ORIE 635 Fall 2003

Interior-point methods for mathematical programming

Course Announcement (ps file)

Homework assignments

• HW1 is here. Due Monday, September 22, and
• HW2 is here. Due Friday, October 17.
• HW3 is here. Due Wednesday, November 19.
• Here are some comments on HW3.
• HW4 is here. Due Friday, December 5.

Exam

• The exam is here, and some comments on the solutions are here. Have a good break!!

Useful sites

• The Interior Point Methods On-Line Site, run by Steve Wright.
• Two semidefinite programming sites: the first by Farid Alizadeh and the second by
  Christoph Helmberg; see also the papers on eigenvalue optimization and
  semidefinite programming by Michael Overton.
  The output of Jon Kleinberg's program on "+semidefinite+programming" is here.

Postscript files of papers

• Do not distribute the papers below. Most of them have already appeared in print.
• A paper by Monterior, Tsuchiya, and Wang: "A simplified global convergence proof of the affine scaling algorithm," Annals of Operations Research 47:443--482, 1993.
• A survey paper of mine on potential-reduction methods, which appeared in Mathematical Programming 76 (1996), 3--45.
• A survey paper of Vandenberghe and Boyd on semidefinite programming, which appeared in SIAM Review, 38(1):49--95, 1996.
• A survey paper of Goemans (see other publications at his home page) on semidefinite programming in combinatorial optimization, which appeared in Mathematical Programming, 79, 143--161, 1997.
• A survey paper of mine on semidefinite programming, which appeared in Acta Numerica 10 (2001), 515--560.
• A paper of M. Lobo, L. Vandenberghe, S. Boyd, and H. Lebret on applications of second-order cone programming, which appeared in Linear Algebra and its Applications, 284, 193--228, November 1998.
• A survey paper of Alizadeh and Goldfarb on second-order cone programming, which appeared in Mathematical Programming, 95, 3--51, 2003.
• A paper of Zuluaga, Vera, and Pena on SDP approximations to conic programming problems involving the cone of nonnegative forms.
• A survey paper of Lewis on eigenvalue optimization, including ideas of suitable functions of symmetric matrices being symmetric functions of their eigenvalues.
• A paper of Guler relating barrier functions to characteristic functions of cones.
• Two papers (1,2) of Nesterov and me on self-scaled barriers and resulting algorithms.
• A short history of interior-point methods.

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  Click to send e-mail to Mike Todd (miketodd@cs.cornell.edu),

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