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Systems Optimization Laboratory

Stanford University
Dept of Management Science and Engineering (MS&E)

Huang Engineering Center

Stanford, CA 94305-4121  USA

SOL Technical Reports

To request hard copies of SOL reports, for files not downloadable here, please email Lorrie Papadakis: lorriep@stanford.edu

A few OR reports are included from the Department of Operations Research.

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2001

  • A. De Miguel and W. Murray (2001), Two decomposition algorithms for nonconvex optimization problems with global variables, Report SOL 2001-1, 32 pages.
  • A. De Miguel and W. Murray (2001), Generating optimization problems with global variables, Report SOL 2001-2, 14 pages.
  • T. Dorstenstein (2001), Constructive and exchange algorithms for the frequency assignment problem, Report SOL 2001-3, 20 pages.
2000
  • A. Gupta and W. Murray (2000), Optimal investment with behavioral utilities using a binomial tree model for asset-returns, Report SOL 2000-1, 31 pages.
  • A. Gupta and W. Murray (2000), How to spend and invest retirement savings, Report SOL 2000-2, 25 pages.
1999 1998 1997 1996 1995
  • M. A. Saunders (1995), Cholesky-based methods for sparse least squares: The benefits of regularization, Report SOL 95-1, Dept of Operations Research, Stanford University, 10 pages. In L. Adams and J. L. Nazareth (eds.), Linear and nonlinear conjugate gradient-related methods, SIAM, Philadelphia, 92-100.
  • G. Infanger (1995), Scheduling using relaxation and decomposition, Report SOL 95-2, 20 pages.
  • W. Murray and F. Prieto (1995), A second-derivative method for nonlinearly constrained optimization, Report SOL 95-3, 48 pages.
  • P. E. Gill, W. Murray, and M. A. Saunders (1995), User's guide for QPOPT 1.0: A Fortran package for quadratic programming, Report SOL 95-4, Dept of Operations Research, Stanford University, 38 pages.
  • R. Entriken and C. Yu, (1995), Absolute deviation as a measure of risk, Report SOL 95-5, 9 pages.
  • G. B. Dantzig and G. Infanger (1995), A Probabilistic lower bound for two-stage stochastic programs, Report SOL 95-6, 22 pages.
1994
  • G. B. Dantzig and G. Infanger (1994), Intelligent control - optimization under uncertainty for the control of hydro power systems, Report SOL 94-1, 16 pages.
  • G. B. Dantzig and D. Morton (1994), Interstage dependency in multistage stochastic linear programming, Report SOL 94-2, 17 pages.
  • A. Forsgren and W. Murray (1994), Newton methods for large-scale linear inequality-constrained minimization, Report SOL 94-3, 17 pages.
  • M. A. Saunders (1994), Solution of sparse rectangular systems using LSQR and CRAIG, Report SOL 94-4, 14 pages. In BIT 35 (1996) 588-604.
1993
  • A. Forsgren, P. E. Gill and W. Murray (1993), Computing modified Newton directions using a partial Cholesky factorization, Report SOL 93-1, 14 pages.
  • S. Guu and R. W. Cottle (1993), On processing a class of linear complementarity problems by a perturbation method, Report SOL 93-2, 17 pages.
  • W. Murray and F. Prieto (1993), A sequential quadratic programming algorithm using an incomplete solution of the subproblem, Report SOL 93-3, 53 pages.
  • P. E. Gill, M. A. Saunders and J. Shinnerl (1993), On the numerical stability of quasi-definite systems, Report SOL 93-4, 8 pages. See On the stability of Cholesky factorization for quasi-definite systems, SIAM Journal on Matrix Analysis and Applications. 17(1), 35--46 (1996).

  • H. Chen, P. Pardalos and M. A. Saunders (1993), The simplex algorithm with a new primal and dual pivot rule, Report SOL 93-5, 8 pages.
  • D. Morton (1993), Algorithmic advances in stochastic programming, Report SOL 93-6, (1993), 115 pages.
  • G. Infanger (1993), Decomposition and (importance) sampling techniques for multi-stage stochastic linear programs, Report SOL 93-7, 41 pages.
  • A. Krishna (1993), Enhanced algorithms for stochastic programming, Report SOL 93-8, 83 pages.
1992 1991 1990
  • S. K. Eldersveld and M. C. Rinar (1990), A vectorization algorithm for the solution of large, sparse triangular systems of equations, Report SOL 90-1.
  • S. K. Eldersveld and M. A. Saunders (1990), A block-LU update for large-scale linear programming, Report SOL 90-2. In SIAM Journal on Matrix Analysis and Applications 13 (1992), 191-201.
  • P. H. McAllister, J. C. Stone and G. B. Dantzig (1990), An interactive model management system: user interface and system design, Report SOL 90-3
  • G. B. Dantzig and Yinyu Ye (1990), A build-up interior method for linear programming. Report SOL 90-4. Submitted to Mathematical Programming.
  • J. Yao (1990), A generalized complementarity problem in hilbert space, Report SOL 90-5. Submitted to Journal of Mathematical Analysis and Applications.
  • A. L. Forsgren and W. Murray (1990), Newton methods for large-scale linear equality-constrained minimization, Report SOL 90-6.
  • J. Yao (1990), Monotone complementarity problem in hilbert space, Report SOL 90-7. Submitted to Bulletin of the Australian Mathematical Society.
  • P. E. Gill, W. Murray, D. B. Ponceleon and M. A. Saunders (1990), Preconditioners for indefinite systems arising in optimization, Report SOL 90-8. In SIAM Journal on Matrix Analysis and Applications. 13 (1992), 292--311.
  • R. W. Cottle and Yow-Yieh Chang (1990), Least-Index Resolution of degeneracy in linear complementarity problems with sufficient matrices, Report SOL 90-9. Submitted for Publication in SIAM Journal on Matrix Analysis and Applications.
  • R. W. Cottle and Jen-Chih Yao (1990), Pseudo-monotone complementarity problems in hilbert space, Report SOL 90-10. In Journal of Optimization Theory and Applications, 75(2), November 1992.
  • E. Schweitzer (1990), Modifying MINOS for solving the dual of a linear program, Report SOL 90-11. Submitted to Mathematical Programming.
  • W. Murray and F. J. Prieto (1990), A sequential quadratic programming algorithm using an incomplete solution of the subproblem, Report SOL 90-12.
  • W. Murray and F. J. Prieto (1990), A second-derivative method for nonlinearly constrained optimization, Report SOL 90-13.
  • B. C. Eaves and A. J. Hoffman (1990), Covers by polars of arrangements, Report SOL 90-14.
  • B. C. Eaves and U. G. Rothblum (1990), A discounted-cost continuous-time flexible manufacturing and operator scheduling model solved by deconvexification over time, Report SOL 90-15.
  • F. Jarre (1990), Interior-point methods for convex programming, Report SOL 90-16. Accepted for publication in Applied Mathematics and Optimization.
  • R. W. Cottle and Sy-Ming Guu (1990), Two characterizations of sufficient matrices, Report SOL 90-17.
1989
  • H. Hu (1989), On the feasibility of a generalized linear program, Report SOL 89-1.
  • H. Hu (1989), Semi-infinite programming, Report SOL 89-2. Accepted for publication in Mathematical Programming.
  • R. W. Cottle (1989), The principal pivoting method revisited, Report SOL 89-3. Published in Mathematical Programming 48, Series B, (1990) North-Holland, Pp. 369-385.
  • A. Krishna (1989), Note On Degeneracy, Report SOL 89-4. Submitted for Publication in Mathematical Programming.
  • K. Zikan (1989), An efficient exact algorithm for the "LEAST-SQUARES" image registration problem, Report SOL 89-5. Accepted for publication in Pattern Analysis and Machine Intelligence.
  • A. Marxen (1989 Ph.D. thesis), Primal barrier methods for linear programming, Report SOL 89-6.
  • F. Prieto (1989 Ph.D. thesis), Sequential quadratic programming algorithms for optimization, Report SOL 89-7.
  • A. Diener (1989 Ph.D. thesis), Near-optimal operation of a multi-plant manufacturing system with central procurement, Report SOL 89-8.
  • A. Diener (1989 Ph.D. thesis), Near-optimal operation of a single machine with continuous buffer feed, Report SOL 89-9.
  • P. F. De Mazancourt (1989 Ph.D. thesis), A matrix factorization and its application to large-scale linear programming, Report SOL 89-10.
  • A. L. Forsgren, P. E. Gill and W. Murray (1989), On the identification of local minimizers in inertia-controlling methods for quadratic programming, Report SOL 89-11.
  • A. L. Forsgren, P. E. Gill and W. Murray (1989), A modified Newton method for unconstrained minimization, Report SOL 89-12.
  • G. Infanger (1989), Monte Carlo (importance) sampling within a Benders decomposition algorithm for stochastic linear programs, Report SOL 89-13.
  • B. C. Eaves and U. G. Rothblum (1989) A class of "ONTO" multifunctions, Report SOL 89-14.
  • J. Yao (1989), Generalized quasi-variational inequality and implicit complementarity problems, Report SOL 89-15. "The generalized implicit complementarity problem with applications" to appear in Journal of Mathematical Analysis and Applications. "The generalized implicit complementarity problem" submitted to Journal of Mathematical Analysis and Applications.
  • J. Yao (1989), A basic theorem of complementarity for the generalized variational- like inequality problem, Report SOL 89-16. To appear in Journal of Mathematical Analysis and Applications.
  • R. Entriken (1989 Ph.D. thesis), The parallel decomposition of linear programs, Report SOL 89-17. Chapter 4 submitted to ORSA Journal on Computing.
  • J. Yao (1989), On mean value iterations with application to variational inequality problems, Report SOL 89-18.
  • J. Yao (1989), Fixed points by Ishikawa Iterations, Report SOL 89-19. Submitted to Journal of Mathematical Analysis and Applications.

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