Research papers (refereed papers either appeared or accepted)
- On statistical control of optimization (with J.G.C. Templeton),
Math. Operationsforsch. u. Statist., Ser. Optimization, 14 (1983),
393-410.
- Structural inference on the parameter of the Rayleigh
distribution from doubly censored samples (with J.G.C. Templeton), Statistische Hefte, 25 (1984), 181-199.
- Structural inference for parameters of a power function
distribution (with J.G.C. Templeton), Statistische Hefte, 27
(1986), 117-139.
- On line search termination criteria for and convergence of conic
algorithms for minimization, Proceedings of the 24th Annual Allerton
Conference on Communication, Control, and Computing, (1986), 483-484.
- On selecting an extreme value distribution, Zeitschrift
für Operations Research, Series A: Theory, 32 (1988), 95-100.
- A collinear scaling algorithm for sparse unconstrained
minimization
(with D. T. M. Lau), Proceedings of the 22nd Annual Conference on
Information Sciences and Systems, Princeton University,
Princeton, NJ, (1988), 488-493.
- (with J. L. Nazareth) On accelerating Newton's method based on a
conic model, Information Processing Letters, 30 (1989), 277-281.
- Deriving collinear scaling algorithms as extensions of
quasi-Newton methods and the local convergence of DFP- and BFGS-related
collinear scaling algorithms, Mathematical Programming, 49 (1990),
23-48.
- Parallel Processing in the solution of two-stage stochastic linear
programs with complete recourse, Proceedings of the Fourth SIAM
Conference
on Parallel Processing for Scientific Computing, Eds, J. Dongarra,
P. Messina, D. C. Sorensen and R. G. Voigt, (1990), 143-148.
- (with D. D. Hudson) Performance of a benchmark parallel
implementation
of the Van Slyke and Wets algorithm for two-stage stochastic programs
on the Sequent/Balance, Concurrency: Practice and Experience, 3
(1991),
109-128.
- (with D. T. M. Lau) Local and q-superlinear convergence of a class
of
collinear scaling algorithms that extends quasi-Newton methods with
Broyden's bounded -class of updates, Optimization, 23
(1992),
323-339.
- Performance of a benchmark implementation of the Van Slyke and
Wets algorithm for Stochastic
Programs on the Alliant FX/8, Proceedings of the Fifth SIAM Conference
on Parallel Processing for
Scientific Computing, Ed. DC Sorensen, (1992), 186-192.
- (with D.T.M. Lau) On the updating scheme in a class of
collinear scaling algorithms for sparse
minimization, Journal of Optimization Theory and Its
Applications, 75 (1992), 183-193.
- Some global convergence properties of a class of collinear
scaling algorithms for unconstrained
minimization, Utilitas Mathematica, 45 (1994), 125-152.
- An upper bound suitable for parallel processing for the
objective function in a class of stochastic
optimization problems, The Impact of Emerging
Technologies on Computer Science and Operations Research,
Eds. A Sofer and S. Nash, Kluwer Academic Publishers,
Norwell, MA, (1994), 1-25.
- On the existence and uniqueness of maximizers of
two likelihood functions, Statistische Hefte
35 (1994), 139-150.
- A new derivation of Davidon's collinear scaling algorithms
for optimization, Computing 52(1994), 299-307.
- (with D.T.M. Lau) A numerical evaluation of some
collinear scaling algorithms for
unconstrained minimization, Optimization 33 (1995), 201-234.
- Local convergence of collinear scaling algorithms that extend
least-change secant update methods, Numerical Algorithms
18 (1998), 363-376.
- Line search termination criteria for collinear scaling algorithms for
minimizing a class of convex functions, Numerische Mathematik
80 (1998), 363-376.
- (with P. L. Jiang) On the complexity of the translational-cuts algorithm
of Burke, Goldstein, Tseng and Ye for convex minimax problems,
J. Optimization Theory and Its Applications, 107 (2000), 223-243.
- (with R. B. Mifflin and J. J. Nazareth) Ed. Special Issue of Mathematical Programming, Series B, titled Studies in Algorithmic
Optimization: Festschrift in Honor of William C. Davidon
87(2) (2000), 156 pp.
- (with W. C. Davidon and K. D. McKennon) On a characterization
of convexity-preserving maps, Davidon's collinear scalings, and
Karmarkar's projective transformations, Mathematical
Programming 64 (2001), 179-190.
- (with W. C. Davidon and K. D. McKennon) A characterization of
convexity-preserving maps from a subset of a vector space into another
vector space, Journal of the London Mathematical Society, Ser. A,
90 (2001), 153-168.
- (with W. L. Tabor) A note on line search termination criteria for
collinear scaling algorithms, Computing, 70 (2003) 25-39.
- (with A. J. Felt) On a new collection of stochastic linear programming
test problems,
INFORMS Journal on Computing, 16(3) (2004) 291-299.
- (with N. Begashaw) A safeguarded line search algorithm based on conic
interpolation, Proceedings of the Tenth International Conference
on Information System Analysis and Synthesis, Vol. III,
(2004) 263-268.
- (with C. Cacho and A. J. Felt) A family of stochastic programing test
problems based on a model for tactical manpower planning, Journal
of Mathematical Modeling and Algorithms, 4(4)(2005) 369-390.
- (with Y. Zhu) Stochastic semidefinite programming: a new paradigm for
stochastic optimization, 4OR--Quarterly Journal of Belgian, French
and Italian Operations Research Societies, 4(3)(2006) 65-79.
- (with W. L. Tabor) A class of collinear scaling algorithms for
bound-constrained optimization: convergence theorems, Journal
of Mathematical Analysis and Applications (accepted)
(pdf).
- (with L. Berlyand and A. Panchenko) A model for granular statics
with impenetrability constraints,
Networks and Heterogeneous Media (accepted)
(pdf).
- (with Y. Zhu) A class of volumetric center decomposition algorithms
for stochastic quadratic programming, Applied Mathematics
and Computation (accepted)
(pdf).
Software
Research papers (submitted)
- (with M. Vaziri, K. Tomsovic and A. Bose) On the accuracy of
approximating a class of NP-complete quadratic programs (QP) by
a class of polynomially bounded linear programs (LP)
(pdf).
- (with W. L. Tabor) A class of collinear scaling algorithms for
bound-constrained optimization: derivation and computational
results
(pdf).
- (with Y. Zhu) Chance-constrained semidefinite programming
(pdf).
- (with Y. Zhu) A class of polynomial volumetric center decomposition
algorithms for stochastic semidefinite programming
(pdf).
- (with Y. Zhu) A preliminary set of applications leading to stochastic
semidefinite programs and chance-constrained semidefinite programs
(pdf).
Miscellaneous research reports
- On computer aided design and manufacturing in mechanical
engineering (1978).
- Methods of nondifferentiable optimization--a review (1979).
- A review and critique of papers on random search methods in
optimization (1979).
- A Structural Inference Approach to Statistical Control
of Non-Linear Optimization, M.A.Sc. thesis written at
the University of Toronto under the direction of Professor
J. G. C. Templeton, (1980).
- On fixed point problems--applications and algorithms (1981).
- Conic Approximations and Collinear Scalings in Algorithms for
Unconstrained Minimization, Ph.D. dissertation written at
the University of Toronto under the direction of Professor
J. G. C. Templeton, (1983). (External examiner: Professor John E.
Dennis, Jr., Rice University.)
- (with P. L. Jiang) Polynomial cutting plane algorithms for two-stage
stochastic linear programs based on ellipsoids, volumetric centers
and analytic centers (1997)
(pdf).
- (with P. L. Jiang) Polynomial cutting plane algorithms for
extended linear-quadratic problems in stochastic programming (1997)
(pdf).
- (with A. J. Felt) A collection of multistage stochastic linear
programing test problems (Version 1), Technical Report 00-3,
Department of Pure and Applied Mathematics, Washington State University,
Pullman, WA, (2000) 102 pp.
(pdf).
- (with W. C. Davidon and K. D. McKennon) A coordinate-free foundation
for projective spaces treating projective maps from a subset
of a vector space into another vector space (2000)
(pdf).
- (with W. C. Davidon and K. D. McKennon) One-dimensional projective
space: avatar of a meridian (2000)
(pdf).
- (with Y. Zhu) Self-concordance of a volumetric barrier suitable for
deriving decomposition algorithms for stochastic semidefinite
programs (2005)
(pdf).
2006-10-22