Goldfarb D.

D. Goldfarb

Information about the author D. Goldfarb will soon be added to the site.
Found 9 papers in total
Robust convex quadratically constrained programs
Robust convex quadratically constrained programs
2003
In this paper we study robust convex quadratically constrained programs, a subset of...
A product-form Cholesky factorization method for handling dense columns in interior point methods for linear programming
A product-form Cholesky factorization method for handling dense columns in interior point methods for linear programming
2004
Cholesky factorization has become the method of choice for solving the symmetric...
A faster combinatorial algorithm for the generalized circulation problem
A faster combinatorial algorithm for the generalized circulation problem
1996
This paper presents a modified version of Algorithm MCF proposed by Goldberg, Plotkin...
Second-order cone programming
Second-order cone programming
2003
No abstract.
On the complexity of a class of projective interior-point methods
On the complexity of a class of projective interior-point methods
1995
We present a generic projective interior-point algorithm for linear programming which...
Combinatorial interior point methods for generalized network flow problems
Combinatorial interior point methods for generalized network flow problems
2002
We present combinatorial interior point methods for the generalized minimum cost flow...
A polynomial dual simplex algorithm for the generalized circulation problem
A polynomial dual simplex algorithm for the generalized circulation problem
2002
This paper presents a polynomial-time dual simplex algorithm for the generalized...
A modified barrier–augmented Lagrangian method for constrained minimization
A modified barrier–augmented Lagrangian method for constrained minimization
1999
We present and analyze an interior–exterior augmented Lagrangian method for...
An O(n3L) primal interior point algorithm for convex quadratic programming
An O(n3L) primal interior point algorithm for convex quadratic programming
1991
The paper presents a primal interior point method for convex quadratic programming...
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