Professor Goldfarb's
Papers

"Conjugate gradient method for
nonlinear programming problems with linear constraints," (with L. Lapidus),
I.
and E.C. Fundamentals, 7, (1968), 142151.

"Extension of Davidon's variable
metric method to maximization under linear inequality and equality constraints,"
SIAM
J. Applied Math., 17, (1969), 739763.

"Sufficient conditions for the
convergence of a variable metric algorithm," Optimization, ed. R.
Fletcher, Academic Press, London (1969), 273281.

"A family of variable metric
methods derived by variational means," Math. of Comp., 24,
(1970), 2326.

"Extension of Newton's method
and simplex methods for solving quadratic programs," Numerical Methods
for Nonlinear Optimization, ed. F. Lootsma, Academic Press, London
(1972), 239254.

"Modification methods for inverting
matrices and solving systems of linear algebraic equations," Math. of
Comp., 26, (1972), 829852.

"Variable metric and conjugate
direction methods in unconstrained optimization: Recent developments,"
Proceedings
ACM (1972), 496506.

"Matrix factorizations in optimization
of nonlinear functions subject to linear constraints," Math. Programming,
10
(1976), 131.

"Using the steepestedge simplex
algorithm to solve sparse linear programs," Sparse Matrix Computations,
eds. J. Bunch and D. Rose, Academic Press (1976), 227240.

"Factorized variable metric
methods for unconstrained optimization," Math. of Comp.,
30,
(1976), 796811.

"A practicable steepestedge
simplex algorithm," (with J.K. Reid), Math Programming, 12
(1977), 361373.

"Matrix factorization in optimization
of nonlinear functions subject to linear constraint  An addendum," Math.
Programming, 12 (1977), 279280.

"Generating conjugate directions
without line searches using factorized variable metric updating formulas,"
Math.
Programming, 13, (1977), 94110.

"On the BartelsGolub decomposition
for linear programming bases," Math. Programming, 13
(1977), 272279.

"Largescale linear programming,"
LargeScale
Optimization, ed. P.T. Boggs, U.S. Army Research Office, Research Triangle
Park, North Carolina (1978), 6176.

"Worstcase examples of steepestedge
paths on polyhedra combinatorially equivalent to hypercubes," (with W.Y.
Sit) Discrete Applied Math., 1 (1979), 277285.

"Curvilinear path steplength
algorithms for minimization which use directions of negative curvature,"
Math.
Programming, 18 (1980), 3140.

"Modification and implementation
of the ellipsoid algorithm for linear programming," (with M.J. Todd), Math.
Programming, 23 (1980), 119.

"The ellipsoid method: A survey,"
(with R.G. Bland and M.J. Todd), Operations Research, 29,(1981),
10391091.

"Dual and primaldual methods
for solving strictly convex quadratic programs," (with A. Idnani), Numerical
Analysis: Proceedings, Cocoyoc, Mexico 1981, ed. J.P. Hennart, Lecture
Notes in Mathematics, No. 909, SpringerVerlag, Berlin (1982), 226239.

"Numerically stable approaches
to linearly constrained optimization," Nonlinear Optimization, 1981,
ed. M.J.D. Powell, Academic Press, London (1982), 141146.

"A numerically stable dual method
for solving strictly convex quadratic programs," (with A. Idnani), Math.
Programming, 27 (1983), 133.

"Optimal estimation of Jacobian
and Hessian matrices that arise in finite difference calculation," (with
Ph. L. Toint), Math. of Comp., 43, (1984), 6988.

"Efficient dual simplex algorithms
for the assignment problem," Math. Programming, 33 (1985),
187203.

"Efficient primal algorithms
for strictly convex quadratic programs," Fourth IIMAS Workshop in Numerical
Analysis, Guanajuato, Mexico, 1984. J.P. Hennart (ed.), Lecture Notes
in Mathematics, SpringerVerlag, Berlin (1986).

"Strategies for constraint deletion
in active set algorithms," Numerical Analysis, eds. D.F. Griffiths
and G.A. Watson, Pitman Research Notes in Mathematics Series, No. 140,
Longman Scientific and Technical, Essex (1986), 6681.

"A computational comparison
of the Dinic and network simplex methods for maximum flow," (with M.D.
Grigoriadis) Annals of Operations Research, 13 (1988), 88123.

"A relaxed version of Karmarkar?s
method," Mathematical Programming, (with S. Mehrotra), 40
(1988), 289315.

"Relaxed variants of Karmarkar?s
algorithm for linear programs with unknown optimal objective value," (with
S. Mehrotra), Mathematical Programming, 40 (1988), 183195.

"A selfcorrecting version of
Karmarkar?s algorithm," (with S. Mehrotra), SIAM Journal on Numerical
Analysis,
26 (1989), 10061015.

"Linear Programming," (with
M.J. Todd), Chapter II in Handbook in Operations Research and Management
Science, Vol. 1, Optimization, G.L. Nemhauser, A.H.G. RinnooyKan,
and M.J. Todd (eds.), Elvsevier Science Publishers, B.V. (NorthHolland),
1989, 73170.

"Antistalling pivot rules for
the network simplex algorithm," (with J. Hao and S.R. Kai), Networks,
20
(1990), 7991.

"Efficient shortest path simplex
algorithms," (with J. Hao and S.R. Kai), Operations Research, 38
(1990), 624628.

"A primal simplex algorithm
that solves the maximum flow problem in at most nm pivots and O(n2m) time,"
(with J. Hao), Mathematical Programming, 47 (1990), 353365.

"Shortest path algorithms using
dynamic breadthfirst search," (with J. Hao and S. R. Kai), Networks,
21 (1991), 2950.

"A logarithmic barrier function
algorithm for quadratically constrained convex quadratic programming,"
(with S. Liu and S. Wang) SIAM J. on Optimization, 1 (1991),
252267.

"An O(n3L) primal interior point
algorithm for convex quadratic programming," (with S. Liu) Mathematical
Programming, 49 (1991), 325340.

"Solving multicommodity network
flow problems by an interior point method," (with I.C. Choi), LargeScale
Numerical Optimization, T. Coleman and Q. Li eds., SIAM, Philadelphia
(1990), 5869.

"On strongly polynomial variants
of the network simplex algorithm for the maximum flow problem," (with J.
Hao), Operations Research Letters, 10 (1991), 383387.

"A primal projective interior
point method for linear programming," with (D. Xiao), Mathematical Programming,
51
(1991), 1743.

"Polynomialtime primal simplex
algorithms for the minimum cost network flow problem," (with J. Hao) Algorithmica,
8
(1992), 145160.

"Steepest edge simplex algorithms
for linear programming" (with J. J. Forrest), Mathematical Programming,
57
(1992), pp. 341374.

"Partialupdate Newton methods
for unary, factorable, and partially separable optimization," (with S.
Wang), SIAM J. on Optimization, 3 (1993), 382397.

"An O(n3L) primaldual potential
reduction algorithm for solving convex quadratic programs" (with S. Liu),
Mathematical
Programming, 61 (1993), 161170.

"Exploiting special structure
in a primaldual pathfollowing algorithm," (with I. C. Choi), Mathematical
Programming, 58 (1993), 3352.

"On the maximum capacity augmenting
path algorithm for the maximum flow problem," (with J. Hao), Discrete
Applied Mathematics, 47 (1993), 916.

"A pathfollowing projective
interior point method for linear programming," (with D. X. Shaw), SIAM
J. on Optimization, 4 (1994), 6585.

"On solution containing ellipsoids
in linear programming" (with I.C. Choi), Journal of Optimization Theory
and Applications, 80 (1994), 165177.

"On the complexity of the simplex
method" Advances in Optimization and Numerical Analysis, S. Gomez
and JP Hennart, eds., Kluwer Academic Publishers, 1994, 2538.

"Algorithms for unconstrained
optimization: a review of recent developments" in Mathematics of Computation
19431993, W. Gautschi, ed., Proceedings of Symposia in Applied Mathematics,
Amer. Math. Soc. 1994, 3348.

"On the complexity of a class
of projective interior point methods," (with D. Shaw), Mathematics of
Operations Research, 20 (1995), 116134.

"Dataparallel implementations
of dense simplex methods on the Connection Machine CM2" (with J. Eckstein,
I.I. Boduroglu, and L. Polymenakos) ORSA Journal on Computing, 7
(1995), 402416.

"A faster combinatorial algorithm
for the generalized circulation problem" (with Z. Jin) Mathematics of
Operations Research, 21 (1996), 529539.

"On strongly polynomial dual
simplex algorithms for the maximum flow problem" (with W. Chen) MathematicalProgramming,
78 (1997), 159168.

"A polynomialtime highestgain
augmenting path algorithm for the generalized circulation problem" (with
J. Orlin and Z. Jin) Mathematics of Operations Research, 22 (1997),
793802.

"Strongly polynomial dual simplex
methods for the maximum flow problem" (with R. Armstrong, W. Chen and Z.
Jin) Mathematical Programming, 80 (1998) 1733.

"Interior point trajectories in semidefinite programming" (with K. Scheinberg) SIAM J. on Optimization,
8(1998) 871866.

"An O(nm)time network simplex algorithm for the shortest path problem" (with Z. Jin) Operations Research,
47 (1999) 445448.

"A new scaling algorithm for the minimum cost network flow problem" (with Z. Jin) Operations
Research Letters, 25 (1999) 205211.

"On parametric semidefinite programming" (with K. Scheinberg) Applied Numerical Methods, 29 (1999) 361377.

"A modified barrieraugmented Lagrangean method for constrained minimization" (with K. Scheinberg, R. Polyak and B. Yusefovich) Computational Optimization and Applications,14 (1999) 5574.

"A polynomial dual simplex algorithm for the generalized circulation problem" (with Z. Jin and Y. Lin) Mathematical Programming, 91 (2002) 271288.

"Combinatorial interior point methods for generalized network flow problems" (with Y. Lin) Mathematical Programming ,93 (2002) 227246.

"Secondorder cone programming" (with F. Alizadeh) Mathematical Programming, 95 (2003) 351.

"Robust portfolio selection problems" (with G. Iyengar) Mathematics of Operations Research, 28 (2003)
138.

"Robust quadratically constrained quadratic programs" (with G. Iyengar) Mathematical Programming, 97 (2003)
495515.

"A productform Cholesky factorization method for handling dense columns in interior point methods for linear
programming" (with K. Scheinberg) Mathematical Programming, 99 (2004) 134.

"Productform Cholesky factorization in interior point methods for secondorder cone programming" (with K. Scheinberg) to appear in Mathematical Programming,103 (2005) 135179.

"An iterative regularization for method total variation based image restoration" (with S. Osher, M. Burger,
J. Xu and W. Yin) SIAM J. on Multiscale Model. Simul., 4 (2005), 460489.

"Secondorder cone programming based methods for total variation image restoration" (with W. Yin) SIAM J. on Scientific Computing, 27 (2005), 622645.

"Image cartoontexture decomposition and features selection using the total variation regularized L^{1} functional" (with S. Osher and W. Yin) Lecture Notes in Computer Science, 3752 (2005), 7384.

"Interiorpoint l_{2}  penalty methods for noncovex nonlinear programming with strong global convergence properties" (with L. Chen) Mathematical Programming, 108 (2006), 136.

"The total variation regularized L^{1} model for multiscale decomposition", (with W. Yin and S. Osher) SIAM J. on Mulitscale Model. Simul., 6 (2007), 190211.

"A comparison of three total variationbased texture extraction models", (with W. Yin and S. Osher)
Journal of Visual Communication and Image Representation, (2007) to appear.

"Bregman iterative algorithms for l_{1} minimization with applications to compressed sensing ", (with W. Yin, S. Osher and J. Darbon) SIAM J. on Imaging Sciences, 1 (2008).

"Robust active portfolio management", (with E. Erdogan and G. Iyengar) Journal of Computational Finance 11 Number 4 (2008) 7198.

"Numerically stable LDL^{T} interior point methods for convex quadratic programming", (with K. Scheinberg) IMA Journal of Numerical Analysis. 28 (2008) 806826.

"A curvilinear search method for pharmonic flows on spheres", (with Z. Wen and W. Yin) SIAM J. on Imaging Sciences 2 (2009) 84109.
 "A line search multigrid method ofr largescale convex optimization", (with Z. Wen) SIAM J. on Optimization 20 (2009) 14781503.
 "Fast minimization of total variation based energies via parametric maximum flows", (with W. Yin) SIAM J. Scientific Computing 31 (2009) 37123743.

"An interiorpoint piecewise linear penalty method for nonlinear programming", (with L. Chen) submitted to Mathematical Programming to appear (published online: 14 July 2009).
 "Fixed point and Bregman iterative methods for matrix rank minimization", (with S. Ma amd L. Chen) submitted to Mathematical Programming to appear (published online: 23 September 2009).

"Approximation Algorithms for the MultiItem LotSizing Problem with Batch Capacities", (with L. Chen) submitted to Operations Research.

"An active set method for mathematical programs with linear complementarity constraints", (with L. Chen) submitted to SIAM J. on Optimization.
 "A fast algorithm for sparse reconstruction based on shrinkage, subspace optimization and continuation", (with Z. Wen, W. Yin and Y. Zhang) submitted to SIAM J. on Scientific Computing.
 "A rowbyrow method for semidefinite programming", (with Z. Wen, S. Ma and K. Scheinberg) submitted to SIAM J. on Optimization.
 "Convergence of fixed point continuation algotithms for matrix rank minimization", (with S. Ma) submitted to Foundations of Computational Mathematics.
 "Alternating Direction Augmented Lagrangian Methods for Semidefinite Programming", (with Z. Wen and W. Yin) submitted to Mathematical Programming Computation.
 "Local Search Approximation Algorithms for the OneWarehouse MultiRetailer Problem", (with L. Chen) in preparation.

"Fast Alternating Linearization Methods for Minimizing the Sum of Two Convex Functions", (with S. Ma) submitted to SIAM J. on Optimization.

"Fast Multiple Splitting Algorithms for Convex Optimization", (with S. Ma) submitted to SIAM J. on Optimization.
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