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Primal-Dual Interior-Point Methods for Self-Scaled Cones JOURNAL ARTICLE published May 1998 in SIAM Journal on Optimization |
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Two interior-point algorithms for a class of convex programming problems JOURNAL ARTICLE published January 1995 in Optimization Methods and Software |
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Interior-point methods for convex programming JOURNAL ARTICLE published November 1992 in Applied Mathematics & Optimization |
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Entropy optimization: Interior point methods; Interior point methods for semidefinite programming; Linear programming: Interior point methods; Linear programming: Karmarkar projective algorithm; Potential reduction methods for linear programming; Sequential quadratic programming: Interior point methods for distributed optimal control problems; Successive quadratic programming: Solution by active sets and interior point methods HOMOGENEOUS SELFDUAL METHODS FOR LINEAR PROGRAMMING BOOK CHAPTER published 2001 in Encyclopedia of Optimization |
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Interior-Point Methods for Classes of Convex Programs BOOK CHAPTER published 1996 in Applied Optimization |
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Polynomial-Time Interior-Point Methods BOOK CHAPTER published 2018 in Lectures on Convex Optimization |
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Interior-point methods BOOK CHAPTER published 8 March 2004 in Convex Optimization |
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Log-domain interior-point methods for convex quadratic programming JOURNAL ARTICLE published September 2023 in Optimization Letters |
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Duality for semidefinite programming; Entropy optimization: Interior point methods; Homogeneous selfdual methods for linear programming; Linear programming: Interior point methods; Linear programming: Karmarkar projective algorithm; Matrix completion problems; Potential reduction methods for linear programming; Semi-infinite programming, semidefinite programming and perfect duality; Semidefinite programming and determinant maximization; Semidefinite programming and structural optimization; Semidefinite programming: Optimality conditions and stability; Sequential quadratic programming: Interior point methods for distributed optimal control problems; Solving large scale and sparse semidefinite programs; Successive quadratic programming: Solution by active sets and interior point methods INTERIOR POINT METHODS FOR SEMIDEFINITE PROGRAMMING BOOK CHAPTER published 2001 in Encyclopedia of Optimization |
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Sparsity in convex quadratic programming with interior point methods JOURNAL ARTICLE published October 2006 in Optimization Methods and Software |
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6. Interior Point Polynomial Time Methods for Linear Programming, Conic Quadratic Programming, and Semidefinite Programming BOOK CHAPTER published January 2001 in Lectures on Modern Convex Optimization |
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3. Conic Programming and Duality BOOK CHAPTER published January 2001 in A Mathematical View of Interior-Point Methods in Convex Optimization |
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An Interior Point Method for Linear Programming BOOK CHAPTER published 31 October 2021 in Algorithms for Convex Optimization |
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Full Nesterov–Todd step feasible interior-point method for the CartesianP*(κ)-SCLCP JOURNAL ARTICLE published June 2013 in Optimization Methods and Software |
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Proximal interior point method for convex semi-infinite programming JOURNAL ARTICLE published January 2001 in Optimization Methods and Software |
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Linear Programming: Interior Point Methods OTHER published 5 November 1999 in Optimization |
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An infeasible interior-point algorithm based on modified Nesterov and Todd directions for symmetric linear complementarity problem JOURNAL ARTICLE published 3 July 2015 in Optimization |
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Linear Programming Part II: Interior-Point Methods BOOK CHAPTER published in Practical Optimization |
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Computational experience with a primal-dual interior-point method for smooth convex programming JOURNAL ARTICLE published January 1994 in Optimization Methods and Software |
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Interior Point Methods in Decomposition BOOK CHAPTER published 1997 in Interior Point Techniques in Optimization |