David F. Shanno

Publication Activity (10 Years)

Years Active: 1971-2018
Publications (10 Years): 1

Top Topics

Blind Deconvolution

Nonlinear Programming

Regularization Parameter

Top Venues

Comput. Optim. Appl.

Math. Program. Comput.

Publications

Hande Y. Benson, David F. Shanno
Cubic regularization in symmetric rank-1 quasi-Newton methods. Math. Program. Comput. 10 (4) (2018)
Hande Y. Benson, David F. Shanno
Interior-point methods for nonconvex nonlinear programming: cubic regularization. Comput. Optim. Appl. 58 (2) (2014)
Igor Griva, David F. Shanno, Robert J. Vanderbei, Hande Y. Benson
Global convergence of a primal-dual interior-point method for nonlinear programming. Algorithmic Oper. Res. 3 (1) (2008)
Arun Sen, David F. Shanno
Optimization and dynamical systems algorithms for finding equilibria of stochastic games. Optim. Methods Softw. 23 (6) (2008)
Hande Y. Benson, David F. Shanno
Interior-point methods for nonconvex nonlinear programming: regularization and warmstarts. Comput. Optim. Appl. 40 (2) (2008)
Hande Y. Benson, David F. Shanno
An exact primal-dual penalty method approach to warmstarting interior-point methods for linear programming. Comput. Optim. Appl. 38 (3) (2007)
Hande Y. Benson, Arun Sen, David F. Shanno, Robert J. Vanderbei
Interior-Point Algorithms, Penalty Methods and Equilibrium Problems. Comput. Optim. Appl. 34 (2) (2006)
Hande Y. Benson, David F. Shanno, Robert J. Vanderbei
Interior-point methods for nonconvex nonlinear programming: Jamming and numerical testing. Math. Program. 99 (1) (2004)
Hande Y. Benson, Robert J. Vanderbei, David F. Shanno
Interior-Point Methods for Nonconvex Nonlinear Programming: Filter Methods and Merit Functions. Comput. Optim. Appl. 23 (2) (2002)
David F. Shanno, Robert J. Vanderbei
Interior-point methods for nonconvex nonlinear programming: orderings and higher-order methods. Math. Program. 87 (2) (2000)
Robert J. Vanderbei, David F. Shanno
An Interior-Point Algorithm for Nonconvex Nonlinear Programming. Comput. Optim. Appl. 13 (1-3) (1999)
Evangelia M. Simantiraki, David F. Shanno
An Infeasible-Interior-Point Method for Linear Complementarity Problems. SIAM J. Optim. 7 (3) (1997)
Marc G. Breitfeld, David F. Shanno
Computational experience with penalty-barrier methods for nonlinear programming. Ann. Oper. Res. 62 (1) (1996)
Irvin J. Lustig, Roy E. Marsten, David F. Shanno
Rejoinder - The Last Word on Interior Point Methods for Linear Programming - For Now. INFORMS J. Comput. 6 (1) (1994)
Irvin J. Lustig, Roy E. Marsten, David F. Shanno
Feature Article - Interior Point Methods for Linear Programming: Computational State of the Art. INFORMS J. Comput. 6 (1) (1994)
Irvin Lustig, Roy E. Marsten, David F. Shanno
Computational experience with a globally convergent primal-dual predictor-corrector algorithm for linear programming. Math. Program. 66 (1994)
Tamra J. Carpenter, Irvin J. Lustig, John M. Mulvey, David F. Shanno
Separable Quadratic Programming via a Primal-Dual Interior Point Method and its Use in a Sequential Procedure. INFORMS J. Comput. 5 (2) (1993)
Tamra J. Carpenter, David F. Shanno
An interior point method for quadratic programs based on conjugate projected gradients. Comput. Optim. Appl. 2 (1) (1993)
Tamra J. Carpenter, Irvin J. Lustig, John M. Mulvey, David F. Shanno
Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives. SIAM J. Optim. 3 (4) (1993)
Irvin J. Lustig, Roy E. Marsten, David F. Shanno
On Implementing Mehrotra's Predictor-Corrector Interior-Point Method for Linear Programming. SIAM J. Optim. 2 (3) (1992)
Greg Astfalk, Irvin Lustig, Roy E. Marsten, David F. Shanno
The Interior-Point Method for Linear Programming. IEEE Softw. 9 (4) (1992)
Robert E. Bixby, John W. Gregory, Irvin J. Lustig, Roy E. Marsten, David F. Shanno
Very Large-Scale Linear Programming: A Case Study in Combining Interior Point and Simplex Methods. Oper. Res. 40 (5) (1992)
In Chan Choi, Clyde L. Monma, David F. Shanno
Further Development of a Primal-Dual Interior Point Method. INFORMS J. Comput. 2 (4) (1990)
Kevin A. McShane, Clyde L. Monma, David F. Shanno
An Implementation of a Primal-Dual Interior Point Method for Linear Programming. INFORMS J. Comput. 1 (2) (1989)
David F. Shanno, Kang-Hoh Phua
Numerical experience with sequential quadratic programming algorithms for equality constrained nonlinear programming. ACM Trans. Math. Softw. 15 (1) (1989)
Roy E. Marsten, Matthew J. Saltzman, David F. Shanno, George S. Pierce, J. F. Ballintijn
Implementation of a Dual Affine Interior Point Algorithm for Linear Programming. INFORMS J. Comput. 1 (4) (1989)
David F. Shanno
Computing Karmarkar projections quickly. Math. Program. 41 (1-3) (1988)
David F. Shanno, A. J. J. Talman, Satoru Fujishige, Steven Nahmias, Karl Straßner, Götz Uebe
Book reviews. Z. Oper. Research 30 (3) (1986)
David F. Shanno
Globally convergent conjugate gradient algorithms. Math. Program. 33 (1) (1985)
David F. Shanno, Kang-Hoh Phua
Remark on "Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]". ACM Trans. Math. Softw. 6 (4) (1980)
David F. Shanno
Conjugate Gradient Methods with Inexact Searches. Math. Oper. Res. 3 (3) (1978)
David F. Shanno, Kang-Hoh Phua
Matrix conditioning and nonlinear optimization. Math. Program. 14 (1) (1978)
David F. Shanno, Kang-Hoh Phua
Inexact Step Lengths and Quasi-Newton Methods. IFIP Congress (1977)
David F. Shanno, Kang-Hoh Phua
Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]. ACM Trans. Math. Softw. 2 (1) (1976)
David F. Shanno, Allen Berg, Grant A. Cheston
Restarts and Rotations of Quasi-Newton Methods. IFIP Congress (1974)
David F. Shanno
Book review. Math. Program. 3 (1) (1972)
David F. Shanno, Roman L. Weil
Management Science: A View from Nonlinear Programming. Commun. ACM 15 (7) (1972)
David F. Shanno, Roman L. Weil
Technical Note - "Linear" Programming with Absolute-Value Functionals. Oper. Res. 19 (1) (1971)