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@STRING{MCS = {Mathematics and Computer Science Division, Argonne National Laboratory}}
@STRING{MPB = {Mathematical Programming, Series~B}}
@STRING{SIOPT = {SIAM Journal on Optimization}}
@ARTICLE{altman06survey,
author = {Eitan Altman and R. El Azouzi and T. Boulogne and T. Jimenez and
L. Wynter},
title = {A survey on networking games in telecommunications},
journal = {Computers and Operations Research},
year = {2006},
volume = {33},
pages = {286-311},
number = {2}
}
@ARTICLE{altman04equilibrium,
author = {Eitan Altman and Laura Wynter},
title = {Equilibrium, games, and pricing in transportation and telecommunication
networks},
journal = {Networks and Spatial Economics},
year = {2004},
volume = {4},
pages = {7-21}
}
@ARTICLE{anitescu09sfe,
author = {Mihai Anitescu},
title = {Spectral Finite-Element Methods for Parametric Constrained Optimization
Problems},
journal = {SIAM Journal on Numerical Analysis},
year = {2009},
volume = {47},
pages = {1739-1759},
number = {3},
doi = {10.1137/060676374},
keywords = {spectral approximations; orthogonal polynomials; parametric problems;
stochastic finite element; constrained optimization},
owner = {anitescu},
publisher = {SIAM},
timestamp = {2009.06.04},
url = {http://link.aip.org/link/?SNA/47/1739/1}
}
@ARTICLE{Ani04,
author = {Mihai Anitescu},
title = {Optimization-based simulation of nonsmooth dynamics},
journal = {Mathematical Programming},
year = {2006},
volume = {105},
pages = {113--143}
}
@TECHREPORT{anitescu:SFEMoptimization,
author = {Mihai Anitescu},
title = { Spectral Stochastic Finite Element Methods for Parametric Constrained
Optimization Problems},
institution = {Argonne National Laboratory},
year = {2006},
type = {Preprint},
number = {ANL/MCS-P1379-1006},
address = {Argonne, Illinois},
note = {submitted, revised version April 2007}
}
@ARTICLE{Ani00NLPULMS,
author = {Mihai Anitescu},
title = {On solving mathematical programs with complementarity constraints
as nonlinear programs},
journal = {SIAM Journal on Optimization},
year = {2005},
volume = {15(4)},
pages = {1203-1236}
}
@ARTICLE{AnitM:05,
author = {M. Anitescu},
title = {Global Convergence of an Elastic Mode Approach for a Class of Mathematical
Programs with Complementarity Constraints},
journal = {SIAM J. Optimization},
year = {2005},
volume = {16},
pages = {120--145},
number = {1}
}
@INPROCEEDINGS{Ani03,
author = {Mihai Anitescu},
title = {A fixed time-step approach for multi-body dynamics with contact and
friction},
booktitle = {Proceedings of the 2003 IEEE/RSJ International Conference on Intelligent
Robots and Systems},
year = {2003},
pages = {3725--3731},
publisher = {Institute of Electrical and Electronics Engineers},
contact = {anitescu@mcs.anl.gov},
url = {http://www-unix.mcs.anl.gov/~anitescu/PUBLICATIONS/iros2.pdf}
}
@TECHREPORT{anitescu2008csa,
author = {Anitescu, M. and Birge, J.R.},
title = {Convergence of stochastic average approximation for stochastic optimization
problems with mixed expectation and per-scenario constraints},
institution = {Argonne National Laboratory, Mathematics and Computer Science Division},
year = {2008},
type = {Preprint},
number = {Preprint ANL/MCS 1562-1108},
owner = {anitescu},
timestamp = {2009.05.27}
}
@ARTICLE{AniCrPo96,
author = {Mihai Anitescu and James F. Cremer and Florian A. Potra},
title = {Formulating 3{D} contact dynamics problems},
journal = {Mechanics of Structures and Machines},
year = {1996},
volume = {24(4)},
pages = {405--437}
}
@ARTICLE{AniHa02,
author = {Mihai Anitescu and Gary D. Hart},
title = {A fixed-point iteration approach for multibody dynamics with contact
and friction},
journal = {Mathematical Programming, Series B},
year = {2004},
volume = {101(1)},
pages = {3--32},
number = {ANL/MCS-P985-0802},
address = {Argonne, Illinois},
institution = {Argonne National Laboratory},
type = {Preprint}
}
@ARTICLE{AniHa03,
author = {Mihai Anitescu and Gary D. Hart},
title = {A constraint-stabilized time-stepping approach for rigid multibody
dynamics with joints, contact and friction},
journal = {International Journal for Numerical Methods in Engineering},
year = {2004},
volume = {60(14)},
pages = {2335--2371}
}
@ARTICLE{AniHa03b,
author = {Mihai Anitescu and Gary D. Hart},
title = {Solving nonconvex problems of multibody dynamics with joints, contact
and small friction by sequential convex relaxation},
journal = {Mechanics Based Design of Machines and Structures},
year = {2003},
volume = {31(3)},
pages = {335--356},
institution = {Mathematics and Computer Science Division, Argonne National Laboratory}
}
@INPROCEEDINGS{AniMiHa03,
author = {Mihai Anitescu and Andrew Miller and Gary D. Hart},
title = {Constraint stabilization for time-stepping approaches for rigid multibody
dynamics with joints, contact and friction},
booktitle = {Proceedings of the 2003 ASME International Design Engineering Technical
Conferences},
year = {2003},
number = {DETC/VIB-48432},
publisher = {American Society for Mechanical Engineering},
note = {Chicago},
institution = {Mathematics and Computer Science Division, Argonne National Laboratory},
key = {VIB-48432}
}
@TECHREPORT{anitescu05note,
author = {Mihai Anitescu and Dan Negrut and Anter El-Azab and Peter Zapol},
title = {A note on the regularity of reduced models obtained by nonlocal quasicontinuum-like
approaches},
institution = {Argonne National Laboratory},
year = {2005},
number = {{ANL/MCS--P}1303--1105},
address = {Argonne, Illinois},
note = {submitted to Mathematical Programming}
}
@ARTICLE{AniPaLa04,
author = {Mihai Anitescu and Faranak A. Pahlevani and William J. Layton},
title = {Implicit for local effects and explicit for nonlocal effects is unconditionally
stable},
journal = {Electronic Transactions of Numerical Analysis},
year = {2004},
volume = {18},
pages = {174--187}
}
@INPROCEEDINGS{anitescu07sfem,
author = {Mihai Anitescu and Giuseppe Palmiotti and Won-Sik Yang and Monika
Neda},
title = { STOCHASTIC FINITE-ELEMENT APPROXIMATION OF THE PARAMETRIC DEPENDENCE
OF EIGENVALUE PROBLEM SOLUTION},
booktitle = {Proceedings of the Mathematics, Computation and Supercomputing in
Nuclear Applications, Monterey, 2007},
year = {2007},
publisher = {American Nuclear Society}
}
@TECHREPORT{anitescu07iac,
author = {Mihai Anitescu and Alessandro Tasora},
title = {An iterative approach for cone complementarity problems for nonsmooth
dynamics},
institution = {Argonne National Laboratory},
year = {2007},
type = {Preprint},
number = {ANL/MCS-P1413-0507},
address = {Argonne, Illinois}
}
@TECHREPORT{anitescutasora:iterative,
author = {Mihai Anitescu and Alessandro Tasora},
title = {An iterative approach for cone complementarity problems for nonsmooth
dynamics},
institution = {Argonne National Laboratory},
year = {2007},
type = {Preprint},
number = {ANL/MCS-P1413-0507},
address = {Argonne, Illinois}
}
@ARTICLE{anitescu05elastic,
author = {Anitescu, Mihai and Tseng, Paul and Wright, Stephen},
title = {Elastic-mode algorithms for mathematical programs with equilibrium
constraints: {G}lobal convergence and stationarity properties},
journal = {Mathematical Programming},
year = {2007},
volume = {110},
pages = {337--371},
month = {Jul},
note = {10.1007/s10107-006-0005-4},
abstract = {Abstract The elastic-mode formulation of the problem of minimizing
a nonlinear function subject to equilibrium constraints has appealing
local properties in that, for a finite value of the penalty parameter,
local solutions satisfying first- and second-order necessary optimality
conditions for the original problem are also first- and second-order
points of the elastic-mode formulation. Here we study global convergence
properties of methods based on this formulation, which involve generating
an (exact or inexact) first- or second-order point of the formulation,
for nondecreasing values of the penalty parameter. Under certain
regularity conditions on the active constraints, we establish finite
or asymptotic convergence to points having a certain stationarity
property (such as strong stationarity, M-stationarity, or C-stationarity).
Numerical experience with these approaches is discussed. In particular,
our analysis and the numerical evidence show that exact complementarity
can be achieved finitely even when the elastic-mode formulation is
solved inexactly.},
day = {28},
issue = {2},
url = {http://dx.doi.org/10.1007/s10107-006-0005-4}
}
@TECHREPORT{AudDen:00,
author = {C. Audet and J.E. Dennis},
title = {A Pattern Search Filter Method for Nonlinear Programming without
Derivatives},
institution = {CAAM, Rice University},
year = {2000},
number = {TR00-09},
address = {USA}
}
@ARTICLE{babuska2007rcs,
author = {Babuska, I. and Nobile, F. and Tempone, R.},
title = {{Reliability of computational science}},
journal = {Numerical Methods for Partial Differential Equations},
year = {2007},
volume = {23},
pages = {753},
number = {4},
publisher = {John Wiley \& Sons, Ltd}
}
@ARTICLE{babuvska2005seb,
author = {Babu{\v{s}}ka, I. and Tempone, R. and Zouraris, G.E.},
title = {{Solving elliptic boundary value problems with uncertain coefficients
by the finite element method: the stochastic formulation}},
journal = {Computer Methods in Applied Mechanics and Engineering},
year = {2005},
volume = {194},
pages = {1251--1294},
number = {12-16},
publisher = {Elsevier}
}
@ARTICLE{bartels04effect,
author = {Guido Bartels and Tamás Unger and Dirk Kadau and Dietrich E. Wolf
and János Kertész},
title = {The effect of contact torques on porosity of cohesive powders},
journal = {Granular Matter},
year = {2005},
volume = {7},
pages = {139--143},
number = {2-3}
}
@TECHREPORT{BensSenShanVand:03,
author = {H. Benson and A. Sen and D. F. Shanno and R. V. D. Vanderbei},
title = {Interior-Point Algorithms, Penalty Methods and Equilibrium Problems},
institution = {Princeton University, Operations Research and Financial Engineering},
year = {2003},
number = {ORFE-03-02},
month = oct
}
@ARTICLE{benson.munson:flexible,
author = {S. Benson and T. Munson},
title = {Flexible Complementarity Solvers for Large-Scale Applications},
journal = {Optimization Methods and Software},
year = {2006},
volume = {21},
pages = {155--168},
number = {1}
}
@TECHREPORT{tao-user-ref,
author = {Steven J. Benson and Lois Curfman McInnes and Jorge Mor\'{e} and
Jason Sarich},
title = {{TAO} User Manual (Revision 1.8)},
institution = {Mathematics and Computer Science Division, Argonne National Laboratory},
year = {2005},
number = {ANL/MCS-TM-242},
note = {http://www.mcs.anl.gov/tao}
}
@ARTICLE{bernholdt05component,
author = {D. E. Bernholdt and B. A. Allan and R. Armstrong and F. Bertrand
and K. Chiu and T. L. Dahlgren and K. Damevski and W. R. Elwasif
and T. G. W. Epperly and M. Govindaraju and D. S. Katz and J. A.
Kohl and M. Krishnan and G. Kumfert and J. W. Larson and S. Lefantzi
and M. J. Lewis and A. D. Malony and L. C. McInnes and J. Nieplocha
and B. Norris and S. G. Parker and J. Ray and S. Shende and T. L.
Windus and S. Zhou},
title = {A component architecture for high-performance scientific computing},
journal = {International Journal of High Performance Computing Applications},
year = {2005},
note = {To appear}
}
@BOOK{bertsekas1999np,
title = {{Nonlinear programming}},
publisher = {Athena Scientific},
year = {1999},
author = {Bertsekas, D.P.},
address = {Belmont, Mass}
}
@INPROCEEDINGS{birbil04solving,
author = {S Ilker Birbil and Gul Gurkan and Ovidiu Listes},
title = {Solving stochastic mathematical programs with complementarity constraints
using simulation},
booktitle = {Proceedings of the 2004 Winter simulation conference},
year = {2004},
editor = {R. G. Ingalls and M. D. Rossetti and J. S. Smith and B. A. Peters}
}
@BOOK{birge97introduction,
title = {Introduction to {S}tochastic {P}rogramming},
publisher = {Springer},
year = {1997},
author = {John R. Birge and Francois Louveaux},
address = {New York}
}
@ARTICLE{birgewets1986approx,
author = {John R. Birge and Roger J--B Wets},
title = {Designing Approximation Schemes for Stochastic Optimization Problems,
in Particular for Stochastic Programs with Recourse},
journal = {Mathematical Programming Study},
year = {1986},
volume = {27},
pages = {54–-102}
}
@ARTICLE{ADIFOR_V2,
author = {Christian H.~Bischof and Alan Carle and Peyvand Khademi and Andrew
Mauer},
title = {{ADIFOR} 2.0: Automatic Differentiation of {F}ortran 77 Programs},
journal = {IEEE Computational Science \& Engineering},
year = {1996},
volume = {3},
pages = {18--32},
number = {3},
ad_tools = {ADIFOR},
comment = {Preprint MCS-P481-1194, Mathematics and Computer Science Division,
Argonne National Laboratory, and CRPC-TR94491, Center for Research
on Parallel Computation, Rice University.},
key = {Bischof1996AAD},
referred = {[Abate2002IAw], [Bischof2002ACS], [Caillau2002COC], [Kim2002SAa],
[More2002ADT], [Tijskens2002EOO].}
}
@BOOK{BoSh00,
title = {Perturbation Analysis of Optimization Problems},
publisher = {Springer-Verlag},
year = {2000},
author = {Frederic Bonnans and Alexander Shapiro},
address = {New York}
}
@ARTICLE{bradley99data,
author = {P.S. Bradley and Usama M. Fayyad and Olvi L. Mangasarian},
title = {Data mining: {O}verview and optimization opportunities},
journal = {INFORMS Journal on Computing},
year = {1999},
volume = {11},
pages = {217-238}
}
@ARTICLE{brill01analysis,
author = {Stephen H. Brill and George F. Pinder},
title = {Analysis of a Block Red-Black Preconditioner Applied to the Hermite
Collocation Discretization of a Model Parabolic Equation},
journal = {Numerical Methods for Partial Differential Equations},
year = {2001},
volume = {17},
pages = {584--606},
number = {6}
}
@ARTICLE{burke05robust,
author = {James V. Burke and Adrian S. Lewis and Michael L. Overton},
title = {A robust gradient sampling algorithm for nonsmooth, nonconvex optimization},
journal = SIOPT,
year = {2005},
volume = {15},
pages = {751--779},
number = {3}
}
@ARTICLE{byrd2006kip,
author = {Byrd, R.H. and Nocedal, J. and Waltz, R.A.},
title = {{KNITRO: An integrated package for nonlinear optimization}},
journal = {Large-Scale Nonlinear Optimization},
year = {2006},
publisher = {Springer}
}
@ARTICLE{ByrdGoulNoceWalt04:mp,
author = {R. H. Byrd and N. I. M. Gould and J. Nocedal and R. A. Waltz},
title = {An algorithm for nonlinear optimization using linear programming
and equality constrained subproblems},
journal = MPB,
year = {2004},
volume = {100},
pages = {27--48},
number = {1}
}
@ARTICLE{calamai87projected,
author = {Paul H. Calamai and Jorge J. More},
title = {Projected gradient methods for linearly constrained problems},
journal = {Mathematical Programming},
year = {1987},
volume = {39},
pages = {93--116}
}
@ARTICLE{carse1996tcd,
author = {Carse, B. and Fogarty, TC},
title = {{Tackling the ~~curse of dimensionality~~of radial basis function
networks using a genetic algorithm}},
journal = {Lecture Notes in Computer Science, Springer, Berlin Heidelberg New
York},
year = {1996}
}
@INPROCEEDINGS{hgf,
author = {I. Charpentier and C. Dal Cappello and J. Utke},
title = {Efficient Higher-Order Derivatives of the Hypergeometric Function},
booktitle = {Advances in {A}utomatic {D}ifferentiation},
year = {2008},
editor = {M. B\"ucker and C.~Bischof and P.~Hovland and U.~Naumann and J.~Utke},
volume = {64},
series = {LNCSE},
pages = {111--120},
address = {New York},
publisher = {Springer}
}
@TECHREPORT{rapsodia,
author = {I. Charpentier and J. Utke},
title = {Fast higher order derivative tensors},
institution = {Argonne National Laboratory},
year = {2007},
type = {Preprint},
note = {Under review; also available as preprint ANL/MCS-P1463-1107}
}
@ARTICLE{chauviere2005cmu,
author = {Chauviere, C. and Hesthaven, JS and Lurati, L.},
title = {{Computational modeling of uncertainty in time-domain electromagnetics}},
journal = {Computational Electromagnetics in Time-Domain, 2005. CEM-TD 2005.},
year = {2005},
pages = {32--35}
}
@ARTICLE{ChenFlor:95,
author = {Y. Chen and M. Florian},
title = {The nonlinear bilevel programming problem: Formulations, regularity
and optimality conditions},
journal = {Optimization},
year = {1995},
volume = {32},
pages = {193-209}
}
@TECHREPORT{ChenHobbsLeyfMuns:04,
author = {Y.~Chen and B.F.~Hobbs and S.~Leyffer and T.S.~Munson},
title = {Leader-Follower Equilibria for Electric Power and {NO}$_x$ Allowances
Markets},
institution = {Argonne National Laboratory, Mathematics and Computer Science Division},
year = {2004},
number = {ANL/MCS-P1191-0804},
month = aug,
note = {to appear in Computational Management Science},
key = {Preprint}
}
@ARTICLE{ChiFle:03,
author = {C.M. Chin and R. Fletcher},
title = {On the Global Convergence of an {SLP}-Filter Algorithm that takes
{EQP} steps},
journal = {Mathematical Programming },
year = {2003},
volume = {96},
pages = {161--177},
number = {1}
}
@ARTICLE{christiansen01stochastic,
author = {S. Christiansen and Michael Patrickssion and Laura Wynter},
title = {Stochastic bilevel programming in structural optimization},
journal = {Structural multidisciplinary optimization},
year = {2001},
volume = {21},
pages = {361 -- 371}
}
@BOOK{conn00trust,
title = {Trust-region methods},
publisher = {SIAM},
year = {2000},
author = {Andrew Conn and Nick Gould and Philippe Toint},
address = {Philadelphia}
}
@TECHREPORT{CST06,
author = {A. R. Conn and K. Scheinberg and L. N. Vicente},
title = {Global convergence of general derivative-free trust-region algorithms
to first and second order critical points},
institution = {University of Coimbra},
year = {2006},
type = {Preprint},
number = {06-49}
}
@ARTICLE{deb01solution,
author = {M. K. Deb and I. M. Babuska and J. T. Oden},
title = {Solution of stochastic partial differential equations using {G}alerkin
finite element techniques},
journal = {Computer Methods in Applied Mechanics and Engineering},
year = {2001},
volume = {190(48)},
pages = {6359--6372}
}
@TECHREPORT{diachin.knupp.ea:comparison,
author = {L. Freitag Diachin and P. Knupp and T. Munson and S. Shontz},
title = {A Comparison of Two Optimization Methods for Mesh Quality Improvement},
institution = {Argonne National Laboratory},
year = {2005},
type = {Preprint},
number = {ANL/MCS-P1239-0305},
address = {Argonne, Illinois}
}
@ARTICLE{dirkse.ferris:path,
author = {S. Dirkse and M. Ferris},
title = {The {PATH} Solver: {A} Non-Monotone Stabilization Scheme for Mixed
Complementarity Problems},
journal = {Optimization Methods and Software},
year = {1995},
volume = {5},
pages = {123--156}
}
@ARTICLE{EDD01,
author = {Elizabeth D. Dolan and Jorge J. Mor\'e},
title = {Benchmarking Optimization Software with Performance Profiles},
journal = {Math. Programming},
year = {2002},
volume = {91},
pages = {201--213}
}
@BOOK{duderstadt1976nra,
title = {{Nuclear reactor analysis}},
publisher = {Wiley, New York},
year = {1976},
author = {Duderstadt, J.J. and Hamilton, L.J.}
}
@ARTICLE{dgr2003mpa,
author = {Jitka Dupa\v{c}ova and Nicole Gr{\o}we-Kuska and and Werner R{\o}misch},
title = {Scenario reduction in stochastic programming: An approach using probability
metrics},
journal = {Mathematical Programming, Ser. A},
year = {2003},
volume = {95},
pages = {493--511}
}
@TECHREPORT{eldred02dakota,
author = { Michael S. Eldred and Anthony A. Giunta and Bart G. van Bloemen
Waanders and Steven F. Wojtkiewicz and William E. Hart and Mario
P. Alleva},
title = {DAKOTA, A Multilevel Parallel Object-Oriented Framework for Design
Optimization, Parameter Estimation, Uncertainty Quantification, and
Sensitivity Analysis},
institution = {Sandia National Laboratories},
year = {2002},
type = {SAND Report},
number = { SAND2001-3796 },
month = {april}
}
@ARTICLE{ermoliev1983,
author = {Yuri Ermoliev},
title = {Stochastic quasi-gradient methods and their applications to systems
optimization},
journal = {Stochastics},
year = {1983},
pages = {1--36}
}
@ARTICLE{CaMaDo00,
author = {F.Camborde and C.Mariotti and F.V.Donze},
title = {Numerical study of rock and concrete behaviour by discrete element
modeling},
journal = {Computers and Geotechnics},
year = {2000},
volume = {27},
pages = {225--247}
}
@BOOK{Fea,
title = {Robot Dynamics Algorithms},
publisher = {Kluwer Academic Publishers},
year = {1987},
author = {Roy Featherstone},
address = {Boston}
}
@ARTICLE{ferris.kanzow.ea:feasible,
author = {M. C. Ferris and C. Kanzow and T. S. Munson},
title = {Feasible Descent Algorithms for Mixed Complementarity Problems},
journal = {Mathematical Programming},
year = {1999},
volume = {86},
pages = {475--497}
}
@ARTICLE{ferris.munson:semismooth,
author = {M. C. Ferris and T. S. Munson},
title = {Semismooth Support Vector Machines},
journal = {Mathematical Programming},
year = {2004},
volume = {101},
pages = {185--204},
number = {1}
}
@ARTICLE{ferris.munson:interior,
author = {M. C. Ferris and T. S. Munson},
title = {Interior Point Methods for Massive Support Vector Machines},
journal = {SIAM Journal on Optimization},
year = {2003},
volume = {13},
pages = {783--804}
}
@INPROCEEDINGS{ferris.munson.ea:homotopy,
author = {M. C. Ferris and T. S. Munson and D. Ralph},
title = {A Homotopy Method for Mixed Complementarity Problems based on the
{PATH} Solver},
booktitle = {Numerical Analysis 1999},
year = {2000},
editor = {D. F. Griffiths and G. A. Watson},
series = {Research Notes in Mathematics},
pages = {143--167},
address = {London},
publisher = {Chapman and Hall},
key = {88}
}
@ARTICLE{fletcher00stable,
author = {Roger Fletcher},
title = {Stable reduced {H}essian updates for indefinite quadratic programming},
journal = {Mathematical Programming},
year = {2000},
volume = {87},
pages = {251--264},
number = {2}
}
@ARTICLE{FleGouLeyToiWae:02,
author = {R. Fletcher and N. I. M. Gould and S. Leyffer and Ph. L. Toint and
A. W\"{a}chter},
title = {Global convergence of trust-region {SQP}-filter algorithms for general
nonlinear programming},
journal = {SIAM J. Optimization},
year = {2002},
volume = {13},
pages = {635-659},
number = {3}
}
@INCOLLECTION{FleLey:03,
author = {R. Fletcher and S. Leyffer},
title = {Filter-type Algorithms for Solving Systems of Algebraic Equations
and Inequalities},
booktitle = {High Performance Algorithms and Software for Nonlinear Optimization},
publisher = {Kluwer},
year = {2003},
editor = {G. di Pillo and A. Murli},
pages = {259-278}
}
@ARTICLE{FletLeyf:04,
author = {R.~Fletcher and S.~Leyffer},
title = {Solving Mathematical Program with Complementarity Constraints as
Nonlinear Programs},
journal = {Optimization Methods and Software},
year = {2004},
volume = {19},
pages = {15-40},
number = {1}
}
@ARTICLE{FleLey:02,
author = {R. Fletcher and S. Leyffer},
title = {Nonlinear Programming without a penalty function},
journal = {Mathematical Programming},
year = {2002},
volume = {91},
pages = {239-270}
}
@TECHREPORT{FleLey:99,
author = {R. Fletcher and S. Leyffer},
title = {A bundle filter method for nonsmooth nonlinear optimization},
institution = {University of Dundee},
year = {1999},
type = {Numerical Analysis Report},
number = {NA/195 },
month = apr
}
@ARTICLE{fletcher2006lcs,
author = {Fletcher, R. and Leyffer, S. and Ralph, D. and Scholtes, S.},
title = {{Local Convergence of SQP Methods for Mathematical Programs with
Equilibrium Constraints}},
journal = {SIAM Journal on Optimization},
year = {2006},
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title = {Hybrid Static/Dynamic Activity Analysis},
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title = {Complementarity Constraints as Nonlinear Equations: Theory and Numerical
Experience},
institution = {Argonne National Laboratory},
year = {2003},
type = {Preprint},
number = {ANL/MCS-P1054-0603},
address = {Argonne, IL},
month = sep
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title = {Interior Methods for Mathematical Programs with Complementarity Constraints},
institution = MCS,
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address = {Argonne, IL}
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author = {Gui-Hua Lin and Xiaojun Chen and Masao Fukushima},
title = {Solving stochastic mathematical programs with equilibrium constraints
via approximation and smoothing implicit programming with penalization},
institution = {Department of Applied Mathematics and Physics, Graduate School of
Informatics, Kyoto University},
year = {2005}
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@TECHREPORT{lin05monte,
author = {Gui-Hua Lin and Masao Fukushima},
title = {{M}onte {C}arlo sampling and penalty method for stochastic mathematical
programs with complementarity constraints and recourse},
institution = {Department of Applied Mathematics and Physics, Graduate School of
Informatics, Kyoto University},
year = {2005}
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author = {Jeff T. Linderoth and Alexander Shapiro and Stephen J. Wright},
title = {The Empirical Behavior of Sampling Methods for Stochastic Programming},
institution = {Computer Sciences Department, University of Wisconsin-Madison},
year = {2002},
type = {Optimization Technical Report},
number = {02-01}
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author = {Henry X. Liu and Xuegang Ban and Bin Ran and Pitu Mirchandani},
title = {An Analytical Dynamic Traffic Assignment Model with Probabilistic
Travel Times and Perceptions},
institution = {Institute of Transportation Studies University of California, Irvine},
year = {2001},
number = {UCI-ITS-WP-01-14},
address = {Irvine, CA 92697-3600, U.S.A}
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title = {{Monte Carlo Strategies in Scientific Computing}},
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address = {New York}
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year = {2005},
number = {{ANL/MCS--P}1302--1105},
address = {Argonne, Illinois}
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year = {2005},
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@INPROCEEDINGS{PeAniAk04,
author = {Jufeng Peng and Mihai Anitescu and Srinivas Akella},
title = {Optimal Control of Multiple Robot Systems with Friction using {MPCC}},
booktitle = {Proceedings of the 2004 International Conference in Robotics and
Automation},
year = {2004},
pages = {5224-5232}
}
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author = {Potra, F.A. and Anitescu, M. and Gavrea, B. and Trinkle, J.},
title = {{A linearly implicit trapezoidal method for integrating stiff multibody
dynamics with contact, joints, and friction}},
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year = {2006},
volume = {66},
pages = {1079--1124}
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editor = {Di Pillo, G. and M. Roma},
pages = {255-297}
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year = {2007},
type = {Preprint},
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institution = {Carnegie Mellon University, Department of Chemical Engineering},
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year = {2005},
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@TECHREPORT{shapiro05stochastic1,
author = {Alexander Schapiro},
title = {Stochastic programming with equilibrium constraints},
institution = {Georgia Institute of Technology},
year = {2005}
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@TECHREPORT{shapiro05stochastic2,
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institution = {Georgia Institute of Technology},
year = {2005}
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volume = {11},
pages = {918-936},
number = {4}
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year = {1999},
type = {Research Papers in Management Studies},
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title = {How Stringent Is the Linear Independence Assumption for Mathematical
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year = {2001},
volume = {26},
pages = {851-863},
number = {4}
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year = {2004},
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pages = {263--295}
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year = {2005},
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pages = {1040-1066}
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year = {2005},
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title = {ECCOMAS Thematic Conference in Multibody Dynamics},
publisher = {Springer Verlag},
year = {2008},
author = {Alessandro Tasora and Mihai Anitescu},
address = {Berlin},
note = {To appear}
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@BOOK{torquato01random,
title = {Random Heterogeneous Materials},
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title = {{Improving Nuclear Power Economics Via Utilization of High Performance
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Computation and Supercomputing in Nuclear Applications},
year = {2007},
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author = {Andreas Waechter and Lorenz T. Biegler},
title = { On the implementation of an interior-point filter line-search algorithm
for large-scale nonlinear programming},
institution = {IBM T.J. Watson Research Center},
year = {2004},
number = {RC 23149},
address = {Yorktown Heights, USA},
note = {To appear in Mathematical Programming}
}
@INCOLLECTION{wallqvist99molecular,
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booktitle = {Reviews in Computational Chemistry},
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pages = {183-247}
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@MISC{wunderling:soplex,
author = {R. Wunderling},
title = {{SOPLEX}: The Sequential Object-Oriented Simplex Class Library},
howpublished = {http://www.zib.de/Optimization/Software/Soplex/}
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@ARTICLE{xiu2005hoc,
author = {Xiu, D. and Hesthaven, J.S.},
title = {{High-Order Collocation Methods for Differential Equations with Random
Inputs}},
journal = {SIAM Journal on Scientific Computing},
year = {2005},
volume = {27},
pages = {1118},
publisher = {SIAM}
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@ARTICLE{yaiche00game,
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broadband networks},
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year = {2000},
volume = {8},
pages = {667-678},
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@TECHREPORT{zavala2009wfb,
author = {Zavala, VM and Constantinescu, EM and Krause, T. and Anitescu, M.},
title = {Exploiting Weather Forecast Information in the Operation of Integrated
Energy Systems.},
institution = {Argonne National Laboratory, Mathematics and Computer Science Division},
year = {2009},
type = {Preprint},
number = {Preprint ANL/MCS P1588-0309},
address = {9700 S Cass Ave, Argonne IL 60439},
owner = {anitescu},
timestamp = {2009.05.27}
}
@INPROCEEDINGS{pse09,
author = {V.~M.~Zavala and M.~Anitescu and T.~Krause},
title = {{On the optimal on-line management of photovoltaic-hydrogen hybrid
energy systems}},
booktitle = {Proceedings of 10th International Symposium on Process Systems Engineering},
year = {2009},
editor = {R.~M.~de~Brito~Alves and C.~A.~Oller~do~Nascimento and E.~C.~Biscaia~Jr.},
note = {To appear.},
location = {Salvador-Bahia, Brazil},
owner = {anitescu},
timestamp = {2009.06.02}
}
@MISC{:clp,
title = {{CLP}: {COIN-OR} {LP} Simplex Solver},
howpublished = {http://www.coin-or.ord/Clp/},
key = {clp}
}
@MISC{:IPOPT,
title = {{IPOPT}: {COIN-OR} Interior Point Nonlinear Programming Solver},
howpublished = {http://www.coin-or.org/projects/Ipopt.xml},
key = {IPOPT}
}
@MISC{adcroft2002mr,
title = {{MIT}gcm Release 1},
key = {adcroft}
}
@TECHREPORT{:07gnep,
title = {Global Nuclear Energy Partnership Strategic Plan},
institution = {US. Department of Energy, Office of Nuclear Energy},
year = {2007},
number = {GNEP-167312},
key = {07gnep}
}
@MISC{Ka02,
title = {Karma User's Guide},
year = {2002},
note = {Available online at {\em http://udn.epicgames.com /Two /KarmaReference
/KarmaUserGuide.pdf}},
key = {Karma}
}