David F. Shanno

39 papers Journal 37Unranked 2

Year	Rank	Type	Title / Venue / Authors
2024	J	`jnl`	Regularized step directions in nonlinear conjugate gradient methods. Math. Program. Comput. Cassidy K. Buhler, Hande Y. Benson, David F. Shanno
2018	J	`jnl`	Cubic regularization in symmetric rank-1 quasi-Newton methods. Math. Program. Comput. Hande Y. Benson, David F. Shanno
2014	J	`jnl`	Interior-point methods for nonconvex nonlinear programming: cubic regularization. Comput. Optim. Appl. Hande Y. Benson, David F. Shanno
2008	J	`jnl`	Global convergence of a primal-dual interior-point method for nonlinear programming. Algorithmic Oper. Res. Igor Griva, David F. Shanno, Robert J. Vanderbei, Hande Y. Benson
2008	J	`jnl`	Interior-point methods for nonconvex nonlinear programming: regularization and warmstarts. Comput. Optim. Appl. Hande Y. Benson, David F. Shanno
2008	J	`jnl`	Optimization and dynamical systems algorithms for finding equilibria of stochastic games. Optim. Methods Softw. Arun Sen, David F. Shanno
2007	J	`jnl`	An exact primal-dual penalty method approach to warmstarting interior-point methods for linear programming. Comput. Optim. Appl. Hande Y. Benson, David F. Shanno
2006	J	`jnl`	Interior-Point Algorithms, Penalty Methods and Equilibrium Problems. Comput. Optim. Appl. Hande Y. Benson, Arun Sen, David F. Shanno, Robert J. Vanderbei
2004	J	`jnl`	Interior-point methods for nonconvex nonlinear programming: Jamming and numerical testing. Math. Program. Hande Y. Benson, David F. Shanno, Robert J. Vanderbei
2002	J	`jnl`	Interior-Point Methods for Nonconvex Nonlinear Programming: Filter Methods and Merit Functions. Comput. Optim. Appl. Hande Y. Benson, Robert J. Vanderbei, David F. Shanno
2000	J	`jnl`	Interior-point methods for nonconvex nonlinear programming: orderings and higher-order methods. Math. Program. David F. Shanno, Robert J. Vanderbei
1999	J	`jnl`	An Interior-Point Algorithm for Nonconvex Nonlinear Programming. Comput. Optim. Appl. Robert J. Vanderbei, David F. Shanno
1997	J	`jnl`	An Infeasible-Interior-Point Method for Linear Complementarity Problems. SIAM J. Optim. Evangelia M. Simantiraki, David F. Shanno
1996	J	`jnl`	Computational experience with penalty-barrier methods for nonlinear programming. Ann. Oper. Res. Marc G. Breitfeld, David F. Shanno
1994	J	`jnl`	Computational experience with a globally convergent primal-dual predictor-corrector algorithm for linear programming. Math. Program. Irvin Lustig, Roy E. Marsten, David F. Shanno
1994	J	`jnl`	Feature Article - Interior Point Methods for Linear Programming: Computational State of the Art. INFORMS J. Comput. Irvin J. Lustig, Roy E. Marsten, David F. Shanno
1994	J	`jnl`	Rejoinder - The Last Word on Interior Point Methods for Linear Programming - For Now. INFORMS J. Comput. Irvin J. Lustig, Roy E. Marsten, David F. Shanno
1993	J	`jnl`	An interior point method for quadratic programs based on conjugate projected gradients. Comput. Optim. Appl. Tamra J. Carpenter, David F. Shanno
1993	J	`jnl`	Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives. SIAM J. Optim. Tamra J. Carpenter, Irvin J. Lustig, John M. Mulvey, David F. Shanno
1993	J	`jnl`	Separable Quadratic Programming via a Primal-Dual Interior Point Method and its Use in a Sequential Procedure. INFORMS J. Comput. Tamra J. Carpenter, Irvin J. Lustig, John M. Mulvey, David F. Shanno
1992	J	`jnl`	On Implementing Mehrotra's Predictor-Corrector Interior-Point Method for Linear Programming. SIAM J. Optim. Irvin J. Lustig, Roy E. Marsten, David F. Shanno
1992	J	`jnl`	The Interior-Point Method for Linear Programming. IEEE Softw. Greg Astfalk, Irvin Lustig, Roy E. Marsten, David F. Shanno
1992	J	`jnl`	Very Large-Scale Linear Programming: A Case Study in Combining Interior Point and Simplex Methods. Oper. Res. Robert E. Bixby, John W. Gregory, Irvin J. Lustig, Roy E. Marsten, David F. Shanno
1990	J	`jnl`	Further Development of a Primal-Dual Interior Point Method. INFORMS J. Comput. In Chan Choi, Clyde L. Monma, David F. Shanno
1989	J	`jnl`	An Implementation of a Primal-Dual Interior Point Method for Linear Programming. INFORMS J. Comput. Kevin A. McShane, Clyde L. Monma, David F. Shanno
1989	J	`jnl`	Implementation of a Dual Affine Interior Point Algorithm for Linear Programming. INFORMS J. Comput. Roy E. Marsten, Matthew J. Saltzman, David F. Shanno, George S. Pierce, J. F. Ballintijn
1989	J	`jnl`	Numerical experience with sequential quadratic programming algorithms for equality constrained nonlinear programming. ACM Trans. Math. Softw. David F. Shanno, Kang-Hoh Phua
1988	J	`jnl`	Computing Karmarkar projections quickly. Math. Program. David F. Shanno
1986	J	`jnl`	Book reviews. Z. Oper. Research David F. Shanno, A. J. J. Talman, Satoru Fujishige, Steven Nahmias, Karl Straßner, Götz Uebe
1985	J	`jnl`	Globally convergent conjugate gradient algorithms. Math. Program. David F. Shanno
1980	J	`jnl`	Remark on "Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]". ACM Trans. Math. Softw. David F. Shanno, Kang-Hoh Phua
1978	J	`jnl`	Conjugate Gradient Methods with Inexact Searches. Math. Oper. Res. David F. Shanno
1978	J	`jnl`	Matrix conditioning and nonlinear optimization. Math. Program. David F. Shanno, Kang-Hoh Phua
1977	—	`conf`	Inexact Step Lengths and Quasi-Newton Methods. IFIP Congress David F. Shanno, Kang-Hoh Phua
1976	J	`jnl`	Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]. ACM Trans. Math. Softw. David F. Shanno, Kang-Hoh Phua
1974	—	`conf`	Restarts and Rotations of Quasi-Newton Methods. IFIP Congress David F. Shanno, Allen Berg, Grant A. Cheston
1972	J	`jnl`	Book review. Math. Program. David F. Shanno
1972	J	`jnl`	Management Science: A View from Nonlinear Programming. Commun. ACM David F. Shanno, Roman L. Weil
1971	J	`jnl`	Technical Note - "Linear" Programming with Absolute-Value Functionals. Oper. Res. David F. Shanno, Roman L. Weil