David Shanno | Academic Influence

David Shanno's AcademicInfluence.com Rankings

David Shanno

Mathematics

#3836

World Rank

#5568

Historical Rank

#1381

USA Rank

Measure Theory

#1516

World Rank

#1888

Historical Rank

#508

USA Rank

mathematics Degrees

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Mathematics

David Shanno's Degrees

PhD Mathematics University of California, Berkeley
Masters Mathematics University of California, Berkeley
Bachelors Mathematics University of California, Berkeley

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Why Is David Shanno Influential?

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According to Wikipedia, David F. Shanno was an American mathematician, who specialized in mathematical optimization and operations research. He was professor emeritus at Rutgers University . Shanno obtained his B.Sc. in mathematics from Yale University in 1959, his M.Sc. in mathematics from Carnegie-Mellon University 1962, and his Ph.D. in 1967. He held positions at the University of Chicago, the University of Toronto, the University of Arizona and the University of California, Davis before becoming professor at Rutgers University.

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David Shanno's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Conditioning of Quasi-Newton Methods for Function Minimization (1970) (3148)
An Interior-Point Algorithm for Nonconvex Nonlinear Programming (1999) (611)
Conjugate Gradient Methods with Inexact Searches (1978) (455)
Option Pricing when the Variance Is Changing (1987) (430)
On Implementing Mehrotra's Predictor-Corrector Interior-Point Method for Linear Programming (1992) (347)
Computational experience with a primal-dual interior point method for linear programming (1991) (326)
Feature Article - Interior Point Methods for Linear Programming: Computational State of the Art (1994) (313)
Matrix conditioning and nonlinear optimization (1978) (227)
Remark on “Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]” (1980) (225)
An Implementation of a Primal-Dual Interior Point Method for Linear Programming (1989) (210)
Very Large-Scale Linear Programming: A Case Study in Combining Interior Point and Simplex Methods (1992) (182)
Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4] (1976) (149)
On the Convergence of a New Conjugate Gradient Algorithm (1978) (148)
Optimal conditioning of quasi-Newton methods (1970) (139)
An example of numerical nonconvergence of a variable-metric method (1985) (129)
Interior-Point Methods for Nonconvex Nonlinear Programming: Filter Methods and Merit Functions (2002) (126)
Interior-point methods for nonconvex nonlinear programming: orderings and higher-order methods (2000) (112)
The interior-point method for linear programming (1992) (109)
Interior-Point Algorithms, Penalty Methods and Equilibrium Problems (2006) (95)
An exact primal–dual penalty method approach to warmstarting interior-point methods for linear programming (2007) (84)
Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives (1993) (84)
Further Development of a Primal-Dual Interior Point Method (1990) (72)
Interior Point Methods for Linear Programming: Just Call Newton, Lagrange, and Fiacco and McCormick! (1990) (72)
Implementation of a Dual Affine Interior Point Algorithm for Linear Programming (1989) (59)
A Comparative Study of Large-Scale Nonlinear Optimization Algorithms (2003) (57)
Computational experience with penalty-barrier methods for nonlinear programming (1996) (54)
Interior-point methods for nonconvex nonlinear programming: regularization and warmstarts (2008) (54)
INTERIOR-POINT METHODS FOR NONCONVEX NONLINEAR PROGRAMMING: JAMMING AND COMPARATIVE NUMERICAL TESTING (2000) (52)
On variable-metric methods for sparse Hessians (1980) (50)
Computational experience with a globally convergent primal—dual predictor—corrector algorithm for linear programming (1994) (50)
Recent advances in numerical techniques for large scale optimization (1990) (49)
Interior-point methods for nonconvex nonlinear programming: Jamming and numerical testing (2004) (45)
Numerical comparison of several variable-metric algorithms (1978) (44)
Preliminary Computational Experience with Modified Log-Barrier Functions for Large-Scale Nonlinear Programming (1994) (39)
INTERIOR-POINT METHODS FOR NONCONVEX NONLINEAR PROGRAMMING: COMPLEMENTARITY CONSTRAINTS (2002) (35)
Technical Note - "Linear" Programming with Absolute-Value Functionals (1971) (32)
An interior point method for quadratic programs based on conjugate projected gradients (1993) (32)
Numerical methods foB]robust regression: linear models (1986) (32)
A unified view of interior point methods for linear programming (1990) (31)
Interior-point methods for nonconvex nonlinear programming: cubic regularization (2014) (31)
Computing Karmarkar projections quickly (1988) (30)
An Infeasible-Interior-Point Method for Linear Complementarity Problems (1997) (30)
Globally convergent conjugate gradient algorithms (1985) (26)
Separable Quadratic Programming via a Primal-Dual Interior Point Method and its Use in a Sequential Procedure (1993) (22)
Global convergence of a primal-dual interior-point method for nonlinear programming (2008) (22)
Parameter Selection for Modified Newton Methods for Function Minimization (1970) (21)
CONJUGATE GRADIENT METHODS FOR LINEARLY CONSTRAINED NONLINEAR PROGRAMMING (1982) (19)
CONVERGENCE ANALYSIS OF AN INTERIOR-POINT METHOD FOR NONCONVEX NONLINEAR PROGRAMMING (2007) (17)
Précis---“Linear” Programming with Absolute Value Functionals (1970) (14)
A Globally Convergent Penalty-Barrier Algorithm for Nonlinear Programming (1995) (14)
An Accelerated Gradient Projection Method for Linearly Constrained Nonlinear Estimation (1970) (12)
Recent Advances in Gradient Based Unconstrained Optimization Techniques for Large Problems (1983) (10)
Projected Quasi-Newton Algorithm with Trust Region for Constrained Optimization ~ (9)
Cubic regularization in symmetric rank-1 quasi-Newton methods (2018) (9)
Convergence analysis of a primal-dual interior-point method for nonlinear programming ∗ (2004) (9)
Implementing Barrier Methods for Nonlinear Programming (1996) (9)
Numerical experience with sequential quadratic programming algorithms for equality constrained nonlinear programming (1989) (8)
Who Invented the Interior-Point Method ? (2012) (6)
Effective Comparison of Unconstrained Optimization Techniques (1975) (6)
A reduced-gradient variant of Karmarkar's algorithm and null-space projections (1988) (6)
Note on Prime Representations of Convex Polyhedral Sets (2004) (6)
Optimization and dynamical systems algorithms for finding equilibria of stochastic games (2008) (5)
The scale problem in robust regression M-estimates (1986) (5)
Management science: a view from nonlinear programming (1972) (4)
Inexact Step Lengths and Quasi-Newton Methods (1977) (4)
Restarts and Rotations of Quasi-Newton Methods (1974) (4)
Computational Methods For Linear Programming (1994) (4)
ON PRECONDITIONED CONJUGATE GRADIENT METHODS11This research was supported by the National Science Foundation under research grant MCS-7922914. (1981) (3)
Rejoinder - The Last Word on Interior Point Methods for Linear Programming - For Now (1994) (3)
INTERIOR-POINT METHODS FOR NONCONVEX NONLINEAR PROGRAMMING: CONVERGENCE ANALYSIS AND COMPUTATIONAL PERFORMANCE (2002) (3)
METHODS FOR NONCONVEX NONLINEAR PROGRAMMING : COMPLEMENTARITY CONSTRAINTS (2002) (2)
The Separate Phases Method of Accounting for Leveraged Leases: Properties of the Allocating Rate and an Algorithm for Finding it (1976) (2)
The Design Of A Prototype Management Decision System (1974) (2)
A note on solving nonlinear minimax problems via a differentiable penalty function (1985) (2)
CONVERGENCE ANALYSIS OF AN INTERIOR-POINT METHOD FOR MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS (2006) (2)
COMPUTING NASH EQUILIBRIA FOR STOCHASTIC GAMES (2006) (2)
Combinatorial Optimization for Undergraduates (L. R. Foulds) (1985) (1)
Regularized Step Directions in Conjugate Gradient Minimization for Machine Learning (2021) (1)
Adding variables to quasi-Newton Hessian approximations (1987) (1)
Large scale unconstrained optimization (1983) (1)
Book Review:Mathematical Programming: An Introdution to the Design and Application of Optimal Decision Machines. Claude McMillan, Jr. (1971) (0)
Quadratic Termination of Conjugate Gradient Algorithms (1980) (0)
Book reviews (1986) (0)
The Simplex Method In Mixed Integer And Integer Programming – A Unified Computational View (1973) (0)
Interior-point methods for nonconvex nonlinear programming: cubic regularization (2013) (0)
Book Review:Modern Research for Administrative Decisions. Louis Hough (1971) (0)
INTERIOR-POINT METHODS FOR NONCONVEX NONLINEAR PROGRAMMING: PRIMAL-DUAL METHODS AND CUBIC REGULARIZATION (2012) (0)
Numerical Methods for Linear and Nonlinear Optimization. (1995) (0)
Book Review:Matrix Algebra for Business and Economics. S. R. Searle, W. H. Hausman (1971) (0)
Cubic regularization in symmetric rank-1 quasi-Newton methods (2018) (0)
Book review (1972) (0)
Computational experience with methods for estimating sparse hessians for nonlinear optimization (1981) (0)
Erratum: A new path-following algorithm for nonlinear P* complementarity problems (Computational Optimization and Applications (2006) 34:2 (183-214) DOI: 10.1007/s10589-005-3905-y) (2006) (0)
AN ALGORITHM FOR LINEARLY CONSTRAINED NONLINEAR ESTIMATION WITH EXTENSIONS TO GENERAL NONLINEAR PROGRAMMING (2015) (0)
Realized Interest Rates and Bondholders' Returns (2016) (0)

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