By Associate Professor Robert Womersley

Journal articles

Chen X; Womersley RS, 1998, 'Stochastic programming', New South Wales Centre for Parallel Computine, pp. 10 - 10

Qi L; Womersley RS, 1996, 'On extreme singular values of matrix valued functions', Journal of Convex Analysis, pp. 153 - 166

Tin Loi FS; Qi L; Wei Z; Womersley RS, 1996, 'Stochastic ultimate load analysis: models and solution methods', Numerical Functional Analysis and Optimization, 17, pp. 1029 - 1043

Chen X; Qi L; Womersley RS, 1995, 'Newton's method for quadratic stochastic programs with recourse', Journal of Computational and Applied Mathematics, 60, pp. 29 - 46, http://dx.doi.org/10.1016/0377-0427(94)00082-C

Qi L; Womersley RS, 1995, 'An SQP algorithm for extended linear-quadratic problems in stochastic programming', Annals of Operations Research, pp. 251 - 285

Overton ML; Womersley RS, 1995, 'Second derivatives for optimizing eigenvalues of symmetric matrices', SIAM Journal on Matrix Analysis and Applications, 16, pp. 697 - 718

Overton ML; Womersley RS, 1993, 'Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices', Mathematical Programming, 62, pp. 321 - 357, http://dx.doi.org/10.1007/BF01585173

Overton ML; Womersley RS, 1992, 'On the Sum of the Largest Eigenvalues of a Symmetric Matrix', SIAM Journal on Matrix Analysis and Applications, 13, pp. 41 - 45, http://dx.doi.org/10.1137/0613006

Osborne MR; Womersley RS, 1990, 'Strong uniqueness in sequential linear programming', The Journal of the Australian Mathematical Society. Series B. Applied Mathematics, 31, pp. 379 - 384, http://dx.doi.org/10.1017/s0334270000006731

Overton ML; Womersley RS, 1988, 'On Minimizing the Special Radius of a Nonsymmetric Matrix Function: Optimality Conditions and Duality Theory', SIAM Journal on Matrix Analysis and Applications, 9, pp. 473 - 498, http://dx.doi.org/10.1137/0609040

Womersley RS; Fletcher R, 1986, 'An algorithm for composite nonsmooth optimization problems', Journal of Optimization Theory and Applications, 48, pp. 493 - 523, http://dx.doi.org/10.1007/BF00940574

Womersley RS, 1986, 'Censored Discrete Linear $l_1 $ Approximation', SIAM Journal on Scientific and Statistical Computing, 7, pp. 105 - 122, http://dx.doi.org/10.1137/0907008

Osborne MR; Pruess SA; Womersley RS, 1986, 'Concise representation of generalised gradients', The Journal of the Australian Mathematical Society. Series B. Applied Mathematics, 28, pp. 57 - 74, http://dx.doi.org/10.1017/s0334270000005191

Womersley RS, 1985, 'Local properties of algorithms for minimizing nonsmooth composite functions', Mathematical Programming, 32, pp. 69 - 89, http://dx.doi.org/10.1007/BF01585659

Teo KL, 1983, 'A Control Parametrization Algorithm for Optimal Control Problems Involving Linear Systems and Linear Terminal Inequality Constraints', Numerical Functional Analysis and Optimization, 6, pp. 291 - 313, http://dx.doi.org/10.1080/01630568308816168

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