Gondzio, Jacek - School of Mathematics, University of Edinburgh

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Gondzio, Jacek - School of Mathematics, University of Edinburgh

Solving nonlinear financial planning problems with 10 9 decision variables on massively parallel
Analytic Center Cutting Plane Method User's Guide for the Library \Lambda
Implementation of Interior Point Methods for Large Scale Linear Programming \Lambday
Solving Nonlinear Portfolio Optimization Problems with the PrimalDual Interior Point Method #
A Planning Model with one Million Scenarios Solved on an Affordable Parallel Machine \Lambda
Parallel Interior Point Solver for Structured Linear Programs
Optimization Modeling Languages Emmanuel Fragniere
Solving Distribution Planning Problems with the Interior Point Method
Working Paper Modular Solver for LP Problems
Applying Schur Complements for Handling General Updates of a Large, Sparse, Unsymmetric Matrix \Lambda
Parallel Interior Point Solver for Structured Quadratic Programs
``wrapper'' Stochastic Programming
Hedging Options under Transaction Costs and Stochastic Volatility
Computational Imperial College
REOPTIMIZATION WITH THE PRIMALDUAL INTERIOR POINT METHOD #
Direct Solution of Linear Systems of Size 10 9 Arising in Optimization with Interior Point
CUSTOMIZED BLOCK STRUCTURES IN ALGEBRAIC MODELING LANGUAGES: THE STOCHASTIC
An Interior Point Heuristic for the Hamiltonian Cycle Problem via Markov Decision Processes #
A Computational View of Interior--Point Methods for Linear Programming 1
Inexact Constraint Preconditioners for Linear Systems Arising in Interior Point Methods 1
Preconditioning Indefinite Systems in Interior Point Methods for Optimization 1
An interior point solver for smooth convex optimization with an application to environmentalenergyeconomic models
Column generation with a primaldual method \Lambda Jacek Gondzio y and Robert Sarkissian
Exploiting Structure in Parallel Implementation of Interior Point Methods for Optimization 1