Jos F. Sturm

16 papers Misc 1Journal 15
YearRankTypeTitle / Venue / Authors
2006 J jnl
Robust One-Period Option Hedging.
Oper. Res.
Frank Lutgens, Jos F. Sturm, Antoon W. J. Kolen
2004 J jnl
Multivariate Nonnegative Quadratic Mappings.
SIAM J. Optim.
Zhi-Quan Luo, Jos F. Sturm, Shuzhong Zhang
2003 J jnl
Avoiding numerical cancellation in the interior point method for solving semidefinite programs.
Math. Program.
Jos F. Sturm
2003 J jnl
On Cones of Nonnegative Quadratic Functions.
Math. Oper. Res.
Jos F. Sturm, Shuzhong Zhang
2002 J jnl
Implementation of interior point methods for mixed semidefinite and second order cone optimization problems.
Optim. Methods Softw.
Jos F. Sturm
2002 J jnl
Linear matrix inequality formulation of spectral mask constraints with applications to FIR filter design.
IEEE Trans. Signal Process.
Timothy N. Davidson, Zhi-Quan Luo, Jos F. Sturm
2001 Misc conf
Linear matrix inequality formulation of spectral mask constraints.
ICASSP
Timothy N. Davidson, Zhi-Quan Luo, Jos F. Sturm
2001 J jnl
On sensitivity of central solutions in semidefinite programming.
Math. Program.
Jos F. Sturm, Shuzhong Zhang
2000 J jnl
Error Bounds for Linear Matrix Inequalities.
SIAM J. Optim.
Jos F. Sturm
2000 J jnl
On weighted centers for semidefinite programming.
Eur. J. Oper. Res.
Jos F. Sturm, Shuzhong Zhang
1998 J jnl
An interior point method, based on rank-1 updates, for linear programming.
Math. Program.
Jos F. Sturm, Shuzhong Zhang
1998 J jnl
On the long-step path-following method for semidefinite programming.
Oper. Res. Lett.
Jos F. Sturm, Shuzhong Zhang
1998 J jnl
Superlinear Convergence of a Symmetric Primal-Dual Path Following Algorithm for Semidefinite Programming.
SIAM J. Optim.
Zhi-Quan Luo, Jos F. Sturm, Shuzhong Zhang
1997 J jnl
On a Wide Region of Centers and Primal-Dual Interior Point Algorithms for Linear Programming.
Math. Oper. Res.
Jos F. Sturm, Shuzhong Zhang
1996 J jnl
An O(root(n)L) iteration bound primal-dual cone affine scaling algorithm for linear programming.
Math. Program.
Jos F. Sturm, Shuzhong Zhang
1996 J jnl
New complexity results for the Iri-Imai method.
Ann. Oper. Res.
Jos F. Sturm, Shuzhong Zhang