The use of low-rank updates in interior-point methods

On implementing a primal-dual interior-point method for conic quadratic optimization

Notes on duality in second order and p-order cone optimization

A homogenized cutting plane method to solve the convex feasibility problem

On primal and dual infeasibility certificates in a homogeneous model for convex optimization

Exploiting parallel hardware in solving optimization problems

Utility based option pricing with proportional transaction costs and diversification problems: an interior-point optimization approach