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Recent Publications
 K. C. Toh, R. H. Tütüncü, and
M. J. Todd.
Inexact primaldual pathfollowing algorithms for
a special class of convex quadratic SDP and related problems
revised May 2006, submitted to the Pacific Journal of Optimization.
 A. Takeda, S. Taguchi, and R. H. Tütüncü.
Adjustable robust optimization models for nonlinear multiperiod
optimization
August 2004, revised March 2005, submitted.
 A. M. Monteiro, R. H. Tütüncü, and L. N. Vicente.
Recovering riskneutral probability density functions from options
prices using cubic splines
July 2004, submitted.
 K. C. Toh, R. H. Tütüncü, and
M. J. Todd.
On the implementation of SDPT3 (version 3.1)  a Matlab
software package for semidefinitequadraticlinear
programming
January 2004, 2004 IEEE
Conference on ComputerAided Control System Design, Invited Paper.
 M. Pinar and R. H. Tütüncü.
Robust profit opportunities in risky financial portfolios,
Operations Research Letters, Vol. 33, No. 4, pp. 331340 (2005).
 K. Larsen, T. Pirvu, S. Shreve, and R. H. Tütüncü.
Satisfying convex risk limits by trading
Finance and Stochastics, Vol. 9, No. 2, pp. 177195 (2005).
 S. Herzel, C. Starica, and R. H. Tütüncü.
A nonstationary paradigm for the dynamics
of multivariate financial returns
in
Dependence in Probability and Statistics Lecture Notes
in Statistics, Vol. 187, Bertail, Patrice; Doukhan, Paul; Soulier, Philippe
(Eds.) (2006).
 R. H. Tütüncü and M. Koenig.
Robust asset allocation
Annals of Operations Research, Vol. 132, pp. 157187 (2004).
 R. H. Tütüncü.
Asymptotic behavior of
continuous trajectories for primaldual
potentialreduction methods
SIAM Journal on Optimization, Vol. 14, No. 2, pp. 402414 (2004).
 R. H. Tütüncü, K. C. Toh, and
Todd, M. J.
SDPT3  a Matlab software package for
semidefinitequadraticlinear programming, version 3.0
August 2001.
 E. J. Chester and R. H. Tütüncü.
Rendezvous Search on the Labeled Line
Operations Research, Vol. 52, No. 2, pp. 330334 (2004).
 R. H. Tütüncü, K. C. Toh, and
M. J. Todd.
Solving semidefinitequadraticlinear programs using SDPT3
Mathematical Programming, Vol. 95, No. 2, pp. 189217 (2003).
 R. H. Tütüncü.
A note on calculating the optimal risky portfolio
Finance and Stochastics,
Vol. 5, No. 3, pp. 413417 (2001).
 B. V. Halldórsson
and R. H. Tütüncü.
An interiorpoint
method for a class of saddle point problems
Journal of Optimization Theory and Applications, Vol. 116, No. 3, pp. 559590 (2003).

A. M. Cervantes, A. Wächter,
R. H. Tütüncü, and L. Biegler.
A reduced space interior point strategy for optimization of differential algebraic systems Computers and Chemical Engineering,
Vol. 24, No. 1, pp. 3951 (2000).
 R. H. Tütüncü.
Quadratic convergence of
potentialreduction methods for degenerate problems
Mathematical Programming, Vol. 90, No. 1, pp. 169203 (2001).
 R. H. Tütüncü.
A primaldual variant of the
IriImai algorithm for linear programming
Mathematics of Operations Research, Vol. 25, No. 2, pp. 195213 (2000).
 K. C. Toh, M. J. Todd, and R. H. Tütüncü.
SDPT3  a Matlab software package for
semidefinite programming
Optimization Methods and Software, Vol. 11/12, pp. 545581 (1999).
 R. H. Tütüncü.
An InfeasibleInteriorPoint PotentialReduction Method For Linear Programming Mathematical Programming,
Vol. 86, No. 2, pp. 313334 (1999).
 M. J. Todd, K. C. Toh, and R. H. Tütüncü.
On the NesterovTodd Direction in Semidefinite Programming
SIAM J. on Optimization, Vol. 8, No. 3, pp. 769796 (1998).
