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CORC Technical Reports

       2008
TR-2008-03. G. Iyengar, and A. Ma, "A behavioral finance based tick-by-tick model for price and volume" (2008).     (pdf).
TR-2008-02. G. Iyengar, and A. Ma, "Cash flow matching: a risk management approach" (2008).     (pdf).
TR-2008-01. G. Iyengar, D. Phillips, and C. Stein " Approximating semidefinite packing programs " (2008).     (pdf).

       2007
TR-2007-03. L. Chen and D. Goldfarb, "An Interior-point Piecewise Linear Penalty Method for Nonlinear Programming" (2007).    ( pdf).
TR-2007-02. L. Chen and D. Goldfarb, "An Active Set Method for Mathematical Programs with Linear Complementarity Constraints" (2007).    ( pdf).
TR-2007-01. Z. Wen and D. Goldfarb, " A Line Search Multigrid Method for Large-Scale Convex Optimization " (2007).     (pdf).

       2006
TR-2006-06. L. Chen and D. Goldfarb, "On the Fast Local Convergence of Interior-point l_2-penalty Methods for Nonlinear Programming" (2006).    ( pdf).
TR-2006-05. G. Iyengar and Ka Chun Ma, " Robust Pension Fund Management " (2006).     (pdf).
TR-2006-04. G. Iyengar and A. Kumar, " Characterizing Optimal Adword Auctions " (2006).     (pdf).
TR-2006-03. D. Bienstock " Approximate formulations for 0-1 knapsack sets " (2006).     (pdf).
TR-2006-02. G. Iyengar, D. Phillips, and C. Stein " Bidding strategically with budget-constraints in sequential auctions " (2006).     (pdf).
TR-2006-01. G. Iyengar and A. Kumar, " Optimal Procurement Auctions for Divisible Goods with Capacitated Suppliers " (2006).     (pdf) (shorter version).

       2005
TR-2005-09. D. Bienstock and and N. Ozbay, " Computing robust basestock levels " (2005).     (pdf).
TR-2005-07. D. Bienstock and and S. Mattia, " Using mixed-integer programming to solve power grid blackout problems " (2005).     (pdf).
TR-2005-06. W. Yin, D. Goldfarb, and S. Osher, " Image cartoon-texture decomposition and feature selection using the total variation regularized $L^1$ functional " (2005).     (pdf).
TR-2005-05. S. Osher, O. Scherzer, and W. Yin, " Slope and G-Value characterization of set-valued functions and applications to non-differentiable optimization problems " (2005).     (pdf).
TR-2005-04. Akshay-Kumar Katta and Jay Sethuraman, " Pricing strategies and service differentiation in queues---A profit maximization perspective " (2005).     (pdf).
TR-2005-03. Akshay-Kumar Katta and Jay Sethuraman, " Cooperation in Queues " (2005).     (pdf).
TR-2005-02. E. Erdogan and G. Iyengar, " On two-stage convex chance constrained problems " (2005).     (pdf).
TR-2005-01. W. Yin, D. Goldfarb, and S. Osher, " Total Variation Based Image Cartoon-Texture Decomposition " (2005).     (pdf).

       2004
TR-2004-11. E. Erdogan, D. Goldfarb, and G. Iyengar, " Robust portfolio management " (2004).     (pdf).
TR-2004-10. E. Erdogan and G. Iyengar, " Ambiguous chance constrained problems and robust optimization " (2004).     (pdf).
TR-2004-09 Bienstock, D. and Iyengar, G., "Faster approximation for packing and covering problems." (2004).     (pdf).
TR-2004-08. L. Chen and D. Goldfarb, "Interior-point l_2-penalty methods for nonlinear programming with strong global convergence properties." (2004).    ( ps).
TR-2004-07. E. Erdogan and G. Iyengar, " An active set method for single-cone second-order cone programs " (2004).     (pdf).
TR-2004-06. G. Iyengar, D. Phillips, and C. Stein, " Primal-dual approximations for the MAXCUT and graph coloring semidefinite program relaxations. " (2004).     (pdf).
TR-2004-05. D. Goldfarb and W. Yin, " Second-order cone programming methods for total variation-based image restoration. " (2004).     (pdf).
TR-2004-04. Feldman, J. and Stein, C., " LP Decoding Achieves Capacity (2004).     (PS)
TR-2004-03. S. Osher, M. Burger, D. Goldfarb, J. Xu, and W. Yin, " An iterative regularization method for total variation-based image restoration. " (2004).     (pdf).
TR-2004-02. Sethuraman, J. and Teo, C-P., and Qian, L., " Many-to-one Stable Matching: Geometry and Fairness. (2004).     (ps).
TR-2004-01. G. Iyengar, G. Gallego, R. Phillips, and A. Dubey, "Managing flexible products on a network." (2004).     (pdf).


       2003
TR-2003-10. Fleischer, L., Meyerson, A., Saniee, I., Shepherd, B., and Srinivasan, A., " A scalable algorithm for the minimum expected cost restorable flow problem (2003).     (PS)
TR-2003-09. Bienstock, D. and Ozbay, N., "Tree-width and the Sherali-Adams operator." (2003).     (pdf).
TR-2003-08. Feldman, J., Malkin, T., Stein, C., Servedio, R. A. and Wainwright, M. J., " LP Decoding Corrects a Constant Fraction of Error (2003).     (PS)
TR-2003-07. Sethuraman, J. and Teo, C-P., and Vohra, R. V., " Anonymous Monotonic Social Welfare Functions (2003).     (ps).
TR-2003-06. Sethuraman, J. and Teo, C-P., " Effective Routing and Scheduling in Adversarial Queueing Netowrks (2003).     (pdf).
TR-2003-05. Goldfarb, D. and Scheinberg, K. " Product-Form Cholesky (LDL^T) Factorization in Interior Point Methods for Second-Order Cone Programming (2003).     (ps).
TR-2003-04. Iyengar, G. and Sigman, K. "Exponential Penalty Function Control of Loss Queues." (2003).     (pdf).
TR-2003-03. Bienstock, D. and Iyengar, G., "Concurrent flows in O(1/epsilon) iterations." (2003).     (pdf).
TR-2003-02. Iyengar, G. and Kang, W., "Inverse convex optimization." (2003).     (pdf).
TR-2003-01. Bienstock, D. and Zuckerberg, M., "Approximate fixed-rank closures of covering problems." (2003).     (pdf).

       2002
TR-2002-10. Goldfarb, D. and Lin, Y. "" Combinatorial Interior Point Methods for Generalized Network Flow Problems (2002).     (ps).
TR-2002-09. Goldfarb, D. and Scheinberg, K. "" A Product-Form Cholesky Factorization for Handling Dense Columns in Interior Point Methods for Linear Programming (2002).     (ps).
TR-2002-08. Bienstock, D. , Raskina, 0., Saniee, I. and Wang, Q. " Scalable Optimization for Multi-Period Optical Network Capacity Planning with Elastic Demand." (2002).     (pdf).
TR-2002-07. Iyengar, G. "Robust Dynamic Programming " (2002).     (pdf).
TR-2002-06. Coffman, E.G., Sethuraman, J., and Timkovsky, V.G., "Ideal Preemptive Schedules on Two Processors, " (2002).     (ps).
TR-2002-05. Goldfarb, D. "The Simplex Method for Conic Programming. " (2002).     (ps).
TR-2002-04. Goldfarb, D., and Iyengar, G. "Robust quadratically constrained programs. " (2002).     (pdf).
TR-2002-03. Goldfarb, D., and Iyengar, G. "Robust portfolio Selection Problems. " (2002).     (pdf).
TR-2002-02. Alizadeh, F. and Goldfarb, D., "Second-Order Cone Programming. " (2002).     (ps).
TR-2002-01. Bienstock, D. and Zuckerberg, M., "Subset algebra lift operators for 0-1 integer programming (Extended version)." (2002).     (pdf).



       Previous Years


TR-2001-06. Bienstock, D., "Potential function methods for approximately solving linear programming problems: Theory and Practice." CORE Lecture Series, ISSN-0771 3894 (2001). Available here (CORE, U. Catholique de Louvain, Belgium).
TR-2001-04. Sethuraman, J., Teo, C-P., and Vohra, R.V., "Integer programming and Arrovian social welfare functions" (2001).
(ps.gz).
TR-2001-03. Cezik, M. and Iyengar, G., " Lift-and-project cutting planes for mixed 0-1 semidefinite programming" (2001).
(pdf).
TR-2001-02. Cezik, M. and Iyengar, G., "Cut generation for mixed 0-1 quadratically constrained programs " (2001).
(ps.gz).
TR-2001-01. Cezik, M. and Iyengar, G., "Semidefinite relaxations of the traveling salesman problem " (2001).
(ps.gz).
TR-2000-02. Bienstock, D.and Raskina, O., "Asymptotic Analysis of the Flow Deviation Method for the Maximum Concurrent Flow Problem " (2000).
(PS). (PDF).
TR-2000-01. Schmieta, S.H., "Complete Classification of Self-scaled Barrier Functions " (2000).
abstract. paper. paper-gzipped.
TR-1999-04. Bienstock, D., "Experiments with a network design algorithm using epsilon-approximate linear programs" (1996).
paper. paper-gzipped.
TR-1999-03. Bienstock, D.and Muratore, G., "Strong inequalities for capacitated survivable network design problems" (1999).
paper. paper-gzipped.
TR-1999-01. Bienstock, D., "Approximately solving large-scale linear programs. I: Strengthening lower bounds and accelerating convergence" (1999).
paper. paper-gzipped.
TR-98-03. Fleischer, L., "Universally maximum flow with piecewise constant capacities" (1998).
abstract. paper. paper-gzipped.
TR-98-02. Fleischer, L. and Orlin, J. B., "Optional Rounding of Fractional Dynamic Flows when Transit Times are Zero" (1998).
abstract.
TR-98-01. Fleischer, L., "Building chain and cactus representations of all minimum cuts from Hao-Orlin in the same asymptotic run time" (1998).
abstract. paper. paper-gzipped.