Robert J. Vanderbei

Publication Activity (10 Years)

Years Active: 1980-2017
Publications (10 Years): 5

Top Topics

Optimization Problems

Sparse Learning

Top Venues

Math. Program. Comput.

Publications

Birgit Rudloff, Firdevs Ulus, Robert J. Vanderbei
A parametric simplex algorithm for linear vector optimization problems. Math. Program. 163 (1-2) (2017)
Haotian Pang, Tuo Zhao, Robert J. Vanderbei, Han Liu
Homotopy Parametric Simplex Method for Sparse Learning. CoRR (2017)
Robert J. Vanderbei
The Falling Slinky. Am. Math. Mon. 124 (1) (2017)
Haotian Pang, Han Liu, Robert J. Vanderbei, Tuo Zhao
Parametric Simplex Method for Sparse Learning. NIPS (2017)
Robert J. Vanderbei, Kevin Lin, Han Liu, Lie Wang
Revisiting compressed sensing: exploiting the efficiency of simplex and sparsification methods. Math. Program. Comput. 8 (3) (2016)
Colin Mallows, Robert J. Vanderbei
Which Young Tableaux Can Represent an Outer Sum? J. Integer Seq. 18 (9) (2015)
Haotian Pang, Han Liu, Robert J. Vanderbei
The fastclime package for linear programming and large-scale precision matrix estimation in R. J. Mach. Learn. Res. 15 (1) (2014)
Robert J. Vanderbei, Gordon Scharf, Daniel Marlow
A Regression Approach to Fairer Grading. SIAM Rev. 56 (2) (2014)
Robert J. Vanderbei, Han Liu, Lie Wang, Kevin Lin
Optimization for Compressed Sensing: the Simplex Method and Kronecker Sparsification. CoRR (2013)
Robert J. Vanderbei
Fast Fourier optimization. Math. Program. Comput. 4 (1) (2012)
Robert J. Vanderbei
Local Warming. SIAM Rev. 54 (3) (2012)
Robert J. Vanderbei, Mustafa Ç. Pinar
Pricing American Perpetual Warrants by Linear Programming. SIAM Rev. 51 (4) (2009)
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)
Robert J. Vanderbei
Extreme optics and the search for Earth-like planets. Math. Program. 112 (1) (2008)
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
Solving Problems with Semidefinite and Related Constraints Using Interior-Point Methods for Nonlinear Programming. Math. Program. 95 (2) (2003)
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)
Masakazu Muramatsu, Robert J. Vanderbei
Primal-Dual Affine-Scaling Algorithms Fail for Semidefinite Programming. Math. Oper. Res. 24 (1) (1999)
Robert J. Vanderbei, David F. Shanno
An Interior-Point Algorithm for Nonconvex Nonlinear Programming. Comput. Optim. Appl. 13 (1-3) (1999)
Robert J. Vanderbei
Extension of Piyavskii's Algorithm to Continuous Global Optimization. J. Glob. Optim. 14 (2) (1999)
Robert J. Vanderbei
Linear Programming: Foundations and Extensions. J. Oper. Res. Soc. 49 (1) (1998)
Peter C. Fishburn, Peter Schwander, Larry A. Shepp, Robert J. Vanderbei
The Discrete Radon Transform and Its Approximate Inversion Via Linear Programming. Discret. Appl. Math. 75 (1) (1997)
Christoph Helmberg, Franz Rendl, Robert J. Vanderbei, Henry Wolkowicz
An Interior-Point Method for Semidefinite Programming. SIAM J. Optim. 6 (2) (1996)
Robert J. Vanderbei
Symmetric Quasidefinite Matrices. SIAM J. Optim. 5 (1) (1995)
John M. Mulvey, Robert J. Vanderbei, Stavros A. Zenios
Robust Optimization of Large-Scale Systems. Oper. Res. 43 (2) (1995)
Robert J. Vanderbei, Bing Yang
The Simplest Semidefinite Programs are Trivial. Math. Oper. Res. 20 (3) (1995)
Robert J. Vanderbei
Affine-Scaling Trajectories Associated with a Semi-Infinite Linear Program. Math. Oper. Res. 20 (1) (1995)
Robert J. Vanderbei
Commentary - Interior-Point Methods: Algorithms and Formulations. INFORMS J. Comput. 6 (1) (1994)
Robert J. Vanderbei
ALPO: Another Linear Program Optimizer. INFORMS J. Comput. 5 (2) (1993)
Leslie A. Hall, Robert J. Vanderbei
Two-thirds is sharp for affine scaling. Oper. Res. Lett. 13 (4) (1993)
Robert J. Vanderbei, Tamra J. Carpenter
Symmetric indefinite systems for interior point methods. Math. Program. 58 (1993)
John R. Birge, Robert M. Freund, Robert J. Vanderbei
Prior reduced fill-in in solving equations in interior point algorithms. Oper. Res. Lett. 11 (4) (1992)
Robert J. Vanderbei
A brief description of ALPO. Oper. Res. Lett. 10 (9) (1991)
Robert J. Vanderbei
Affine-scaling for linear programs with free variables. Math. Program. 43 (1-3) (1989)
Robert J. Vanderbei, Marc S. Meketon, Barry A. Freedman
A Modification of Karmarkar's Linear Programming Algorithm. Algorithmica 1 (4) (1986)
Robert J. Vanderbei
The Optimal Choice of a Subset of a Population. Math. Oper. Res. 5 (4) (1980)