The MOSEK interior point optimizer for linear programming: an implementation of the homogeneous algorithm ED Andersen, KD Andersen High performance optimization, 197-232, 2000 | 970 | 2000 |
On implementing a primal-dual interior-point method for conic quadratic optimization ED Andersen, C Roos, T Terlaky Mathematical Programming 95, 249-277, 2003 | 821 | 2003 |
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 | 533 | 2011 |
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 | 438 | 1996 |
Presolving in linear programming ED Andersen, KD Andersen Mathematical programming 71, 221-245, 1995 | 396 | 1995 |
On a homogeneous algorithm for the monotone complementarity problem. ED Andersen, Y Ye Mathematical Programming 84 (2), 375-399, 1999 | 168 | 1999 |
A primal-dual interior-point algorithm for nonsymmetric exponential-cone optimization J Dahl, ED Andersen Mathematical Programming 194 (1), 341-370, 2022 | 89 | 2022 |
A computational study of the homogeneous algorithm for large-scale convex optimization ED Andersen, Y Ye Computational Optimization and Applications 10, 243-269, 1998 | 79 | 1998 |
MOSEK version 6 ED Andersen, B Jensen, J Jensen, R Sandvik, U Worsøe Technical Report TR-2009-3, MOSEK, Tech. Rep., 2009 | 63 | 2009 |
Combining interior-point and pivoting algorithms for linear programming ED Andersen, Y Ye Management Science 42 (12), 1719-1731, 1996 | 58 | 1996 |
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 | 54 | 2017 |
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 | 54 | 2002 |
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 | 49 | 2013 |
Finding all linearly dependent rows in large-scale linear programming ED Andersen Optimization methods and software 6 (3), 219-227, 1995 | 40 | 1995 |
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 | 34 | 1999 |
The MOSEK optimization software ED Andersen, KD Andersen EKA Consulting ApS, Denmark, 2000 | 33 | 2000 |
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 | 27 | 2009 |
On exploiting problem structure in a basis identification procedure for linear programming ED Andersen INFORMS Journal on Computing 11 (1), 95-103, 1999 | 22 | 1999 |
The APOS linear programming solver: an implementation of the homogeneous algorithm ED Andersen, KD Andersen LIDAM Discussion Papers CORE, 1997 | 22 | 1997 |
On formulating quadratic functions in optimization models ED Andersen MOSEK ApS, Copenhagen, Denmark, Tech. Rep, 2013 | 21 | 2013 |