Christina Oberlin, Stephen J. Wright
Abstract We discuss local convergence of Newton’s method to a singular solution x ∗ of the nonlinear equations F (x) = 0, for F: IR n → IR n. It is shown that an existing proof of Griewank,...
WARM-START STRATEGIES IN INTERIOR-POINT METHODS FOR LINEAR PROGRAMMING (2009)
Abstract. We study the situation in which, having solved a linear program with an interiorpoint method, we are presented with a new problem instance whose data is slightly perturbed from the...
Equations with Semismooth Jacobians and Nonlinear Complementarity Problems (2009)
Christina Oberlin, Stephen J. Wright, Stephen J. Wright
We dedicate this paper to Steve Robinson on the occasion of his 65th birthday, in recognition of his remarkable scholarly accomplishments and in appreciation for his collegiality, guidance, and...
Fast, Large-scale Model Predictive Control by Partial Enumeration (2009)
Gabriele Pannocchia, James B. Rawlings, Stephen J. Wright
Partial enumeration (PE) is presented as a method for treating large, linear model predictive control applications that are out of reach with available MPC methods. PE uses both a table storage...
Lewis, Adrian S., Wright, Stephen J.
Identification of active constraints in constrained optimization is of interest from both practical and theoretical viewpoints, as it holds the promise of reducing an inequality-constrained problem...
Chapter 1 RECENT DEVELOPMENTS IN INTERIOR- POINT METHODS (2008)
Abstract The modern era of interior-point methods dates to 1984, when Karmarkar proposed his algorithm for linear programming. In the years since then, algorithms and software for linear programming...
Abstract APPLYING NEW OPTIMIZATION ALGORITHMS TO MODEL PREDICTIVE CONTROL (2008)
The connections between optimization and control theory have been explored by many researchers, and optimization algorithms have been applied with success to optimal control. The rapid pace of...
Christina Oberlin, Stephen J. Wright, Stephen J. Wright, Christina Oberlin, Stephen J. Wright
Abstract We discuss local convergence of Newton’s method to a singular solution x ∗ of the nonlinear equations F(x) = 0, for F: IR n → IR n. It is shown that an existing proof of Griewank,...
Christina Oberlin, Stephen J. Wright, Stephen J. Wright, Christina Oberlin, Stephen J. Wright
Abstract We discuss local convergence of Newton’s method to a singular solution x ∗ of the nonlinear equations F (x) = 0, for F: IR n → IR n. It is shown that an existing proof of Griewank,...
TOEPLITZ-STRUCTURED COMPRESSED SENSING MATRICES (2008)
Waheed U. Bajwa, Jarvis D. Haupt, Gil M. Raz, Stephen J. Wright, Robert D. Nowak
The problem of recovering a sparse signal x ∈ R n from a relatively small number of its observations of the form y = Ax ∈ R k, where A is a known matrix and k ≪ n, has recently received a lot...
Facsimile: +44 (0) 1235 829000 1 (2008)
Roummel F. Marcia, Julie C. Mitchell, Stephen J. Wright
Please address all the numbered queries on this page which are clearly identified on the proof for your convenience. Thank you for your cooperation No queries.
Chapter 1 Computational Grids for Stochastic Programming (2008)
Jeff Linderoth, Stephen J. Wright
We discuss the use of a computational grid—a large, networked collection of computers— in solving many-scenario two-stage stochastic linear programs with recourse. We describe the characteristics...
REVISED SEPTEMBER 2003. A FEASIBLE TRUST-REGION SEQUENTIAL QUADRATIC PROGRAMMING ALGORITHM (2008)
Abstract. An algorithm for smooth nonlinear constrained optimization problems is described, in which a sequence of feasible iterates is generated by solving a trust-region sequential quadratic...
Sparse Reconstruction by Separable Approximation (2008)
Stephen J. Wright, Robert D. Nowak
Finding sparse approximate solutions to large underdetermined linear systems of equations is a common problem in signal/image processing and statistics. Basis pursuit, the least absolute shrinkage...
Sparse Reconstruction by Separable Approximation (2008)
Stephen J. Wright, Robert D. Nowak
Finding sparse approximate solutions to large underdetermined linear systems of equations is a common problem in signal/image processing and statistics. Basis pursuit, the least absolute shrinkage...
Optimal design of thermally stable proteins (2008)
Bannen, Ryan M., Suresh, Vanitha, Phillips, George N., Wright, Stephen J., Mitchell, Julie C.
Motivation: For many biotechnological purposes, it is desirable to redesign proteins to be more structurally and functionally stable at higher temperatures. For example, chemical reactions are...
Chapter 1 RECENTDEVELOPMENTS IN INTERIORPOINT METHODS (2007)
Abstract The modern era of interior-point methods dates to 1984, when Karmarkar proposed his algorithm for linear programming. In the years since then, algorithms and software for linear programming...
1 Multiprocessors and Computational Grids (2007)
Multiprocessor computing platforms, which have become available more and more widely since the mid-1980s, are now heavily used by organizations that need to solve very demanding computational...
On Reduced Convex QP Formulations of Monotone LCP Problems (2007)
. Techniques for transforming convex quadratic programs (QPs) into monotone linear complementarity problems (LCPs) and vice versa are well known. We describe a class of LCPs for which a reduced QP...
PCx User Guide: Windows 95/NT Supplement (2007)
Joseph Czyzyk Magdalena, Magdalena Stolarski, Stephen J. Wright
We describe the installation and use of the Windows 95/NT version of PCx, the primal-dual interior-point code for linear programming. This document is a supplement to the PCx User Guide, which...
Numerical Behavior of a Stabilized SQP Method for Degenerate NLP Problems (2007)
Luis N. Vicente, Stephen J. Wright
In this paper we discuss the application of the stabilized SQP method with constraint identi cation (sSQPa) recently proposed by S. J. Wright [12] for nonlinear programming problems at which strict...
Preprint ANL/MCS-P8xx-0899, August, 1999 (2007)
Mathematics And Computer, Stephen J. Wright
We discuss software packages for solving optimization problems, focusing on fundamental software that assumes that the problem has already been formulated in mathematical terms. Such packages can be...
Robert D. Nowak, Stephen J. Wright
Abstract—Many problems in signal processing and statistical inference involve finding sparse solutions to under-determined, or ill-conditioned, linear systems of equations. A standard approach...
Abstract. Optimization has become an important tool in treatment planning for cancer radiation therapy. It may be used to determine beam weights, beam directions, and appropriate use of beam...
Abstract. Optimization has become an important tool in treatment planning for cancer radiation therapy. It may be used to determine beam weights, beam directions, and appropriate use of beam...
Active set identification in Nonlinear Programming (2006)
Christina Oberlin, Stephen J. Wright, Stephen J. Wright, Christina Oberlin, Stephen J. Wright
Abstract Techniques that identify the active constraints at a solution of a nonlinear programming problem from a point near the solution can be a useful adjunct to nonlinear programming algorithms....
Abstract Kernel Regularization and Dimension Reduction (2006)
Fan Lu, Sündüz Keles, Yi Lin, Stephen J. Wright, Grace Wahba, Fan Lu, ...
scaling (MDS), manifold unfolding, positive definite matrices, noisy dissimilarity data, convex cone programming.
Mihai Anitescu, Paul Tseng, Stephen J. Wright, Stationarity Properties
Abstract. The elastic-mode formulation of the problem of minimizing a nonlinear function subject to equilibrium constraints has appealing local properties in that, for a finite value of the penalty...
Computational grids for stochastic programming (2005)
Je Linderoth, Stephen J. Wright
Abstract. We describe computational grids and explain why they are well suited to solving stochastic programming problems. We discuss our experience in implementing a solver for twostage stochastic...
Mihai Anitescu, Paul Tseng, Stephen J. Wright, Stationarity Properties
Abstract. The elastic-mode formulation of the problem of minimizing a nonlinear function subject to equilibrium constraints has appealing local properties in that, for a finite value of the penalty...
Minimizing delivery cost in scalable streaming content distribution systems (2004)
Jussara M. Almeida, Derek L. Eager, Mary K. Vernon, Stephen J. Wright
Abstract—Recent scalable multicast streaming protocols for on-demand delivery of media content offer the promise of greatly reduced server and network bandwidth. However, a key unresolved issue is...
Constraint identification and algorithm stabilization for degenerate nonlinear programs (2003)
Abstract. In the vicinity of a solution of a nonlinear programming problem at which both strict complementarity and linear independence of the active constraints may fail to hold, we describe a...
Constraint identification and algorithm stabilization for degenerate nonlinear programs (2003)
Abstract. In the vicinity of a solution of a nonlinear programming problem at which both strict complementarity and linear independence of the active constraints may fail to hold, we describe a...
Gabriele Pannocchia, Stephen J. Wright, James B. Rawlings
Author to whom all correspondence should be addressed.
A feasible trust-region sequential quadratic programming algorithm. Optimization (2002)
Abstract. An algorithm for smooth nonlinear constrained optimization problems is described, in which a sequence of feasible iterates is generated by solving a trust-region sequential quadratic...
An optimization framework for conformal radiation (2002)
Jinho Lim, Michael C. Ferris, Stephen J. Wright
treatment planning
A Feasible Trust-Region Sequential Quadratic (2002)
Programming Algorithm Stephen, Stephen J. Wright, J. Tenny
We describe an algorithm for smooth nonlinear constrained optimization problems in which a sequence of feasible iterates are generated by solving a trust-region sequential quadratic programming (SQP)...
Near-optimal adaptive control of a large grid application (2002)
Det Buaklee, Gregory F. Tracy, Mary K. Vernon, Stephen J. Wright
This paper develops a performance model that is used to control the adaptive execution the ATR code for solving large stochastic optimization problems on computational grids. A detailed analysis of...
An Optimization Framework for Conformal Radiation Treatment Planning (2002)
Jinho Lim, Michael C. Ferris, Stephen J. Wright, David M. Shepard, Matthew A. Earl
An optimization framework for three-dimensional conformal radiation therapy is presented. In this type of therapy, beams of radiation are applied to a patient from di#erent directions, where the...
Nonlinear Model Predictive Control via Feasibility-Perturbed Sequential Quadratic Programming (2002)
Matthew J. Tenny, Stephen J. Wright, James B. Rawlings
Model predictive control requires the solution of a sequence of continuous optimization problems that are nonlinear if a nonlinear model is used for the plant. We describe briefly a trust-region...
Effects of Finite-Precision Arithmetic on Interior-Point Methods for Nonlinear Programming (2001)
We show that the effects of finite-precision arithmetic in forming and solving the linear system that arises at each iteration of primal-dual interior-point algorithms for nonlinear programming are...
Object-oriented software for quadratic programming (2001)
E. Michael Gertz, Stephen J. Wright
The object-oriented software package OOQP for solving convex quadratic programming problems (QP) is described. The primal-dual interior point algorithms supplied by OOQP are implemented in a way that...
On Reduced Convex QP Formulations of (2001)
Stephen J. Wright, Monotone Lcps
Abstract. Techniques for transforming convex quadratic programs (QPs) into monotone linear complementarity problems (LCPs) and vice versa are well known. We describe a class of LCPs for which a...
On the Convergence of the Newton/Log-Barrier Method (2001)
. In the Newton/log-barrier method, Newton steps are taken for the log-barrier function for a fixed value of the barrier parameter until a certain convergence criterion is satisfied. The barrier...
Object-oriented software for quadratic programming (2001)
E. Michael Gertz, Stephen J. Wright
The object-oriented software package OOQP for solving convex quadratic programming problems (QP) is described. The primal-dual interior point algorithms supplied by OOQP are implemented in a way that...
Constraint Identification and Algorithm Stabilization for Degenerate Nonlinear Programs (2000)
In the vicinity of a solution of a nonlinear programming problem at which both strict complementarity and linear independence of the active constraints may fail to hold, we describe a technique for...
Warm-start strategies in interior-point methods for linear programming (2000)
Yildirim, E. Alper, Stephen J. Wright
Warm-start strategies in interior-point methods for linear programming
Warm-start strategies in interior-point methods for linear programming (2000)
Yildirim, E. Alper, Stephen J. Wright
Warm-start strategies in interior-point methods for linear programming
Multiprocessor computing platforms, which have become available more and more widely since the mid-1980s, are now heavily used by organizations that need to solve very demanding computational...
kept a zoo of these machines during the late 1980s, allowing free access to many researchers in the United States and giving many of us our first taste of this brave new world.
Multiprocessor computing platforms, which have become available more and more widely since the mid-1980s, are now heavily used by organizations that need to solve very demanding computational...
Local Convergence Of A Primal-Dual Method For Degenerate Nonlinear Programming (2000)
Luís N. Vicente, Stephen J. Wright
. In recent work, the local convergence behavior of path-following interior-point methods and sequential quadratic programming methods for nonlinear programming has been investigated for the case in...
On Reduced Convex QP Formulations of Monotone LCP Problems (2000)
. Techniques for transforming convex quadratic programs (QPs) into monotone linear complementarity problems (LCPs) and vice versa are well known. We describe a class of LCPs for which a reduced QP...
Florian A. Potra, Stephen J. Wright
The modern era of interior-point methods dates to 1984, when Karmarkar proposed his algorithm for linear programming. In the years since then, algorithms and software for linear programming have...
Modified Cholesky factorizations in interior-point algorithms for linear programming (1999)
Abstract. We investigate a modified Cholesky algorithm typical of those used in most interiorpoint codes for linear programming. Cholesky-based interior-point codes are popular for three reasons:...
Recent Developments In Interior-point Methods (1999)
The modern era of interior-point methods dates to 1984, when Karmarkar proposed his algorithm for linear programming. In the years since then, algorithms and software for linear programming have...
Properties of the Log-Barrier Function on Degenerate Nonlinear Programs (1999)
Stephen J. Wright, D. Orban, Delta Dominique Orban
. We examine the sequence of local minimizers of the log-barrier function for a nonlinear program near a solution at which second-ordersufficient conditions and the MangasarianFromovitz constraint...
Properties of the Log-Barrier Function on Degenerate Nonlinear Programs (1999)
Stephen J. Wright, Dominique Orban, Delta Dominique Orban
. We examine the sequence of local minimizers of the log-barrier function for a nonlinear program near a solution at which second-ordersufficient conditions and the MangasarianFromovitz constraint...
Recent Developments In Interior-point Methods (1999)
The modern era of interior-point methods dates to 1984, when Karmarkar proposed his algorithm for linear programming. In the years since then, algorithms and software for linear programming have...
Advanced Computational Techniques for Laue Diffraction Analysis (1999)
Zhong Ren, Rongqin Sheng, Stephen J. Wright
We describe LaueView, a code for processing the measured intensity data in Laue X-ray diffraction experiments to obtain corrected structure amplitudes for each reflection that take account of the...
Properties of the Log-Barrier Function on Degenerate Nonlinear Programs (1999)
Stephen J. Wright, Dominique Orban, Delta Dominique Orban
We examine the sequence of local minimizers of the log-barrier function for a nonlinear program near a solution at which second-ordersufficient conditions and the MangasarianFromovitz constraint...
Advanced Computational Techniques for Laue Diffraction (1999)
Analysis Zhong Ren, Zhong Ren, Rongqin Sheng, Stephen J. Wright
We describe LaueView, a code for processing the measured intensity data in Laue X-ray diffraction experiments to obtain corrected structure amplitudes for each reflection that take account of the...
Superlinear convergence of a stabilized SQP method to a degenerate solution (1998)
Abstract. We describe a slight modi cation of the well-known sequential quadratic programming method for nonlinear programming that attains superlinear convergence to a primal-dual solution even when...
Effects of finite-precision arithmetic on interior-point methods for nonlinear programming (1998)
Abstract. We show that the e ects of nite-precision arithmetic in forming and solving the linear system that arises at each iteration of primal-dual interior-point algorithms for nonlinear...
Optimization Case Studies In The Neos Guide (1998)
Joseph Czyzyk, Timothy Wisniewski, Stephen J. Wright
this paper have these features, with the addition of some extra ingredients made possible by the World-Wide Web: accessibility and interactivity. Accessibility means simply that the studies can be...
Effects Of Finite-Precision Arithmetic On Interior-Point Methods For Nonlinear Programming (1998)
. We show that the effects of finite-precision arithmetic in forming and solving the linear system that arises at each iteration of primal-dual interior-point algorithms for nonlinear programming are...
Application of Interior-Point Methods to Model Predictive Control (1998)
Christopher V. Rao, Stephen J. Wright, James B. Rawlings
We present a structured interior-point method for the efficient solution of the optimal control problem in model predictive control (MPC). The cost of this approach is linear in the horizon length,...
Application of Interior-Point Methods to Model Predictive Control (1998)
Christopher V. Rao, Stephen J. Wright, James B. Rawlings
We present a structured interior-point method for the efficient solution of the optimal control problem in model predictive control (MPC). The cost of this approach is linear in the horizon length,...
Effects Of Finite-Precision Arithmetic On Interior-Point Methods For Nonlinear Programming (1998)
. We show that the effects of finite-precision arithmetic in forming and solving the linear system that arises at each iteration of primal-dual interior-point algorithms for nonlinear programming are...
On the convergence of the Newton/log-barrier method (1997)
Abstract. In the Newton/log-barrier method, Newton steps are taken for the log-barrier function for a xed value of the barrier parameter until a certain convergence criterion is satis ed. The barrier...
Primal-dual interior-point methods (1997)
Florian A. Potra, Stephen J. Wright
The modern era of interior-point methods dates to 1984, when Karmarkar proposed his algorithm for linear programming. In the years since then, algorithms and software for linear programming have...
Modifying SQP for degenerate problems (1997)
Abstract. Most local convergence analyses of the sequential quadratic programming (SQP) algorithm for nonlinear programming make strong assumptions about the solution, namely, that the active...
Primal-dual Interior-Point Methods (1997)
Florian A. Potra, Stephen J. Wright
The modern era of interior-point methods dates to 1984, when Karmarkar proposed his algorithm for linear programming. In the years since then, algorithms and software for linear programming have...
Superlinear Convergence of an Interior-Point Method for Monotone Variational Inequalities (1997)
Daniel Ralph, Stephen J. Wright
. We describe an infeasible-interior-point algorithm for monotone variational inequality problems and prove that it converges globally and superlinearly under standard conditions plus a constant rank...
PCx User Guide (Version 1.1) (1997)
Joseph Czyzyk, Sanjay Mehrotra, Michael Wagner, Stephen J. Wright
We describe the code PCx, a primal-dual interior-point code for linear programming. Information is given about problem formulation and the underlying algorithm, along with instructions for...
pPCx: Parallel Software for Linear Programming (1997)
Joseph Czyzyk, Chunguang Sun, Michael Wagner, Stephen J. Wright
We describe pPCx, a parallel variant of the PCx interior-point code for linear programming. We outline the major computational operation---parallel multifrontal Cholesky factorization---and present...
NEOS: Optimization on the Internet (1997)
Joseph Czyzyk, Jonathan H. Owen, Stephen J. Wright
this article, we describe the Guide and Server in a little more detail, and give a view of possible future developments in network resources for Optimization and Operations Research.
Superlinear Convergence Of A Stabilized Sqp Method To A Degenerate Solution (1997)
Stephen Wright Argonne, Stephen J. Wright
. We describe a slight modification of the well-known sequential quadratic programming method for nonlinear programming that attains superlinear convergence to a primal-dual solution even when the...
Joseph Czyzyk, Sanjay Mehrotra, Stephen J. Wright
We describe the code PCx, a primal-dual interior-point code for linear programming. Information is given about problem formulation and the underlying algorithm, along with instructions for...
Modifying SQP for Degenerate Problems (1997)
. Most local convergence analyses of the sequential quadratic programming (SQP) algorithm for nonlinear programming make strong assumptions about the solution, namely, that the active constraint...
Superlinear Convergence Of A Stabilized Sqp Method To A Degenerate Solution (1997)
. We describe a slight modification of the well-known sequential quadratic programming method for nonlinear programming that attains superlinear convergence to a primal-dual solution even when the...
PCx User Guide: Windows 95/NT Supplement (1997)
Joseph Czyzyk, Magdalena Stolarski, Stephen J. Wright
We describe the installation and use of the Windows 95/NT version of PCx, the primal-dual interior-point code for linear programming. This document is a supplement to the PCx User Guide, which...
Superlinear Convergence of an Interior-Point Method Despite Dependent Constraints (1997)
Daniel Ralph, Stephen J. Wright
. We show that an interior-point method for monotone variational inequalities exhibits superlinear convergence provided that all the standard assumptions hold except for the well-known assumption...
OPTIMIZATION TECHNOLOGY CENTER PCx User Guide: Windows 95/NT Supplement 1 by (1997)
Joseph Czyzyk, Magdalena Stolarski, Stephen J. Wright
We describe the installation and use of the Windows 95/NT version of PCx, the primal-dual interior-point code for linear programming. This document is a supplement to the PCx User Guide, which...
PCx User Guide (Version 1.1) 1 by (1997)
Joseph Czyzyk, Sanjay Mehrotra, Michael Wagner, Stephen J. Wright
We describe the code PCx, a primal-dual interior-point code for linear programming. Information is given about problem formulation and the underlying algorithm, along with instructions for...
Spectrum Labeling: Theory and Practice (1996)
Zheng Huang, Lei Chen, Jin-yi Cai, Deborah Gross, Raghu Ramakrishnan, James J. Schauer, ...
In recent years, a number of instruments have been developed for continuous, real-time monitoring of the environment. Aerosol mass spectrometers can analyze several hundred atmospheric aerosol...
Joseph Czyzyk, Sanjay Mehrotra, Stephen J. Wright
1 1 Introduction 1 2 The Formulation 2 3 The Algorithm 4 4 Linear Algebra 7 5 The Presolver 10 6 Specifications File 11 7 Obtaining and Installing PCx 13 8 Invoking PCx 15 9 Computational Results 15...
Stability of Augmented System Factorizations in Interior-Point Methods (1995)
Some implementations of interior-point algorithms obtain their search directions by solving symmetric indefinite systems of linear equations. The conditioning of the coefficient matrices in these...
Stability Of Linear Equations Solvers In Interior-Point Methods (1994)
. Primal-dual interior-point methods for linear complementarity and linear programming problems solve a linear system of equations to obtain a modified Newton step at each iteration. These linear...
Stable parallel elimination for boundary value ODEs (1994)
this report, we discuss a similar technique based on Gauss transformations. The new structured elimination technique and the structured orthogonal technique make identical use of the matrix...
A path--following interior--point algorithm for linear and quadratic problems (1993)
We describe an algorithm for the monotone linear complementarity problem (LCP) that converges from any positive, not necessarily feasible, starting point and exhibits polynomial complexity if some...
Interior Point Methods For Optimal Control Of Discrete-Time Systems (1993)
. We show that recently developed interior point methods for quadratic programming and linear complementarity problems can be put to use in solving discrete-time optimal control problems, with...
Stable Parallel Algorithms For Two-Point Boundary Value Problems (1992)
. Some of the most widely used algorithms for two-point boundaryvalue ODEs, namely finite difference and collocation methods and standard multiple shooting, proceed by setting up and solving a...
Convergence of an Inexact Algorithm for Composite Nonsmooth Optimization (1990)
We describe an inexact version of Fletcher's second-order correction algorithm for minimizing composite nondifferentiable functions, and add a test which allows global convergence to be demonstrated...
Two recently proposed algorithms for the problem of minimization subject to nonlinear equality constraints are examined. Both maintain quasi-Newton approximations to the projection of the Hessian of...
Framework for kernel regularization with application to protein clustering
Lu, Fan, Keleş, Sündüz, Wright, Stephen J., Wahba, Grace
We develop and apply a previously undescribed framework that is designed to extract information in the form of a positive definite kernel matrix from possibly crude, noisy, incomplete, inconsistent...
Framework for kernel regularization with application to protein clustering
Lu, Fan, Keleş, Sündüz, Wright, Stephen J., Wahba, Grace
We develop and apply a previously undescribed framework that is designed to extract information in the form of a positive definite kernel matrix from possibly crude, noisy, incomplete, inconsistent...
Age, sex and health: a summary of findings from the York Health Evaluation Survey
There has been considerable interest in recent years in the major influences on self-perceived health status and health concerns (see Wright, 1985a, for a review). Two factors which might be...
Age, sex and health: a summary of findings from the York Health Evaluation Survey
There has been considerable interest in recent years in the major influences on self-perceived health status and health concerns (see Wright, 1985a, for a review). Two factors which might be...
Optimal design of thermally stable proteins
Bannen, Ryan M., Suresh, Vanitha, Phillips, George N., Wright, Stephen J., Mitchell, Julie C.
Motivation: For many biotechnological purposes, it is desirable to redesign proteins to be more structurally and functionally stable at higher temperatures. For example, chemical reactions are...