- International Journal of Computational Engineering Science Vol. 0, No. 0 (2003) 000000
- Submitted December, 1995, Revised April, 1999 A QUADRATICALLY CONVERGENT POLYNOMIAL LONGSTEP
- Representing the space of linear programs as the Grassmann manifold
- A LogBarrier Method With Benders Decomposition For Solving TwoStage Stochastic Linear Programs
- An Analytic Center Cutting Plane Method For Semide nite Feasibility Problems
- A Note on Treating Second Order Cone Problem as a Special Case of Semide nite Problem
- Convergence Analysis of an Infeasible Interior Point Algorithm Based on a Regularized Central Path for Linear
- An Analytic Center Cutting Plane Method With Deep Cuts For Semide nite Feasibility Problems
- A Multiple-Cut Analytic Center Cutting Plane Method for Semide nite Feasibility Problems
- A Lagrangian Dual Method with SelfConcordant Barriers for MultiStage Stochastic Convex Nonlinear Programming
- On the Rate of Local Convergence of HighOrderInfeasiblePathFollowing Algorithms
- Interior Point Methods with Decomposition for Solving Large Scale Linear Programs
- Basis partition of the space of linear programs through a differential equation
- On the implementation of a log-barrier progressive hedging method for multistage stochastic programs
- Complementarity Demand Functions and Pricing Models for Multi-product Markets
- Lagrangian-dual Functions and Moreau-Yosida Regularization Fanwen Meng, Gongyun Zhao, Mark Goh, and Robert De Souza
- Asymptotic Behavior of HKM Paths in Interior Point Methods for Monotone Semidefinite Linear Complementarity Problems
- Successive Linear Approximation Solution of Infinite Horizon Dynamic Stochastic
- Semismoothness of Solutions to Generalized Equations and the Moreau-Yosida Regularization
- On Second-order Properties of the Moreau-Yosida Regularization for Constrained Nonsmooth Convex Programs
- Underlying Paths in Interior Point Methods for the Monotone Semidefinite Linear Complementarity Problem
- A Lagrangian Dual Method with Self-Concordant Barriers for Multi-Stage Stochastic Convex Nonlinear Programming
- | Mathematical Programming manuscript No. * | (will be inserted by the editor) *
- A Log-Barrier Method With Benders Decomposition For Solving Two-Stage Stochastic Linear Programs
- An Analytic Center Cutting Plane Method For Semidefinite Feasibility Problems
- Interior Point Methods with Decomposition for Solving Large Scale Linear Programs
- Two Stage Equilibrium and Product Choice with Elastic Demand
- A decomposition method based on SQP for a class of multistage stochastic nonlinear programs #
- Two Stage Equilibrium and Product Choice with Elastic Demand
- Convergence Analysis of an Infeasible Interior Point Algorithm Based on a Regularized Central Path for Linear
- An Analytic Center Cutting Plane Method With Deep Cuts For Semidefinite Feasibility Problems
- On the Rate of Local Convergence of High-Order-Infeasible-Path-Following Algorithms
- A decomposition method based on SQP for a class of multistage nonlinear stochastic programs *
- Submitted December, 1995, Revised April, 1999 A QUADRATICALLY CONVERGENT POLYNOMIAL LONG-STEP
- Nonminimal Product Differentiation as a Bargaining Outcome Kali P. Rath
- A Multiple-Cut Analytic Center Cutting Plane Method for Semidefinite Feasibility Problems
