, penalty methods and equilibrium problems (Q853552) (← links)
- Extreme optics and the search for Earth-like planets (Q995785) (← links)
- Markov strategies for optimal control problems indexed by a partially ordered set (Q1054365) (← links)
- Toward a stochastic calculus for several Markov processes (Q1054387) (← links)
- A brief description of ALPO (Q1186950) (← links)
- Prior reduced fill-in in solving equations in interior point algorithms (Q1197902) (← links)
- Extension of Piyavskii's algorithm to continuous global optimization (Q1292199) (← links)
- An interior-point algorithm for nonconvex nonlinear programming (Q1294828) (← links)
- Linear programming: foundations and extensions (Q1352549) (← links)
- The discrete Radon transform and its approximate inversion via linear programming (Q1363761) (← links)
- Solving problems with semidefinite and related constraints using interior-point methods for nonlinear programming (Q1411642) (← links)
- Interior-point methods for nonconvex nonlinear programming: jamming and numerical testing (Q1424286) (← links)
- Interior-point methods for nonconvex nonlinear programming: orderings and higher-order methods (Q1591484) (← links)
- Fast Fourier optimization (Q1762460) (← links)
- Symmetric indefinite systems for interior point methods (Q1803613) (← links)
- Affine-scaling for linear programs with free variables (Q1812553) (← links)
- Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions (Q1856370) (← links)
- Case studies in trajectory optimization: trains, planes, and other pastimes (Q1863853) (← links)
- A probabilistic formula for the concave hull of a function (Q1917213) (← links)
- Discrete-time pricing and optimal exercise of American perpetual warrants in the geometric random walk model (Q1946533) (← links)
- Symmetrization of binary random variables (Q1962612) (← links)
- Linear programming. Foundations and extensions. (Q2473785) (← links)
- Primal-Dual Affine-Scaling Algorithms Fail for Semidefinite Programming (Q2757588) (← links)
- (Q2867318) (← links)
- Local Warming (Q2913272) (← links)
- Real and Convex Analysis (Q2914105) (← links)
- (Q2933998) (← links)
- The Gauss-Newton direction in semidefinite programming (Q3146531) (← links)
- (Q3351137) (← links)
- Quicker Convergence for Iterative Numerical Solutions to Stochastic Problems: Probabilistic Interpretations, Ordering Heuristics, and Parallel Processing (Q3415988) (← links)
- (Q3626690) (← links)
- Pricing American Perpetual Warrants by Linear Programming (Q3651187) (← links)
- (Q3656481) (← links)
- Stochastic Waves (Q3658856) (← links)
- A probabilistic model for the time to unravel a strand of dna (Q3790995) (← links)
- Optimal stopping and supermartingales over partially ordered sets (Q3889855) (← links)
- The Optimal Choice of a Subset of a Population (Q3892059) (← links)
- Optimal Switching among Several Brownian Motions (Q4021836) (← links)
- ALPO: Another Linear Program Optimizer (Q4202580) (← links)
