ANDERS FORSGREN
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
Research Interests
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.