Technical Note - "Linear" Programming with Absolute-Value Functionals. - David F. Shanno; Roman L. Weil (Oper. Res., 1971)

Management Science: A View from Nonlinear Programming. - David F. Shanno; Roman L. Weil (Commun. ACM, 1972)

Book review. - David F. Shanno (Math. Program., 1972)

Restarts and Rotations of Quasi-Newton Methods. - David F. Shanno; Allen Berg; Grant A. Cheston (IFIP Congress, 1974)

Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]. - David F. Shanno; Kang-Hoh Phua (ACM Trans. Math. Softw., 1976)

Inexact Step Lengths and Quasi-Newton Methods. - David F. Shanno; Kang-Hoh Phua (IFIP Congress, 1977)

Conjugate Gradient Methods with Inexact Searches. - David F. Shanno (Math. Oper. Res., 1978)

Matrix conditioning and nonlinear optimization. - David F. Shanno; Kang-Hoh Phua (Math. Program., 1978)

Remark on "Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]". - David F. Shanno; Kang-Hoh Phua (ACM Trans. Math. Softw., 1980)

Globally convergent conjugate gradient algorithms. - David F. Shanno (Math. Program., 1985)

Book reviews. - David F. Shanno; A. J. J. Talman; Satoru Fujishige; Steven Nahmias; Karl Straßner; Götz Uebe (Z. Oper. Research, 1986)

Computing Karmarkar projections quickly. - David F. Shanno (Math. Program., 1988)

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)

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)

Numerical experience with sequential quadratic programming algorithms for equality constrained nonlinear programming. - David F. Shanno; Kang-Hoh Phua (ACM Trans. Math. Softw., 1989)

Further Development of a Primal-Dual Interior Point Method. - In Chan Choi; Clyde L. Monma; David F. Shanno (INFORMS J. Comput., 1990)

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)

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)

The Interior-Point Method for Linear Programming. - Greg Astfalk; Irvin Lustig; Roy E. Marsten; David F. Shanno (IEEE Softw., 1992)

An interior point method for quadratic programs based on conjugate projected gradients. - Tamra J. Carpenter; David F. Shanno (Comput. Optim. Appl., 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)

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)

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)

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)

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)

Computational experience with penalty-barrier methods for nonlinear programming. - Marc G. Breitfeld; David F. Shanno (Ann. Oper. Res., 1996)

An Infeasible-Interior-Point Method for Linear Complementarity Problems. - Evangelia M. Simantiraki; David F. Shanno (SIAM J. Optim., 1997)

An Interior-Point Algorithm for Nonconvex Nonlinear Programming. - Robert J. Vanderbei; David F. Shanno (Comput. Optim. Appl., 1999)

Interior-point methods for nonconvex nonlinear programming: orderings and higher-order methods. - David F. Shanno; Robert J. Vanderbei (Math. Program., 2000)

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)

Interior-point methods for nonconvex nonlinear programming: Jamming and numerical testing. - Hande Y. Benson; David F. Shanno; Robert J. Vanderbei (Math. Program., 2004)

Interior-Point Algorithms, Penalty Methods and Equilibrium Problems. - Hande Y. Benson; Arun Sen; David F. Shanno; Robert J. Vanderbei (Comput. Optim. Appl., 2006)

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)

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)

Interior-point methods for nonconvex nonlinear programming: regularization and warmstarts. - Hande Y. Benson; David F. Shanno (Comput. Optim. Appl., 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: cubic regularization. - Hande Y. Benson; David F. Shanno (Comput. Optim. Appl., 2014)

Cubic regularization in symmetric rank-1 quasi-Newton methods. - Hande Y. Benson; David F. Shanno (Math. Program. Comput., 2018)

Regularized step directions in nonlinear conjugate gradient methods. - Cassidy K. Buhler; Hande Y. Benson; David F. Shanno (Math. Program. Comput., 2024)