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.

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.