D. Shanno

发表

Computational experience with a primal-dual interior point method for linear programming

I. Lustig, R. E. Marsten, D. Shanno, 1991 .

Conditioning of Quasi-Newton Methods for Function Minimization

D. Shanno, 1970 .

Numerical comparison of several variable-metric algorithms

D. Shanno, K. Phua, 1978 .

An Interior-Point Algorithm for Nonconvex Nonlinear Programming

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

On the Convergence of a New Conjugate Gradient Algorithm

D. Shanno, 1978 .

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..

Conjugate Gradient Methods with Inexact Searches

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

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..

Interior Point Methods for Linear Programming: Just Call Newton, Lagrange, and Fiacco and McCormick!

I. Lustig, R. E. Marsten, D. Shanno, 1990 .

Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]

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

Optimal conditioning of quasi-Newton methods

D. Shanno, P. Kettler, 1970 .

INTERIOR-POINT METHODS FOR NONCONVEX NONLINEAR PROGRAMMING: JAMMING AND COMPARATIVE NUMERICAL TESTING

Hande Y. Benson, D. Shanno, R. Vanderbei, 2000 .

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

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

Further Development of a Primal-Dual Interior Point Method

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

The interior-point method for linear programming

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

A Comparative Study of Large-Scale Nonlinear Optimization Algorithms

Hande Y. Benson, D. Shanno, R. Vanderbei, 2003 .

On variable-metric methods for sparse Hessians

D. Shanno, 1980 .

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

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

Matrix conditioning and nonlinear optimization

D. F. Shanno, K.-H. Phua, D. Shanno, 1978, Math. Program..

CONJUGATE GRADIENT METHODS FOR LINEARLY CONSTRAINED NONLINEAR PROGRAMMING

R. E. Marsten, D. Shanno, 1982 .

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 interior point method for quadratic programs based on conjugate projected gradients

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

A unified view of interior point methods for linear programming

D. Shanno, A. Bagchi, 1990 .

Numerical methods foB]robust regression: linear models

David M. Rocke, D. Shanno, 1986 .

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

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

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..

Projected Quasi-Newton Algorithm with Trust Region for Constrained Optimization ~

D. Shanno, .

Parameter Selection for Modified Newton Methods for Function Minimization

D. Shanno, 1970 .

INTERIOR-POINT METHODS FOR NONCONVEX NONLINEAR PROGRAMMING: COMPLEMENTARITY CONSTRAINTS

Hande Y. Benson, D. Shanno, R. Vanderbei, 2002 .

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..

Computing Karmarkar projections quickly

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

Implementation of a Dual Affine Interior Point Algorithm for Linear Programming

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

Recent advances in numerical techniques for large scale optimization

David F. Shanno, D. Shanno, 1990 .

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..

Effective Comparison of Unconstrained Optimization Techniques

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

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

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

Option Pricing when the Variance Is Changing

D. Shanno, H. Johnson, 1987, Journal of Financial and Quantitative Analysis.

Recent Advances in Gradient Based Unconstrained Optimization Techniques for Large Problems

David F. Shanno, D. Shanno, 1983 .

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

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

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

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

A reduced-gradient variant of Karmarkar's algorithm and null-space projections

R. E. Marsten, D. Shanno, 1988 .

Large scale unconstrained optimization

D. Shanno, 1983 .

Quadratic Termination of Conjugate Gradient Algorithms

D. Shanno, 1980 .

INTERIOR-POINT METHODS FOR NONCONVEX NONLINEAR PROGRAMMING: PRIMAL-DUAL METHODS AND CUBIC REGULARIZATION

D. Shanno, 2012 .

A note on solving nonlinear minimax problems via a differentiable penalty function

D. Shanno, L. Whitaker, 1985 .

COMPUTING NASH EQUILIBRIA FOR STOCHASTIC GAMES

D. Shanno, Arun Sen, 2006 .

An example of numerical nonconvergence of a variable-metric method

David F. Shanno, D. Shanno, 1985 .

Computational experience with methods for estimating sparse hessians for nonlinear optimization

D. Shanno, 1981 .

The Simplex Method In Mixed Integer And Integer Programming – A Unified Computational View

D. Shanno, 1973 .

Note on Prime Representations of Convex Polyhedral Sets

D. Shanno, 2004 .

Who Invented the Interior-Point Method ?

D. Shanno, 2012 .

Realized Interest Rates and Bondholders' Returns

D. Shanno, D. Green, J. Segall, 2016 .

Cubic regularization in symmetric rank-1 quasi-Newton methods

Hande Y. Benson, D. Shanno, 2018, Math. Program. Comput..

Management science: a view from nonlinear programming

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

The scale problem in robust regression M-estimates

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

Interior-Point Algorithms, Penalty Methods and Equilibrium Problems

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

Optimization and dynamical systems algorithms for finding equilibria of stochastic games

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

An Accelerated Gradient Projection Method for Linearly Constrained Nonlinear Estimation

David F. Shanno, D. Shanno, 1970 .

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 .

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..

CONVERGENCE ANALYSIS OF AN INTERIOR-POINT METHOD FOR NONCONVEX NONLINEAR PROGRAMMING

D. Shanno, Arun Sen, DAVID F. SHANNO, 2007 .

Computational experience with penalty-barrier methods for nonlinear programming

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

Interior-point methods for nonconvex nonlinear programming: cubic regularization

Hande Y. Benson, D. Shanno, 2013, Computational Optimization and Applications.

Implementing Barrier Methods for Nonlinear Programming

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

REGULARIZED STEP DIRECTIONS IN CONJUGATE GRADIENT MINIMIZATION FOR MACHINE LEARNING

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

AN ALGORITHM FOR LINEARLY CONSTRAINED NONLINEAR ESTIMATION WITH EXTENSIONS TO GENERAL NONLINEAR PROGRAMMING

D. F. Shanno, D. Shanno, 2015 .

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

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

An Infeasible-Interior-Point Method for Linear Complementarity Problems

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

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

D. Shanno, R. Vanderbei, Igor Griva, 2004 .

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

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

INTERIOR-POINT METHODS FOR NONCONVEX NONLINEAR PROGRAMMING: CONVERGENCE ANALYSIS AND COMPUTATIONAL PERFORMANCE

Hande Y. Benson, D. Shanno, Arun Sen, 2002 .

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

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