Vanderbei Robert J.

Robert J. Vanderbei

Information about the author Robert J. Vanderbei will soon be added to the site.
Found 12 papers in total
Global convergence of a primal–dual interior-point method for nonlinear programming
Global convergence of a primal–dual interior-point method for nonlinear programming
2008
Many recent convergence results obtained for primal–dual interior-point methods...
Interior-point algorithms, penalty methods and equilibrium problems
Interior-point algorithms, penalty methods and equilibrium problems
2006
In this paper we consider the question of solving equilibrium problems –...
Case studies in trajectory optimization: trains, planes, and other pastimes
Case studies in trajectory optimization: trains, planes, and other pastimes
2001
This is first in a series of papers presenting case studies in modern large-scale...
An interior-point algorithm for nonconvex nonlinear programming
An interior-point algorithm for nonconvex nonlinear programming
1999
The paper describes an interior-point algorithm for nonconvex nonlinear programming...
Robust optimization of large-scale systems
Robust optimization of large-scale systems
1995
Mathematical programming models with noisy, erroneous, or incomplete data are common...
Linear Programming: A Modern Integrated Analysis
Linear Programming: A Modern Integrated Analysis
1997
Robust optimization of large-scale systems
Robust optimization of large-scale systems
1995
Mathematical programming models with noisy, erroneous, or incomplete data are common...
Two-thirds is sharp for affine scaling
Two-thirds is sharp for affine scaling
1993
Tsuchiya and Muramatsu recently proved that the affine-scaling algorithm for linear...
Symmetric indefinite systems for interior point methods
Symmetric indefinite systems for interior point methods
1993
The authors present a unified framework for solving linear and convex quadratic...
Optimal switching among several Brownian motions
Optimal switching among several Brownian motions
1992
For let be a one-dimensional Brownian motion on the interval with absorption at the...
A brief description of ALPO
A brief description of ALPO
1991
This paper describes an implementation of the one-phase primal-dual path-following...
A martingale system theorem for stock investments
A martingale system theorem for stock investments
1990
In this paper a proof is given that the dollar-cost-averaging investment strategy...
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