Donald Goldfarb - Publications

Affiliations: 
Operations Research Columbia University, New York, NY 
Area:
Operations Research, Computer Science, Statistics

86 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Gao W, Goldfarb D, Curtis FE. ADMM for multiaffine constrained optimization Optimization Methods & Software. 35: 257-303. DOI: 10.1080/10556788.2019.1683553  0.464
2019 Gao W, Goldfarb D. Quasi-Newton methods: superlinear convergence without line searches for self-concordant functions Optimization Methods & Software. 34: 194-217. DOI: 10.1080/10556788.2018.1510927  0.457
2018 Gao W, Goldfarb D. Block BFGS Methods Siam Journal On Optimization. 28: 1205-1231. DOI: 10.1137/16M1092106  0.37
2017 Mu C, Hsu DJ, Goldfarb D. Greedy Approaches to Symmetric Orthogonal Tensor Decomposition Siam Journal On Matrix Analysis and Applications. 38: 1210-1226. DOI: 10.1137/16M1087734  0.338
2017 Wang X, Ma S, Goldfarb D, Liu W. Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization Siam Journal On Optimization. 27: 927-956. DOI: 10.1137/15M1053141  0.582
2017 Goldfarb D, Mu C, Wright J, Zhou C. Using negative curvature in solving nonlinear programs Computational Optimization and Applications. 68: 479-502. DOI: 10.1007/S10589-017-9925-6  0.452
2016 Mu C, Zhang Y, Wright J, Goldfarb D. Scalable Robust Matrix Recovery: Frank--Wolfe Meets Proximal Methods Siam Journal On Scientific Computing. 38. DOI: 10.1137/15M101628X  0.533
2015 Mu C, Hsu D, Goldfarb D. Successive rank-one approximations for nearly orthogonally decomposable symmetric tensors Siam Journal On Matrix Analysis and Applications. 36: 1638-1659. DOI: 10.1137/15M1010890  0.399
2015 Qin ZT, Goldfarb D, Ma S. An alternating direction method for total variation denoising Optimization Methods & Software. 30: 594-615. DOI: 10.1080/10556788.2014.955100  0.774
2014 Goldfarb D, Qin Z(. Robust Low-Rank Tensor Recovery: Models and Algorithms Siam Journal On Matrix Analysis and Applications. 35: 225-253. DOI: 10.1137/130905010  0.553
2014 Aybat NS, Goldfarb D, Ma S. Efficient algorithms for robust and stable principal component pursuit problems Computational Optimization and Applications. 58: 1-29. DOI: 10.1007/S10589-013-9613-0  0.663
2014 Scheinberg K, Goldfarb D, Bai X. Fast First-Order Methods for Composite Convex Optimization with Backtracking Foundations of Computational Mathematics. 14: 389-417. DOI: 10.1007/S10208-014-9189-9  0.487
2013 Qin Z, Scheinberg K, Goldfarb D. Efficient block-coordinate descent algorithms for the Group Lasso Mathematical Programming Computation. 5: 143-169. DOI: 10.1007/S12532-013-0051-X  0.725
2013 Huang B, Ma S, Goldfarb D. Accelerated Linearized Bregman Method Journal of Scientific Computing. 54: 428-453. DOI: 10.1007/S10915-012-9592-9  0.714
2013 Goldfarb D, Ma S, Scheinberg K. Fast alternating linearization methods for minimizing the sum of two convex functions Mathematical Programming. 141: 349-382. DOI: 10.1007/S10107-012-0530-2  0.688
2012 Goldfarb D, Ma S. Fast Multiple-Splitting Algorithms for Convex Optimization Siam Journal On Optimization. 22: 533-556. DOI: 10.1137/090780705  0.674
2012 Wen Z, Yin W, Zhang H, Goldfarb D. On the convergence of an active-set method for ℓ1 minimization Optimization Methods & Software. 27: 1127-1146. DOI: 10.1080/10556788.2011.591398  0.75
2011 Goldfarb D, Ma S. Convergence of Fixed-Point Continuation Algorithms for Matrix Rank Minimization Foundations of Computational Mathematics. 11: 183-210. DOI: 10.1007/S10208-011-9084-6  0.694
2011 Ma S, Goldfarb D, Chen L. Fixed point and Bregman iterative methods for matrix rank minimization Mathematical Programming. 128: 321-353. DOI: 10.1007/S10107-009-0306-5  0.752
2011 Chen L, Goldfarb D. An interior-point piecewise linear penalty method for nonlinear programming Mathematical Programming. 128: 73-122. DOI: 10.1007/S10107-009-0296-3  0.604
2010 Wen Z, Yin W, Goldfarb D, Zhang Y. A Fast Algorithm for Sparse Reconstruction Based on Shrinkage, Subspace Optimization, and Continuation Siam Journal On Scientific Computing. 32: 1832-1857. DOI: 10.1137/090747695  0.732
2010 Wen Z, Goldfarb D, Yin W. Alternating direction augmented Lagrangian methods for semidefinite programming Mathematical Programming Computation. 2: 203-230. DOI: 10.1007/S12532-010-0017-1  0.765
2009 Goldfarb D, Wen Z, Yin W. A Curvilinear Search Method for $p$-Harmonic Flows on Spheres Siam Journal On Imaging Sciences. 2: 84-109. DOI: 10.1137/080726926  0.699
2009 Wen Z, Goldfarb D. A Line Search Multigrid Method for Large-Scale Nonlinear Optimization Siam Journal On Optimization. 20: 1478-1503. DOI: 10.1137/08071524X  0.655
2009 Goldfarb D, Yin W. Parametric Maximum Flow Algorithms for Fast Total Variation Minimization Siam Journal On Scientific Computing. 31: 3712-3743. DOI: 10.1137/070706318  0.598
2008 Erdogan E, Goldfarb D, Iyengar G. Robust Active Portfolio Management Journal of Computational Finance. 11: 71-98. DOI: 10.21314/Jcf.2008.187  0.37
2008 Yin W, Osher S, Goldfarb D, Darbon J. Bregman Iterative Algorithms for $\ell_1$-Minimization with Applications to Compressed Sensing Siam Journal On Imaging Sciences. 1: 143-168. DOI: 10.1137/070703983  0.647
2007 Yin W, Goldfarb D, Osher S. The Total Variation Regularized $L^1$ Model for Multiscale Decomposition Multiscale Modeling & Simulation. 6: 190-211. DOI: 10.1137/060663027  0.548
2007 Yin W, Goldfarb D, Osher S. A comparison of three total variation based texture extraction models Journal of Visual Communication and Image Representation. 18: 240-252. DOI: 10.1016/J.Jvcir.2007.01.004  0.569
2006 Chen L, Goldfarb D. Interior-point ℓ 2 -penalty methods for nonlinear programming with strong global convergence properties Mathematical Programming. 108: 1-36. DOI: 10.1007/S10107-005-0701-5  0.615
2005 Goldfarb D, Yin W. Second-order Cone Programming Methods for Total Variation-Based Image Restoration Siam Journal On Scientific Computing. 27: 622-645. DOI: 10.1137/040608982  0.679
2005 Osher S, Burger M, Goldfarb D, Xu J, Yin W. An Iterative Regularization Method for Total Variation-Based Image Restoration Multiscale Modeling & Simulation. 4: 460-489. DOI: 10.1137/040605412  0.643
2005 Goldfarb D, Scheinberg K. Product-form Cholesky factorization in interior point methods for second-order cone programming Mathematical Programming. 103: 153-179. DOI: 10.1007/S10107-004-0556-1  0.474
2005 Yin W, Goldfarb D, Osher S. Image cartoon-texture decomposition and feature selection using the total variation regularized L 1 functional Lecture Notes in Computer Science. 73-84. DOI: 10.1007/11567646_7  0.551
2004 Goldfarb D, Scheinberg K. A product-form Cholesky factorization method for handling dense columns in interior point methods for linear programming Mathematical Programming. 99: 1-34. DOI: 10.1007/S10107-003-0377-7  0.426
2003 Goldfarb D, Iyengar G. Robust portfolio selection problems Mathematics of Operations Research. 28: 1-38. DOI: 10.1287/Moor.28.1.1.14260  0.389
2003 Goldfarb D, Iyengar G. Robust convex quadratically constrained programs Mathematical Programming. 97: 495-515. DOI: 10.1007/S10107-003-0425-3  0.412
2003 Alizadeh F, Goldfarb D. Second-order cone programming Mathematical Programming. 95: 3-51. DOI: 10.1007/S10107-002-0339-5  0.473
2002 Goldfarb D, Jin Z, Lin Y. A polynomial dual simplex algorithm for the generalized circulation problem Mathematical Programming. 91: 271-288. DOI: 10.1007/S101070100248  0.481
2002 Goldfarb D, Lin Y. Combinatorial interior point methods for generalized network flow problems Mathematical Programming. 93: 227-246. DOI: 10.1007/S10107-002-0333-Y  0.52
1999 Goldfarb D, Gte ZJ. An O ( Nm )-Time Network Simplex Algorithm for the Shortest Path Problem Operations Research. 47: 445-448. DOI: 10.1287/Opre.47.3.445  0.412
1999 Goldfarb D, Polyak R, Scheinberg K, Yuzefovich I. A Modified Barrier-Augmented Lagrangian Method for Constrained Minimization Computational Optimization and Applications. 14: 55-74. DOI: 10.1023/A:1008705028512  0.477
1999 Goldfarb D, Scheinberg K. On parametric semidefinite programming Applied Numerical Mathematics. 29: 361-377. DOI: 10.1016/S0168-9274(98)00102-0  0.399
1999 Goldfarb D, Jin Z. A new scaling algorithm for the minimum cost network flow problem Operations Research Letters. 25: 205-211. DOI: 10.1016/S0167-6377(99)00047-4  0.433
1998 Goldfarb D, Scheinberg K. Interior Point Trajectories in Semidefinite Programming Siam Journal On Optimization. 8: 871-886. DOI: 10.1137/S105262349630009X  0.462
1998 Armstrong RD, Chen W, Goldfarb D, Jin Z. Strongly polynomial dual simplex methods for the maximum flow problem Mathematical Programming. 80: 17-33. DOI: 10.1007/Bf01582129  0.436
1997 Goldfarb D, Jin Z, Orlin JB. Polynomial-time highest-gain augmenting path algorithms for the generalized circulation problem Mathematics of Operations Research. 22: 793-802. DOI: 10.1287/Moor.22.4.793  0.495
1997 Goldfarb D, Chen W. On strongly polynomial dual simplex algorithms for the maximum flow problem Mathematical Programming. 78: 159-168. DOI: 10.1007/Bf02614368  0.434
1996 Goldfarb D, Jin Z. A Faster Combinatorial Algorithm for the Generalized Circulation Problem Mathematics of Operations Research. 21: 529-539. DOI: 10.1287/Moor.21.3.529  0.499
1995 Goldfarb D, Shaw DX. On the complexity of a class of projective interior point methods Mathematics of Operations Research. 20: 116-134. DOI: 10.1287/Moor.20.1.116  0.476
1995 Eckstein J, Boduroğlu Iİ, Polymenakos LC, Goldfarb D. Data-Parallel Implementations of Dense Simplex Methods on the Connection Machine CM-2 Informs Journal On Computing. 7: 402-416. DOI: 10.1287/Ijoc.7.4.402  0.383
1994 Shaw DX, Goldfarb D. A Path-Following Projective Interior Point Method For Linear Programming* Siam Journal On Optimization. 4: 65-85. DOI: 10.1137/0804003  0.486
1994 Choi IC, Goldfarb D. On solution-containing ellipsoids in linear programming Journal of Optimization Theory and Applications. 80: 161-173. DOI: 10.1007/Bf02196599  0.426
1993 Goldfarb D, Wang S. Partial-Update Newton Methods for Unary, Factorable, and Partially Separable Optimization Siam Journal On Optimization. 3: 382-397. DOI: 10.1137/0803017  0.5
1993 Goldfarb D, Hao J. On the maximum capacity augmentation algorithm for the maximum flow problem Discrete Applied Mathematics. 47: 9-16. DOI: 10.1016/0166-218X(93)90148-H  0.467
1993 Goldfarb D, Liu S. An O( n 3 L )primal-dual potential reduction algorithm for solving convex quadratic programs Mathematical Programming. 61: 161-170. DOI: 10.1007/Bf01582145  0.502
1993 Choi IC, Goldfarb D. Exploiting special structure in a primal-dual path-following algorithm Mathematical Programming. 58: 33-52. DOI: 10.1007/Bf01581258  0.513
1992 Goldfarb D, Hao J. Polynomial-time primal simplex algorithms for the minimum cost network flow problem Algorithmica. 8: 145-160. DOI: 10.1007/Bf01758840  0.421
1992 Forrest JJ, Goldfarb D. Steepest-edge simplex algorithms for linear programming Mathematical Programming. 57: 341-374. DOI: 10.1007/Bf01581089  0.54
1991 Goldfarb D, Liu S, Wang S. A Logarithmic Barrier Function Algorithm for Quadratically Constrained Convex Quadratic Programming Siam Journal On Optimization. 1: 252-267. DOI: 10.1137/0801017  0.524
1991 Goldfarb D, Hao J. On strongly polynomial variants of the network simplex algorithm for the maximum flow problem Operations Research Letters. 10: 383-387. DOI: 10.1016/0167-6377(91)90039-R  0.433
1991 Goldfarb D, Liu S. An OL ( n 3 ) primal interior point algorithm for convex quadratic programming Mathematical Programming. 49: 325-340. DOI: 10.1007/Bf01588795  0.484
1991 Goldfarb D, Xiao D. A primal projective interior point method for linear programming Mathematical Programming. 51: 17-43. DOI: 10.1007/Bf01586924  0.487
1991 Goldfarb D, Hao J, Kai S. Shortest path algorithms using dynamic breadth-first search Networks. 21: 29-50. DOI: 10.1002/Net.3230210105  0.365
1990 Goldfarb D, Hao J, Kai S. Efficient shortest path simplex algorithms Operations Research. 38: 624-628. DOI: 10.1287/Opre.38.4.624  0.382
1990 Goldfarb D, Hao J, Kai S. Anti-stalling Pivot rules for the network simplex algorithm Networks. 20: 79-91. DOI: 10.1002/Net.3230200108  0.415
1989 Goldfarb D, Mehrotra S. A Self-Correcting Version of Karmarkar’s Algorithm Siam Journal On Numerical Analysis. 26: 1006-1015. DOI: 10.1137/0726056  0.63
1988 Goldfarb D, Grigoriadis MD. A computational comparison of the dinic and network simplex methods for maximum flow Annals of Operations Research. 13: 81-123. DOI: 10.1007/Bf02288321  0.444
1988 Goldfarb D, Mehrotra S. A relaxed version of Karmarkar's method Mathematical Programming. 40: 289-315. DOI: 10.1007/Bf01580737  0.577
1988 Goldfarb D, Mehrotra S. Relaxed variants of Karmarkar's algorithm for linear programs with unknown optimal objective value Mathematical Programming. 40: 183-195. DOI: 10.1007/Bf01580729  0.66
1986 Goldfarb D. Efficient dual simplex algorithms for the assignment problem Mathematical Programming. 34: 372-372. DOI: 10.1007/Bf01582238  0.487
1983 Goldfarb D, Idnani A. A numerically stable dual method for solving strictly convex quadratic programs Mathematical Programming. 27: 1-33. DOI: 10.1007/Bf02591962  0.546
1982 Goldfarb D, Todd MJ. Modifications and implementation of the ellipsoid algorithm for linear programming Mathematical Programming. 23: 1-19. DOI: 10.1007/Bf01583776  0.505
1981 Bland RG, Goldfarb D, Todd MJ. Feature Article—The Ellipsoid Method: A Survey Operations Research. 29: 1039-1091. DOI: 10.1287/Opre.29.6.1039  0.415
1980 Goldfarb D. Curvilinear path steplength algorithms for minimization which use directions of negative curvature Mathematical Programming. 18: 31-40. DOI: 10.1007/Bf01588294  0.429
1979 Goldfarb D, Sit WY. Worst case behavior of the steepest edge simplex method Discrete Applied Mathematics. 1: 277-285. DOI: 10.1016/0166-218X(79)90004-0  0.367
1977 Goldfarb D, Reid JK. A practicable steepest-edge simplex algorithm Mathematical Programming. 12: 361-371. DOI: 10.1007/Bf01593804  0.495
1977 Goldfarb D. Matrix factorizations in optimization of nonlinear functions subject to linear constraints — an addendum Mathematical Programming. 12: 279-280. DOI: 10.1007/Bf01593793  0.319
1977 Goldfarb D. On the Bartels--Golub decomposition for linear programming bases Mathematical Programming. 13: 272-279. DOI: 10.1007/Bf01584343  0.496
1977 Goldfarb D. Generating conjugate directions without line searches using factorized variable metric updating formulas Mathematical Programming. 13: 94-110. DOI: 10.1007/Bf01584327  0.38
1976 Goldfarb D. Factorized variable metric methods for unconstrained optimization Mathematics of Computation. 30: 796-811. DOI: 10.1090/S0025-5718-1976-0423804-2  0.468
1976 Goldfarb D. Matrix factorizations in optimization of nonlinear functions subject to linear constraints Mathematical Programming. 10: 1-31. DOI: 10.1007/Bf01580651  0.465
1972 Goldfarb D. Modification Methods for Inverting Matrices and Solving Systems of Linear Algebraic Equations Mathematics of Computation. 26: 829-852. DOI: 10.1090/S0025-5718-1972-0317527-4  0.457
1970 Goldfarb D. A family of variable-metric methods derived by variational means Mathematics of Computation. 24: 23-26. DOI: 10.1090/S0025-5718-1970-0258249-6  0.41
1969 Goldfarb D. Extension of Davidon’s Variable Metric Method to Maximization Under Linear Inequality and Equality Constraints Siam Journal On Applied Mathematics. 17: 739-764. DOI: 10.1137/0117067  0.386
1968 Goldfarb D, Lapidus L. Conjugate Gradient Method for Nonlinear Programming Problems with Linear Constraints Industrial & Engineering Chemistry Fundamentals. 7: 142-151. DOI: 10.1021/I160025A024  0.427
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