Reports

Late versions (not necessarily the final version) of these reports can be downloaded by clicking on the appropriate tag.

P162.ps.Z S. J. Wright, "An interior point algorithm for linearly constrained optimization", SIAM J. Optimization 2 (1992), pp. 450-473.

P178.ps.Z Stephen J. Wright, "Stable parallel algorithms for two-point boundary value problems," SIAM J. Sci. Statist. Comput. 13 (1992), pp. 742-764.

P226.ps.Z Stephen J. Wright, "Interior-point methods for optimal control of discrete-time systems," J. Optim. Theory Appls 77 (1993), pp. 161-187.

P229.ps.Z Stephen J. Wright, "Stable parallel elimination for boundary value ODEs" Numerische Mathematik 67 (1994), pp. 521--536.

P261.ps.Z Stephen J. Wright, "Identifiable surfaces in constrained optimization," SIAM J. Control Optim. 31 (1993), pp. 1063-1079.

P266.ps.Z Stephen J. Wright, "A Collection of problems for which Gaussian elimination with partial pivoting is unstable," SIAM J. Sci. Statist. Comput. 14 (1993), pp. 231-238.

P323.ps.Z Robert M. M. Mattheij and Stephen J. Wright, "Parallel stabilized compactification for ODEs with parameters and multipoint conditions," Appl. Num. Math. 13 (1993), pp. 305-333.

P331.ps.Z S. J. Wright, "An Infeasible-interior-point method for linear complementarity problems," Mathematical Programming 67 (1994), pp. 29--52.

P334.ps.Z S. J. Wright, "A Path-following infeasible-interior-point method for linear complementarity problems," Optim. Methods Softw. 2 (1993), pp. 79-106.

P344.ps.Z S. J. Wright and D. Ralph "A Superlinear infeasible-interior-point algorithm for monotone complementarity problems," Mathematics of Operations Research 21 (1996), pp. 815-838.

P357.ps.Z R. D. C. Monteiro and S. J. Wright, "Interior-point algorithms for degenerate linear complementarity problems," Comput. Optim. Appls 3 (1994) pp. 131-155.

P360.ps.Z R. D. C. Monteiro and S. J. Wright, "Superlinear primal-dual affine scaling algorithms for LCP," Mathematical Programming 69 (1995) pp. 311-333.

P361.ps.Z R. D. C. Monteiro and S. J. Wright, "A superlinear infeasible-interior-point affine scaling algorithm for LCP," SIAM Journal on Optimization 6 (1996), pp. 1--20.

P400.ps.Z S. J. Wright, "Stability of linear equations solvers in interior-point methods," SIAM J. Matrix Analysis and Applications 16 (1995) pp. 1287--1307.

P401.ps.Z S. J. Wright, "A Path-following interior-point method for linear and quadratic problems," Annals of Operations Research 62 (1996), pp. 103-130.

P418.ps.Z S. J. Wright and Yin Zhang "A Superquadratic infeasible-interior-point method for linear complementarity problems," Mathematical Programming 73 (1996), pp. 269-289.

P446.dvi, P446.ps S. J. Wright, "Stability of augmented system factorizations in interior-point methods," (revision of "Stability of linear algebra computations in interior-point methods for linear programming") SIAM J. Matrix Analysis and Applications 18 (1997), pp. 191-222.

P485.ps P485.pdf S. J. Wright and F. Jarre, "On the role of the objective function in barrier methods," Preprint MCS-P485-1294, December, 1994. (Revised May, 1998; Appear in Mathematical Programming, Series A 84 (1998), pp. 357-373. See also this Correction which fixes some typos and completes the proof of Theorem 2 in the published paper.

P556.ps P556.pdf D. Ralph and S. J. Wright, "Superlinear convergence of an interior-point method for monotone variational inequalities," in Complementarity and Variational Problems: State of the Art, SIAM Publications, 1997, pages 345-385.

P561.ps P561.pdf S. J. Wright, "Applying new optimization algorithms to model predictive control," Chemical Process Control-V, CACHE, AIChE Symposium Series No. 316, Volume 93, 1997, pp. 147-155.

P600.ps P600.pdf S. J. Wright, "Modified Cholesky factorizations in interior-point algorithms for linear programming," Preprint ANL/MCS-P600-0596, May, 1996. (Revised: May 1998 and December 1998.) SIAM Journal on Optimization 9 (1999), pp. 1159--1191.

P622.ps P622.pdf D. Ralph and S. J. Wright, "Superlinear convergence of an interior-point method despite dependent constraints," Preprint ANL/MCS-P622-1196, November, 1996. (Revised August, 1998.) Mathematics of Operations Research 25 (2000), pp. 179-194.

P643.ps P643.pdf S. J. Wright, "Superlinear convergence of a stabilized SQP method to a degenerate solution," Preprint ANL/MCS-P643-0297, February, 1997. Computational Optimization and Applications 11 (1998), pp. 253--275.

P664.ps P664.pdf C. V. Rao, S. J. Wright, and J. B. Rawlings, "Application of interior-point methods to model predictive control," Preprint ANL/MCS-P664-0597, May, 1997. Revised December, 1997. Journal of Optimization Theory and Applications 99 (1998), pp. 723--757. See also these corrections, courtesy of Matt Tenny.

OTC Technical Report 97/04 (WEB VERSION) Joseph Czyzyk, Jonathan H. Owen, and Stephen J. Wright, "NEOS: Optimization on the Internet," June, 1997.

P681_3.ps, P681_3.pdf, S. J. Wright, "On the convergence of the Newton/log-barrier method," Preprint ANL/MCS-P681-0897, August, 1997. (Revised January, 1999 and April, 2000.) Mathematical Programming 90 (2001), pp. 71-100.

P699_3.ps, P699_3.pdf, S. J. Wright, "Modifying SQP for degenerate problems," Preprint ANL/MCS-P699-1097, October, 1997. (Last modified March, 2002.) SIAM Journal on Optimization 13 (2002), pp. 585-613.

P704.ps.gz, J. Czyzyk, T. Wisniewski, and S. J. Wright, "Optimization case studies in the NEOS Guide," Preprint ANL/MCS-P704-0198, January, 1998. (Revised July, 1998.) SIAM Review 41 (1999), pp. 148--163.

P705_2.ps, P705_2.pdf, S. J. Wright, "Effects of finite-precision arithmetic on interior-point methods for nonlinear programming," Preprint ANL/MCS-P705-0198, January, 1998. (Revised May, 2000.) SIAM Journal on Optimization 12 (2001), pp. 36-78.

P740.ps, P740.pdf, Z. Ren, R. Sheng, and S. J. Wright, "Advanced computational techniques for Laue diffraction analysis," Preprint ANL/MCS-P740-0199, January, 1999.

focapd.doc, S. J. Wright, "Algorithms and software for linear and nonlinear programming," in Foundations of Computer-Aided Process Design, CACHE Publications, 1999.

lbmf11.ps S. J. Wright and D. Orban, "Properties of the log-barrier function on degenerate nonlinear programs," Preprint ANL/MCS-P772-0799, July, 1999. (Revised May, 2001.) Mathematics of Operations Research 27 (2002), pp. 585-613.

osp.ps, osp.pdf, S. J. Wright, "Optimization Software Packages," Preprint, August, 1999. In Handbook of Applied Optimization, M. Resende and P. Pardalos, eds., Oxford University Press, 2002, pp.1008-1015.

P783.ps, P783.pdf, S. J. Wright, "Recent developments in interior-point methods," Preprint ANL/MCS-P783-0999, September, 1999. Systems Modeling and Optimization: Methods, Theory, and Applications, M.~J.~D. Powell and S. Scholtes, eds., Kluwer, 2000, pp. 311-333.

tvw.pdf, B. A. Turlach, W. N. Venables, and S. J. Wright, "Simultaneous Variable Selection," Preprint, October, 1999. Revised October, 2004. Technometrics 27 (2005), pp. 349-363.

potra-wright.ps, potra-wright.pdf, F. A. Potra and S. J. Wright, "Interior-point methods," November, 1999. Journal of Computational and Applied Mathematics 124 (2000), pp. 281-302.

vicente-wright.ps, vicente-wright.pdf, L. Vicente and S. J. Wright, "Local convergence of a primal-dual method for degenerate nonlinear programming," February, 2000. (Revised May, 2001.) Computational Optimization and Applications 22 (2002), pp. 311-328.

P799.ps, P799.pdf, E. A. Yildirim and S. J. Wright, "Warm-start strategies in interior-point methods for linear programming" Preprint ANL/MCS-P799-0300, March, 2000. (Revised May, 2001.) SIAM Journal on Optimization 12 (2002), pp. 782-810.

P808.ps, P808.pdf S. J. Wright, "On reduced convex QP formulations of monotone LCPs," Preprint ANL/MCS-P808-0400, April, 2000. (Revised February, 2001.) Mathematical Programming 90 (2001), pp. 459--473.

optima_metaneos.ps, optima_metaneos.pdf S. J. Wright, "Solving optimization problems on computational grids," November, 2000. Optima 65, May, 2001.

P865_2.ps, P865_2.pdf, S. J. Wright, "Constraint identification and algorithm stabilization for degenerate nonlinear programs," Preprint ANL/MCS-P865-1200, December, 2000. (Revised December, 2001.) Mathematical Programming, Series B 95 (2003), pp. 137-160.

atr-ps.ps, atr.pdf J. Linderoth and S. J. Wright, "Decomposition algorithms for stochastic programming on a computational grid," Preprint ANL/MCS-P875-0401, April, 2001; Revised version is Optimization Technical Report 02-07, Computer Sciences Department, University of Wisconsin-Madison, September, 2002. Computational Optimization and Applications 24 (2003), pp. 207-250. (Special issue on Stochastic Programming.)

twmcc-2001-04.pdf G. Pannocchia, S. J. Wright, and J. B. Rawlings, "Model Predictive Control with Active Steady-State Input Constraints: Existence and Computation," Technical Report 2001-04, Texas-Wisconsin Modeling and Control Consortium, May 2001; Revised March, 2002. IEEE Transactions on Automatic Control 48 (2003), pp. 1002-1007.

ps, pdf J. Linderoth and S. J. Wright, "Computational Grids for Stochastic Programming," Optimization Technical Report 01-01, Computer Sciences Department, University of Wisconsin-Madison, October, 2001. Chapter 5 of Applications of Stochastic Programming, MPS-SIAM Series in Optimization, SIAM Publications, 2005.

ps, pdf E. Michael Gertz and S. J. Wright, "Object-Oriented Software for Quadratic Programming," ACM Transactions on Mathematical Software 29 (2003), pp. 58-81.

pdf J. T. Linderoth, A. Shapiro, and S. J. Wright, "The Empirical Behavior of Sampling Methods for Stochastic Programming," Optimization Technical Report 02-01, Computer Sciences Department, University of Wisconsin-Madison, January, 2002. Revised October, 2002. To appear in Annals of Operations Research (2006).
See also the companion web site.

pdf S. J. Wright and M. J. Tenny, "A Feasible Trust-Region Sequential Quadratic Programming Algorithm," SIAM Journal on Optimization 14 (2004), pp. 1074-1105.

ps, M. J. Tenny, S. J. Wright and J. B. Rawlings "Nonlinear Model Predictive Control via Feasibility-Perturbed Sequential Quadratic Programming," Computational Optimization and Applications 28 (2004), pp. 87-121.
The code described in this paper is freely available. It is written in GNU Octave.

pdf, S. J. Wright, "An Algorithm for degenerate nonlinear programming with rapid local convergence", Optimization Technical Report 03-02, Computer Sciences Department, University of Wisconsin-Madison, September, 2003. Revised April, 2004. SIAM Journal on Optimization 15 (2005), pp. 673-696.

pdf, D. Ralph and S. J. Wright, "Some Properties of Regularization and Penalization Schemes for MPECs," Optimization Methods and Software 19 (2004), pp. 527-556.

pdf, C. Oberlin and S. J. Wright, "Active Constraint Identification in Nonlinear Programming," SIAM Journal on Optimization 17 (2006), p. 577-605..

pdf, M. Anitescu, P. Tseng, and S. J. Wright, "Elastic-Mode Algorithms for Mathematical Programs with Equilibrium Constraints: Global Convergence and Stationarity Properties," Preprint ANL/MCS-P1242-0405, Mathematics and Computer Science Division, Argonne National Laboratory, April, 2005. To appear in Mathematical Programming, Series A.

pdf, F. Lu, S. Keles, S. J. Wright, and G. Wahba, "A framework for kernel regularization with application to protein clustering," Technical Report No. 1007, Department of Statistics, University of Wisconsin-Madison, May, 2005. Proceedings of the National Academy of Sciences 102 (2005), pp. 12332-12337.

electronic publication page, A. Olafsson, R. Jeraj, and S. J. Wright, "Optimization of intensity-modulate radiation therapy with biological objectives," Phys. Med. Biol. 50 (2005), pp. 5357-5379.

pdf, A. Olafsson and S. J. Wright, "Efficient schemes for robust IMRT treatment planning," Phys. Med. Biol. 51 (2006), pp. 5621-5642.

pdf, C. Oberlin and S. J. Wright, "An accelerated Newton method for equations with semismooth Jacobians and nonlinear
complementarity problems," Optimization Technical Report 06-02, University of Wisconsin-Madison, April 2006. Revised January, 2007.

pdf, Pannocchia, G., Rawlings, J. B., and Wright, S. J., “Fast, large-scale model predictive control by partial enumeration,”
to appear in Automatica, 2007.

pdf, Marcia, R., Mitchell, J., and Wright, S. J., “Convex quadratic approximation via semidefinite programming,” to
appear in Optimization Methods and Software, 2007.

pdf, Fisher, M., Nocedal, J., Tremolet, Y., and Wright, S. J., Data Assimilation inWeather Forecasting: A Case Study
in PDE-Constrained Optimization” submitted to Optimization and Engineering, January, 2007. Revised, January, 2008.

pdf, Goldberg, A., Zhu. X., and Wright, S. J., “Dissimilarity in graph-based semi-supervised classification,” to appear in Proceedings of AISTATS, March, 2007.

pdf, M. Figueiredo, R. Nowak, and S. J. Wright, "Gradient projection for sparse reconstruction: Application to compressed sensing and other inverse problems," submitted to IEEE Journal of Selected Topics in Signal Processing, February, 2007. Revised June, 2007. Final version September, 2007.

pdf, Wright, S. J. and Nowak, R., and Figueiredo, M., "Sparse Reconstruction by Separable Approximation," submitted, October, 2007.

pdf, W. Shi, G. Wahba, S. Wright, K. Lee, R. Klein, and B. Klein, "LASSO-Patternsearch Algorithm with applciation to opthalmology and genomic data," Technical Report 1141, Department of Statistics, University of Wisconsin-Madison, January, 2008.