personnel profile
Walter Murray
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Research Statement
Murray's research interests include numerical optimization, numerical linear algebra, sparse matrix methods, optimization software and applications of optimization. He has authored two books (Practical Optimization and Optimization and Numerical Linear Algebra) and over eighty papers. In addition to his University work he has extensive consulting experience with industry, government, and commerce.
Engineering Risk Management and Decision Analysis
Professor Paté-Cornell's current research uses risk analysis, probability, and decision theory to integrate organizational factors into assessments of the reliability of the final product or service, and to allow efficient and cost-effective risk management in industry, and in government regulations. Recent applications: NASA space shuttle, management of unmanned space programs, offshore platforms, marine pipelines, anesthesia in hospitals. Also: characterization of risk uncertainties and implications for risk ranking and management.
For a list of all papers, please click here for the Papers page.
| Publication Title | Author(s)/Speaker(s) | Open Document |
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Primal-dual methods for linear programming
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P. E. Gill; D. B. Ponceleon; M. A. Saunders |
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Line search procedures for the logarithmic barrier function,
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M. H. Wright; W. Murray |
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A sequential quadratic programming algorithm using an incomplete solution of the subproblem
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F. J. Prieto; W. Murray |
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Newton methods for large-scale linear equality-constrained minimization
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A. L. Forsgren |
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Preconditioners for indefinite systems arising in optimization
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W. Murray; P. E. Gill; M. A. Saunders... |
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Title:
Primal-dual methods for linear programming
Author(s):
P. E. Gill; D. B. Ponceleon; M. A. Saunders
Journal:
Mathematical Programming
Date Published:
1995
Title:
Line search procedures for the logarithmic barrier function,
Author(s):
M. H. Wright; W. Murray
Journal:
SIAM Journal on Optimization
Date Published:
1994
Title:
A sequential quadratic programming algorithm using an incomplete solution of the subproblem
Author(s):
F. J. Prieto; W. Murray
Journal:
SIAM Journal on Optimization
Date Published:
1993
Title:
Newton methods for large-scale linear equality-constrained minimization
Author(s):
A. L. Forsgren
Journal:
SIAM Journal on Matrix Analysis and Applications
Date Published:
1993
Title:
Preconditioners for indefinite systems arising in optimization
Author(s):
W. Murray; P. E. Gill; M. A. Saunders; D. B. Ponceleon
Journal:
SIAM Journal on Matrix Analysis and Applications
Date Published:
1992
Book Title:
Numerical Linear Algebra and Optimization: Volume I
Book Authors/Eds.:
Walter Murray; Philip E. Gill; Margaret H. Wright
Publisher:
Addison-Wesley
Date Published:
1990
Title:
On projected Newton barrier methods for linear programming and an equivalence to Karmarkar's projective method
Author(s):
P. E. Gill; W. Murray; M. A. Saunders; J. A. Tomlin; M. H. Wright
Journal:
Mathematical Programming
Date Published:
1986
Book Title:
Book Authors/Eds.:
Walter Murray;Philip E. Gill; Margaret H. Wright
Publisher:
Academic Press, London and New York
Date Published:
1981
Title:
The computation of Lagrange multiplier estimates for constrained minimization
Author(s):
W. Murray
Journal:
Mathematical Programming
Date Published:
1979
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