Optimization and Systems Theory
Department of Mathematics
Royal Institute of Technology (KTH) SE-100 44 Stockholm
Sweden
Phone: +46 8 790 71 27
Fax: +46 8 22 53 20
E-MAIL:andersf@math.kth.se
http://www.math.kth.se/~andersf
Recent Papers and Reports
- A. Forsgren and P. E. Gill, Primal-dual interior methods for nonconvex nonlinear programming. To appear in SIAM Journal on Optimization.
- A. Forsgren, Optimality conditions for nonconvex semidefinite programming. Report TRITA-MAT-1998-OS6, Department of Mathematics, Royal Institute of Technology, 1998.
- A. Forsgren, A note on maximum-smoothness approximation of forward interest rate. Report TRITA-MAT-1998-OS3, Department of Mathematics, Royal Institute of Technology, 1998.
- A. Forsgren, A note on maximum-smoothness approximation of forward interest rate. Report TRITA-MAT-1998-OS3, Department of Mathematics, Royal Institute of Technology, 1998.
- A. Forsgren and W. Murray,, Newton methods for large-scale linear inequality-constrained minimization. SIAM Journal on Optimization 7 (1997), 162-176.