Walter Murray
Professor Walter Murray
Professor (Research)
Management Science and Engineering
Office: Terman 327
Fax: 650.723.1614
Email: walter @ stanford.edu
- The computation of Lagrange multiplier estimates for constrained minimization, Mathematical Programming 17, 32--60 (1979). (with P. E. Gill)
- On projected Newton barrier methods for linear programming and an equivalence to Karmarkar's projective method, Mathematical Programming 36, 183--209 (1986). (with P. E. Gill, M. A. Saunders, J. A. Tomlin and M. H. Wright)
- Preconditioners for indefinite systems arising in optimization, SIAM J. on Matrix Analysis and Applications 13, 292--311 (1992). (with P. E. Gill, M. A. Saunders and D. B. Ponceleón)
- Newton methods for large-scale linear equality-constrained minimization, SIAM J. on Matrix Analysis and Applications 14, 2, 560--587 (1993). (with A. L. Forsgren)
- Line search procedures for the logarithmic barrier function, SIAM J. on Optimization 4, 2, 229--246 (1994). (with M. H. Wright)
- A sequential quadratic programming algorithm using an incomplete solution of the subproblem, SIAM J. on Optimization, 5, 3, 590--640. (with F. J. Prieto)
- Primal-dual methods for linear programming, Mathematical Programming, to appear. (with P. E. Gill, D. B. Ponceleón and M. A. Saunders)
