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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
8832000
On implementing a primal-dual interior-point method for conic quadratic optimization
ED Andersen, C Roos, T Terlaky
Mathematical Programming 95, 249-277, 2003
7732003
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
5262011
Implementation of interior point methods for large scale linear programming
ED Andersen, J Gondzio, C Mészáros, X Xu
HEC/Université de Geneve, 1996
4351996
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
1591999
On a homogeneous algorithm for the monotone complementarity problem.
ED Andersen, Y Ye
Mathematical Programming 84 (2), 375-399, 1999
1591999
A computational study of the homogeneous algorithm for large-scale convex optimization
ED Andersen, Y Ye
Computational Optimization and Applications 10, 243-269, 1998
761998
A primal-dual interior-point algorithm for nonsymmetric exponential-cone optimization
J Dahl, ED Andersen
Mathematical Programming 194 (1-2), 341-370, 2022
692022
MOSEK version 6
ED Andersen, B Jensen, J Jensen, R Sandvik, U Worsře
Technical Report TR-2009-3, MOSEK, Tech. Rep., 2009
632009
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
542002
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
502017
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
432013
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
371999
Finding all linearly dependent rows in large-scale linear programming
ED Andersen
Optimization methods and software 6 (3), 219-227, 1995
371995
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
242009
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
211997
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