18 Bibliography

[AA95]

E. D. Andersen and K. D. Andersen. Presolving in linear programming. Math. Programming, 71(2):221–245, 1995.

[AGMeszarosX96]

E. D. Andersen, J. Gondzio, Cs. Mészáros, and X. Xu. Implementation of interior point methods for large scale linear programming. In T. Terlaky, editor, Interior-point methods of mathematical programming, pages 189–252. Kluwer Academic Publishers, 1996.

[ART03]

E. D. Andersen, C. Roos, and T. Terlaky. On implementing a primal-dual interior-point method for conic quadratic optimization. Math. Programming, February 2003.

[AY96]

E. D. Andersen and Y. Ye. Combining interior-point and pivoting algorithms. Management Sci., 42(12):1719–1731, December 1996.

[And09]

Erling D. Andersen. The homogeneous and self-dual model and algorithm for linear optimization. Technical Report TR-1-2009, MOSEK ApS, 2009. URL: http://docs.mosek.com/whitepapers/homolo.pdf.

[And13]

Erling D. Andersen. On formulating quadratic functions in optimization models. Technical Report TR-1-2013, MOSEK ApS, 2013. Last revised 23-feb-2016. URL: http://docs.mosek.com/whitepapers/qmodel.pdf.

[BKVH07]

S. Boyd, S.J. Kim, L. Vandenberghe, and A. Hassibi. A Tutorial on Geometric Programming. Optimization and Engineering, 8(1):67–127, 2007. Available at http://www.stanford.edu/ boyd/gp_tutorial.html.

[Chvatal83]

V. Chvátal. Linear programming. W.H. Freeman and Company, 1983.

[CCornuejolsZ14]

M. Conforti, G. Cornu/'ejols, and G. Zambelli. Integer programming. Springer, 2014.

[GJ79]

Michael R Gary and David S Johnson. Computers and intractability: a guide to the theory of np-completeness. 1979.

[GY05]

Donald Goldfarb and Wotao Yin. Second-order cone programming methods for total variation-based image restoration. SIAM Journal on Scientific Computing, 27(2):622–645, 2005.

[Gra69]

Ronald L. Graham. Bounds on multiprocessing timing anomalies. SIAM journal on Applied Mathematics, 17(2):416–429, 1969.

[GK00]

Richard C. Grinold and Ronald N. Kahn. Active portfolio management. McGraw-Hill, New York, 2 edition, 2000.

[Naz87]

J. L. Nazareth. Computer Solution of Linear Programs. Oxford University Press, New York, 1987.

[PB15]

Jaehyun Park and Stephen Boyd. A semidefinite programming method for integer convex quadratic minimization. arXiv preprint arXiv:1504.07672, 2015.

[Pat03]

Gábor Pataki. Teaching integer programming formulations using the traveling salesman problem. SIAM review, 45(1):116–123, 2003.

[Wol98]

L. A. Wolsey. Integer programming. John Wiley and Sons, 1998.

[BenTalN01]

A. Ben-Tal and A. Nemirovski. Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications. MPS/SIAM Series on Optimization. SIAM, 2001.