A new polynomial-time algorithm for linear programming
Combinatorica
A strongly polynomial algorithm to solve combinatorial linear programs
Operations Research
Fast algorithms for convex quadratic programming and multicommodity flows
STOC '86 Proceedings of the eighteenth annual ACM symposium on Theory of computing
Mathematical Programming: Series A and B
Combinatorial optimization: algorithms and complexity
Combinatorial optimization: algorithms and complexity
Some NP-complete problems in quadratic and nonlinear programming
Mathematical Programming: Series A and B
Practical methods of optimization; (2nd ed.)
Practical methods of optimization; (2nd ed.)
A polynomial-time algorithm, based on Newton's method, for linear programming
Mathematical Programming: Series A and B
Pathways to the optimal set in linear programming
Progress in Mathematical Programming Interior-point and related methods
An extension of Karmarkar projective algorithm for convex quadratic programming
Mathematical Programming: Series A and B
A polynomial-time algorithm for a class of linear complementary problems
Mathematical Programming: Series A and B
Interior path following primal-dual algorithms. Part I: Linear programming
Mathematical Programming: Series A and B
Quadratic programming is in NP
Information Processing Letters
On the method of analytic centers for solving smooth convex programs
Proceedings of the international seminar on Optimization
A method of analytic centers for quadratically constrained convex quadratic programs
SIAM Journal on Numerical Analysis
An OL(n3) potential reduction algorithm for linear programming
Mathematical Programming: Series A and B
On the convergence of the method of analytic centers when applied to convex quadratic programs
Mathematical Programming: Series A and B
Nonlinear optimization: complexity issues
Nonlinear optimization: complexity issues
A subexponential randomized simplex algorithm (extended abstract)
STOC '92 Proceedings of the twenty-fourth annual ACM symposium on Theory of computing
Approximation algorithms for indefinite quadratic programming
Mathematical Programming: Series A and B
On the finite convergence of interior-point algorithms for linear programming
Mathematical Programming: Series A and B
Interior-point methods for convex programming
Applied Mathematics and Optimization
Toward probabilistic analysis of interior-point algorithms for linear programming
Mathematics of Operations Research
On the formulation and theory of the Newton interior-point method for nonlinear programming
Journal of Optimization Theory and Applications
SIAM Review
A primal-dual interior point method whose running time depends only on the constraint matrix
Mathematical Programming: Series A and B
Primal-dual interior-point methods
Primal-dual interior-point methods
On the complexity of approximating a KKT point of quadratic programming
Mathematical Programming: Series A and B
Linear Programming in Linear Time When the Dimension Is Fixed
Journal of the ACM (JACM)
Computer Solution of Large Sparse Positive Definite
Computer Solution of Large Sparse Positive Definite
Numerical methods for nonlinearly constrained optimization.
Numerical methods for nonlinearly constrained optimization.
Smooth minimization of non-smooth functions
Mathematical Programming: Series A and B
On the solution of large-scale SDP problems by the modified barrier method using iterative solvers
Mathematical Programming: Series A and B
An Augmented Primal-Dual Method for Linear Conic Programs
SIAM Journal on Optimization
Hi-index | 0.00 |