Jos F. Sturm - researchr alias

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Viewing Publication 1 - 16 from 16

2006

Robust One-Period Option HedgingFrank Lutgens, Jos F. Sturm, Antoon Kolen. ior, 54(6):1051-1062, 2006. [doi]

2004

Multivariate Nonnegative Quadratic MappingsZhi-Quan Luo, Jos F. Sturm, Shuzhong Zhang. siamjo, 14(4):1140-1162, 2004. [doi]

2003

Avoiding numerical cancellation in the interior point method for solving semidefinite programsJos F. Sturm. mp, 95(2):219-247, 2003. [doi]

On Cones of Nonnegative Quadratic FunctionsJos F. Sturm, Shuzhong Zhang. mor, 28(2):246-267, 2003. [doi]

2002

Linear matrix inequality formulation of spectral mask constraints with applications to FIR filter designTimothy N. Davidson, Zhi-Quan Luo, Jos F. Sturm. tsp, 50(11):2702-2715, 2002. [doi]

Implementation of interior point methods for mixed semidefinite and second order cone optimization problemsJos F. Sturm. oms, 17(6):1105-1154, 2002. [doi]

2001

Linear matrix inequality formulation of spectral mask constraintsTimothy N. Davidson, Zhi-Quan Luo, Jos F. Sturm. icassp 2001: 3813-3816 [doi]

On sensitivity of central solutions in semidefinite programmingJos F. Sturm, Shuzhong Zhang. mp, 90(2):205-227, 2001. [doi]

2000

Error Bounds for Linear Matrix InequalitiesJos F. Sturm. siamjo, 10(4):1228-1248, 2000. [doi]

On weighted centers for semidefinite programmingJos F. Sturm, Shuzhong Zhang. eor, 126(2):391-407, 2000. [doi]

1998

Superlinear Convergence of a Symmetric Primal-Dual Path Following Algorithm for Semidefinite ProgrammingZhi-Quan Luo, Jos F. Sturm, Shuzhong Zhang. siamjo, 8(1):59-81, 1998. [doi]

On the long-step path-following method for semidefinite programmingJos F. Sturm, Shuzhong Zhang. orl, 22(4-5):145-150, 1998. [doi]

An interior point method, based on rank-1 updates, for linear programmingJos F. Sturm, Shuzhong Zhang. mp, 81:77-87, 1998.

1997

On a Wide Region of Centers and Primal-Dual Interior Point Algorithms for Linear ProgrammingJos F. Sturm, Shuzhong Zhang. mor, 22(2):408-431, 1997. [doi]

1996

New complexity results for the Iri-Imai methodJos F. Sturm, Shuzhong Zhang. anor, 62(1):539-564, 1996. [doi]

An O(root(n)L) iteration bound primal-dual cone affine scaling algorithm for linear programmingJos F. Sturm, Shuzhong Zhang. mp, 72:177-194, 1996.

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