David F. Shanno

According to our database, David F. Shanno authored at least 38 papers between 1971 and 2018.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of three.

2018

Cubic regularization in symmetric rank-1 quasi-Newton methods.

Hande Y. Benson, David F. Shanno

Math. Program. Comput., 2018

2014

Interior-point methods for nonconvex nonlinear programming: cubic regularization.

Hande Y. Benson, David F. Shanno

Comput. Optim. Appl., 2014

2008

Optimization and dynamical systems algorithms for finding equilibria of stochastic games.

Arun Sen, David F. Shanno

Optim. Methods Softw., 2008

Interior-point methods for nonconvex nonlinear programming: regularization and warmstarts.

Hande Y. Benson, David F. Shanno

Comput. Optim. Appl., 2008

Global convergence of a primal-dual interior-point method for nonlinear programming.

Igor Griva, David F. Shanno, Robert J. Vanderbei, Hande Y. Benson

Algorithmic Oper. Res., 2008

2007

An exact primal-dual penalty method approach to warmstarting interior-point methods for linear programming.

Hande Y. Benson, David F. Shanno

Comput. Optim. Appl., 2007

2006

Interior-Point Algorithms, Penalty Methods and Equilibrium Problems.

Hande Y. Benson, Arun Sen, David F. Shanno, Robert J. Vanderbei

Comput. Optim. Appl., 2006

2004

Interior-point methods for nonconvex nonlinear programming: Jamming and numerical testing.

Hande Y. Benson, David F. Shanno, Robert J. Vanderbei

Math. Program., 2004

2002

Interior-Point Methods for Nonconvex Nonlinear Programming: Filter Methods and Merit Functions.

Hande Y. Benson, Robert J. Vanderbei, David F. Shanno

Comput. Optim. Appl., 2002

2000

Interior-point methods for nonconvex nonlinear programming: orderings and higher-order methods.

David F. Shanno, Robert J. Vanderbei

Math. Program., 2000

1999

An Interior-Point Algorithm for Nonconvex Nonlinear Programming.

Robert J. Vanderbei, David F. Shanno

Comput. Optim. Appl., 1999

1997

An Infeasible-Interior-Point Method for Linear Complementarity Problems.

Evangelia M. Simantiraki, David F. Shanno

SIAM J. Optim., 1997

1996

Computational experience with penalty-barrier methods for nonlinear programming.

Marc G. Breitfeld, David F. Shanno

Ann. Oper. Res., 1996

1994

Computational experience with a globally convergent primal-dual predictor-corrector algorithm for linear programming.

Irvin Lustig, Roy E. Marsten, David F. Shanno

Math. Program., 1994

Rejoinder - The Last Word on Interior Point Methods for Linear Programming - For Now.

Irvin J. Lustig, Roy E. Marsten, David F. Shanno

INFORMS J. Comput., 1994

Feature Article - Interior Point Methods for Linear Programming: Computational State of the Art.

Irvin J. Lustig, Roy E. Marsten, David F. Shanno

INFORMS J. Comput., 1994

1993

Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives.

Tamra J. Carpenter, Irvin J. Lustig, John M. Mulvey, David F. Shanno

SIAM J. Optim., 1993

Separable Quadratic Programming via a Primal-Dual Interior Point Method and its Use in a Sequential Procedure.

Tamra J. Carpenter, Irvin J. Lustig, John M. Mulvey, David F. Shanno

INFORMS J. Comput., 1993

An interior point method for quadratic programs based on conjugate projected gradients.

Tamra J. Carpenter, David F. Shanno

Comput. Optim. Appl., 1993

1992

The Interior-Point Method for Linear Programming.

Greg Astfalk, Irvin Lustig, Roy E. Marsten, David F. Shanno

IEEE Softw., 1992

On Implementing Mehrotra's Predictor-Corrector Interior-Point Method for Linear Programming.

Irvin J. Lustig, Roy E. Marsten, David F. Shanno

SIAM J. Optim., 1992

Very Large-Scale Linear Programming: A Case Study in Combining Interior Point and Simplex Methods.

Robert E. Bixby, John W. Gregory, Irvin J. Lustig, Roy E. Marsten, David F. Shanno

Oper. Res., 1992

1990

Further Development of a Primal-Dual Interior Point Method.

In Chan Choi, Clyde L. Monma, David F. Shanno

INFORMS J. Comput., 1990

1989

Numerical experience with sequential quadratic programming algorithms for equality constrained nonlinear programming.

David F. Shanno, Kang-Hoh Phua

ACM Trans. Math. Softw., 1989

An Implementation of a Primal-Dual Interior Point Method for Linear Programming.

Kevin A. McShane, Clyde L. Monma, David F. Shanno

INFORMS J. Comput., 1989

Implementation of a Dual Affine Interior Point Algorithm for Linear Programming.

Roy E. Marsten, Matthew J. Saltzman, David F. Shanno, George S. Pierce, J. F. Ballintijn

INFORMS J. Comput., 1989

1988

Computing Karmarkar projections quickly.

David F. Shanno

Math. Program., 1988

1986

Book reviews.

David F. Shanno, A. J. J. Talman, Satoru Fujishige, Steven Nahmias, Karl Straßner, Götz Uebe

Z. Oper. Research, 1986

1985

Globally convergent conjugate gradient algorithms.

David F. Shanno

Math. Program., 1985

1980

Remark on "Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]".

David F. Shanno, Kang-Hoh Phua

ACM Trans. Math. Softw., 1980

1978

Matrix conditioning and nonlinear optimization.

David F. Shanno, Kang-Hoh Phua

Math. Program., 1978

Conjugate Gradient Methods with Inexact Searches.

David F. Shanno

Math. Oper. Res., 1978

1977

Inexact Step Lengths and Quasi-Newton Methods.

David F. Shanno, Kang-Hoh Phua

Proceedings of the Information Processing, 1977

1976

Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4].

David F. Shanno, Kang-Hoh Phua

ACM Trans. Math. Softw., 1976

1974

Restarts and Rotations of Quasi-Newton Methods.

David F. Shanno, Allen Berg, Grant A. Cheston

Proceedings of the Information Processing, 1974

1972

Book review.

David F. Shanno

Math. Program., 1972

Management Science: A View from Nonlinear Programming.

David F. Shanno, Roman L. Weil

Commun. ACM, 1972

1971

Technical Note - "Linear" Programming with Absolute-Value Functionals.

David F. Shanno, Roman L. Weil

Oper. Res., 1971