Research Presentations

• Estimating global optima in NLP using structural inference, ORSA/TIMS Conference at Colorado Springs, November 10-12, 1980 (invited)

• On structural inference applied to some accelerated life testing problems, TIMS/ORSA Conference at Detroit, April 18-21, 1982.

• Collinear scaling algorithms for nonlinear regression (with J.G.C. Templeton), at 11th International Symposium on Mathematical Programming, Bonn, West Germany, August 23-27, 1982.

• On a class of collinear scaling algorithms for unconstrained minimization (with J.G.C. Templeton), Optimization Days 1983 Conference at Montreal, May 11-13, 1983.

• A local conic approximation based algorithm with a model trust region for nonlinear least squares, TIMS/ORSA Conference at San Francisco, May 12-13, 1984.

• Collinear scaling algorithms that extend least change secant update methods, SIAM conference on Numerical Optimization, Boulder, Colorado, June 12-14, 1984.

• A collinear scaling generalization of the Dennis, Gay and Welsch algorithm, ORSA/TIMS Conference, Dallas, November 26-28, 1984.

• On the convergence of conic algorithms for unconstrained minimization, 12th International Symposium on Mathematical Programming, MIT, Cambridge, Mass., August 5-9, 1985.

• On selecting an extreme value distribution, ORSA/TIMS Conference, Atlanta, GA, November 4-6, 1985.

• On conic algorithms for optimization and on the theory of structural inference, Applied Mathematics and Statistics seminar series, Joint Center for Graduate Studies, Richland, Washington, April 15, 1986.

• A primal parallel decomposition for stochastic programs with complete recourse, Mathematics and Computer Science Division (Optimization Group), Argonne National Laboratory, Argonne, Illinois, May 28, 1986.

• On line search termination criteria for and convergence of conic algorithms for minimization, 24th Annual Allerton Conference on Communication, Control and Computing, University of Illinois at Urbana-Champaign, Urbana, Illinois, October 1-3, 1986.

• A parallel algorithm for stochastic linear programs with linear recourse (with D.C. Sorensen and R.J-B. Wets), Workshop on Advanced Computation Techniques, Parallel Processing and Optimization, Karlsruhe, West Germany, Feb. 23-25, 1987. (invited)

• On parallel algorithms for stochastic linear programs (with D.C. Sorensen and R.J-B. Wets), SIAM Conference on Optimization, Houston, Texas, May 18-20, 1987.

• An approximate primal parallel decomposition of the recourse function in a class of stochastic programs, Numerical Analysis Seminar, Dept. of Pure and Applied Mathematics, WSU, Oct. 8, 1987.

• On the use of parallel processing in the solution of two-stage stochastic linear programs, Department of Mathematics, University of Washington, Seattle, Washington, January 25, 1988. (invited)

• A collinear scaling algorithm for sparse unconstrained minimization (with D. T. M. Lau), 22nd Annual Conference on Information Sciences and Systems, Department of Electrical Engineering, Princeton University, Princeton, New Jersey, March 16-18, 1988.

• On implementing a parallel scheme to compute approximate values and subgradients of the expected recourse function in stochastic programs with complete recourse, 13th International Symposium on Mathematical Programming, Tokyo, Japan, August 29 - September 2, 1988.

• Local convergence of collinear scaling algorithms that extend quasi-Newton methods with updates from the Broyden family (with D.T.M. Lau), Third SIAM Conference on Optimization, Boston, Massachusetts, April 3-5, 1989.

• A collinear scaling algorithm for sparse unconstrained minimization with sparse Cholesky factor approximants (with D.T.M. Lau), SIAM Annual Meeting, San Diego, California, July 17-21, 1989.

• Parallel processing in the solution of two-stage stochastic linear programs with complete recourse, Fourth SIAM Conference on Parallel Processing for Scientific Computing, Chicago, Illinois, December 11-13, 1989.

• On numerical experience with the L-shaped algorithm for two-stage stochastic programs on the Sequent/Balance, TIMS/ORSA Joint National Meeting, Las Vegas, Nevada, May 7-9, 1990. (invited)

• Computational experiments with collinear scaling algorithms (with D.T.M. Lau),
  ORSA/TIMS Joint National Meeting, Philadelphia, Pennsylvania, October 29-31, 1990.

• Performance of a benchmark implementation of the Van Slyke and Wets algorithm for stochastic programs on the Alliant FX/8, Fifth SIAM Conference on Parallel Processing for Scientific Computing, Houston, Texas, March 25-27, 1991.

• Performance of an implementation of the Van Slyke and Wets algorithm for stochastic programs on shared-memory multiprocessors, 14th International Symposium on Mathematical Programming, Amsterdam, The Netherlands, August 5-9, 1991.

• Collinear scalings and conic approximations in the derivation of algorithms for optimization, The West Coast Optimization Seminar, Department of Mathematics, University of Washington, Seattle, Washington, February 26-27, 1993. (invited).

• An upper bound suitable for parallel processing for the objective function in a class of stochastic optimization problems, ORSA Computer Science Technical Section Conference, Williamsburg, Virginia, January 5-7, 1994.

• On collinear scaling algorithms that extend quasi-Newton Methods, 15th International Symposium on Mathematical Programming, Ann Arbor, Michigan, August 15-19, 1994. (invited).

• Line search termination criteria for collinear scaling algorithms for minimizing a class of convex functions, INFORMS National Meeting, New Orleans, LA, Oct. 29-Nov. 1, 1995.

• Polynomial cutting plane algorithms for two-stage stochastic programs with recourse, 5th SIAM Conference on Optimization, Victoria, B.C., Canada, May 20-22, 1996.

• Global convergence of collinear scaling algorithms under inexact line searches (with N. Begashaw), Mathfest 1996, AMS Summer Meeting, Seattle, WA, Aug. 10-14, 1996.

• On the complexity of an algorithm for convex minimax optimization (with P. L. Jiang), Mathfest 1996, AMS Summer Meeting, Seattle, WA, Aug. 10-14, 1996.

• Projective maps, Davidon's collinear scalings and Karmarkar's projective transformations, 16th International Symposium on Mathematical Programming, Lausanne, Switzerland, August 24-29, 1997.

• Polynomial cutting plane algorithms for stochastic quadratic programming with recourse, INFORMS National Meeting, Montreal, Canada, April 26-29, 1998. Invited.

• On a characterization of convexity-preserving maps, Algorithmic Sciences Research Center, Washington State University, Pullman, WA, Oct. 14, 1999. Invited.

• A parallel implementation of interior cutting plane algorithms for stochastic Programming (with A. J. Felt), Stochastic Optimization: Algorithms and Applications, Center for Applied Optimization, University of Florida, February 20-22, 2000. Invited.

• Interior cutting plane algorithms for stochastic programming (with A. J. Felt), INFORMS National Meeting, Salt Lake City, Utah, May 7-10, 2000. Invited.

• On a characterization of convexity-preserving maps (with W. C. Davidon and K. D. McKennon), 17th International Symposium on Mathematical Programming, Atlanta, GA, August 7-11, 2000.

• Open source input routines for SMPS data (with A. J. Felt and J. J. Sarich), INFORMS International Meeting, Maui, Hawaii, June 17-20, 2001.

• A collection of multistage stochastic linear programming test problems (with A. J. Felt), 9th International Conference on Stochastic Programming, Berlin, Germany, August 25-31, 2001.

• Recent numerical experience with an implementation of the volumetric center cutting plane algorithm for stochastic programming (with A. J. Felt), 7th SIAM Conference on Optimization, Toronto, Ontario, Canada, May 20-22, 2002.

• New algorithms with polynomial complexity for a class of stochastic optimization problems, Presentation for the Board of Visitors, Department of Mathematics, Washington State University, Pullman, WA, Oct. 3, 2002.

• On the computational performance of a volumetric center algorithm for stochastic programming (with A. J. Felt, J. J. Sarich and R. O'Fallon), INFORMS National Meeting, San Jose, CA, Nov. 17-20, 2002.

• On the construction of a family of stochastic programming test problems (with C. Cacho and A. J. Felt), INFORMS National Meeting, Atlanta, GA, Oct. 19-22, 2003.

• A safeguarded line search algorithm based on conic interpolation (with N. Begashaw), Tenth International Conference on Information System Analysis and Synthesis, Orlando, FL, July 21-25, 2004.

• Stochastic semidefinite programming: A definition (with Y. Zhu), Tenth International Symposium on Stochastic Programming, Tuscon, AZ, October 10-15, 2004.

• On deriving volumetric center algorithms for stochastic semidefinite programs (with Y. Zhu), AMS-MAA Joint Mathematics Meetings, San Antonio, Texas, January 12-15, 2006.

• Stochastic semidefinite programming with recourse (with Y. Zhu), West Coast Optimization Meeting, University of Washington, Seattle, WA, May 12-13, 2006.

• Chance-constrained semidefinite programming: A definition (with Y. Zhu), INFORMS National Meeting, Pittsburgh, PA, Nov. 5-8, 2006.