Walter Murray

According to our database1, Walter Murray authored at least 36 papers between 1974 and 2015.

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Bibliography

2015
A Practical Factorization of a Schur Complement for PDE-Constrained Distributed Optimal Control.
J. Sci. Comput., 2015

A robust and informative method for solving large-scale power flow problems.
Comput. Optim. Appl., 2015

Optimal power flow with limited and discrete controls.
Proceedings of the 2015 IEEE Power & Energy Society Innovative Smart Grid Technologies Conference, 2015

Linear analysis for determining and visualizing critical thermal boundaries of power systems.
Proceedings of the 2015 IEEE Power & Energy Society Innovative Smart Grid Technologies Conference, 2015

2013
On the determinant and its derivatives of the rank-one corrected generator of a Markov chain on a graph.
J. Glob. Optim., 2013

2012
A local relaxation method for the cardinality constrained portfolio optimization problem.
Comput. Optim. Appl., 2012

2010
An algorithm for nonlinear optimization problems with binary variables.
Comput. Optim. Appl., 2010

2009
Inequality-constrained Nonlinear Optimization.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

2008
Determinants and Longest Cycles of Graphs.
SIAM J. Discret. Math., 2008

George B. Dantzig and systems optimization.
Discret. Optim., 2008

2007
A local relaxation approach for the siting of electrical substation.
Comput. Optim. Appl., 2007

Methods for modifying matrix factorizations.
Proceedings of the Milestones in Matrix Computation, 2007

2006
A Local Relaxation Approach for the Siting of Electrical Substations.
Comput. Optim. Appl., 2006

2005
A Framework Algorithm to Compute Optimal Asset Allocation for Retirement with Behavioral Utilities.
Comput. Optim. Appl., 2005

2003
How to Spend and Invest Retirement Savings.
Ann. Oper. Res., 2003

2002
SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization.
SIAM J. Optim., 2002

1997
Newton Methods For Large-Scale Linear Inequality-Constrained Minimization.
SIAM J. Optim., 1997

Sequential Quadratic Programming Methods for Large-Scale Problems.
Comput. Optim. Appl., 1997

1995
Computing Modified Newton Directions Using a Partial Cholesky Factorization.
SIAM J. Sci. Comput., 1995

A Sequential Quadratic Programming Algorithm Using an Incomplete Solution of the Subproblem.
SIAM J. Optim., 1995

Primal - dual methods for linear programming.
Math. Program., 1995

1994
Line Search Procedures for the Logarithmic Barrier Function.
SIAM J. Optim., 1994

1992
Preconditioners for Indefinite Systems Arising in Optimization.
SIAM J. Matrix Anal. Appl., 1992

1991
Inertia-Controlling Methods for General Quadratic Programming.
SIAM Rev., 1991

1989
A practical anti-cycling procedure for linearly constrained optimization.
Math. Program., 1989

1986
On projected newton barrier methods for linear programming and an equivalence to Karmarkar's projective method.
Math. Program., 1986

1985
Properties of a representation of a basis for the null space.
Math. Program., 1985

1984
Procedures for optimization problems with a mixture of bounds and general linear constraints.
ACM Trans. Math. Softw., 1984

A weighted gram-schmidt method for convex quadratic programming.
Math. Program., 1984

1982
A note on a sufficient-decrease criterion for a non-derivative step-length procedure.
Math. Program., 1982

1981
Practical optimization.
Academic Press, ISBN: 978-0-12-283952-8, 1981

1979
The Design and Structure of a Fortran Program Library for Optimization.
ACM Trans. Math. Softw., 1979

The computation of Lagrange-multiplier estimates for constrained minimization.
Math. Program., 1979

Steplength algorithms for minimizing a class of nondifferentiable functions.
Computing, 1979

1978
Numerically stable methods for quadratic programming.
Math. Program., 1978

1974
Newton-type methods for unconstrained and linearly constrained optimization.
Math. Program., 1974


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