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Erling D. Andersen
Erling D. Andersen
CEO @ MOSEK
Verified email at andersens.name - Homepage
Title
Cited by
Cited by
Year
The MOSEK interior point optimizer for linear programming: an implementation of the homogeneous algorithm
ED Andersen, KD Andersen
High performance optimization, 197-232, 2000
9702000
On implementing a primal-dual interior-point method for conic quadratic optimization
ED Andersen, C Roos, T Terlaky
Mathematical Programming 95, 249-277, 2003
8212003
MIPLIB 2010: Mixed integer programming library version 5
T Koch, T Achterberg, E Andersen, O Bastert, T Berthold, RE Bixby, ...
Mathematical Programming Computation 3, 103-163, 2011
5332011
Implementation of interior-point methods for large scale linear programs
ED Andersen, J Gondzio, C Mészáros, X Xu
Interior point methods of mathematical programming 5, 189-252, 1996
4381996
Presolving in linear programming
ED Andersen, KD Andersen
Mathematical programming 71, 221-245, 1995
3961995
On a homogeneous algorithm for the monotone complementarity problem.
ED Andersen, Y Ye
Mathematical Programming 84 (2), 375-399, 1999
1681999
A primal-dual interior-point algorithm for nonsymmetric exponential-cone optimization
J Dahl, ED Andersen
Mathematical Programming 194 (1), 341-370, 2022
892022
A computational study of the homogeneous algorithm for large-scale convex optimization
ED Andersen, Y Ye
Computational Optimization and Applications 10, 243-269, 1998
791998
MOSEK version 6
ED Andersen, B Jensen, J Jensen, R Sandvik, U Worsøe
Technical Report TR-2009-3, MOSEK, Tech. Rep., 2009
632009
Combining interior-point and pivoting algorithms for linear programming
ED Andersen, Y Ye
Management Science 42 (12), 1719-1731, 1996
581996
Solving conic optimization problems via self-dual embedding and facial reduction: a unified approach
F Permenter, HA Friberg, ED Andersen
SIAM Journal on Optimization 27 (3), 1257-1282, 2017
542017
Notes on duality in second order and p-order cone optimization
ED Andersen, C Roos, T Terlaky
Taylor & Francis Group 51 (4), 627-643, 2002
542002
Warmstarting the homogeneous and self-dual interior point method for linear and conic quadratic problems
A Skajaa, ED Andersen, Y Ye
Mathematical Programming Computation 5, 1-25, 2013
492013
Finding all linearly dependent rows in large-scale linear programming
ED Andersen
Optimization methods and software 6 (3), 219-227, 1995
401995
Utility based option pricing with proportional transaction costs and diversification problems: an interior-point optimization approach
ED Andersen, A Damgaard
Applied Numerical Mathematics 29 (3), 395-422, 1999
341999
The MOSEK optimization software
ED Andersen, KD Andersen
EKA Consulting ApS, Denmark, 2000
332000
The homogeneous and self-dual model and algorithm for linear optimization
ED Andersen
Technical Report TR-1-2009, MOSEK ApS, 2009. URL: http://docs. mosek. com …, 2009
272009
On exploiting problem structure in a basis identification procedure for linear programming
ED Andersen
INFORMS Journal on Computing 11 (1), 95-103, 1999
221999
The APOS linear programming solver: an implementation of the homogeneous algorithm
ED Andersen, KD Andersen
LIDAM Discussion Papers CORE, 1997
221997
On formulating quadratic functions in optimization models
ED Andersen
MOSEK ApS, Copenhagen, Denmark, Tech. Rep, 2013
212013
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