David F. Shanno

发表

Implementation of a Dual Affine Interior Point Algorithm for Linear Programming

Roy E. Marsten, Matthew J. Saltzman, David F. Shanno, 1989, INFORMS J. Comput..

Cubic regularization in symmetric rank-1 quasi-Newton methods

David F. Shanno, Hande Y. Benson, 2018, Math. Program. Comput..

The interior-point method for linear programming

Roy E. Marsten, David F. Shanno, Greg Astfalk, 1992, IEEE Software.

On Implementing Mehrotra's Predictor-Corrector Interior-Point Method for Linear Programming

Roy E. Marsten, David F. Shanno, Irvin Lustig, 1992, SIAM J. Optim..

Implementing Barrier Methods for Nonlinear Programming

David F. Shanno, Mark G. Breitfeld, Evangelia M. Simantiraki, 1996 .

An Infeasible-Interior-Point Method for Linear Complementarity Problems

David F. Shanno, Evangelia M. Simantiraki, D. Shanno, 1997, SIAM J. Optim..

Separable Quadratic Programming via a Primal-Dual Interior Point Method and its Use in a Sequential Procedure

John M. Mulvey, David F. Shanno, Irvin Lustig, 1993, INFORMS J. Comput..

Restarts and Rotations of Quasi-Newton Methods

David F. Shanno, Grant A. Cheston, Allen Berg, 1974, IFIP Congress.

Very Large-Scale Linear Programming: A Case Study in Combining Interior Point and Simplex Methods

Robert E. Bixby, Roy E. Marsten, David F. Shanno, 1992, Oper. Res..

Interior-point methods for nonconvex nonlinear programming: regularization and warmstarts

David F. Shanno, Hande Y. Benson, D. Shanno, 2008, Comput. Optim. Appl..

Interior-Point Methods for Nonconvex Nonlinear Programming: Filter Methods and Merit Functions

Robert J. Vanderbei, David F. Shanno, Hande Y. Benson, 2002, Comput. Optim. Appl..

Globally convergent conjugate gradient algorithms

David F. Shanno, 1985, Math. Program..

Interior-point methods for nonconvex nonlinear programming: orderings and higher-order methods

Robert J. Vanderbei, David F. Shanno, D. Shanno, 2000, Math. Program..

Computing Karmarkar projections quickly

David F. Shanno, D. Shanno, 1988, Math. Program..

Interior-point methods for nonconvex nonlinear programming: Jamming and numerical testing

Robert J. Vanderbei, David F. Shanno, Hande Y. Benson, 2004, Math. Program..

Inexact Step Lengths and Quasi-Newton Methods

David F. Shanno, Kang-Hoh Phua, 1977, IFIP Congress.

Interior-point methods for nonconvex nonlinear programming: cubic regularization

David F. Shanno, Hande Y. Benson, D. Shanno, 2014, Comput. Optim. Appl..

Computational Methods For Linear Programming

David F. Shanno, D. Shanno, 1994 .

Recent advances in numerical techniques for large scale optimization

David F. Shanno, D. Shanno, 1990 .

An interior point method for quadratic programs based on conjugate projected gradients

David F. Shanno, Tamra J. Carpenter, D. Shanno, 1993, Comput. Optim. Appl..

Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]

David F. Shanno, Kang-Hoh Phua, D. Shanno, 1976, TOMS.

Computational experience with a globally convergent primal—dual predictor—corrector algorithm for linear programming

Roy E. Marsten, David F. Shanno, Irvin Lustig, 1994, Math. Program..

Computational experience with penalty-barrier methods for nonlinear programming

David F. Shanno, Marc G. Breitfeld, D. Shanno, 1996, Ann. Oper. Res..

Further Development of a Primal-Dual Interior Point Method

Clyde L. Monma, David F. Shanno, In Chan Choi, 1990, INFORMS J. Comput..

Numerical experience with sequential quadratic programming algorithms for equality constrained nonlinear programming

David F. Shanno, Kang-Hoh Phua, D. Shanno, 1989, TOMS.

Preliminary Computational Experience with Modified Log-Barrier Functions for Large-Scale Nonlinear Programming

David F. Shanno, Marc G. Breitfeld, D. Shanno, 1994 .

Interior-Point Algorithms, Penalty Methods and Equilibrium Problems

Robert J. Vanderbei, David F. Shanno, Arun Sen, 2006, Comput. Optim. Appl..

Book reviews

Karl Straßner, Dolf Talman, Steven Nahmias, 1986, Z. Oper. Research.

A Globally Convergent Penalty-Barrier Algorithm for Nonlinear Programming

David F. Shanno, Marc G. Breitfeld, 1995 .

Recent Advances in Gradient Based Unconstrained Optimization Techniques for Large Problems

David F. Shanno, D. Shanno, 1983 .

Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives

John M. Mulvey, David F. Shanno, Irvin Lustig, 1993, SIAM J. Optim..

An Implementation of a Primal-Dual Interior Point Method for Linear Programming

Clyde L. Monma, David F. Shanno, Kevin A. McShane, 1989, INFORMS J. Comput..

Remark on “Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]”

David F. Shanno, Kang-Hoh Phua, D. Shanno, 1980, TOMS.

Rejoinder - The Last Word on Interior Point Methods for Linear Programming - For Now

Roy E. Marsten, David F. Shanno, Irvin Lustig, 1994, INFORMS J. Comput..

Optimization and dynamical systems algorithms for finding equilibria of stochastic games

David F. Shanno, Arun Sen, D. Shanno, 2008, Optim. Methods Softw..

Conjugate Gradient Methods with Inexact Searches

David F. Shanno, D. Shanno, 1978, Math. Oper. Res..

Global convergence of a primal-dual interior-point method for nonlinear programming

Robert J. Vanderbei, Igor Griva, David F. Shanno, 2008, Algorithmic Oper. Res..

Management science: a view from nonlinear programming

David F. Shanno, Roman L. Weil, D. Shanno, 1972, CACM.

An exact primal–dual penalty method approach to warmstarting interior-point methods for linear programming

David F. Shanno, Hande Y. Benson, 2007, Comput. Optim. Appl..

Feature Article - Interior Point Methods for Linear Programming: Computational State of the Art

Roy E. Marsten, David F. Shanno, Irvin Lustig, 1994, INFORMS J. Comput..

An Interior-Point Algorithm for Nonconvex Nonlinear Programming

Robert J. Vanderbei, David F. Shanno, D. Shanno, 1999, Comput. Optim. Appl..

Convergence analysis of a primal-dual interior-point method for nonlinear programming ∗

Robert J. Vanderbei, Igor Griva, David F. Shanno, 2004 .

Effective Comparison of Unconstrained Optimization Techniques

David F. Shanno, K. H. Phua, D. Shanno, 1975 .

REGULARIZED STEP DIRECTIONS IN CONJUGATE GRADIENT MINIMIZATION FOR MACHINE LEARNING

David F. Shanno, Hande Y. Benson, Cassidy K. Buhler, 2021 .

The scale problem in robust regression M-estimates

David F. Shanno, David M. Rocke, D. Shanno, 1986 .

Combinatorial Optimization for Undergraduates (L. R. Foulds)

David F. Shanno, 1985 .

Précis---“Linear” Programming with Absolute Value Functionals

David F. Shanno, Roman L. Well, 1970 .

An example of numerical nonconvergence of a variable-metric method

David F. Shanno, D. Shanno, 1985 .

An Accelerated Gradient Projection Method for Linearly Constrained Nonlinear Estimation

David F. Shanno, D. Shanno, 1970 .