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Walter Murray
Professor (Research)
Management Science and Engineering

Office: Terman 327 | Fax: 650-723-1614
Email: walter @ stanford.edu

 

Books

  1. PRACTICAL OPTIMIZATION, Academic Press, London and New York (1981). (with Philip E. Gill and Margaret H. Wright).
  2. NUMERICAL LINEAR ALGEBRA AND OPTIMIZATION: Volume I, Addison-Wesley (1990). (with Philip E. Gill and Margaret H. Wright).

 

Papers
 
  1. The computation of Lagrange multiplier estimates for constrained minimization, Mathematical Programming 17, 32--60 (1979). (with P. E. Gill)
  2. 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)
  3. 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)
  4. 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)
  5. Line search procedures for the logarithmic barrier function, SIAM J. on Optimization 4, 2, 229--246 (1994). (with M. H. Wright)
  6. A sequential quadratic programming algorithm using an incomplete solution of the subproblem, SIAM J. on Optimization, 5, 3, 590--640. (with F. J. Prieto)
  7. Primal-dual methods for linear programming, Mathematical Programming, to appear. (with P. E. Gill, D. B. Ponceleón and M. A. Saunders)

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