Publications

• Direct Solution of Linear Systems of Size 10^9 Arising in Optimization with Interior Point Methods
• Reoptimization with the Primal-Dual Interior Point Method
• Parallel Interior Point Solver for Structured Quadratic Programs: Application to Financial Planning Problems
• Solving Nonlinear Portfolio Optimization Problems with the Primal-Dual Interior Point Method

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Direct Solution of Linear Systems of Size 10^9 Arising in Optimization with Interior Point Methods (2006)

Gondzio, J., Wyrzykowski, R. (External)
Parallel Processing and Applied Mathematics
Publisher: Springer Berlin
Page: 513-525
ISBN: 9.78E+12
DOI / Link: 10.1007/11752578_62

Reoptimization with the Primal-Dual Interior Point Method

Gondzio, J.
SIAM Journal on Optimization, vol: 13
Publisher: SIAM
Article Title: Reoptimization with the Primal-Dual Interior Point Method
Page: 842-864
ISSN: 1095-7189
DOI: 10.1137/S1052623401393141

Parallel Interior Point Solver for Structured Quadratic Programs: Application to Financial Planning Problems

Gondzio, J.
Annals of Operations Research, vol: 152
Publisher: Springer-Verlag
Article Title: Parallel Interior Point Solver for Structured Quadratic Programs: Application to Financial Planning Problems
Page: 319-339
ISSN: 0254-5330
DOI: 10.1007/S10479-006-0139-Z

Solving Nonlinear Portfolio Optimization Problems with the Primal-Dual Interior Point Method

Gondzio, J.
European Journal of Operational Research, vol: 181
Publisher: Elsevier
Article Title: Solving Nonlinear Portfolio Optimization Problems with the Primal-Dual Interior Point Method
Page: 1019-1029
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2006.03.006

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