RUTCOR - Rutgers Center of Operations Research
Rutgers University
New Brunswick, NJ 08903-5062
Email: shanno@rutcor.rutgers.edu
Recent Publications and Research Reports
(with H. Benson) "An Exact Primal-dual Penalty Method Approach to Warmstarting Interior-point Methods for Linear Programming." COAP 38(3), 371-399, December 2007.
(with H. Benson) "Interior Point Methods for Nonconvex Nonlinear Programming: Regularization and
Warmstarts." COAP 40(2), 143-189, June 2008.
(with I. Griva, R. Vanderbei and H. Y. Benson) "Global Convergence of a Primal-Dual interior Point Method
for Nonlinear Programming." Algorithmic Operations Research 3(1), 2008.
(with A. Sen) "Optimization and dynamical systems algorithms for finding equilibria of stochastic
games." Optimization Methods and Software, (in press).
(with H. Y. Benson and A. Sen )"Convergence analysis of an interior-point method for nonconvex nonlinear
programming." Working Paper.