2007 |
10 | EE | K. A. Ariyawansa,
Yuntao Zhu:
A class of volumetric barrier decomposition algorithms for stochastic quadratic programming.
Applied Mathematics and Computation 186(2): 1683-1693 (2007) |
2006 |
9 | EE | K. A. Ariyawansa,
Yuntao Zhu:
Stochastic semidefinite programming: a new paradigm for stochastic optimization.
4OR 4(3): 239-253 (2006) |
2004 |
8 | EE | K. A. Ariyawansa,
Andrew J. Felt:
On a New Collection of Stochastic Linear Programming Test Problems.
INFORMS Journal on Computing 16(3): 291-299 (2004) |
2003 |
7 | EE | K. A. Ariyawansa,
Wayne L. Tabor:
A Note on Line Search Termination Criteria for Collinear Scaling Algorithms.
Computing 70(1): 25-39 (2003) |
1999 |
6 | EE | K. A. Ariyawansa,
N. Begashaw:
Global Convergence of a Class of Collinear Scaling Algorithms with Inexact Line Searches on Convex Functions.
Computing 63(2): 145-169 (1999) |
1991 |
5 | | K. A. Ariyawansa:
Performance of a Benchmark Implementation of the Van Slyke and Wets Algorithm for Stochastic Programs on the Alliant FX/8.
PPSC 1991: 186-192 |
4 | EE | K. A. Ariyawansa,
D. D. Hudson:
Performance of a benchmark parallel implementation of the Van Slyke and Wets algorithm for two-stage stochastic programs on the Sequent/Balance.
Concurrency - Practice and Experience 3(2): 109-128 (1991) |
3 | | K. A. Ariyawansa:
Deriving collinear scaling algorithms as extensions of quasi-Newton methods and the local convergence of DFP- and BFGS-related collinear scaling algorithms.
Math. Program. 49: 23-48 (1991) |
1989 |
2 | | K. A. Ariyawansa:
Parallel Processing in the Solution of Two-Stage Stochastic Linear Programs with Complete Recourse.
PPSC 1989: 143-148 |
1 | | J. L. Nazareth,
K. A. Ariyawansa:
On Accelerating Newton's Method Based on a Conic Model.
Inf. Process. Lett. 30(6): 277-281 (1989) |