### Preprints by year

*2018*
*2017*
*2016*
*2015*
*2014*
*2013*
*2012*
*2011*
*2010*
*2009*
*2008*
*2007*
*2006*
*2005*
*2004*
*2003*
*2002*
*2001*
*2000*
*1999*
*1998*
*1997*
*1996*

### 2018

*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.*

*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.*

*L. Schork and J. Gondzio*
*Implementation of an interior point method with basis preconditioning*
*Technical Report ERGO 18-014, School of Mathematics.*

*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.*

*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 truss layout optimization problems*
*Technical Report ERGO 17-012, School of Mathematics.*

*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. Žilinskas 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. Žilinskas 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 10*^{9} 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 10*^{9} 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.*