Donald Goldfarb


Ontology type: schema:Person     


Person Info

NAME

Donald

SURNAME

Goldfarb

Publications in SciGraph latest 50 shown

  • 2017-12 Using negative curvature in solving nonlinear programs in COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
  • 2014-06 Fast First-Order Methods for Composite Convex Optimization with Backtracking in FOUNDATIONS OF COMPUTATIONAL MATHEMATICS
  • 2014-05 Efficient algorithms for robust and stable principal component pursuit problems in COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
  • 2013-10 Fast alternating linearization methods for minimizing the sum of two convex functions in MATHEMATICAL PROGRAMMING
  • 2013-06 Efficient block-coordinate descent algorithms for the Group Lasso in MATHEMATICAL PROGRAMMING COMPUTATION
  • 2013-02 Accelerated Linearized Bregman Method in JOURNAL OF SCIENTIFIC COMPUTING
  • 2012 Block Coordinate Descent Methods for Semidefinite Programming in HANDBOOK ON SEMIDEFINITE, CONIC AND POLYNOMIAL OPTIMIZATION
  • 2011-06 An interior-point piecewise linear penalty method for nonlinear programming in MATHEMATICAL PROGRAMMING
  • 2011-06 Fixed point and Bregman iterative methods for matrix rank minimization in MATHEMATICAL PROGRAMMING
  • 2011-04 Convergence of Fixed-Point Continuation Algorithms for Matrix Rank Minimization in FOUNDATIONS OF COMPUTATIONAL MATHEMATICS
  • 2010-12 Alternating direction augmented Lagrangian methods for semidefinite programming in MATHEMATICAL PROGRAMMING COMPUTATION
  • 2006-08 Interior-point ℓ2-penalty methods for nonlinear programming with strong global convergence properties in MATHEMATICAL PROGRAMMING
  • 2005-05 Product-form Cholesky factorization in interior point methods for second-order cone programming in MATHEMATICAL PROGRAMMING
  • 2005 Image Cartoon-Texture Decomposition and Feature Selection Using the Total Variation Regularized L1 Functional in VARIATIONAL, GEOMETRIC, AND LEVEL SET METHODS IN COMPUTER VISION
  • 2004-01 A product-form Cholesky factorization method for handling dense columns in interior point methods for linear programming in MATHEMATICAL PROGRAMMING
  • 2003-08 Robust convex quadratically constrained programs in MATHEMATICAL PROGRAMMING
  • 2003-01 Second-order cone programming in MATHEMATICAL PROGRAMMING
  • 2002-12 Combinatorial interior point methods for generalized network flow problems in MATHEMATICAL PROGRAMMING
  • 2002-01 A polynomial dual simplex algorithm for the generalized circulation problem in MATHEMATICAL PROGRAMMING
  • 1999-07 A Modified Barrier-Augmented Lagrangian Method for Constrained Minimization in COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
  • 1998-01 Strongly polynomial dual simplex methods for the maximum flow problem in MATHEMATICAL PROGRAMMING
  • 1997-08 On strongly polynomial dual simplex algorithms for the maximum flow problem in MATHEMATICAL PROGRAMMING
  • 1994 On the Complexity of the Simplex Method in ADVANCES IN OPTIMIZATION AND NUMERICAL ANALYSIS
  • 1994-01 On solution-containing ellipsoids in linear programming in JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
  • 1993-08 An O(n3L) primal—dual potential reduction algorithm for solving convex quadratic programs in MATHEMATICAL PROGRAMMING
  • 1993-01 Exploiting special structure in a primal—dual path-following algorithm in MATHEMATICAL PROGRAMMING
  • 1992-12 Polynomial-time primal simplex algorithms for the minimum cost network flow problem in ALGORITHMICA
  • 1991-07 A primal projective interior point method for linear programming in MATHEMATICAL PROGRAMMING
  • 1990-11 An O(n3L) primal interior point algorithm for convex quadratic programming in MATHEMATICAL PROGRAMMING
  • 1990-05 A primal simplex algorithm that solves the maximum flow problem in at mostnm pivots and O(n2m) time in MATHEMATICAL PROGRAMMING
  • 1988-12 A computational comparison of the dinic and network simplex methods for maximum flow in ANNALS OF OPERATIONS RESEARCH
  • 1988-01 A relaxed version of Karmarkar's method in MATHEMATICAL PROGRAMMING
  • 1988-01 Relaxed variants of Karmarkar's algorithm for linear programs with unknown optimal objective value in MATHEMATICAL PROGRAMMING
  • 1986 Efficient primal algorithms for strictly convex quadratic programs in NUMERICAL ANALYSIS
  • 1985-11 Efficient dual simplex algorithms for the assignment problem in MATHEMATICAL PROGRAMMING
  • 1983-09 A numerically stable dual method for solving strictly convex quadratic programs in MATHEMATICAL PROGRAMMING
  • 1982-12 Modifications and implementation of the ellipsoid algorithm for linear programming in MATHEMATICAL PROGRAMMING
  • 1982 Dual and primal-dual methods for solving strictly convex quadratic programs in NUMERICAL ANALYSIS
  • 1980-12 Curvilinear path steplength algorithms for minimization which use directions of negative curvature in MATHEMATICAL PROGRAMMING
  • 1977-12 On the Bartels—Golub decomposition for linear programming bases in MATHEMATICAL PROGRAMMING
  • 1977-12 Generating conjugate directions without line searches using factorized variable metric updating formulas in MATHEMATICAL PROGRAMMING
  • 1977-12 A practicable steepest-edge simplex algorithm in MATHEMATICAL PROGRAMMING
  • 1976-12 Matrix factorizations in optimization of nonlinear functions subject to linear constraints in MATHEMATICAL PROGRAMMING
  • Affiliations

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