Jos F. Sturm

Publication Activity (10 Years)

Years Active: 1996-2006
Publications (10 Years): 0

Publications

Frank Lutgens, Jos F. Sturm, Antoon W. J. Kolen
Robust One-Period Option Hedging. Oper. Res. 54 (6) (2006)
Zhi-Quan Luo, Jos F. Sturm, Shuzhong Zhang
Multivariate Nonnegative Quadratic Mappings. SIAM J. Optim. 14 (4) (2004)
Jos F. Sturm, Shuzhong Zhang
On Cones of Nonnegative Quadratic Functions. Math. Oper. Res. 28 (2) (2003)
Jos F. Sturm
Avoiding numerical cancellation in the interior point method for solving semidefinite programs. Math. Program. 95 (2) (2003)
Jos F. Sturm
Implementation of interior point methods for mixed semidefinite and second order cone optimization problems. Optim. Methods Softw. 17 (6) (2002)
Timothy N. Davidson, Zhi-Quan Luo, Jos F. Sturm
Linear matrix inequality formulation of spectral mask constraints with applications to FIR filter design. IEEE Trans. Signal Process. 50 (11) (2002)
Timothy N. Davidson, Zhi-Quan Luo, Jos F. Sturm
Linear matrix inequality formulation of spectral mask constraints. ICASSP (2001)
Jos F. Sturm, Shuzhong Zhang
On sensitivity of central solutions in semidefinite programming. Math. Program. 90 (2) (2001)
Jos F. Sturm, Shuzhong Zhang
On weighted centers for semidefinite programming. Eur. J. Oper. Res. 126 (2) (2000)
Jos F. Sturm
Error Bounds for Linear Matrix Inequalities. SIAM J. Optim. 10 (4) (2000)
Zhi-Quan Luo, Jos F. Sturm, Shuzhong Zhang
Superlinear Convergence of a Symmetric Primal-Dual Path Following Algorithm for Semidefinite Programming. SIAM J. Optim. 8 (1) (1998)
Jos F. Sturm, Shuzhong Zhang
An interior point method, based on rank-1 updates, for linear programming. Math. Program. 81 (1998)
Jos F. Sturm, Shuzhong Zhang
On the long-step path-following method for semidefinite programming. Oper. Res. Lett. 22 (4-5) (1998)
Jos F. Sturm, Shuzhong Zhang
On a Wide Region of Centers and Primal-Dual Interior Point Algorithms for Linear Programming. Math. Oper. Res. 22 (2) (1997)
Jos F. Sturm, Shuzhong Zhang
New complexity results for the Iri-Imai method. Ann. Oper. Res. 62 (1) (1996)
Jos F. Sturm, Shuzhong Zhang
An O(root(n)L) iteration bound primal-dual cone affine scaling algorithm for linear programming. Math. Program. 72 (1996)