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.