Preprints by year
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2020
2019
2018
2017
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2021
S. Cipola and J. Gondzio
Training very large scale nonlinear SVMs using Alternating Direction Method of Multipliers coupled with the Hierarchically Semi-Separable kernel approximations
Technical Report ERGO 21-005, School of Mathematics.
J. Gondzio, S. Pougkakiotis, J. Pearson
General-purpose preconditioning for regularized interior point methods
Technical Report ERGO 21-004, School of Mathematics.
J. Gondzio, S.-M. Latva-Äijö, S. M. Siltanen, M. Lassas, F. Zanetti
Material-separating regularizer for multi-energy X-ray tomography
Technical Report ERGO 21-003, School of Mathematics.
F. Zanetti, J. Gondzio
A new stopping criterion for Krylov solvers applied in interior point methods
Technical Report ERGO 21-002, School of Mathematics.
V. De Simone, D. di Serafino, J. Gondzio, S. Pougkakiotis, and M. Viola
Sparse Approximations with Interior Point Methods
Technical Report ERGO 21-001, School of Mathematics.
2020
S. Pougkakiotis and J. Gondzio
An Interior Point-Proximal Method of Multipliers for Positive Semi-Definite Programming
Technical Report ERGO 20-006, School of Mathematics.
M. Delorme, S. García, J. Gondzio, J. Kalcsics, D. Manlove, W. Pettersson
New algorithms for hierarchical optimisation in kidney exchange programmes
Technical Report ERGO 20-005, School of Mathematics.
E. A. Yildirim
An Alternative Perspective on Copositive and Convex Relaxations of Nonconvex Quadratic Programs
Technical Report ERGO 20-004, School of Mathematics.
M. Delorme, S. Garcia, J. Gondzio, J. Kalcsics, D. Manlove and W. Pettersson
Stability in the Hospitals / Residents problem with Couples and Ties: Mathematical models and computational studies
Technical Report ERGO 20-003, School of Mathematics.
Published in Omega.
G. Erdogan and E. A. Yildirim
Exact and Heuristic Algorithms for the Carrier-Vehicle Traveling Salesman Problem
Technical Report ERGO 20-002, School of Mathematics.
Y. G. Gokmen and E. A. Yildirim
On Standard Quadratic Programs with Exact and Inexact Doubly Nonnegative Relaxations
Technical Report ERGO 20-001, School of Mathematics.
2019
A.G. Weldeyesus, J. Gondzio, Linwei He, M. Gilbert, P. Shepherd, A. Tyas
Truss geometry and topology optimization with global stability constraints
Technical Report ERGO 19-018, School of Mathematics.
Published in Structural and Multidisciplinary Optimization.
L. Bergamaschi, J. Gondzio, A. Martinez, J. Pearson, S. Pougkakiotis
A New Preconditioning Approach for an Interior Point--Proximal Method of Multipliers for Linear and Convex Quadratic Programming
Technical Report ERGO 19-017, School of Mathematics.
Published in Numerical Linear Algebra with Applications.
J. G. O. Marques, R. de O. Silva, L. G. Barioni, J. A. J. Hall, L. O. Tedeschi, D. Moran
An improved algorithm for solving profit-maximizing cattle diet problems
Technical Report ERGO 19-016, School of Mathematics.
S. Bellavia, J. Gondzio, M. Porcelli
A relaxed interior point method for low-rank semidefinite programming problems
Technical Report ERGO 19-015, School of Mathematics.
S. Pougkakiotis, J. W. Pearson, S. Leveque, and J. Gondzio
Fast Solution Methods for Convex Fractional Differential Equation Optimization
Technical Report ERGO 19-014, School of Mathematics.
Published in SIAM Journal on Matrix Analysis and Applications.
N. Loizou, P. Richtárik
Revisiting Randomized Gossip Algorithms: General Framework, Convergence Rates and Novel Block and Accelerated Protocols
Technical Report ERGO 19-013, School of Mathematics.
S. Pougkakiotis, J. Gondzio
An Interior Point–Proximal Method of Multipliers for Convex Quadratic Programming
Technical Report ERGO 19-012, School of Mathematics.
Published in Computational Optimization and Applications.
K. Mihic, M. Zhu, Y. Ye
Managing Randomization in the Multi-Block Alternating Direction Method of Multipliers for Quadratic Optimization
Technical Report ERGO 19-011, School of Mathematics.
Published in Mathematical Programming Computation.
A. Weldeyesus, J. Gondzio, L. He, M. Gilbert, P. Shepherd, A. Tyas
Adaptive solution of truss layout optimization problems with global stability constraints
Technical Report ERGO 19-009, School of Mathematics.
Published in Structural and Multidisciplinary Optimization.
E.H. Bergou, E. Gorbunov, P. Richtárik
Stochastic Three Points Method for Unconstrained Smooth Minimization
Technical Report ERGO 19-008, School of Mathematics.
M. Assran, N. Loizou, N. Ballas, M. Rabat
Stochastic Gradient Push for Distributed Deep Learning
Technical Report ERGO 19-007, School of Mathematics.
A. Bibi, E.H. Bergou, O. Sener, B. Ghanem, P. Richtárik
A Stochastic Derivative-Free Optimization Method with Importance Sampling
Technical Report ERGO 19-006, School of Mathematics.
K. Mishchenko, F. Hanzely, P. Richtárik
99% of Parallel Optimization is Inevitably a Waste of Time
Technical Report ERGO 19-005, School of Mathematics.
K. Mishchenko, E. Gorbunov, M. Takáč, P. Richtárik
Distributed Learning with Compressed Gradient Differences
Technical Report ERGO 19-004, School of Mathematics.
R. M. Gower, N. Loizou, X. Qian, A. Sailanbayev, E. Shulgin, P. Richtarik
SGD: General Analysis and Improved Rates
Technical Report ERGO 19-003, School of Mathematics.
D. Kovalev, S. Horvath, P. Richtarik
Don't Jump Through Hoops and Remove Those Loops: SVRG and Katyusha are Better Without the Outer Loop
Technical Report ERGO 19-002, School of Mathematics.
2018
F. Hanzely, J. Konečný, N. Loizou, P. Richtárik, D. Grishchenko
A Privacy Preserving Randomized Gossip Algorithm via Controlled Noise Insertion
Technical Report ERGO 18-028, School of Mathematics.
L. M. Nguyen, P. H. Nguyen, P. Richtárik, K. Scheinberg, M. Takáč, M. van Dijk
New Convergence Aspects of Stochastic Gradient Algorithms
Technical Report ERGO 18-027, School of Mathematics.
K. Mishchenko, P. Richtárik
A Stochastic Penalty Model for Convex and Nonconvex Optimization with Big Constraints
Technical Report ERGO 18-025, School of Mathematics.
M. Delorme, S. Garcia, J. Gondzio, J. Kalcsics, D. Manlove and W. Pettersson
Mathematical models for stable matching problems with ties and incomplete lists
Technical Report ERGO 18-024, School of Mathematics.
Published in European Journal of Operational Research.
F. Hanzely and P. Richtárik
Accelerated coordinate descent with arbitrary sampling and best rates for minibatches
Technical Report ERGO 18-023, School of Mathematics.
J. Gondzio and E.A. Yıldırım
Global solutions of nonconvex standard quadratic programs via mixed integer linear programming reformulations
Technical Report ERGO 18-022, School of Mathematics.
F. Hanzely, K. Mishchenko and P. Richtárik
SEGA: Variance reduction via gradient sketching
Technical Report ERGO 18-021, School of Mathematics.
S. Horváth and P. Richtárik
Nonconvex variance reduced optimization with arbitrary sampling
Technical Report ERGO 18-020, School of Mathematics.
F. Hanzely, P. Richtárik and L. Xiao
Accelerated Bregman proximal gradient methods for relatively smooth convex optimization
Technical Report ERGO 18-019, School of Mathematics.
N. Loizou and P. Richtárik
Accelerated gossip via stochastic heavy ball method
Technical Report ERGO 18-018, School of Mathematics.
To appear in 56th Annual Allerton Conference on Communication, Control, and Computing, 2018.
J. Mareček, P. Richtárik and M. Takáč
Matrix completion under interval uncertainty: highlights
Technical Report ERGO 18-017, School of Mathematics.
To appear in ECML-PKDD 2018.
S. Pougkakiotis and J. Gondzio
Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
Technical Report ERGO 18-016, School of Mathematics.
Published in Journal of Optimization Theory and Applications.
J. Gondzio and F.N.C. Sobral
Quasi-Newton approaches to interior point methods for quadratic problems
Technical Report ERGO 18-015, School of Mathematics.
Published in Computational Optimization and Applications.
L. Schork and J. Gondzio
Implementation of an interior point method with basis preconditioning
Technical Report ERGO 18-014, School of Mathematics.
Published in Mathematical Programming Computation.
A. Bibi, A. Sailanbayev, B. Ghanem, R.M. Gower and P. Richtárik
Improving SAGA via a probabilistic interpolation with gradient descent
Technical Report ERGO 18-013, School of Mathematics.
R.M. Gower, P. Richtárik and F. Bach
Stochastic quasi-gradient methods: variance reduction via Jacobian sketching
Technical Report ERGO 18-011, School of Mathematics.
A. Dutta, X. Li and P. Richtárik
Weighted low-rank approximation of matrices and background modeling
Technical Report ERGO 18-010, School of Mathematics.
I.L. Galabova and J.A.J. Hall
A quadratic penalty algorithm for linear programming and its application to linearizations of quadratic assignment problems
Technical Report ERGO 18-009, School of Mathematics.
L.M. Nguyen, P.H. Nguyen, M. van Dijk, P. Richtárik, K. Scheinberg and M. Takáč
SGD and Hogwild! Convergence Without the Bounded Gradients Assumption
Technical Report ERGO 18-007, School of Mathematics.
Published in ICML 2018.
R.M. Gower, F. Hanzely, P. Richtárik and S. Stich
Accelerated stochastic matrix inversion: general theory and speeding up BFGS rules for faster second-order optimization
Technical Report ERGO 18-006, School of Mathematics.
N. Doikov and P. Richtárik
Randomized block cubic Newton method
Technical Report ERGO 18-005, School of Mathematics.
Published in ICML 2018.
D. Kovalev, E. Gorbunov, E. Gasanov and P. Richtárik
Stochastic spectral and conjugate descent methods
Technical Report ERGO 18-004, School of Mathematics.
I. Necoara, A. Patrascu and P. Richtárik
Randomized projection methods for convex feasibility problems: conditioning and convergence rates
Technical Report ERGO 18-003, School of Mathematics.
L. Schork and J. Gondzio
Rank revealing Gaussian elimination by the maximum volume concept
Technical Report ERGO 18-002, School of Mathematics.
Published in Linear Algebra and its Applications.
R. Harman, L. Filová and P. Richtárik
A randomized exchange algorithm for computing optimal approximate designs of experiments
Technical Report ERGO 18-001, School of Mathematics.
2017
N. Loizou and P. Richtárik
Momentum and stochastic momentum for stochastic gradient, Newton, proximal point and subspace descent methods
Technical Report ERGO 17-015, School of Mathematics.
A. Dutta and P. Richtárik
Online and batch supervised background estimation via L1 regression
Technical Report ERGO 17-014, School of Mathematics.
N. Loizou and P. Richtárik
Linearly convergent stochastic heavy ball method for minimizing generalization error
Technical Report ERGO 17-013, School of Mathematics.
Published in NIPS Workshop on Optimization for Machine Learning, 2017.
A. Weldeyesus and J. Gondzio
A specialized primal-dual interior point method for the plastic truss layout optimization
Technical Report ERGO 17-012, School of Mathematics.
Published in Computational Optimization and Applications.
D. Csiba and P. Richtárik
Global convergence of arbitrary-block gradient methods for generalized Polyak-Łojasiewicz functions
Technical Report ERGO 17-011, School of Mathematics.
A.A. Ribeiro and P. Richtárik
The complexity of primal-dual fixed point methods for ridge regression
Technical Report ERGO 17-010, School of Mathematics.
Published in Linear Algebra and its Applications.
L. Schork and J. Gondzio
Maintaining a basis matrix in the linear programming interior point method
Technical Report ERGO 17-009, School of Mathematics.
M.J. Ehrhardt, P. Markiewicz, A. Chambolle, P. Richtárik, J. Schott and C-B. Schönlieb
Faster PET reconstruction with a stochastic primal-dual hybrid gradient method
Technical Report ERGO 17-008, School of Mathematics.
Published in Proceedings of SPIE, Wavelets and Sparsity XVII.
A. Dutta, X. Li and P. Richtárik
A batch-incremental video background estimation model using weighted low-rank approximation of matrices
Technical Report ERGO 17-007, School of Mathematics.
Published in IEEE International Conference on Computer Vision (ICCV) Workshops.
F. Hanzely, J. Konečný, N. Loizou, P. Richtárik and D. Grishchenko
Privacy preserving randomized gossip algorithms
Technical Report ERGO 17-006, School of Mathematics.
A. Chambolle, M.J. Ehrhardt, P. Richtárik and C-B. Schönlieb
Stochastic primal-dual hybrid gradient algorithm with arbitrary sampling and imaging applications
Technical Report ERGO 17-005, School of Mathematics.
P. Richtárik and M. Takáč
Stochastic reformulations of linear systems: algorithms and convergence theory
Technical Report ERGO 17-004, School of Mathematics.
M. Mutný and P. Richtárik
Parallel stochastic Newton method
Technical Report ERGO 17-003, School of Mathematics.
Published in Journal of Computational Mathematics.
L. Schork and J. Gondzio
Permuting spiked matrices to triangular form and its application to the Forrest-Tomlin update
Technical Report ERGO 17-002, School of Mathematics.
R.M. Gower and P. Richtárik
Linearly convergent randomized iterative methods for computing the pseudoinverse
Technical Report ERGO 17-001, School of Mathematics.
2016
J. Konečný and P. Richtárik
Randomized distributed mean estimation: accuracy vs communication
Technical Report ERGO 16-012, School of Mathematics.
J. Konečný, H.B. McMahan, F. Yu, P. Richtárik, A.T. Suresh and D. Bacon
Federated learning: strategies for improving communication efficiency
Technical Report ERGO 16-011, School of Mathematics.
Published in NIPS Private Multi-Party Machine Learning Workshop, 2016.
J. Konečný, H.B. McMahan, D. Ramage and P. Richtárik
Federated optimization: distributed machine learning for on-device intelligence
Technical Report ERGO 16-010, School of Mathematics.
N. Loizou and P. Richtárik
A new perspective on randomized gossip algorithms
Technical Report ERGO 16-009, School of Mathematics.
Published in IEEE Global Conference on Signal and Information Processing.
S.J. Reddi, J. Konečný, P. Richtárik, B. Póczos and A. Smola
AIDE: fast and communication efficient distributed optimization
Technical Report ERGO 16-008, School of Mathematics.
D. Csiba and P. Richtárik
Coordinate descent face-off: primal or dual?
Technical Report ERGO 16-007, School of Mathematics.
Published in JMLR Workshop and Conference Proceedings, The 29th International Conference on Algorithmic Learning Theory.
O. Fercoq and P. Richtárik
Optimization in high dimensions via accelerated, parallel and proximal coordinate descent
Technical Report ERGO 16-006, School of Mathematics.
To appear in SIAM Review.
S. Bellavia, J. Gondzio and M. Porcelli
An inexact dual logarithmic barrier method for solving sparse semidefinite programs
Technical Report ERGO 16-004, School of Mathematics.
Published in Mathematical Programming.
R.M. Gower, D. Goldfarb and P. Richtárik
Stochastic block BFGS: squeezing more curvature out of data
Technical Report ERGO 16-003, School of Mathematics.
Published in SIAM Journal on Matrix Analysis and Applications.
R.M. Gower and P. Richtárik
Randomized quasi-Newton updates are linearly convergent matrix inversion algorithms
Technical Report ERGO 16-001, School of Mathematics.
Published in SIAM Journal on Matrix Analysis and Applications.
2015
Z. Allen-Zhu, Z. Qu, P. Richtárik and Y. Yuan
Even faster accelerated coordinate descent using non-uniform sampling
Technical Report ERGO 15-016, School of Mathematics.
Published in Proceedings of The 33rd International Conference on Machine Learning.
C. Ma, J. Konečný, M. Jaggi, V. Smith, M.I. Jordan, P. Richtárik and M. Takáč
Distributed optimization with arbitrary local solvers
Technical Report ERGO 15-014, School of Mathematics.
Published in Optimization Methods and Software.
J.W. Pearson and J. Gondzio
Fast interior point solution of quadratic programming problems arising from PDE-constrained optimization
Technical Report ERGO 15-013, School of Mathematics.
Published in Numerische Mathematik.
J. Gondzio
Crash start of interior point methods
Technical Report ERGO 15-012, School of Mathematics.
Published in European Journal of Operational Research.
T. Schulze and K. McKinnon
The value of stochastic programming in day-ahead and intraday generation unit commitment
Technical Report ERGO 15-010, School of Mathematics.
T. Schulze, A. Grothey and K. McKinnon
A stabilized scenario decomposition algorithm applied to stochastic unit commitment problems
Technical Report ERGO 15-009, School of Mathematics.
J. Konečný, J. Liu, P. Richtárik and M. Takáč
Mini-batch semi-stochastic gradient descent in the proximal setting
Technical Report ERGO 15-008, School of Mathematics.
Published in IEEE Journal of Selected Topics in Signal Processing.
R.M. Gower and P. Richtárik
Randomized iterative methods for linear systems
Technical Report ERGO 15-007, School of Mathematics.
Published in SIAM Journal on Matrix Analysis and Applications.
D. Csiba and P. Richtárik
Primal method for ERM with flexible mini-batching schemes and non-convex losses
Technical Report ERGO 15-006, School of Mathematics.
K. Fountoulakis and J. Gondzio
Performance of first and second-order methods for big data optimization
Technical Report ERGO 15-005, School of Mathematics.
Published in Computational Optimization and Applications.
D. Csiba, Z. Qu and P. Richtárik
Stochastic dual coordinate ascent with adaptive probabilities
Technical Report ERGO 15-004, School of Mathematics.
Published in Proceedings of The 32nd International Conference on Machine Learning.
C. Ma, V. Smith, M. Jaggi, M.I. Jordan, P. Richtárik and M. Takáč
Adding vs. averaging in distributed primal-dual optimization
Technical Report ERGO 15-003, School of Mathematics.
Published in Proceedings of The 32nd International Conference on Machine Learning.
Z. Qu, P. Richtárik, M. Takáč and O. Fercoq
SDNA: stochastic dual Newton ascent for empirical risk minimization
Technical Report ERGO 15-002, School of Mathematics.
Published in Proceedings of The 33rd International Conference on Machine Learning.
R. Tappenden, P. Richtárik and M. Takáč
On the complexity of parallel coordinate descent
Technical Report ERGO 15-001, School of Mathematics.
Published in Optimization Methods and Software.
2014
I. Dassios, K. Fountoulakis and J. Gondzio
A preconditioner for a primal-dual Newton conjugate gradients method for compressed sensing problems
Technical Report ERGO 14-021, School of Mathematics.
Published in SIAM Journal on Scientific Computing.
J. Konečný, Z. Qu and P. Richtárik
Semi-stochastic coordinate descent
Technical Report ERGO 14-019, School of Mathematics.
Published in Optimization Methods and Software.
Z. Qu and P. Richtárik
Coordinate descent with arbitrary sampling II: expected separable overapproximation
Technical Report ERGO 14-018, School of Mathematics.
Published in Optimization Methods and Software.
Z. Qu and P. Richtárik
Coordinate descent with arbitrary sampling I: algorithms and complexity
Technical Report ERGO 14-017, School of Mathematics.
Published in Optimization Methods and Software.
Z. Qu, P. Richtárik and T. Zhang
Quartz: Randomized dual coordinate ascent with arbitrary sampling
Technical Report ERGO 14-016, School of Mathematics.
Published in Advances in Neural Information Processing Systems.
J. Konečný, J. Liu, P. Richtárik and M. Takáč
mS2GD: Mini-batch semi-stochastic gradient descent in the proximal setting
Technical Report ERGO 14-015, School of Mathematics.
Published in NIPS Workshop on Optimization for Machine Learning, 2014.
J. Konečný, Z. Qu and P. Richtárik
S2CD: Semi-stochastic coordinate descent
Technical Report ERGO 14-014, School of Mathematics.
Published in NIPS Workshop on Optimization for Machine Learning, 2014.
F. Qiang and A. Grothey
PSMG - A parallel structured model generator for mathematical programming
Technical Report ERGO 14-013, School of Mathematics.
J. Mareček, P. Richtárik and M. Takáč
Distributed block coordinate descent for minimizing partially separable functions
Technical Report ERGO 14-009, School of Mathematics.
Published in Numerical Analysis and Optimization, Springer Proceedings in Math. and Statistics.
O. Fercoq, Z. Qu, P. Richtárik and M. Takáč
Fast distributed coordinate descent for non-strongly convex losses
Technical Report ERGO 14-008, School of Mathematics.
Published in IEEE International Workshop on Machine Learning for Signal Processing (MLSP), 2014.
I. Dassios, K. Fountoulakis and J. Gondzio
A second-order method for compressed sensing problems with coherent and redundant dictionaries
Technical Report ERGO 14-007, School of Mathematics.
C. Cartis and Y. Yan
Active-set prediction for interior point methods using controlled perturbations
Technical Report ERGO 14-006, School of Mathematics.
K. Fountoulakis and J. Gondzio
A second-order method for strongly convex L1-regularization problems
Technical Report ERGO 14-005, School of Mathematics.
Published in Mathematical Programming.
M. Stoll, J.W. Pearson and P.K. Maini
Fast solvers for optimal control problems from pattern formation
Technical Report ERGO 14-004, School of Mathematics.
M. Takáč, J. Mareček and P. Richtárik
Matrix completion under interval uncertainty
Technical Report ERGO 14-001, School of Mathematics.
Published in European Journal of Operational Research.
2013
O. Fercoq and P. Richtárik
Accelerated, parallel and proximal coordinate descent
Technical Report ERGO 13-021, School of Mathematics.
Published in SIAM Journal on Optimization.
J. Konečný and P. Richtárik
Semi-stochastic gradient descent methods
Technical Report ERGO 13-019, School of Mathematics.
Published in Frontiers in Applied Mathematics and Statistics.
W.A. Bukhsh, A. Grothey, K.I.M. McKinnon and P.A. Trodden
Local solutions of the optimal power flow problem
Technical Report ERGO 13-018, School of Mathematics.
P. Richtárik and M. Takáč
On optimal probabilities in stochastic coordinate descent methods
Technical Report ERGO 13-017, School of Mathematics.
Published in Optimization Letters.
P. Richtárik and M. Takáč
Distributed coordinate descent method for learning with big data
Technical Report ERGO 13-016, School of Mathematics.
Published in Journal of Machine Learning Research.
O. Fercoq and P. Richtárik
Smooth minimization of nonsmooth functions with parallel coordinate descent methods
Technical Report ERGO 13-015, School of Mathematics.
J. Gondzio, P. González-Brevis and P. Munari
Large-scale optimization with the primal-dual column generation method
Technical Report ERGO 13-014, School of Mathematics.
Published in Mathematical Programming Computation.
R. Tappenden, P. Richtárik and B. Buke
Separable approximations and decomposition methods for the augmented Lagrangian
Technical Report ERGO 13-013, School of Mathematics.
Published in Optimization Methods and Software.
R.M. Gower and A.L. Gower
Higher-order reverse automatic differentiation with emphasis on the third-order
Technical Report ERGO 13-012, School of Mathematics.
Published in Mathematical Programming.
K. Fountoulakis and J. Gondzio
A second-order method for strongly convex L1-regularization problems
Technical Report ERGO 13-011, School of Mathematics.
Published in Mathematical Programming.
C. Cartis, J.M. Fowkes and N.I.M. Gould
Branching and bounding improvements for global optimization algorithms with Lipschitz continuity properties
Technical Report ERGO 13-010, School of Mathematics.
A. Grothey and F. Qiang
PSMG: A parallel problem generator for a structure conveying modelling language for mathematical programming
Technical Report ERGO 13-009, School of Mathematics.
C. Cartis, N.I.M. Gould and Ph.L. Toint
An example of slow convergence for Newton's method on a function with globally Lipschitz continuous Hessian
Technical Report ERGO 13-008, School of Mathematics.
R. Tappenden, P. Richtárik and J. Gondzio
Inexact coordinate descent: complexity and preconditioning
Technical Report ERGO 13-007, School of Mathematics.
Published in Journal of Optimization Theory and Applications.
C. Cartis and A. Thompson
An exact tree projection algorithm for wavelets
Technical Report ERGO 13-006, School of Mathematics.
Published in IEEE Signal Processing Letters.
C. Cartis, N.I.M. Gould and Ph.L. Toint
On the evaluation complexity of constrained nonlinear least-squares and general constrained nonlinear optimization using second-order methods
Technical Report ERGO 13-005, School of Mathematics.
C. Cartis, Ph.R. Sampaio and Ph.L. Toint
Worst-case evaluation complexity of non-monotone gradient-related algorithms for unconstrained optimization
Technical Report ERGO 13-004, School of Mathematics.
M. Takáč, S.D. Ahipasaoglu, N-M. Cheung and P. Richtárik
TOP-SPIN: TOPic discovery via Sparse Principal component INterference
Technical Report ERGO 13-003, School of Mathematics.
M. Takáč, A. Bijral, P. Richtárik and N. Srebro
Mini-batch primal and dual methods for SVMs
Technical Report ERGO 13-002, School of Mathematics.
Published in Proceedings of the 30th International Conference on Machine Learning, 2013.
2012
P. Richtárik, M. Takáč and S. Damla Ahipaşaoğlu
Alternating maximization: unifying framework for 8 Sparse PCA formulations and efficient parallel codes
Technical Report ERGO 12-015, School of Mathematics.
W. Hulme, P. Richtárik, L. McGuire and A. Green
Optimal diagnostic tests for sporadic Creutzfeldt-Jakob disease based on support vector machine classification of RT-QuIC data
Technical Report ERGO 12-014, School of Mathematics.
P. Richtárik and M. Takáč
Parallel coordinate descent methods for big data optimization
Technical Report ERGO 12-013, School of Mathematics.
Published in Mathematical Programming.
P. Munari and J. Gondzio
Using the primal-dual interior point algorithm within the branch-price-and-cut method
Technical Report ERGO 12-012, School of Mathematics.
Published in Computers and Operations Research.
S.F.B. Tett, D.J. Rowlands and C. Cartis
Can top of atmosphere radiation measurements constrain climate predictions? Part 2: Climate sensitivity
Technical Report ERGO 12-011, School of Mathematics.
Published in Journal of Climate.
S.F.B. Tett, M.J. Mineter, C. Cartis, D.J. Rowlands and P.Liu
Can top of atmosphere radiation measurements constrain climate predictions? Part 1: Tuning
Technical Report ERGO 12-010, School of Mathematics.
Published in Journal of Climate.
C. Cartis, N.I.M. Gould and Ph.L. Toint
On the complexity of the steepest-descent with exact linesearches
Technical Report ERGO 12-009, School of Mathematics.
J. Gondzio
Convergence analysis of an inexact feasible interior point method for convex quadratic programming
Technical Report ERGO 12-008, School of Mathematics.
Published in SIAM Journal on Optimization.
J. Gondzio and P. González-Brevis
A new warmstarting strategy for the primal-dual column generation method
Technical Report ERGO 12-007, School of Mathematics.
Published in Mathematical Programming.
K. Fountoulakis, J. Gondzio and P. Zhlobich
Matrix-free interior point method for compressed sensing problems
Technical Report ERGO 12-006, School of Mathematics.
Published in Mathematical Programming Computation.
M. Lubin, J.A.J. Hall, C.G. Petra and M. Anitescu
Parallel distributed-memory simplex for large-scale stochastic LP problems
Technical Report ERGO 12-005, School of Mathematics.
Published in Computational Optimization and Applications.
J. Gondzio, J. Gruca, J.A.J. Hall, W. Laskowski and M. Zukowski
Solving large-scale optimization problems related to Bell's theorem
Technical Report ERGO 12-004, School of Mathematics.
Published in Journal of Computational and Applied Mathematics.
E. Smith and J.A.J. Hall
A high performance primal revised simplex solver for row-linked block angular linear programming problems
Technical Report ERGO 12-003, School of Mathematics.
C. Cartis, N.I.M. Gould and Ph.L. Toint
How much patience do you have? A worst-case perspective on smooth nonconvex optimization
Technical Report ERGO 12-002, School of Mathematics.
Published in Mathematical Optimization Society Newsletter.
C. Cartis, N.I.M. Gould and Ph.L. Toint
On the evaluation complexity of cubic regularization methods for potentially rank-deficient nonlinear least-squares problems and its relevance to constrained nonlinear optimization
Technical Report ERGO 12-001, School of Mathematics.
Published in SIAM Journal on Optimization.
2011
K.I.M. McKinnon and Y. Yu
Solving stochastic ship fleet routing problems with inventory management using branch and price
Technical Report ERGO 11-022, School of Mathematics.
J. Gondzio and P. Zhlobich
Multilevel quasiseparable matrices in PDE-constrained optimization
Technical Report ERGO 11-021, School of Mathematics.
A. Grothey
Massively parallel asset and liability management
Technical Report ERGO 11-020, School of Mathematics.
Published in Lecture Notes in Computer Sciences.
R. Paulavičius, J. ilinskas and A. Grothey
Parallel branch and bound for global optimization with combination of Lipschitz bounds
Technical Report ERGO 11-019, School of Mathematics.
Published in Optimization Methods and Software.
V. Gunnerud, B.A. Foss, K.I.M. McKinnon and B. Nygreen
Oil production optimization solved by piecewise linearization in a branch & price framework
Technical Report ERGO 11-018, School of Mathematics.
Published in Computers and Operations Research.
W.A. Bukhsh, A. Grothey, K.I.M. McKinnon and P.A. Trodden
Local solutions of optimal power flow
Technical Report ERGO 11-017, School of Mathematics.
P.A. Trodden, W.A. Bukhsh, A. Grothey and K.I.M. McKinnon
MILP islanding of power networks by bus splitting
Technical Report ERGO 11-016, School of Mathematics.
Published in 2012 IEEE Power Engineering Society General Meeting.
P.A. Trodden, W.A. Bukhsh, A. Grothey and K.I.M. McKinnon
MILP formulation for islanding of power networks
Technical Report ERGO 11-015, School of Mathematics.
Published in International Journal of Electrical Power & Energy Systems.
N.-Y. Chiang and A. Grothey
Solving security constrained optimal power flow problems by a structure exploiting interior point method
Technical Report ERGO 11-014, School of Mathematics.
C. Cartis, N.I.M. Gould and Ph.L. Toint
A note about the complexity of minimizing Nesterov's smooth Chebyshev-Rosenbrock function
Technical Report ERGO 11-013, School of Mathematics.
Published in Optimization Methods and Software.
P. Richtárik and M. Takáč
Efficient serial and parallel coordinate descent methods for huge-scale truss topology design
Technical Report ERGO 11-012, School of Mathematics.
Published in Operations Research Proceedings.
P. Richtárik and M. Takáč
Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function
Technical Report ERGO 11-011, School of Mathematics.
Published in Mathematical Programming.
S. Bellavia, J. Gondzio and B. Morini
A matrix-free preconditioner for sparse symmetric positive definite systems and least-squares problems
Technical Report ERGO 11-010, School of Mathematics.
Published in SIAM Journal on Scientific Computing.
C. Cartis, N.I.M. Gould and Ph.L. Toint
Optimal Newton-type methods for nonconvex smooth optimization problems
Technical Report ERGO 11-009, School of Mathematics.
E. Smith, J. Gondzio and J.A.J. Hall
GPU acceleration of the matrix-free interior point method
Technical Report ERGO 11-008, School of Mathematics.
Published in Lecture Notes in Computer Sciences.
C. Cartis, N.I.M. Gould and Ph.L. Toint
On the complexity of finding first-order critical points in constrained nonlinear programming
Technical Report ERGO 11-005, School of Mathematics.
To appear in Mathematical Programming.
P.-J. Chung, H. Du and J. Gondzio
A probabilistic constraint approach for robust transmit beamforming with imperfect channel information
Technical Report ERGO 11-004, School of Mathematics.
Published in IEEE Transactions on Signal Processing.
J. Gondzio
Interior Point Methods 25 Years Later
Technical Report ERGO 11-003, School of Mathematics.
Published in European Journal of Operational Research.
C. Cartis, N.I.M. Gould and Ph.L. Toint
On the evaluation complexity of composite function minimization with applications to nonconvex nonlinear programming
Technical Report ERGO 11-002, School of Mathematics.
Published in SIAM Journal on Optimization.
J. Gondzio, P. González-Brevis and P. Munari
New developments in the primal-dual column generation technique
Technical Report ERGO 11-001, School of Mathematics.
Published in European Journal of Operational Research.
2010
R. Paulavičius, J. ilinskas and A. Grothey
Investigation of selection strategies in branch and bound algorithm with simplicial partitions and combination of Lipschitz bounds
Technical Report, School of Mathematics.
Published in Optimization Letters.
A. Grothey and X. Yang
Approximate dynamic programming with Bézier curves/surfaces for top-percentile traffic routing
Technical Report ERGO 10-008, School of Mathematics.
Published in European Journal of Operations Research.
C. Cartis, N.I.M. Gould and Ph.L. Toint
Complexity bounds for second-order optimality in unconstrained optimization
Technical Report ERGO 10-007, School of Mathematics.
Published in Journal of Complexity.
C. Cartis, N.I.M. Gould and Ph.L. Toint
Evaluation complexity of adaptive cubic regularization methods for convex unconstrained optimization
Technical Report ERGO 10-006, School of Mathematics.
Published in Optimization Methods and Software.
C. Cartis, N.I.M. Gould and Ph.L. Toint
On the oracle complexity of first-order and derivative-free algorithms for smooth nonconvex minimization
Technical Report ERGO 10-005, School of Mathematics.
Published in SIAM Journal on Optimization.
J. Gondzio
Interior point methods in machine learning
Technical Report ERGO 10-004, School of Mathematics.
Published in S. Sra, S. Nowozin and S. Wright (eds), Optimization for Machine Learning, MIT Press, 2010.
A. Grothey and X. Yang
Solving the top-percentile traffic routing problem by approximate dynamic programming
Technical Report ERGO 10-003, School of Mathematics.
P. González-Brevis, J. Gondzio, Y. Fan, H.V. Poor, J. Thompson, I. Krikidis and P.-J. Chung
Base station location optimization for minimal energy consumption in wireless networks
Technical Report ERGO 10-002, School of Mathematics.
E. Fragnière, J. Gondzio, N.S. Tuchschmid and Q. Zhang
Non-parametric liquidity adjusted VaR model: a stochastic programming approach
Technical Report ERGO 10-001, School of Mathematics.
Published in Journal of Financial Transformation.
2009
A. Grothey
Financial applications: parallel portfolio optimization
Book Chapter, School of Mathematics.
Published in Parallel Computing: Numerics, Applications, and Trends, Springer.
C. Cartis, N.I.M. Gould and Ph.L. Toint
On the complexity of steepest descent, Newton's and regularized Newton's methods for nonconvex unconstrained optimization
Technical Report ERGO 09-013, School of Mathematics.
Published in SIAM Journal on Optimization.
J. Gondzio
Matrix-free interior point method
Technical Report ERGO 09-012, School of Mathematics.
Published in Computational Optimization and Applications.
J.D. Blanchard, C. Cartis, J. Tanner and A. Thompson
Phase transitions for greedy sparse approximation algorithms
Technical Report ERGO 09-010, School of Mathematics.
Published in Applied and Computational Harmonic Analysis.
S. Bellavia, J. Gondzio and B. Morini
Computational experience with numerical methods for nonnegative least-squares problems
Technical Report ERGO 09-009, School of Mathematics.
Published in Numerical Linear Algebra with Applications.
M. Colombo and A. Grothey
A decomposition-based crash-start method for stochastic programming
Technical Report ERGO 09-008, School of Mathematics.
Published in Computational Optimization and Applications.
M. Colombo and A. Grothey
A multi-step interior point warm-start approach for large-scale stochastic linear programming
Technical Report ERGO 09-007, School of Mathematics.
A. Grothey and X. Yang
Top percentile traffic routing by dynamic programming
Technical Report ERGO 09-006, School of Mathematics.
Published in Optimization and Engineering.
J.D. Blanchard, C. Cartis and J. Tanner
Compressed sensing: how sharp is the restricted isometry property?
Technical Report ERGO 09-005, School of Mathematics.
Published in SIAM Review.
C. Cartis, N.I.M. Gould and Ph.L. Toint
An adaptive cubic regularisation algorithm for nonconvex optimization with convex constraints and its function-evaluation complexity
Technical Report ERGO 09-004, School of Mathematics.
Published in IMA Journal of Numerical Analysis.
M. Colombo, A. Grothey, J. Hogg, K. Woodsend and J. Gondzio
A structure-conveying modelling language for mathematical and stochastic programming
Technical Report ERGO 09-003, School of Mathematics.
Published in Mathematical Programming Computation.
X. Yang, J. Gondzio and A. Grothey
Asset-Liability Management Modelling with Risk Control by Stochastic Dominance
Technical Report ERGO 09-002, School of Mathematics.
Published in Journal of Asset Management.
K. Woodsend and J. Gondzio
Hybrid MPI/OpenMP parallel support vector machine training
Technical Report ERGO 09-001, School of Mathematics.
Published in Journal of Machine Learning Research.
2008
S. Bellavia, C. Cartis, N.I.M. Gould, B. Morini, Ph.L. Toint
Convergence of a regularized Euclidean residual algorithm for nonlinear least-squares
Technical Report ERGO 08-004, School of Mathematics.
Published in SIAM Journal on Numerical Analysis.
P.-J. Chung, H. Du and J. Gondzio
A probabilistic constraint approach for robust transmit beamforming with imperfect channel information
Technical Report ERGO 08-003, School of Mathematics.
H. Du, P.-J. Chung, J. Gondzio and B. Mulgrew
Robust transmit beamforming based on probabilistic constraint
Technical Report ERGO 08-002, School of Mathematics.
C. Cartis, N.I.M. Gould and Ph.L. Toint
Trust-region and other regularisations of linear least-squares problems
Technical Report ERGO 08-001, School of Mathematics.
Published in BIT.
2007
C. Cartis, N.I.M. Gould and Ph.L. Toint
Adaptive cubic regularisation methods for unconstrained optimization. Part II: worst-case function- and derivative-evaluation complexity
Technical Report MS 07-008, School of Mathematics.
Published in Mathematical Programming.
K. Woodsend and J. Gondzio
Parallel support vector machine training with nonlinear kernels
Technical Report MS 07-007, School of Mathematics.
J.S. Dagpunar
Novel Importance sampling for the valuation of Basket and Asian Options
Technical report, School of Mathematics.
J.S. Dagpunar
Simulation and Monte Carlo: With applications in Finance and MCMC
John Wiley and Sons, Chichester.
C. Cartis, N.I.M. Gould and Ph.L. Toint
Adaptive cubic regularisation methods for unconstrained optimization. Part I: motivation, convergence and numerical results
Technical Report MS 07-006, School of Mathematics.
Published in Mathematical Programming.
A. Pagès, J. Gondzio and N. Nabona
Warmstarting for interior point methods applied to the long-term power planning
Technical Report MS 07-005, School of Mathematics.
Published in European Journal of Operational Research.
S. Bellavia, J. Gondzio and B. Morini
Regularization and preconditioning of KKT systems arising in nonnegative least-squares problems
Technical Report MS 07-004, School of Mathematics.
Published in Numerical Linear Algebra with Applications.
G. Al-Jeiroudi and J. Gondzio
Convergence analysis of inexact infeasible interior point method for linear optimization
Technical Report MS 07-003, School of Mathematics.
Published in Journal of Optimization Theory and Applications.
K. Woodsend and J. Gondzio
Exploiting separability in large scale linear support vector machine training
Technical Report MS 07-002, School of Mathematics.
Published in Computational Optimization and Applications.
E. Fragnière, J. Gondzio and X. Yang
Operations risk management by planning optimally the qualified workforce capacity
Technical Report MS 07-001, School of Mathematics.
Published in European Journal of Operational Research.
J.A.J. Hall
Towards a practical parallelisation of the simplex method
Technical Report, School of Mathematics.
Published in Computational Management Science.
2006
J. Gondzio and A. Grothey
Solving nonlinear financial planning problems with 109 decision variables on massively parallel architectures
Published in Computational Finance and its Applications II, WIT Transactions on Modelling and Simulation.
J. Gondzio and A. Grothey
A new unblocking technique to warmstart interior point methods based on sensitivity analysis
Technical Report MS 06-005, School of Mathematics.
Published in SIAM Journal on Optimization.
M. Colombo, J. Gondzio and A. Grothey
A warm-start approach for large-scale stochastic linear programs
Technical Report MS 06-004, School of Mathematics.
Published in Mathematical Programming.
G. Al-Jeiroudi, J. Gondzio and J.A.J. Hall
Preconditioning indefinite systems in interior point method for large scale linear optimization
Technical Report MS 06-003, School of Mathematics.
Published in Optimization Methods and Software.
J. Gondzio and A. Grothey
Solving distribution planning problems with the interior point method
Technical Report MS 06-001, School of Mathematics.
2005
J. Gondzio and A. Grothey
Direct solution of linear systems of size 109 arising in optimization with interior point methods
Technical Report MS 05-003, School of Mathematics.
Published in Lecture Notes in Computer Science.
L. Bergamaschi, J. Gondzio, M. Venturin and G. Zilli
Inexact constraint preconditioners for linear systems arising in interior point methods
Technical Report MS 05-002, School of Mathematics.
Published in Computational Optimization and Applications.
M. Colombo and J. Gondzio
Further development of multiple centrality correctors for interior point methods
Technical Report MS 05-001, School of Mathematics.
Published in Computational Optimization and Applications.
J.A.J. Hall
Towards a practical parallelisation of the simplex method
Technical Report, School of Mathematics.
2004
J. Gondzio and A. Grothey
Exploiting structure in parallel implementation of interior point methods for optimization
Technical Report MS 04-004, School of Mathematics.
Published in Computational Management Science.
F.P. Ganneau, F.J. Ulm, J. Gondzio and E.J.Garboczi
An algorithm for computing the compressive strength of heterogeneous cohesive-frictional materials - Application to cement paste
Published in Computers and Geotechnics.
J. Gondzio and A. Grothey
Solving nonlinear portfolio optimization problems with the primal-dual interior point method
Technical Report MS 04-001, School of Mathematics.
Published in European Journal of Operational Research.
2003
J. Ansell, T. Archibald, J. Dagpunar, L. Thomas, P. Abell, D. Duncalf
Analysing maintenance data to gain insight into systems performance
Published in Journal of the Operational Research Society.
J. Filar, J. Gondzio and V. Ejov
An interior point heuristic for the Hamiltonian Cycle Problem via Markov decision processes
Technical Report, School of Mathematics, The University of South Australia.
Published in Journal of Global Optimization.
J. Gondzio and A. Grothey
Parallel interior point solver for structured quadratic programs: application to financial planning problems
Technical Report MS 03-001, School of Mathematics.
Published in Annals of Operations Research.
2002
J.A.J. Hall and K.I.M. McKinnon
Hyper-sparsity in the revised simplex method and how to exploit it
Technical Report, School of Mathematics.
Published in Computational Optimization and Applications.
L. Bergamaschi, J. Gondzio and G. Zilli
Preconditioning indefinite systems in interior point methods for optimization
Technical Report MS 02-002, School of Mathematics.
Published in Computational Optimization and Applications.
A. Grothey
A second order trust region bundle method for nonconvex nonsmooth optimization
Technical Report MS 02-001, School of Mathematics.
2001
J. Ansell, T. Archibald, J. Dagpunar, L. Thomas, P. Abell, D. Duncalf
Assessing the maintenance in a process using a semi-parametric approach
Published in Quality and Reliability Engineering International.
J. Gondzio and A. Grothey
Reoptimization with the primal-dual interior point method
Technical Report MS 01-004, Department of Mathematics and Statistics.
Published in SIAM Journal on Optimization.
2000
J. Gondzio and R. Sarkissian
Parallel interior point solver for structured linear programs
Technical Report MS 00-025, Department of Mathematics and Statistics.
Published in Mathematical Programming.
Duan Li, Xiaoling Sun and K.I.M. McKinnon
An exact solution method for reliability optimization in complex systems
Technical Report MS 00-018, Department of Mathematics and Statistics.
Xiaoling Sun, K.I.M. McKinnon and Duan Li
A convexification method for a class of global optimization problems with applications to reliability optimization
Technical Report MS 00-017, Department of Mathematics and Statistics.
Published in Journal of Global Optimization.
J.A.J. Hall and K.I.M. McKinnon
Hyper-sparsity in the revised simplex method and how to exploit it
Technical Report MS 00-015, Department of Mathematics and Statistics.
A. Grothey and K.I.M. McKinnon
Decomposing the optimization of a gas lifted oil well network
Technical Report MS 00-005, Department of Mathematics and Statistics.
J. Gondzio, R. Kouwenberg and T. Vorst
Hedging options under transaction costs and stochastic volatility
Technical Report MS 00-004, Department of Mathematics and Statistics.
Published in Journal of Economic Dynamics and Control.
O. Epelly, J. Gondzio and J.-P. Vial
An interior point solver for smooth convex optimization with an application to environmental-energy-economic models
Logilab Technical Report, Department of Management Studies, University of Geneva.
1999
J.A.J. Hall and K.I.M. McKinnon
Exploiting hyper-sparsity in the revised simplex method
Technical Report MS 99-014, Department of Mathematics and Statistics.
J. Gondzio and R. Kouwenberg
High performance computing for asset liability management
Technical Report MS 99-004, Department of Mathematics and Statistics.
Published in Operations Research.
1998
A. Grothey and K.I.M. McKinnon
A superlinearly convergent trust region bundle method
Technical Report MS98-015, Departments of Mathematics and Statistics.
E. Fragnière, J. Gondzio and J.-P. Vial
Building and solving large-scale stochastic programs on an affordable distributed computing system
Logilab Technical Report 98.11, Department of Management Studies, University of Geneva.
Published in Annals of Operations Research.
E. Fragnière, J. Gondzio and R. Sarkissian
Efficient management of multiple sets to extract complex structures from mathematical programs
Logilab Technical Report, Department of Management Studies, University of Geneva.
Published in Annals of Operations Research.
A. Altman and J. Gondzio
Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
HEC Technical Report 98.6, Department of Management Studies, University of Geneva.
Published in Optimization Methods and Software.
J. Gondzio, R. Sarkissian and J.-P. Vial
Parallel implementation of a central decomposition method for solving large scale planning problems
HEC Technical Report 98.1 , Department of Management Studies, University of Geneva.
Published in Computational Optimization and Applications.
1997
E. Fragnière, J. Gondzio, R. Sarkissian and J.-P. Vial
Structure exploiting tool in algebraic modeling languages
Logilab Technical Report 97.2, Department of Management Studies, University of Geneva.
Published in Management Science.
J. Gondzio and J.-P. Vial
Warm start and epsilon-subgradients in the cutting plane scheme for block-angular linear programs
Logilab Technical Report 97.1, Department of Management Studies, University of Geneva.
Published in Computational Optimization and Applications.
1996
J. Gondzio and R. Sarkissian
Column generation with a primal-dual method
Logilab Technical Report 96.6, Department of Management Studies, University of Geneva.
J. Gondzio
Warm start of the primal-dual method applied in the cutting plane scheme
Logilab Technical Report 96.3, Department of Management Studies, University of Geneva.
Published in Mathematical Programming.
T.W. Archibald, K.I.M. McKinnon and L.C. Thomas
An aggregate stochastic dynamic programming model of multi-reservoir systems
Technical Report MS 96-018, Department of Mathematics and Statistics.
Published in Water Resources Research.
J.A.J. Hall and K.I.M. McKinnon
PARSMI, a parallel revised simplex algorithm incorporating minor iterations and Devex pricing
Technical Report MS 96-012, Department of Mathematics and Statistics.
Published in Springer Lecture Notes in Computer Science.
K.I.M. McKinnon and M. Mongeau
A generic global optimization algorithm for the chemical and phase equilibrium problem
Technical Report MS 96-011, Department of Mathematics and Statistics.
Published in Journal of Global Optimization.
J.A.J. Hall and K.I.M. McKinnon
The simplest examples where the simplex method cycles and conditions where EXPAND fails to prevent cycling
Technical Report MS 96-010, Department of Mathematics and Statistics.
Published in Mathematical Programming.
K.I.M. McKinnon
Convergence of the Nelder-Mead simplex method to a non-stationary point
Technical Report MS 96-006, Department of Mathematics and Statistics.
Published in SIAM Journal on Optimization.
S. Berner, K.I.M. McKinnon and C. Millar
A parallel algorithm for the global minimization of Gibbs free energy
Technical Report MS 96-004, Department of Mathematics and Statistics.
Published in Annals of Operations Research.
T.W. Archibald, C.S. Buchanan, K.I.M. McKinnon and L.C. Thomas
Nested Benders decomposition and dynamic programming for reservoir optimization
Technical Report MS 96-001, Department of Mathematics and Statistics.