Skip to main content
Google Scholar citations


Note:
This list is fairly comprehensive but not completely exhaustive. I am the first or sole author unless otherwise indicated.

Textbook

  1. Introductory Relational Database Design for Business, with Microsoft Access, with Bonnie R. Schultz, Wiley, 2018 (student companion website and instructor companion website available from the publisher).

Peer-Reviewed Journal and Conference Proceeding Articles

  1. Stochastic Projective Splitting, with Patrick R. Johnstone (first author). Computational Optimization and Applications, 87(4):397-437 (2024).
  2. Projective Hedging Algorithms for Multistage Stochastic Programming, Supporting Distributed and Asynchronous Implementation, with Jean-Paul Watson and David L. Woodruff.  Operations Research, appeared online July 2023.  Earlier version available as Optimization Online working paper 2018-10-6895.
  3. Projective Splitting with Forward Steps, with Patrick R. Johnstone (first author). Mathematical Programming 191(2):631-670 (2022).
  4. Single-Forward-Step Projective Splitting: Exploiting Cocoercivity, with Patrick R. Johnstone (first author). Computational Optimization and Applications, 78(1):125-166 (2021).
  5. Deriving Solution Value Bounds from the ADMM Optimization Letters 14(6), 1289-1303 (2020).
  6. Relative-error inertial-relaxed inexact versions of Douglas-Rachford and ADMM splitting algorithms, with M. Marques Alves (first author), Marina Geremia, and Jefferson G. Melo.   Computational Optimization and Applications, 75(2):389-422 (2020).
  7. Projective Splitting with Forward Steps Only Requires Continuity, with Patrick R. Johnstone (first author). Optimization Letters 14(1):229-247 (2020).
  8. Convergence Rates for Projective Splitting, with Patrick R. Johnstone (first author). SIAM Journal on Optimization 29(3):1931-1957 (2019).
  9. REPR: Rule-Enhanced Penalized Regression, with Ai Kagawa and Noam Goldberg. INFORMS Journal on Optimization 1(2):143-163 (2019).
  10. Relative-Error Approximate Versions of Douglas-Rachford Splitting and Special Cases of the ADMM, with Wang Yao Mathematical Programming, 170(2):417-444 (2018).
  11. Asynchronous Block-Iterative Primal-Dual Decomposition Methods for Monotone Inclusions, with Patrick L. Combettes (first author). Mathematical Programming 168(1-2):645-672 (2018).
  12. Rule-Enhanced Penalized Regression by Column Generation using Rectangular Maximum Agreement, with Noam Goldberg and Ai Kagawa. Proceedings of the 34th International Conference on Machine Learning (ICML 2017), appearing as Proceedings of Machine Learning Research 70:1059-1067 (2017).
  13. Approximate ADMM Algorithms Derived from Lagrangian Splitting, with Wang YaoComputational Optimization and Applications, 68(2):363-405 (2017).
  14. A Simplified Form of Block-Iterative Operator Splitting, and an Asynchronous Algorithm Resembling the Multi-Block Alternating Direction Method of MultipliersJournal of Optimization Theory and Applications, 173(1):155-182 (2017). Corrections to one of the proofs are in a “forum” note in the same journal.
  15. Multilevel Optimization Modeling for Risk-Averse Stochastic Programming, with Deniz Eskandani and Jingnan FanINFORMS Journal on Computing, 28(1):112-128 (2016), plus online supplement.
  16. PEBBL: An Object-Oriented Framework for Scalable Parallel Branch and Bound, with William E. Hart and Cynthia A. Phillips Mathematical Programming Computation, 7(4):429-429 (2015).
  17. Understanding the Convergence of the Alternating Direction Method of Multipliers: Theoretical and Computational Perspectives, with Wang YaoPacific Journal on Optimization, 11(4):619-644 (2015). Expanded version available at Optimization Online.
  18. A Practical Relative Error Criterion for Augmented Lagrangians with Paulo J.S. SilvaMathematical Programming 141(1):319-348 (2013).
  19. An Improved Branch-and-Bound Method for Maximum Monomial Agreement with Noam Goldberg.  INFORMS Journal on Computing, 24(2):328-341 (2012).
  20. Sparse Weighted Voting Classifier Selection and its LP Relaxations with Noam Goldberg (first author). Information Processing Letters 112:481-486 (2012)
  21. Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers with Stephen Boyd (first author), Neal Parikh, Eric Chu, and Borja Peleato. Foundations and Trends in Machine Learning, 3(1):1-122 (2011).
  22. Boosting Classifiers with Tightened L0-Relaxation Penalties, with Noam Goldberg. Proceedings of the the 27th International Conference on Machine Learning (ICML 2010), 383-390 (2010).  [Apology: the ICML 2010 site appears to have many broken links at this time]
  23. Proximal Methods for Nonlinear Programming: Double Regularization and Inexact Subproblems, with Paulo J.S. Silva. Computational Optimization and Applications, 46(2):279-304 (2010).
  24. General Projective Splitting Methods for Sums of Maximal Monotone Operators with B.F. Svaiter, SIAM Journal on Control and Optimization, 48(2):787-811 (2009).
  25. An Improved Branch-and-Bound Method for Maximum Monomial Agreement with Noam Goldberg. OPT 2008 Optimization for Machine Learning Workshop, Neural Information Processing Systems Workshop (NIPS08), December 2008.  [Apology: the OPT 2008 sub-site does not seem to be operating]
  26. Optimal Information Monitoring under a Politeness Constraint with Avigdor Gal, and Sarit Reiner. INFORMS Journal on Computing 20(1):3-20 (2008).
  27. Arrival Rate Approximation by Nonnegative Cubic Splines with Farid Alizadeh (first author), Nilay Noyan, and Gabor Rudolf. Operations Research, 56(1):140-156 (2008).
  28. A Family of Projective Splitting Methods for the Sum of Two Maximal Monotone Operators with B.F. Svaiter. Mathematical Programming 111(1-2):173-199 (2008).
  29. Pivot, Cut, and Dive: A Heuristic for Mixed 0-1 Integer Programming with Mikhail Nediak. Journal of Heuristics 13(5):471-503 (2007).
  30. Double-Regularization Proximal Methods, with Complementarity Applications, with Paulo J.S. Silva (first author). Computational Optimization and Applications 33(2-3):115-156 (2006).
  31. Depth-Optimized Convexity Cuts with Mikhail Nediak. Annals of Operations Research 139:95-129 (2005)
  32. Scheduling of Data Transcription in Periodically Connected Databases with Avigdor Gal (first author) and Zachary Stoumbos, Stochastic Analysis and Applications 21(5):1021-1058 (2003).
  33. A Practical General Approximation Criterion for Methods of Multipliers Based on Bregman Distances Mathematical Programming 96(1):61-86 (2003).
  34. The Maximum Box Problem and its Application to Data Analysis with Peter L. Hammer, Ying Liu, Mikhail Nediak, and Bruno Simeone. Computational Optimization and Applications, 23(3):285-298 (2002).
  35. YASAI: Yet Another Add-In for Teaching Elementary Monte Carlo Simulation in EXCEL with Steven T. Riedmueller. INFORMS Transactions on Education 2(2):12-26 (2002).
  36. Managing Periodically Updated Data in Relational Databases: A Stochastic Modeling Approach with Avigdor Gal (first author). Journal of the ACM, 46(6):1141-1183 (2001).
  37. PICO: An Object-Oriented Framework for Parallel Branch and Bound with Cynthia A. Phillips and William E. HartProceedings of the Workshop on Inherently Parallel Algorithms in Optimization and Feasibility and their Applications, Studies in Computational Mathematics, Elsevier Scientific, 219-265 (2001).
  38. Rescaling and Stepsize Selection in Proximal Methods using Separable Generalized Distances with Paulo J.S. Silva (first author) and Carlos Humes Jr.. SIAM Journal on Optimization, 12(1):238-261 (2001).
  39. Smooth Methods of Multipliers for Monotone Complementarity Problems with Michael C. Ferris. Mathematical Programming, 86(1):65-90 (1999).
  40. Approximate Iterations in Bregman-Function-Based Proximal Algorithms Mathematical Programming, 83(1) 113-123 (1998).
  41. Operator Splitting Methods for Monotone Affine Variational Inequalities, with a Parallel Application to Optimal Control, with Michael C. Ferris.  INFORMS Journal on Computing, 10(2):218-235 (1998).
  42. Resource Management in a Parallel Mixed Integer Programming Package, with William E. Hart and Cynthia A. Phillips.   Proceedings of the Intel Supercomputer Users Group Conference, Albuquerque, NM, June 11-13, 1997.
  43. How Much Communication Does Parallel Branch and Bound Need? INFORMS Journal on Computing, 9(1):15-29 (1997).
  44. Distributed versus Centralized Storage and Control for Parallel Branch and Bound: Mixed Integer Programming on the CM-5. Computational Optimization and Applications, 7(2):199-220 (1997).
  45. Data-Parallel Implementations of Dense Simplex Methods on the Connection Machine CM-2, with I. Ilkay Boduroglu, Lazaros Polymenakos, and Donald Goldfarb. ORSA Journal on Computing 7(4):402-416 (1995).
  46. Control Strategies for Parallel Mixed Integer Branch and Bound. Supercomputing ’94:Proceedings of the 1994 ACM/IEEE Conference on Supercomputing, IEEE Computer Society Press, Los Alamitos, CA, 41-48 (1994).
  47. Parallel Branch-and-Bound Methods for Mixed-Integer Programming on the CM-5SIAM Journal on Optimization  4(4):794-814 (1994).
  48. Some Reformulations and Applications of the Alternating Direction Method of Multipliers, with Masao Fukushima. In Large Scale Optimization: State of the Art, W. W. Hager, D. W. Hearn, P. M. Pardalos, eds., Kluwer Academic, Dordrecht, 115-134 (1994).
  49. Some Saddle-Function Splitting Methods for Convex Programming. Optimization Methods and Software 4(1):75-83 (1994).
  50. Parallel Alternating Direction Multiplier Decomposition of Convex Programs. Journal of Optimization Theory and Applications 80(1):39-62 (1994).
  51. Stochastic Dedication: Designing Fixed-Income Portfolios using Massively Parallel Benders Decomposition, with Randall S. Hiller (first author). Management Science 39(11):1422-1438 (1993).
  52. The Alternating Step Method for Monotropic Programming on the Connection Machine 2 ORSA Journal on Computing 5(1):84-96 (1993).
  53. Nonlinear Proximal Point Algorithms using Bregman Functions, with Applications to Convex Programming Mathematics of Operations Research 18(1):202-226 (1993).
  54. On the Douglas-Rachford Splitting Method and the Proximal Point Algorithm for Maximal Monotone Operators, with Dimitri P. Bertsekas. Mathematical Programming 55(3):293-318 (1992).
  55. Dual Coordinate Step Methods for Linear Network Flow Problems, with Dimitri P. Bertsekas (first author).  Mathematical Programming 42(2):203-243 (1988).
  56. Distributed Asynchronous Relaxation Methods for Linear Network Flow Problems with Dimitri P. Bertsekas (first author).   Proceedings of the International Federation of Automatic Control (IFAC) 20(issue 5, part 7):103-114 (1987).
  57. Optimization of Group Line-Haul Operations for Motor Carriers Using Twin Trailers, with Yosef Sheffi. Transportation Research Record 1120:12-23 (1987).

Doctoral Dissertation

Splitting Methods for Monotone Operators, with Applications to Parallel Optimization, MIT, 1989.

Non-Refereed Book Chapters, Selected Technical Reports, and Other Publications

Also see Open-Source Software for software documentation

  1. A covering decomposition algorithm for power grid cyber-network segmentation, with Emma S. Johnson (first author), Santanu S. Dey, Cynthia A. Phillips, and John D. Siirola Optimization Online preprint 2021-12-8725, December 2021.
  2. Projective Splitting with Forward Steps: Asynchronous and Block-Iterative Operator Splitting, with Patrick R. Johnstone (first author) Optimization Online working paper 2018-03-6533 and ArXiv preprint 1803.07043, March 2018.
  3. Approximate Versions of the Alternating Direction Method of Multipliers, with Wang Yao.  Optimization Online working paper 2016-01-5276, January 2016.
  4. A Bundle Method for Exploiting Additive Structure in Difficult Optimization Problems, with Welington de Oliveira (first author) Optimization Online working paper 2015-05-4935, May 2015.
  5. Object-Parallel Infrastructure for Implementing First-Order Methods, with an Example Application to LASSO, with György Mátyásfalvi. Optimization Online working paper 2015-01-4748, January 2015.
  6. Understanding the Convergence of the Alternating Direction Method of Multipliers: Theoretical and Computational Perspectives, with Wang Yao.  Optimization Online working paper 2015-06-4954, June/October 2015.
  7. Massively Parallel Mixed-Integer Programming: Algorithms and Applications, with William E.Hart and Cynthia A. Phillips.  In Parallel Processing for Scientific Computing, M.A. Heroux, P. Raghavan, and H.D. Simon, editors, SIAM Books, November 2006.
  8. Parallel Computing, Encyclopedia of Operations Research and Management Science, S. I. Gass and C. M. Harris, eds., Kluwer Academic, Boston, 483-485 (1996). Revised for second edition (2001).
  9. Parallel Computing in Network Optimization, with Dimitri P. Bertsekas (first author), David Castañon, and Stavros A. Zenios.  Network Models, M. O. Ball, T. L. Magnanti, C. L. Monma, and G. L. Nemhauser, eds., Handbooks in Operations Research and Management Science 7, Elsevier Scientific, Amsterdam, 331-399 (1995).
  10. Parallel Branch-and-Bound Methods for Mixed Integer ProgrammingSIAM News 27(1):1,12-15 (1994). Available in revised form as Chapter 13 of the collection Applications on Advanced Architecture Computers, Greg Astfalk, editor, SIAM Books, 1996.
  11. Large-Scale Parallel Computing, Optimization, and Operations Research: A Survey ORSA Computer Science Technical Section Newsletter 14(2), 1, 8-12, 25-28 (1993).