TECHNICAL REPORTS

Recent

A Regression Approach to Fairer Grading. Submitted to SIAM Review, 2012.
Local Warming. SIAM Review, 54, 1--11, Sep. 2012.
Fast Fourier Optimization. Math Programming Computation, 4(1),53--69, Jan. 2012.

High-Contrast Imaging

Optimal Pupil Apodizations for Arbitrary Apertures. Optics Express, 19(27), 26796--26809, Oct. 2011.
Design of PIAA Coronagraphs Over Square Apertures. Astrophysical Journal, 195(2): 25, 2011.
Eliminating Poisson's Spot with Linear Programming. Operations Research and Cyber-Infrastructure. Springer, 2009.
Fast Computation of Lyot-Style Coronagraph Propagation. Optics Express. 15(24):15935--15951, 2007.
Optimal Occulter Design for Finding Extrasolar Planets. Astrophysical Journal, 665:794--798, 2007.
Extreme Optics and the Search for Earth-Like Planets. Mathematical Programming Series B, 2007.
Diffraction-Based Sensitivity Analysis of Apodized Pupil Mapping Systems. Astrophysical Journal, 652:833, 2007.
Diffraction Analysis of 2-D Pupil Mapping for High-Contrast Imaging. Astrophysical Journal, 636:528, 2006.
Pupil Mapping in 2-D for High-Contrast Imaging. Astrophysical Journal, 626:1079-1090, 2005.
The shaped pupil coronagraph for planet finding coronagraphy: optimization, sensitivity, and laboratory testing. Microwave and Terahertz Photonics. Proceedings of the SPIE, , 5487:1312--1321, 2004.
Checkerboard-Mask Coronagraphs for High-Contrast Imaging. Astrophysical Journal, 615(1):555, 2004.
An optical/UV space coronagraph concept for the terrestrial planet finder. Advances in Space Research, 34(3):625-630, 2004.
New pupil masks for high-contrast imaging. In Proceedings of SPIE Conference on Astronomical Telescopes and Instrumentation, 5170(07), 2003.
Two-Mirror Apodization for High-Contrast Imaging. Astrophysical Journal, 599:695-701, 2003.
Circularly Symmetric Apodization via Starshaped Masks. Astrophysical Journal, 599:686-694, 2003.
Spiderweb Masks for High Contrast Imaging. Astrophysical Journal, 590:593-603, 2003.
Extrasolar Planet Finding via Optimal Apodized and Shaped Pupil Coronagraphs. Astrophysical Journal, 582:1147-1161, 2003.

Celestial Mechanics

Linear Stability of Ring Systems Around Oblate Central Masses. Advances in Space Research, 42:1370--1377, 2008.
A Simple Approximate Analysis of the Linear Stability of Ring Systems. In New Trends in Astrodynamics and Applications III, American Institute of Physics, 886:169--174, 2007.
Linear Stability of Ring Systems . Astronomical Journal, 133:656-664, 2007.
Lagrange Points for Eccentric Planar 3-Body Systems . Technical report, Department of Operations Research and Financial Engineering, Princeton University, 2006.
Lagrange Points L1, L2 and L3. Technical report, Department of Operations Research and Financial Engineering, Princeton University, 2018.
Linear Stability of Lagrange Points: Complex Variable Notation . Technical report, Department of Operations Research and Financial Engineering, Princeton University, 2006.
Horsing Around on Saturn. In New Trends in Astrodynamics and Applications, volume 1065, pages 336-345. NY Academy of Sciences, 2005.
New Orbits for the n-Body Problem. In Proceedings of the Conference on New Trends in Astrodynamics, 2003.

Finance

Pricing American Perpetual Warrants by Linear Programming. SIAM Review, 51(4):767-782, 2009.
Frontiers of Stochastically Nondominated Portfolios. Econometrica, 71(4):1287-1297, 2003.

Interior-Point Methods for Nonlinear Optimization

Global convergence of a primal-dual interior-point method for nonlinear programming. Algorithmic Operations Research. 3(1):12--19, 2008.
Case Studies in Trajectory Optimization: Catenary Problem. Optimization and Engineering, 6:463-482, 2005.
Nonlinear Programming and Engineering Applications. In H.J. Greenberg, editor, Tutorials on Emerg ing Methodologies and Applications in Operations Research. Springer-Verlag, 2004.
Convergence analysis of a primal-dual interior-point method for nonlinear programming. Optimization Online, 2004.
Interior-Point Methods for Nonconvex Nonlinear Programming: Jamming and Numerical Testing. Mathematical Programming, 99(1):35-48, 2004.
Solving Problems with Semidefinite and Related Constraints Using Interior-Point Methods for Nonlinear Programming. Mathematical Programming, 95:279-302, 2003.
A Comparative Study of Large-Scale Nonlinear Optimization Algorithms. Technical Report ORFE 01-04, Department of Operations Research and Financial Engineering, Princeton University, 2001.
Interior-Point Methods for Nonconvex Nonlinear Programming: Filter Methods and Merit Functions. Computational Optimization and Applications, 23:257-272, 2002.
A Case Study in Trajectory Optimization: Putting on an Uneven Green. SIAG/OPT Views-and-News, 12(1):6-14, 2001.
Case Studies in Trajectory Optimization: Trains, Planes, and Other Pastimes. Optimization and Engineering, 2:215-243, 2001.
Random-Process Formulation of Computationally Efficient Performance Measures for Wideband Arrays in the Far Field. In The 1999 Midwest Symposium on Circuits and Systems, 1999. Math. Prog., 87(2):303-316, 2000.
The Gauss-Newton Direction in Semidefinite Programming. Optimization Methods and Software, 15(1):1-27, 2001.
Using LOQO to Solve Second-Order Cone Programming Problems. Technical Report SOR-98-09, Statistics and Operations Research, Princeton University, 1998. Submitted Optimization and Engineering.
An Interior-Point Algorithm for Nonconvex Nonlinear Programming. Computational Optimization and Applications, 13:231-252, 1999.
LOQO User's Manual--Version 3.10. Optimization Methods and Software, 12:485-514, 1999.
Solving multistage stochastic programs using tree dissection. SIAM Journal on Optimization, 1996. To appear.
Primal-Dual Affine-Scaling Algorithms Fail for Semidefinite Programming. Mathematics of Operations Research, 24(1):149-175, 1999.

Probability

Symmetrization of Binary Random Variables. Bernoulli, 5(6):1013-1020, 1999.
The Complex Zeros of Random Polynomials. Transactions of the AMS, 347(11):4365-4384, 1995.
A Probabilistic Formula for the Concave Hull of a Function Ann. Prob., 23, 2014--2021, 1995.
Optimal Switching Among Several Brownian Motions SIAM J. on Control and Optimization, 30, 1150--1162, 1992.
Optimal Switching Between a Pair of Brownian Motions Ann. Prob., 18(3), 1010--1033, 1990.
Probabilistic Solution of the Dirichlet Problem for Biharmonic Functions in Discrete Space Ann. Prob., 12(2), 311--324, 1984.
Markov Strategies for Optimal Control Problems Indexed by a Partially Ordered Set Ann. Prob., 11(3), 642--647, 1983.
Optimal Stopping and Supermartingales over Partially Ordered Sets Z. Wahrscheinlichkeitstheorie verw. Gebiete, 57, 253--264, 1981.
The Optimal Choice of a Subset of a Population. Mathematics of Operations Research, 5(4), 481--486, 1980.

Miscellaneous

Two Professors Retake the SAT. Chronicle of Higher Education, 55(39), A30--31, 2009.
Measuring Earth's Diameter from a Sunset Photo. Optics and Photonics News, 19(11), 34--39, Nov. 2008.
Measuring the Astonomical Unit. Sky and Telescope, 113(1), 91--94, 2007.
On Graphical Representation of Voting Results.
Robust Optimization of Large-Scale Systems Operations Research 43(2), 264--281, 1995.
The Kruskal Count. Technical report, Princeton University, 1998.
An EM approach to OD matrix estimation. Technical Report SOR 94-04, Princeton University, 1994.
Extension of Piyavskii's Algorithm to Continuous Global Optimization. J. Global Opt., 14:205-216, 1999.
New Insights Into Emission Tomography Via Linear Programming Proc. Conf. on Formation, Processing and Evaluation of Medical Images, 1988.