Yurii Nesterov
VISITING POSITIONS:
Research associate, Central Economic and Mathematical Institute of the Russian
Academy of Science, Moscow, 1977- ; visiting professor, Université
de Genève, 1992-1993.
RECENT CORE PUBLICATIONS
- CORE Discussion Papers
9544. Y. E. NESTEROV and M. J. TODD. Primal-dual interior-point methods
for self-scaled cones.
9567. Y. NESTEROV. Infeasible start interior-point primal-dual methods
in nonlinear programming.
9637. Y. NESTEROV, M. J. TODD and Y. YE. Primal-dual methods and
infeasibility detectors for nonlinear programming problems.
9719. Yu. NESTEROV. Quality of semidefinite relaxation for nonconvex
quadratic optimization.
9744. Yu. NESTEROV. Semidefinite relaxation and nonconvex quadratic
optimization.
9749. Yu. NESTEROV. Structure of non-negative polynomials and optimization
problems.
9767. Y. NESTEROV and J.-P. VIAL. Homogeneous analytic center cutting plane
methods for convex problems and variational inequalities.
9821. Yu. NESTEROV. Parabolic target space and primal-dual interior-point
methods.
9860. Yurii NESTEROV. Global quadratic optimization via conic relaxation.
(pdf)
9907. Yu. NESTEROV. Stable flows in transportation networks. (pdf)
9915. Yu. NESTEROV. Global quadratic optimization on the sets with
simplex structure. (pdf)
00/13. Yu. NESTEROV and Jean-Philippe VIAL. Confidence level solutions
for stochastic programming. (pdf)
00/27. Yu. NESTEROV and André de PALMA. Stable dynamics
in transportation systems. (pdf)
- CORE Reprints
1166. C. LEMARÉCHAL, A. NEMIROVSKII and Y. NESTEROV. New
variants of bundle methods. Mathematical Programming, 69, 111-147,
1995.
1167. Y. NESTEROV. Complexity estimates of some cutting plane methods
based on the analytic barrier. Mathematical Programming, 69, 149-176,
1995.
1168. Y. NESTEROV and A. NEMIROVSKII. An interior-point method for
generalized linear-fractional programming. Mathematical Programming,
69, 177-204, 1995.
1179. S. P. ANDERSON, A. DE PALMA and Y. NESTEROV. Oligopolistic
competition and the optimal provision of products. Econometrica,
63 (6), 1281-1301, 1995.
1349. Yurii NESTEROV. Interior-point method: an old and new approach
to nonlinear programming. Mathematical Programming, 79, 285-297,
1997.
1350. Yurii NESTEROV and Arkadii NEMIROVSKI. Multi-parameter surfaces
of analytic centers and long-step surface-following interior point methods.
Mathematics of Operations Research, 23 (1), 1-38, 1998.
1362. Yu. NESTEROV. Semidefinite relaxation and nonconvex quadratic
optimization. Optimization Methods and Software, 9, 141-160, 1998.
1363. Yu. NESTEROV. Advances in nonlinear convex optimization.
In G. Bastin and M. Gevers (eds.), Plenary Lectures and Mini-Courses.
European Control Conference 1997. Ottignies - Louvain-la-Neuve, CIACO,
265-288, 1997.
1470. Yu. NESTEROV. Stable traffic equilibria: properties and applications.
Optimization and Engineering, 3, 29-50, 2000.
1471. Yu. NESTEROV, Henry WOLKOWICZ and Yinyu YE. Semidefinite programming
relaxations of nonconvex quadratic optimization. In H. Wolkowicz, R. Saigal
and L. Vandenberghe (eds.), Handbook of Semidefinite Programming: Theory,
Algorithms, and Applications. Dordrecht, Kluwer Academic Press, 361-419,
2000.
1472. Yu. NESTEROV. Squared functional systems and optimization problems.
In H. Frenk, K. Roos, T. Terlaky and S. Zhang (eds.), High Performance
Optimization. Dordrecht, Kluwer Academic Press, 405-440, 2000.
- BOOKS
Interior Point Polynomial Algorithms in Convex Programming / Yurii
NESTEROV and A. NEMIROVSKY. Philadelphia : Society for Industrial and Applied
Mathematics, 1994. (SIAM Studies in Applied Mathematics).
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