Jonathan Eckstein

E-mail: jeckstei@rutcor.rutgers.edu

I participate in the ACRO software project at Sandia National Labs: I have contributed extensively to PEBBL (for which I am project leader) and PICO; I have also made some (much less extensive) contributions to UTILIB.

I am on the editorial board of Computational Optimization and Applications.

Publications and Working Papers

An Improved Branch-and-Bound Method for Maximum Monomial Agreement

with Noam Goldberg. INFORMS Journal on Computing, to appear.
 

Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers

with Stephen Boyd (lead author), Neal Parikh, Eric Chu, and Borja Peleato. Foundations and Trends in Machine Learning, 3(1):1-122 (2011).
 

A Practical Relative Error Criterion for Augmented Lagrangians

with Paulo J.S. Silva. RUTCOR Research Report RRR 11-2010, July 2010.
 

Sparse Weighted Voting Classifier Selection and its LP Relaxations

with Noam Goldberg (lead author). RUTCOR Research Report RRR 9-2010, May 2010.
 

Boosting Classifiers with Tightened L₀-Relaxation Penalties

with Noam Goldberg. Proceedings of the the 27^th International Conference on Machine Learning (ICML 2010), 383-390 (2010).
 

Proximal Methods for Nonlinear Programming: Double Regularization and Inexact Subproblems

with Paulo J.S. Silva. Computational Optimization and Applications, 46(2):279-304 (2010).
 

General Projective Splitting Methods for Sums of Maximal Monotone Operators

with B.F. Svaiter, SIAM Journal on Control and Optimization, 48(2):787-811 (2009).
 

An Improved Branch-and-Bound Method for Maximum Monomial Agreement

with Noam Goldberg. OPT 2008 Optimization for Machine Learning Workshop, Neural Information Processing Systems Workshop (NIPS08), December 2008.
 

Optimal Information Monitoring under a Politeness Constraint

with Avigdor Gal and Sarit Reiner. INFORMS Journal on Computing 20(1):3-20 (2008).
 

Arrival Rate Approximation by Nonnegative Cubic Splines

with Farid Alizadeh (first author), Nilay Noyan, and Gabor Rudolf. Operations Research, 56(1):140-156 (2008).
 

A Family of Projective Splitting Methods for the Sum of Two Maximal Monotone Operators

with B.F. Svaiter. Mathematical Programming 111(1-2):173-199 (2008).
 

Pivot, Cut, and Dive: A Heuristic for Mixed 0-1 Integer Programming

with Mikhail Nediak. Journal of Heuristics 13(5):471-503 (2007).
 

Massively Parallel Mixed-Integer Programming: Algorithms and Applications

with William E.Hart and Cynthia Phillips. In Parallel Processing for Scientific Computing, M.A. Heroux, P. Raghavan, and H.D. Simon, editors, SIAM Books, November 2006.
 

PEBBL 1.0 User Guide

with Cynthia A. Phillips and William E. Hart. July 2006. RUTCOR Research Report RRR 19-2006, August 2006.
 

Double-Regularization Proximal Methods, with Complementarity Applications

with Paulo J.S. Silva (lead author). Computational Optimization and Applications 33(2-3):115-156 (2006).
 

Depth-Optimized Convexity Cuts

with Mikhail Nediak. Annals of Operations Research 139:95-129 (2005)
 

Scheduling of Data Transcription in Periodically Connected Databases

with Avigdor Gal (lead author) and Zachary Stoumbos, Stochastic Analysis and Applications 21(5):1021-1058 (2003).
 

A Practical General Approximation Criterion for Methods of Multipliers Based on Bregman Distances

Mathematical Programming 96(1):61-86 (2003).
 

The Maximum Box Problem and its Application to Data Analysis

with Peter L. Hammer, Ying Liu, Mikhail Nediak, and Bruno Simeone. Computational Optimization and Applications, 23(3):285-298 (2002).
 

YASAI: Yet Another Add-In for Teaching Elementary Monte Carlo Simulation in EXCEL

with Steven T. Riedmueller. INFORMS Transactions on Education 2(2), http://ite.pubs.informs.org/Vol2No2/EcksteinRiedmueller/.
 

Managing Periodically Updated Data in Relational Databases: A Stochastic Modeling Approach

with Avigdor Gal (lead author). Journal of the ACM, 46(6):1141-1183 (2001).
 

A letter to the editor published by the New York Times on December 10, 2000.
 

PICO: An Object-Oriented Framework for Parallel Branch and Bound

with Cynthia A. Phillips and William E. Hart. Proceedings of the Workshop on Inherently Parallel Algorithms in Optimization and Feasibility and their Applications, Studies in Computational Mathematics, Elsevier Scientific, 219-265 (2001). Older versions available as RUTCOR Research Report RRR 40-2000, August 2000, and report SAND2000-3000, Sandia National Laboratories, December 2000.
 

Rescaling and Stepsize Selection in Proximal Methods using Separable Generalized Distances

with Paulo J.S. Silva (lead author) and Carlos Humes Jr.. SIAM Journal on Optimization, 12(1):238-261 (2001).
 

Smooth Methods of Multipliers for Monotone Complementarity Problems

with M. C. Ferris. Mathematical Programming, 86(1):65-90 (1999).
 

Approximate Iterations in Bregman-Function-Based Proximal Algorithms

Mathematical Programming, 83(1) 113-123 (1998).
 

Operator Splitting Methods for Monotone Affine Variational Inequalities, with a Parallel Application to Optimal Control

with M. C. Ferris. INFORMS Journal on Computing, 10(2):218-235 (1998).
 

Resource Management in a Parallel Mixed Integer Programming Package

with William E. Hart and Cynthia A. Phillips. Proceedings of the Intel Supercomputer Users Group Conference, Albuquerque, NM, June 11-13, 1997.
 

How Much Communication Does Parallel Branch and Bound Need?

INFORMS Journal on Computing, 9(1):15-29 (1997).
 

Distributed versus Centralized Storage and Control for Parallel Branch and Bound: Mixed Integer Programming on the CM-5

Computational Optimization and Applications, 7(2):199-220 (1997).
 

Parallel Computing

Encyclopedia of Operations Research and Management Science, S. I. Gass and C. M. Harris, eds., Kluwer Academic, Boston, 483-485 (1996). Revised for second edition (2001).
 

Data-Parallel Implementations of Dense Simplex Methods on the Connection Machine CM-2

with I. Boduroglu, L. Polymenakos, and D. Goldfarb. ORSA Journal on Computing 7(4):402-416 (1995).
 

Parallel Computing in Network Optimization

with D. P. Bertsekas (lead author), D. Castanon, and S. A. Zenios. Network Models, M. O. Ball, T. L. Magnanti, C. L. Monma, and G. L. Nemhauser, eds., Handbooks in Operations Research and Management Science 7, Elsevier Scientific, Amsterdam, 331-399 (1995).
 

Control Strategies for Parallel Mixed Integer Branch and Bound

Proceedings of Supercomputing'94, IEEE Computer Society Press, Los Alamitos, CA, 41-48 (1994).
 

Parallel Branch-and-Bound Methods for Mixed-Integer Programming on the CM-5

SIAM Journal on Optimization 4(4):794-814 (1994). This article includes and supersedes Thinking Machines technical report TMC-257, which persists in many out-of-date reference lists.
 

Some Reformulations and Applications of the Alternating Direction Method of Multipliers

with M. Fukushima. In Large Scale Optimization: State of the Art, W. W. Hager, D. W. Hearn, P. M. Pardalos, eds., Kluwer Academic, Dordrecht, 115-134 (1994).
 

Parallel Branch-and-Bound Methods for Mixed Integer Programming

SIAM News 27(1):1,12-15 (1994). Available in revised form as Chapter 13 of the collection Applications on Advanced Architecture Computers, Greg Astfalk, editor, SIAM Books, 1996.
 

Some Saddle-Function Splitting Methods for Convex Programming

Optimization Methods and Software 4:75-83 (1994).
 

Alternating Direction Multiplier Decomposition of Convex Programs

Journal of Optimization Theory and Applications 80(1):39-62 (1994).
 

Stochastic Dedication: Designing Fixed-Income Portfolios using Massively Parallel Benders Decomposition

with R. S. Hiller (lead author). Management Science 39(11):1422-1438 (1993).
 

The Alternating Step Method for Monotropic Programming on the Connection Machine 2

ORSA Journal on Computing 5(1):84-96 (1993).
 

Nonlinear Proximal Point Algorithms using Bregman Functions, with Applications to Convex Programming

Mathematics of Operations Research 18(1):202-226 (1993).
 

Large-Scale Parallel Computing, Optimization, and Operations Research: A Survey

ORSA Computer Science Technical Section Newsletter 14(2), 1, 8-12, 25-28 (1993).
 

On the Douglas-Rachford Splitting Method and the Proximal Point Algorithm for Maximal Monotone Operators

with D. P. Bertsekas. Mathematical Programming 55(3):293-318 (1992).
 

Dual Coordinate Step Methods for Linear Network Flow Problems

with D. P. Bertsekas. Mathematical Programming 42(2):203-243 (1988).
 

Distributed Asynchronous Relaxation Methods for Linear Network Flow Problems

with D. P. Bertsekas. Proceedings of the International Federation of Automatic Control (IFAC), Munich (1987).
 

Optimization of Group Line-Haul Operations for Motor Carriers Using Twin Trailers

with Y. Sheffi. Transportation Research Record 1120:12-23 (1987).
 

Doctoral Dissertation

There is a serious error in Section 6.3 which my committee didn't catch. If you want to use that material, please contact me. However, most readers shouldn't be particularly interested in that section. The rest should be OK so far as I know.

• Scanned version (about 16 MB)
• I hoped at one point to produce a more compact version from the orginal Macintosh Microsoft Word files, but it appears that is too difficult due to the nonstandard fonts and the difficulty of translating the formatting.

Miscellaneous