SOL Logo

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 Walter Murray: walter@stanford.edu

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

2017

2015

2014


Revised 24 Aug 2014 as Solving multiscale linear programs using the simplex method in quadruple precision, to appear in M. Al-Baali, L. Grandinetti, and A. Purnama (eds.), Recent Developments in Numerical Analysis and Optimization, Springer Proceedings in Mathematics and Statistics.

2014

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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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