David F. Shanno

Publications

9.2K

Citations

H-Index

1970

Active since

Affiliations

Rutgers, The State University of New Jersey(Current)

Princeton University

Georgia Institute of Technology

Drexel University

University of Arizona

David F. Shanno is an author at Rutgers, The State University of New Jersey specializing in engineering, numerical analysis, and mathematical programming.

Top concepts

EngineeringNumerical AnalysisMathematical ProgrammingComputer ScienceLinear ProgrammingApproximation TheoryInverse ProblemsConvex OptimizationNonlinear ProgrammingOperations Research

Publications per year

1970–2018

Publications

Conditioning of quasi-Newton methods for function minimization

David F. Shanno · Mathematics of Computation · 1970 · 3.6K citations

Mathematical Programming, Numerical Analysis, Engineering +11

An Interior-Point Algorithm for Nonconvex Nonlinear Programming

Robert J. Vanderbei, David F. Shanno · Computational Optimization and Applications · 1999 · 524 citations

Conjugate Gradient Methods with Inexact Searches

David F. Shanno · Mathematics of Operations Research · 1978 · 472 citations

Numerical Analysis, Mathematical Programming, Inexact Searches +13

Conditioning of Quasi-Newton Methods for Function Minimization

David F. Shanno · Mathematics of Computation · 1970 · 393 citations · Full text

Mathematical Programming, Numerical Analysis, Engineering +11

Option Pricing when the Variance is Changing

Herb Johnson, David F. Shanno · Journal of Financial and Quantitative Analysis · 1987 · 384 citations

Stochastic Simulation, Volatility Modeling, Option Pricing +13

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