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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
9232000
On implementing a primal-dual interior-point method for conic quadratic optimization
ED Andersen, C Roos, T Terlaky
Mathematical Programming 95, 249-277, 2003
7912003
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
5182011
Implementation of interior point methods for large scale linear programming
ED Andersen, J Gondzio, C Mészáros, X Xu
HEC/Université de Geneve, 1996
4361996
Presolving in linear programming
ED Andersen, KD Andersen
Mathematical programming 71, 221-245, 1995
3851995
On a homogeneous algorithm for the monotone complementarity problem.
ED Andersen, Y Ye
Mathematical Programming 84 (2), 375-399, 1999
1651999
A primal-dual interior-point algorithm for nonsymmetric exponential-cone optimization
J Dahl, ED Andersen
Mathematical Programming 194 (1), 341-370, 2022
782022
A computational study of the homogeneous algorithm for large-scale convex optimization
ED Andersen, Y Ye
Computational Optimization and Applications 10, 243-269, 1998
771998
MOSEK version 6
ED Andersen, B Jensen, J Jensen, R Sandvik, U Worsře
Technical Report TR-2009-3, MOSEK, Tech. Rep., 2009
642009
Combining interior-point and pivoting algorithms for linear programming
ED Andersen, Y Ye
Management Science 42 (12), 1719-1731, 1996
581996
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
532002
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
522017
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
462013
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
351999
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
262009
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
192013
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