Professor of Optimization
School of Mathematics
University of Edinburgh, Scotland, UK
Publications (1990present)
Recent Reports (2013present)
Curriculum Vitae (
January 2022)
Employment
I hold a Master of Engineering degree in Electronics (1983)
and a PhD in Automatic Control and Robotics (1989),
both from the Department of Electronics, Warsaw University of Technology.
From 1989 till September 1993 I was an Assistant Professor
at the Systems Research Institute of the Polish Academy of Sciences,
Warsaw, Poland.
From October 1993 till September 1998 I was a Research Fellow in LogiLab
at the Department of Management Studies of the University of Geneva,
Switzerland.
I have been in Edinburgh since October 1st, 1998: Lecturer (19982000),
Reader (20002005),
Professor (2005present).
Research Interests
My research interests include the theory and implementation
of large scale optmization methods.
I have been involved in the development of the simplex,
simplextype and interior point methods for linear, quadratic,
nonlinear and semidefinite programming, cutting plane methods
for convex nondifferentiable optimization and column generation
approaches for combinatorial optimization.
Ongoing Research Projects

Computational design optimization of largescale building structures:
methods, benchmarking and applications
(20162019) EP/N019652/1 (EPSRC grant).

IPMATCH: Integer programming for large and complex matching problems
(20172020) EP/P029825/1 (EPSRC grant)
(with Sergio Garcia Quiles and Joerg Kalcsics).

Fast interior point method for linear programming problems
(20172018) Google Research Award, Google, Paris, France.

Risk concentration measurement
(20162020) (EPSRC Impact Acceleration Account and Standard Life Investments)
(with Sergio Garcia Quiles, Joerg Kalcsics and Sotirios Sabanis).

Randomly sampled cyclic alternating direction method of multipliers
(20182021) Oracle Labs Research Award, Oracle Labs, Redwood Shores, CA 94065, USA.

Matrixfree preconditioners for largescale convex
constrained optimization problems
(20192020) University of Padova, Italy
(with Luca Bergammaschi, Angeles Martinez and John Pearson).

Fast (1+x)order methods for linear programming problems
(20202021) Google Research Award, Google, Paris, France.
Awards
Elected
Editorships
Referee for:
 ACM Transactions on Mathematical Software,
 Annals of Operations Research,
 Archives of Control Sciences,
 Computational Management Science,
 Computational Optimization and Applications,
 Control and Cybernetics,
 European Journal of Operational Research,
 Journal of Optimization Theory and Applications,
 Management Science,
 Mathematical Programming,
 Mathematics of Operations Research,
 Optimization,
 Optimization and Engineering,
 Parallel Computing,
 SIAM Journal on Matrix Analysis and Applications,
 SIAM Journal on Optimization,
 SIAM Journal on Scientific Computing,
 The Journal of Supercomputing.
Software
 HOPDM,
HigherOrder PrimalDual Method for LP, QP, NLP.
 OOPS,
ObjectOriented Parallel Solver for LP, QP, NLP.
 PDCGM
PrimalDual Column Generation Method.
Completed project
Publications
Papers in refereed journals:
prepared in 1990:
 J. Gondzio and A. Ruszczynski, A sensitivity method for
basis inverse representation in multistage stochastic linear programming
problems, Journal of Optimization Theory and Applications 74
(1992), 221242.
 J. Gondzio, Stable algorithm for updating dense LU
factorization after row or column exchange and row and column addition
or deletion, Optimization 23 (1992) 726.
 J. Gondzio, On exploiting original problem data in the
inverse representation of linear programming bases, ORSA Journal
on Computing 6 (1994) No 2, 193206.
prepared in 1991:
 J. Gondzio, Splitting dense columns of constraint matrix
in interior point methods for large scale linear programming,
Optimization 24 (1992), 285297.
 J. Gondzio, Implementing Cholesky factorization for interior
point methods of linear programming, Optimization 27 (1993)
121140.
 J. Gondzio and D. Tachat, The design and application of IPMLO 
a FORTRAN library for linear optimization with interior point methods,
RAIRO Recherche Operationnelle 28 (1994) No 1, 3756.
prepared in 1992:
 A. Altman and J. Gondzio, An efficient implementation of
a higher order primaldual interior point method for large sparse
linear programs, Archives of Control Sciences 2 (1992) No 1/2,
2340.
 A. Altman and J. Gondzio, HOPDM  A higher order primaldual
method for large scale linear programming. European Journal of
Operational Research 66 (1993) 159161.
 J. Gondzio and M. Makowski, Solving a class of LP problems
with a primaldual logarithmic barrier method, European Journal
of Operational Research 80 (1995) 184192.
prepared in 1993:
 J. Gondzio, Another simplextype method for large scale
linear programming, Control and Cybernetics 25 (1996) No 4,
739760.
prepared in 1994:
 J. Gondzio, Presolve analysis of linear programs prior to
applying an interior point method, INFORMS Journal on Computing
9, No 1, Winter 1997, 7391.
 J.L. Goffin, J.Gondzio, R. Sarkissian and J.P. Vial, Solving
nonlinear multicommodity flow problems by the analytic center cutting
plane method, Mathematical Programming 76 (1996) No 1, 131154.
 J. Gondzio, Multiple centrality corrections in a primal dual
method for linear programming, Computational Optimization and
Applications 6 (1996) 137156.
prepared in 1995:
 J. Gondzio, HOPDM (version 2.12)  A Fast LP Solver Based
on a PrimalDual Interior Point Method, European Journal of Operational
Research 85 (1995) 221225.
 J. Gondzio, R. Sarkissian and J.P. Vial, Using an Interior
Point Method for the Master Problem in a Decomposition Approach,
European Journal of Operational Research 101 (1997) 577587.
 J. Gondzio, O. du Merle, R. Sarkissian and J.P. Vial,
ACCPM  A Library for Convex Optimization Based on an Analytic Center
Cutting Plane Method, European Journal of Operational Research
94 (1996) 206211.
prepared in 1996:
 J. Gondzio, Warm Start of the PrimalDual Method Applied
in the Cutting Plane Scheme, Mathematical Programming
83 (1998) No 1, 125143.
prepared in 1997:
 J. Gondzio and J.P. Vial, Warm Start and Epsilonsubgradients
in the Cutting Plane Scheme for Blockangular Linear Programs,
Computational Optimization and Applications 14 (1999) 1736.
 E. Fragniere, J. Gondzio R. Sarkissian and J.P. Vial,
Structure Exploiting Tool in Algebraic Modeling Languages,
Management Science 46 (2000) 11451158.
prepared in 1998:
 A. Altman and J. Gondzio,
Regularized Symmetric Indefinite Systems in Interior Point Methods
for Linear and Quadratic Optimization,
Optimization Methods and Software
1112 (1999) No 14, 275302.
 J. Gondzio, R. Sarkissian and J.P. Vial,
Parallel Implementation of a Central Decomposition Method
for Solving Large Scale Planning Problems,
Computational Optimization and Applications
19 (2001) No 1, 529.
 E. Fragniere, J. Gondzio and J.P. Vial,
Building and Solving Largescale Stochastic Programs
on an Affordable Distributed Computing System,
Annals of Operations Research
99 (2000) No 14, 167187.
 E. Fragniere, J. Gondzio and R. Sarkissian,
Efficient Management of Multiple Sets to Extract Complex Structures
from Mathematical Programs,
Annals of Operations Research
104 (2001) No 14, 6787.
prepared in 1999:
 J. Gondzio and R. Kouwenberg,
High Performance Computing for Asset Liability Management,
Operations Research
49 (2001) No 6, 879891.
prepared in 2000:
 J. Gondzio, R. Kouwenberg and T. Vorst,
Hedging options under transaction costs and stochastic volatility,
Journal of Economic Dynamics and Control
27 (2003) No 6, 10451068.
 J. Gondzio and R. Sarkissian,
Parallel interior point solver for structured linear programs,
Mathematical Programming
96 (2003) No 3, 561584.
prepared in 2001:
 J. Gondzio and A. Grothey,
Reoptimization with the primaldual interior point method,
SIAM Journal on Optimization
13 (2003) No 3, pp. 842864.
prepared in 2002:
 L. Bergamaschi, J. Gondzio and G. Zilli,
Preconditioning Indefinite Systems
in Interior Point Methods for Optimization,
Computational Optimization and Applications
28 (2004) No 2, pp. 149171.
Received the 2004 COAP Best Paper Award.
prepared in 2003:
 V. Ejov, J. Filar and J. Gondzio,
An Interior Point Heuristic for the Hamiltonian Cycle Problem
via Markov Decision Processes,
Journal of Global Optimization
29 (2004) No 3, pp. 315334.
 J. Gondzio and A. Grothey,
Parallel Interior Point Solver for Structured Quadratic Programs:
Application to Financial Planning Problems,
Annals of Operations Research
152 (2007) No 1, pp. 319339.
prepared in 2004:
 J. Gondzio and A. Grothey,
Solving Nonlinear Portfolio Optimization Problems
with the PrimalDual Interior Point Method,
European Journal of Operational Research
181 (2007) No 3, pp. 10191029.
 F.P. Ganneau, F.J. Ulm, J. Gondzio and E.J. Garboczi,
An algorithm for computing the compressive strength
of heterogeneous cohesivefrictional materials
 Application to cement paste,
Computers and Geotechnics 34 (2007) No 4, pp. 254266.
 J. Gondzio and A. Grothey,
Exploiting Structure in Parallel Implementation
of Interior Point Methods for Optimization,
Computational Management Science 6 (2009) pp. 135–160.
prepared in 2005:
 L. Bergamaschi, J. Gondzio, M. Venturin and G. Zilli,
Inexact Constraint Preconditioners
for Linear Systems Arising in Interior Point Methods,
Computational Optimization and Applications
36 (2007) No 23, pp. 137147.
See the
Erratum (9 June 2008) COAP 49 (2011) pp. 401406.
 M. Colombo and J. Gondzio,
Further Development of Multiple Centrality Correctors
for Interior Point Methods,
Computational Optimization and Applications
41 (2008) No 3, pp. 277305.
prepared in 2006:
 G. AlJeiroudi, J. Gondzio and J.A.J. Hall,
Preconditioning Indefinite Systems in Interior Point Methods
for Large Scale Linear Optimization,
Optimization Methods and Software
23 (2008) No 3, pp. 345363.
 J. Gondzio and A. Grothey,
A New Unblocking Technique to Warmstart Interior Point Methods
based on Sensitivity Analysis,
SIAM Journal on Optimization 19 (2008) No 3, pp. 11841210.
 M. Colombo, J. Gondzio and A. Grothey,
A WarmStart Approach for LargeScale Stochastic Linear Programs,
Mathematical Programming 127 (2011) 371397.
prepared in 2007:
 G. AlJeiroudi and J. Gondzio,
Convergence Analysis of Inexact Infeasible Interior Point Method
for Linear Optimization,
Journal of Optimization Theory and Applications. 141 (2009) pp. 231247.
 S. Bellavia, J. Gondzio and B. Morini,
Regularization and Preconditioning of KKT Systems
Arising in Nonnegative LeastSquares Problems,
Numerical Linear Algebra with Applications 16 (2009) pp. 3961.
 A. Pages, J. Gondzio and N. Nabona,
Warmstarting for Interior Point Methods
Applied to the LongTerm Power Planning Problem,
European Journal on Operational Research 197 (2009) pp. 112125.
 J. Goncalves, R.H. Storer and J. Gondzio,
A Family of Linear Programming Algorithms Based on an Algorithm by von Neumann,
Optimization Methods and Software 24 (2009) pp. 461–478.
 E. Fragniere, J. Gondzio and X. Yang,
Operations Risk Management by Optimally Planning
the Qualified Workforce Capacity,
European Journal on Operational Research 202 (2010) pp. 518527.
 K. Woodsend and J. Gondzio,
Exploiting Separability in Large Scale
Linear Support Vector Machine Training,
Computational Optimization and Applications 49 (2011) 241–269.
prepared in 2008:
 H. Du, P.J. Chung, J. Gondzio and B. Mulgrew,
Robust Transmit Beamforming Based on Probabilistic Constraint,
Technical Report ERGO08002, School of Mathematics,
The University of Edinburgh, January 24, 2008, revised May 31, 2008.
(abstract and PDF).
Presented at: EUSIPCO2008. August 2529, 2008, Lausanne, Switzerland.
 P.J. Chung, H. Du and J. Gondzio,
A Probabilistic Constraint Approach for Robust
Transmit Beamforming with Imperfect Channel Information,
Technical Report ERGO08003, School of Mathematics,
The University of Edinburgh, September 29, 2008.
(abstract and PDF).
Presented at: EUSIPCO2009. August 2428, 2009, Glasgow, UK.
prepared in 2009:
 K. Woodsend and J. Gondzio,
Hybrid MPI/OpenMP Parallel Linear Support Vector Machine Training,
Journal of Machine Learning Research 20 (2009) pp 19371953.
 M. Colombo, A. Grothey, J. Hogg, K. Woodsend and J. Gondzio,
A Structureconveying Modelling Language
for Mathematical and Stochastic Programming,
Mathematical Programming Computation 1 (2009) pp 223–247.
 X. Yang, J. Gondzio and A. Grothey,
AssetLiability Management Modelling with Risk Control by Stochastic Dominance,
Journal of Asset Management 11 (2010) pp 7393.
 S. Bellavia, J. Gondzio and B. Morini,
Computational Experience with Numerical
Methods for Nonnegative LeastSquares Problems,
Numerical Linear Algebra with Applications 18 (2011) pp. 363385.
 J. Gondzio,
MatrixFree Interior Point Method,
Computational Optimization and Applications 51 (2012) pp. 457480.
Published online October 14, 2010: DOI 10.1007/s1058901093613.
prepared in 2010:
 E. Fragniere, J. Gondzio, N. S. Tuchschmid and Qun Zhang,
Nonparametric Liquidity Adjusted VaR Model: A Stochastic Programming Approach,
Journal of Financial Transformation 28 (2010) pp 111118.
Final PDF.
 P.J. Chung, H. Du and J. Gondzio,
A Probabilistic Constraint Approach for Robust
Transmit Beamforming with Imperfect Channel Information,
IEEE Transactions on Signal Processing 59 (2011) No 6, 27732782.
prepared in 2011:
 J. Gondzio,
Interior point methods 25 years later,
European Journal of Operational Research 218 (2012) pp. 587601.
Published online: October 8, 2011. DOI 10.1016/j.ejor.2011.09.017.
 J. Gondzio, P. GonzálezBrevis, P. Munari,
New Developments in the PrimalDual Column Generation Technique,
European Journal of Operational Research 224 (2013) 4151.
Published online: July 31, 2012. DOI 10.1016/j.ejor.2012.07.024.
 S. Bellavia, J. Gondzio and B. Morini,
A MatrixFree Preconditioner for Sparse Symmetric Positive Definite Systems
and LeastSquares Problems,
SIAM Journal on Scientific Computing 35 (2013) No 1, pp. A192A211.
prepared in 2012:
 P. Munari and J. Gondzio,
Using the PrimalDual Interior Point Algorithm within
the BranchPriceandCut Method,
Computers and Operations Research 40 (2013) No 8, pp. 2026–2036.
 J. Gondzio,
Convergence Analysis of an Inexact Feasible Interior Point Method
for Convex Quadratic Programming,
SIAM Journal on Optimization 23 (2013) No 3, pp. 15101527.
 K. Fountoulakis, J. Gondzio and P. Zhlobich,
Matrixfree Interior Point Method for Compressed Sensing Problems,
Mathematical Programming Computation 6 (2014), pp. 131.
 J. Gondzio, J. Gruca, J.A.J. Hall, W. Laskowski and M. Zukowski,
Solving LargeScale Optimization Problems Related to Bell’s Theorem,
Journal of Computational and Applied Mathematics 263C (2014), pp. 392404.
prepared in 2013:
 J. Gondzio and P. GonzálezBrevis,
A New Warmstarting Strategy for the PrimalDual Column Generation Method,
Mathematical Programming A 152 (2015) 113146.
 J. Gondzio, P. GonzálezBrevis and P. Munari,
Largescale Optimization with the PrimalDual Column Generation Method.
Mathematical Programming Computation 8 (2016) 4782.
 R. Tappenden, P. Richtarik and J. Gondzio,
Inexact Coordinate Descent: Complexity and Preconditioning,
Journal of Optimization Theory and Applications 170 (2016) No 1, 144176.
prepared in 2014:
 K. Fountoulakis and J. Gondzio,
A SecondOrder Method for Strongly Convex L1Regularization Problems,
Mathematical Programming A 156 (2016) 189219.
 I. Dassios, K. Fountoulakis and J. Gondzio,
A Preconditioner for a Primaldual Newton Conjugate Gradients Method
for Compressed Sensing Problems,
SIAM Journal on Scientific Computing 37 (2015) A2783A2812.
prepared in 2015:
 K. Fountoulakis and J. Gondzio,
Performance of First and SecondOrder Methods for L1regularized Least Squares Problems,
Computational Optimization and Applications 65 (2016) 605635.
Reports on the solution of the optimization problem with 1 trillion (10^{12}) variables.
 J. Gondzio,
Crash Start of Interior Point Methods,
European Journal of Operational Research 255 (2016) 308314.
prepared in 2016:
 J.W. Pearson and J. Gondzio,
Fast Interior Point Solution of Quadratic Programming Problems
Arising from PDEConstrained Optimization,
Numerische Mathematik 137 (2017), 4, pp. 959999.
 S. Bellavia, J. Gondzio and M. Porcelli,
An Inexact Dual Logarithmic Barrier Method for Solving Sparse
Semidefinite Programs,
Mathematical Programming A 178 (2019) pp. 109143.
prepared in 2017:
 A.G. Weldeyesus and J. Gondzio,
A Specialized PrimalDual Interior Point Method
for the Plastic Truss Layout Optimization,
Computational Optimization and Applications 71 (2018) pp. 613640.
 P. Munari, A. Moreno, J. De La Vega, D. Alem, J. Gondzio and R. Morabito,
The Robust Vehicle Routing Problem with Time Windows:
Compact Formulation and BranchPriceandCut Method,
Transportation Science 53, No 4 (2019) pp. 9171212.
prepared in 2018:
 S. Pougkakiotis and J. Gondzio,
Dynamic nondiagonal regularization in interior point methods
for linear and convex quadratic programming,
Journal of Optimization Theory and Applications
181 (2019) pp. 905945.
 M. Delorme, S. Garcia, J. Gondzio, J. Kalcsics, D. Manlove and W. Pettersson,
Mathematical models for stable matching problems with ties and incomplete lists,
European Journal of Operational Research 277 (2019) pp. 426441.
 J. Gondzio and F. Sobral,
QuasiNewton approaches to interior point methods for quadratic problems,
Computational Optimization and Applications 74 (2019) pp. 93120.
 L. Schork and J. Gondzio,
Rank revealing Gaussian Elimination by the maximum volume concept,
Linear Algebra and its Applications 592 (2020) pp. 119.
 L. Schork and J. Gondzio,
Implementation of an interior point method with basis preconditioning,
Mathematical Programming Computation 12 (2020) pp. 603635.
 J. Gondzio and E. A. Yildirim,
Global solutions of nonconvex standard quadratic programs
via mixed integer linear programming reformulations,
Journal of Global Optimization 81 (2021) pp. 293321.
prepared in 2019:
 A.G. Weldeyesus, J. Gondzio, L. He, M. Gilbert, P. Shepherd and A. Tyas,
Adaptive solution of truss layout optimization problems
with global stability constraints,
Structural and Multidisciplinary Optimization 60 No 5 (2019) pp. 20932111.
 A.G. Weldeyesus, J. Gondzio, L. He, M. Gilbert, P. Shepherd, A. Tyas,
Truss geometry and topology optimization with global stability constraints,
Structural and Multidisciplinary Optimization 62 (2020) pp. 17211737.
 S. Pougkakiotis, J. W. Pearson, S. Leveque and J. Gondzio,
Fast solution methods for convex fractional differential equation optimization,
SIAM Journal on Matrix Analysis and Applications 41 No 3 (2020) pp. 14431476.
 S. Pougkakiotis and J. Gondzio,
An interior pointproximal method of multipliers for convex quadratic programming,
Computational Optimization and Applications 78 (2021) pp. 307351.
 L. Bergamaschi, J. Gondzio, A. Martinez, J. Pearson, S. Pougkakiotis,
A New Preconditioning Approach for an Interior PointProximal
Method of Multipliers for Linear and Convex Quadratic Programming,
Numerical Linear Algebra with Applications 28 No 4 (2021).
 S. Bellavia, J. Gondzio, M. Porcelli,
A relaxed interior point method for lowrank semidefinite programming problems
with applications to matrix completion,
Journal of Scientific Computing 89 (2021) No 46.
(accepted: 18 August 2021, published online: 11 October 2021).
prepared in 2020:
 M. Barkhagen, S. Garcı́a, J. Gondzio, J. Kalcsics, J. Kroeske, S. Sabanis and A. Staal,
Optimising portfolio diversification and dimensionality,
Journal of Global Optimization
(accepted: 19 April 2022).
 W. Pettersson, M. Delorme, S. Garcia, J. Gondzio, J. Kalcsics and D. Manlove,
Improving solution times for stable matching problems through preprocessing,
Computers and Operations Research 128 (2021) 105128.
 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,
Omega 103 (2021) 102386.
 S. Pougkakiotis and J. Gondzio,
An interior pointproximal method of multipliers for linear positive semidefinite programming,
Journal of Optimization Theory and Applications 192 (2022) 97129.
prepared in 2021:
 V. De Simone, D. di Serafino, J. Gondzio, S. Pougkakiotis and M. Viola,
Sparse Approximations with Interior Point Methods,
SIAM Review
(accepted: 24 November 2021).
 J. Gondzio, S.M. LatvaÄijö, S. M. Siltanen, M. Lassas and F. Zanetti,
Materialseparating regularizer for multienergy Xray tomograph,
Inverse Problems 38 (2022) No 2, 025013.
(accepted: 8 December 2021, published online: 5 January 2022).
 M. Delorme, S. Garcia, J. Gondzio, J. Kalcsics, D. Manlove,
W. Pettersson and J. Trimble,
Improved instance generation for kidney exchange programmes,
Computers and Operations Research
(accepted: 9 January 2022, published online: 21 January 2022).
 S. Salt, A. Weldeyesus, M. Gilbert, J. Gondzio,
Layout optimization of pinjointed truss structures
with minimum frequency constraints,
Engineering Optimization
(accepted: 25 March 2022).
Other publications:
 J. Gondzio and T. Terlaky,
A Computational View of Interior Point Methods for Linear Programming,
in: Advances in Linear and Integer Programming,
J. Beasley (ed.), Chapter 3, pp 103144, Oxford University Press, Oxford, England 1996.
See the book.
 E.D. Andersen, J. Gondzio, C. Meszaros and X. Xu,
Implementation of Interior Point Methods for Large Scale Linear Programming,
in: Interior Point Methods in Mathematical Programming,
T. Terlaky (ed.), Chapter 6, pp. 189252, Kluwer Academic Publisher, 1996.
See the
book and an old version of the TR 1996.3 (PS file).
 E. Fragniere, J. Gondzio and R. Sarkissian,
Customized Block Structures in Algebraic Modeling Languages:
The Stochastic Programming Case,
Proceedings of the IFAC Symposium on Computation in Economics,
Finance and Engineering: Economics Systems, CEFES/IFAC98,
Sean Holly (ed.), pp. 141144, Springer Verlag, Berlin, 2000.
TR (PS file, 4MB).
 J.A. Filar, J. Gondzio, A. Haurie A, et al.,
Decomposition and Parallel Processing Techniques for Twotime
Scale Controlled Markov Chains,
Proceedings of the 39th IEEE Conference on Decision and Control,
Vols 15, pp. 711716, 2000.
 E. Fragniere and J. Gondzio,
Optimization Modeling Languages,
in: P. Pardalos and M. Resende (eds.),
Handbook of Applied Optimization,
Oxford University Press, June 2002, pp. 9931007.
See the book
and an old version of the TR (PDF file).
 E. Fragniere and J. Gondzio,
Stochastic Programming from Modeling Languages,
in: S. Wallace and W. Ziemba (eds.)
Applications of Stochastic Programming,
SIAM Series on Optimization, 2005, Chapter 7, pp. 95113.
See the book
and an old version of the TR (PDF file).
 J. Gondzio and A. Grothey,
Direct Solution of Linear Systems of Size 10^{9}
Arising in Optimization with Interior Point Methods,
R. Wyrzykowski, J. Dongarra, N. Meyer and J. Wasniewski (eds.),
Parallel Processing and Applied Mathematics PPAM 2005,
Lecture Notes in Computer Science, 3911,
SpringerVerlag, Berlin, 2006, pp 513525.
TR (PDF file).
Reports on the solution of the optimization problem with 1 billion (10^{9}) variables.
 J. Gondzio and A. Grothey,
Solving Nonlinear Financial Planning Problems
with 10^{9} Decision Variables
on Massively Parallel Architectures,
M. Costantino, C.A. Brebbia (eds.),
Computational Finance and its Applications II,
WIT Transactions on Modelling and Simulation, 43,
WIT Press, 2006.
(abstract, PDF).
 K. Woodsend and J. Gondzio,
HighPerformance Parallel Support Vector Machine Training,
R. Ciegis, D. Henty, B. Kagstrom, J. Zilinskas (eds.),
Parallel scientific computing and optimization: advances and applications.
Springer optimization and its applications, vol 27,
Springer, Berlin, 2009, pp 83–92.
 A. Grothey, J. Hogg, K. Woodsend, M. Colombo and J. Gondzio,
A structureconveying parallelisable modelling language
for mathematical programming,
R. Ciegis, D. Henty, B. Kagstrom, J. Zilinskas (eds.),
Parallel scientific computing and optimization: advances and applications.
Springer optimization and its applications, vol 27,
Springer, Berlin, 2009, pp 147–158.
 J. Gondzio,
Interior point methods in machine learning,
Optimization for Machine Learning,
S. Sra, S. Nowozin and S. Wright (eds), MIT Press, 2010.
(abstract, PDF).
 E. Smith, J. Gondzio and J.A.J. Hall,
GPU acceleration of the matrixfree interior point method,
R. Wyrzykowski, J. Dongarra, K. Karczewski and J. Wasniewski (eds.),
Parallel Processing and Applied Mathematics PPAM 2011, Part I,
Lecture Notes in Computer Science, 7203,
SpringerVerlag, Berlin, 2012, pp 681689.
Selected technical reports:
 J. Gondzio,
Applying Schur Complements for Handling General
Updates of a Large, Sparse, Unsymmetric Matrix, Technical Report
ZTSW2G244/93 Systems Research Institute, Polish Academy of Sciences,
Warsaw, Poland, September 1993, revised in April 1995.
(PDF file).
 J. Gondzio,
Preconditioned Conjugate Gradients in an Interior
Point Method for Twostage Stochastic Programming, Working Paper WP94130,
International Institute for Applied Systems Analysis, Laxenburg,
Austria, 1994. (PDF file).
 J. Gondzio and M. Makowski,
HOPDM  Modular Solver for LP Problems,
User's Guide to Version 2.12, Working Paper WP9550, International Institute
for Applied Systems Analysis, Laxenburg, Austria, 1995.
(PS file).
 J. Gondzio and O. du Merle,
Analytic Center Cutting Plane Method
 User's Guide for the Library, Technical Report 1995.33, Department
of Management Studies, University of Geneva, Switzerland, December 1995.
 J. Gondzio and R. Sarkissian,
Column Generation with a PrimalDual
Method, Logilab Technical Report 96.6, Department of Management Studies,
University of Geneva, Switzerland, June 1996.
(abstract, PDF).
 E. Fragniere, J. Gondzio and J.P. Vial,
A Planning Model with one Million Scenarios Solved on an Affordable
Parallel Machine, Logilab Technical Report 98.11, Department
of Management Studies, University of Geneva, Switzerland,
June, 1998.
(PDF file).
 A. Lisser, A. Ouorou, J.Ph. Vial and J. Gondzio,
Capacity planning under uncertain demand in telecommunication
networks, Logilab Technical Report 99.13,
Department of Management Studies, University of Geneva, Switzerland,
October 1999.
 O. Epelly, J. Gondzio and J.P. Vial,
An Interior Point Solver for Smooth Convex Optimization with
an Application to EnvironmentalEnergyEconomic Models, Logilab Technical
Report 2000.8, Department of Management Studies, University of Geneva,
Switzerland, July 2000.
(abstract, PDF).
 J. Gondzio and A. Grothey,
Solving Distribution Planning Problems
with the Interior Point Method,
Technical Report MS06001, School of Mathematics,
The University of Edinburgh, February 18, 2006,
revised May 25, 2006.
(abstract, PDF).
 K. Woodsend and J. Gondzio,
Parallel Support Vector Machine Training with Nonlinear Kernels,
Technical Report MS07007, School of Mathematics,
The University of Edinburgh, November ?, 2007 (in preparation).
(abstract, PDF).
 J. Gondzio and P. Zhlobich,
Multilevel Quasiseparable Matrices in PDEconstrained Optimization,
Technical Report ERGO11021, School of Mathematics,
The University of Edinburgh, December 28, 2011.
(abstract, PDF).
 I. Dassios, K. Fountoulakis and J. Gondzio,
A SecondOrder Method for Compressed Sensing Problems
with Coherent and Redundant Dictionaries
Technical Report ERGO14007, School of Mathematics,
The University of Edinburgh, May 16, 2014.
(abstract, PDF).
 R. Gower and J. Gondzio,
Action Constrained QuasiNewton Methods,
Technical Report ERGO14020, School of Mathematics,
The University of Edinburgh, December 27, 2014.
(abstract, PDF).
Most recent reports submitted for publication:
 S. Bellavia, J. Gondzio, M. Porcelli,
A relaxed interior point method for lowrank semidefinite programming problems
with applications to matrix completion,
Journal of Scientific Computing (accepted: 18 Aug 2021).
Technical Report ERGO19015, School of Mathematics.
The University of Edinburgh, September 13, 2019.
(abstract, PDF).
 S. Pougkakiotis and J. Gondzio,
An interior pointproximal method of multipliers for positive semidefinite programming,
Journal of Optimization Theory and Applications (accepted: 18 Sept 2021).
Technical Report ERGO20006, School of Mathematics,
The University of Edinburgh, October 27, 2020.
(abstract, PDF).