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.
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.