Links for Mathematical Programming and Optimization Theory

• Optimization Online
• Linear Programming FAQ
• Nonlinear Programming FAQ
• Interior Points Online
• Prof John Mitchell's home page has a number of interesting optimization links.
• Michael Trick's Operations Research homepage.
• Christoph Helmberg's Semidefinite Programming homepage
• Bibliography in Semidefinite Programming
• Henry Wolkowicz's home page at University of Waterloo.
• Michael Overton at Courant : Plenty of stuff on Semidefinite Programming including his MATLAB code SDPPACK

• Yinyu Ye at University of Iowa : List of Publications, including his book Interior Point Methods
• Yuri Nesterov at CORE : List of publications
• Stephen Boyd at Stanford University : Plenty of Semidefinite Programming stuff especially with regard to Control Theory
• Masakazu Kojima at Tokyo Institute of Technology : List of publications
• Michel Goemans at MIT : The 0.878 approximation algorithm for MAX CUT using semidefinite programming
• Jean-Louis Goffin at McGill : His publications including his analytic center cutting plane method ACCPM
• Jacek Gondzio at University of Edinburgh : His interior point code HOPDM, as well as his publications on a warm start procedure in cutting plane schemes
• Robert Vanderbei at Princeton : His interior point code LOQO and his book Linear Programming : Foundations and Extensions
• Steve Wright at Argonne : His publications, including his book Primal Dual Interior Point Methods
• Jonathan Borwein at Simon Fraser University, Canada : His lectures and publications
• Adrian Lewis at University of Waterloo : List of publications

• Gabor Pataki at UNC, Chapel Hill : Research and Publications
• Garud Iyengar at Columbia University : cutting planes for 0-1 semidefinite programming
• Francois Oustry at INRIA : The U-Lagrangian of a convex function and other publications
• Lieven Vandenberghe at UCLA : Reports and software on semidefinite programming
• Tamas Terlaky at McMaster : Interior point methods for linear, second order and semidefinite optimization
• Nicholas Gould and Philippe Toint : List of publications including their new book Trust Region Methods
• Alexander Shapiro at Georgia Tech : List of publications
• Jos Sturm at Tilburg University : Interior point methods for linear and semidefinite programming including his SDP code SeDuMi
• Brian Borchers at New Mexico Tech : The semidefinite programming repository SDPLIB and his SDP code CSDP
• Yin Zhang at Rice University : List of publications including his interior point code LIPSOL

• Convexity, Duality and Lagrange Multipliers -- Lecture Notes from Dimitri Bertsekas' webpage at MIT
• Jean Lasserre at LAAS-CNRS, Toulose, France : Plenty of stuff on control theory and semidefinite programming
• Francois Glineur at FPM, Mons Belgium : Interior Point Methods, Conic Duality and Approximations
• Franz Rendl and his research group at the University of Klagenfurt, Austria
• Sanjeev Arora at Princeton : His papers on the hardness of approximations
• SIAM Activity Group on optimization
• Theory and Algorithms for Linear optimization : An interior point approach (The classic!)
• MATLAB
• A compendium of NP complete problems
• A list of P complete problems
• TSPBIB Home page, related to the traveling salesman problem

• The Hamiltonian cycle and path problems
• Mathematical Programming Glossary by Harvey Greenberg
• DIMACS at Rutgers University
• Mathematical Programming Society
• INFORMS
• Interior Point Movies
• Myths and Conterexamples in Mathematical Programming by Harvey Greenberg
• NA Digest
• Interactive Linear Programming
• CPNET : Complementarity  Problem Net

• Graphs : Theory - Algorithms - Complexity
• SIAM  Journals Online
• Matrix Market
• Tim Davis : Sparse Matrix Collection
• Discrete optimization Site at the University of Heidelberg
• The Stonybrook Algorithm Repository
• The Stanford Graphbase
• optimization Center at ZIB, Berlin
• AMPL at Northwestern University
• LEDA : A Library of Efficient Data Types and Algorithms
• Algorithms in C++ -- Sedgewick
• Homepage for QHULL : to compute the convex hull of a set of points and more

• People Working in Global and Local optimization
• Operations Research people at CMU
• Combinatorial People and Groups
• Bibliography for optimization
• Homepage of Stephen Karisch : Plenty of material on semidefinite programming including some lecture notes
• Herbert Wilf's homepage : A link to his book on ALGORITHMS and COMPLEXITY (available online)
• Algorithm Courses on the World Wide Web
• Game Theory on the web
• Diagnosis of Infeasible Linear Programs : John Chinneck's webpage
• Combinatorial optimization : Jon Lee's page at the University of Kentucky
• Computational optimization Lab at the University of Iowa

• Theoretical Computer Science Virtual Address Book ( ACM SIGACT)
• Department of Combinatorics and optimization : University of Waterloo
• Combinatorial optimization & Graph Algorithms : University of Berlin
• Komei Fukuda's Home Page : Plenty of stuff on Convex Polytopes, including his code CDD
• Directory of Computational Geometry Software
• Computational Geometry Pages
• ECCC - The Electronic Colloquium on Computational Complexity
• Seventh DIMACS Implementation Challenge : Semidefinite and Related optimization Problems
• StatLib at Carnegie Mellon, Plenty of Statistics Software
• pLab : A server on the theory and practice of random number generation
• The WWW Virtual Library : Monte Carlo methods

• Collection of Lecture Notes,Survey papers,etc : A great repository of lecture notes etc on the Internet (A MUST SEE!)
• The Mathematics Genealogy Project
• The TCS Genealogy Project
• Handbook on Semidefinite Programming
• Mathematical Programming Society Prizes : Includes the Fulkerson and Dantzig prizes
• INFORMS Frederick W. Lancaster Prize
• Stas Busygin's NP-Completeness Page
• Control Engineering Virtual Library
• MathSciNet : Mathematical Reviews on the Web
• Indexes of Mathematical Biographies