Curriculum Vitae

Robert J. Vanderbei

Dept. of Operations Research and Financial Engineering
Princeton University
Princeton, New Jersey 08544
(609) 258-2345
rvdb@princeton.edu
http://www.princeton.edu/~rvdb/

Research Interests

Interior-point methods for linear and nonlinear optimization, semi-definite programming, robust optimization, probabilistic potential theory, optimization models for high contrast imaging, the search for exosolar planets, stable periodic solutions to the n-body problem, and the stability of Saturn-like ring systems.

Employment/Positions

Education

Plenary Addresses

Grants

University Service

Professional Activities

Editorial Positions

Memberships in Professional Societies

 

 

 

Most Cited Publications (as of December 16, 2012)

[1]    R.J. Vanderbei. Linear Programming: Foundations and Extensions. Kluwer Academic Publishers, 2nd edition, 2001.

[2]    J.M. Mulvey, R.J. Vanderbei, and S.A. Zenios. Robust optimization of large scale systems. Operations Research, 43(2):264–281, 1995.

[3]    C. Helmberg, F. Rendl, R.J. Vanderbei, and H. Wolkowicz. An interior point method for semidefinite programming. SIAM Journal on Optimization, 6:342–361, 1996.

[4]    R.J. Vanderbei. LOQO: An interior point code for quadratic programming. Optimization Methods and Software, 12:451–484, 1999.

[5]    R.J. Vanderbei and D.F. Shanno. An interior-point algorithm for nonconvex nonlinear programming. Computational Optimization and Applications, 13:231–252, 1999.

[6]    R.J. Vanderbei, M.S. Meketon, and B.F. Freedman. A modification of Karmarkar’s linear programming algorithm. Algorithmica, 1:395–407, 1986.

[7]    R.J. Vanderbei. LOQO user’s manual—version 3.10. Optimization Methods and Software, 12:485–514, 1999.

[8]    N.J. Kasdin, R.J. Vanderbei, D.N. Spergel, and M.G. Littman. Extrasolar planet finding via optimal apodized and shaped pupil coronagraphs. Astrophysical Journal, 582:1147–1161, 2003.

[9]    R.J. Vanderbei. Symmetric quasi-definite matrices. SIAM Journal on Optimization, 5(1):100–113, 1995.

[10]    R.J. Vanderbei and T.J. Carpenter. Symmetric indefinite systems for interior-point methods. Mathematical Programming, 58:1–32, 1993.

[11]    H.Y. Benson, D.F. Shanno, and R.J. Vanderbei. Interior-Point Methods for Nonconvex Nonlinear Programming: Filter Methods and Merit Functions. Computational Optimization and Applications, 23:257–272, 2002.

[12]    H.Y. Benson, D.F. Shanno, and R.J. Vanderbei. Interior-point methods for nonconvex nonlinear programming: Jamming and numerical testing. Mathematical Programming, 99(1):35–48, 2004.

[13]    R.J. Vanderbei and J.C. Lagarias. I.I. Dikin’s convergence result for the affine-scaling algorithm. In Contemporary Math. AMS, 1990.

[14]    R.J. Vanderbei, D.N. Spergel, and N.J. Kasdin. Circularly Symmetric Apodization via Starshaped Masks. Astrophysical Journal, 599:686–694, 2003.

[15]    R.J. Vanderbei, D.N. Spergel, and N.J. Kasdin. Spiderweb Masks for High Contrast Imaging. Astrophysical Journal, 590:593–603, 2003.

[16]    A. Ruszczyński and R.J. Vanderbei. Frontiers of Stochastically Nondominated Portfolios. Econometrica, 71(4):1287–1297, 2003.

[17]    P. Fishburn, P. Schwander, L.A. Shepp, and R.J. Vanderbei. The discrete Radon transform and its approximate inversion via linear programming. Disc. Appl. Math., 75:39–61, 1997.

[18]    L.A. Shepp and R.J. Vanderbei. The complex zeros of random polynomials. Transactions of the AMS, 347(11):4365–4384, 1995.

[19]    R. J. Vanderbei, N. J. Kasdin, and D. N. Spergel. Checkerboard-Mask Coronagraphs for High-Contrast Imaging. Astrophysical Journal, 615(1):555, 2004.

[20]    H.Y. Benson, A. Sen, D.F. Shanno, and R.J. Vanderbei. Interior-point algorithms, penalty methods and equilibrium problems. Computational Optimization and Applications, 34(2):155–182, June 2006.

 

 

 

Books

[1]    J.R. Gott and R.J. Vanderbei. Sizing Up The Universe: The Cosmos In Perspective. National Geographic, 2010.

[2]    R.J. Vanderbei. Linear Programming: Foundations and Extensions. Springer, 3rd edition, 2007.

[3]    R.J. Vanderbei. Linear Programming: Foundations and Extensions. Kluwer Academic Publishers, 2nd edition, 2001.

[4]    R.J. Vanderbei. Linear Programming: Foundations and Extensions. Kluwer Academic Publishers, 1998. Paperback edition.

[5]    R.J. Vanderbei. Linear Programming: Foundations and Extensions. Kluwer Academic Publishers, 1997.

Refereed Journal Publications

[1]    R.J. Vanderbei, M.Ç. Pinar, and E.F. Bozkaya. Discrete-Time Pricing and Optimal Exercise of American Perpetual Warrants in the Geometric Random Walk Model. Applied Mathematics and Optimization, pages 1–26, 2012.

[2]    R. J. Vanderbei. Fast fourier optimization. Math. Prog. Comp., 4(1):1–17, 2012.

[3]    R.J. Vanderbei. Local Warming. SIAM Review, 54(3):597–606, 2012.

[4]    A. Carlotti, R. J. Vanderbei, and N. J. Kasdin. Optimal pupil apodizations for arbitrary apertures. Optics Express, 19(27):26796–26809, 2011.

[5]    L. Pueyo, N.J. Kasdin, A. Carlotti, and R. J. Vanderbei. Design of phase induced amplitude apodization coronagraphs over square apertures. The Astrophysical Journal, 195(2):25, 2011.

[6]    R.J. Vanderbei. Sequencing the stars. Sky and Telescope, 116(11):30–34, 2010.

[7]    N.J. Kasdin, D.N. Spergel, R.J. Vanderbei, E. Cady, D. Savransky, D. Lisman, S. Shaklan, R. Lee, R. Egerman, G. Matthews, and D. Tenerelli. A medium size mission for finding and characterizing terrestrial exoplanets with an external occulter and a conventional telescope. Bull. AAS, 42:287, 2010.

[8]    R.J. Vanderbei and M.Ç. Pinar. Pricing American Perpetual Warrants by Linear Programming. SIAM Review, 51:767–782, 2009.

[9]    J. N. Winn, A. W. Howard, J. A. Johnson, G. W. Marcy, J. Z. Gazak, D. Starkey, E. B. Ford, K. D. Colón, F. Reyes, L. Nortmann, S. Dreizler, S. Odewahn, W. F. Welsh, S. Kadakia, R. J. Vanderbei, E. R. Adams, M. Lockhart, I. J. Crossfield, J. A. Valenti, R. Dantowitz, and J. A. Carter. The Transit Ingress and the Tilted Orbit of the Extraordinarily Eccentric Exoplanet HD 80606b. The Astrophysical Journal, 703:2091–2100, October 2009.

[10]    R.J. Vanderbei. Eliminating poisson’s spot with linear programming. In J.W. Chinneck, B. Kristjansson, and M. Saltzman, editors, Operations Research and Cyber-Infrastructure. Springer, 2009.

[11]    K. Yetilmezsoy, S. Demirel, and R.J. Vanderbei. Response surface modeling of pb(ii) removal from aqueous solution by pistacia vera l.: Boxbehnken experimental design. J. of Hazardous Materials, 171:551–562, 2009.

[12]    J.C. Lagarias, E. Rains, and R.J. Vanderbei. The Kruskal Count. In S. Brams et al., editor, The Mathematics of Preference, Choice, and Order: Essays in Honor of Peter C. Fishburn. Springer-Verlag, 2009.

[13]    R.J. Vanderbei. The Earth Is Not Flat: An Analysis of a Sunset Photo. Optics and Photonics News, November:34–39, 2008.

[14]    R.J. Vanderbei. Linear Stability of Ring Systems Around Oblate Central Masses. Advances in Space Research, 42:1370–1377, 2008.

[15]    R.J. Vanderbei. Extreme Optics and the Search for Earth-Like Planets. Mathematical Programming Series B, 112(1):255–272, 2008.

[16]    I. Griva, D.F. Shanno, R.J. Vanderbei, and H.Y. Benson. Global convergence of a primal-dual interior-point method for nonlinear programming. Algorithmic Operations Research, 3(1):12–19, 2008.

[17]    R.J. Vanderbei, E. Cady, and N.J. Kasdin. Optimal occulter design for finding extrasolar planets. Astrophysical Journal, 665(1):794–798, 2007.

[18]    N.J. Kasdin, R.J. Vanderbei, and R. Belikov. Shaped pupil coronography. C.R. Physique, 8:312–322, 2007.

[19]    R.J. Vanderbei and R. Belikov. Measuring the astronomical unit from your backyard. Sky and Telescope, 113(1):91–94, 2007.

[20]    R.J. Vanderbei. A Simple Approximate Analysis of the Linear Stability of Ring Systems. In New Trends in Astrodynamics and Applications III, volume 886, pages 169–174. American Institute of Physics, 2007.

[21]    R.J. Vanderbei and E. Kolemen. Linear Stability of Ring Systems . Astronomical Journal, 133(2):656–664, 2007.

[22]    R. Soummer, L. Pueyo, A. Sivaramakrishnan, and R.J. Vanderbei. Fast computation of lyot-style coronagraph propagation. Optics Express, 15(24):15935–15951, 2007.

[23]    H.Y. Benson, A. Sen, D.F. Shanno, and R.J. Vanderbei. Interior-point algorithms, penalty methods and equilibrium problems. Comp. Opt. and Appl., 34:155–182, 2006.

[24]    R. Belikov, N.J. Kasdin, and R.J. Vanderbei. Diffraction-Based Sensitivity Analysis of Apodized Pupil Mapping Systems. Astrophysical Journal, 652:833, 2006.

[25]    Give’on A., Kasdin N. J., Vanderbei R. J., and Avitzour Y. On representing and correcting wavefront errors in high-contrast imaging systems. Journal of the Optical Society of America A, 23, May 2006.

[26]    R.J. Vanderbei. Diffraction Analysis of 2-D Pupil Mapping for High-Contrast Imaging. Astrophysical Journal, 636:528, 2006.

[27]    R.J. Vanderbei. Horsing Around on Saturn. In New Trends in Astrodynamics and Applications, volume 1065, pages 336–345. NY Academy of Sciences, 2005.

[28]    I. Griva and R.J. Vanderbei. Case Studies in Trajectory Optimization: Catenary Problem. Optimization and Engineering, 6:463–482, 2005.

[29]    R.J. Vanderbei and W.A. Traub. Pupil Mapping in 2-D for High-Contrast Imaging. Astrophysical Journal, 626:1079–1090, 2005.

[30]    N.J. Kasdin, R.J. Vanderbei, M.G. Littman, and D.N. Spergel. Optimal one-dimensional apodizations and shaped pupils for planet finding coronagraphy. Applied Optics, 44(7):1117–1128, 2005.

[31]    N. J. Kasdin, R. J. Vanderbei, M. G. Littman, D. Ren, M. Carr, and D. N. Spergel. Optimal Designs, Mask Manufacture, and Experimental Results for Shaped Pupil Coronagraphs. Bulletin of the American Astronomical Society, 205:514–+, December 2004.

[32]    A. Giveón, N. J. Kasdin, M. G. Littman, L. A. Pueyo, and R. J. Vanderbei. Adaptive Optics for High-Contrast Imaging. Bulletin of the American Astronomical Society, 205:515–+, December 2004.

[33]    N.J. Kasdin, R.A. Brown, C.J. Burrows, S. Kilston, M. Kuchner, M.G. Littman, M.C. Noecker, S. Seager, R. J. Vanderbei, and R.A. Woodruff. An optical/UV space coronagraph concept for the terrestrial planet finder. Advances in Space Research, 34(3):625–630, 2004.

[34]    R. J. Vanderbei, N. J. Kasdin, and D. N. Spergel. Checkerboard-Mask Coronagraphs for High-Contrast Imaging. Astrophysical Journal, 615(1):555, 2004.

[35]    H.Y. Benson, D.F. Shanno, and R.J. Vanderbei. Interior-Point Methods for Nonconvex Nonlinear Programming: Jamming and Numerical Testing. Mathematical Programming, 99(1):35–48, 2004.

[36]    W.A. Traub and R.J. Vanderbei. Two-Mirror Apodization for High-Contrast Imaging. Astrophysical Journal, 599:695–701, 2003.

[37]    R.J. Vanderbei, D.N. Spergel, and N.J. Kasdin. Circularly Symmetric Apodization via Starshaped Masks. Astrophysical Journal, 599:686–694, 2003.

[38]    W. Simmons, N.J. Kasdin, R.J. Vanderbei, and W. Cash. System concept design for the new worlds observer. Bulletin of the American Astronomical Society, 35:1205, 2003.

[39]    R.J. Vanderbei, D.N. Spergel, and N.J. Kasdin. Spiderweb Masks for High Contrast Imaging. Astrophysical Journal, 590:593–603, 2003.

[40]    A. Ruszczyński and R.J. Vanderbei. Frontiers of Stochastically Nondominated Portfolios. Econometrica, 71(4):1287–1297, 2003.

[41]    R.J. Vanderbei and H.Y. Benson. Solving Problems with Semidefinite and Related Constraints Using Interior-Point Methods for Nonlinear Programming. Mathematical Programming, 95:279–302, 2003.

[42]    N.J. Kasdin, R.J. Vanderbei, D.N. Spergel, and M.G. Littman. Extrasolar Planet Finding via Optimal Apodized and Shaped Pupil Coronagraphs. Astrophysical Journal, 582:1147–1161, 2003.

[43]    H.Y. Benson, D.F. Shanno, and R.J. Vanderbei. Interior-Point Methods for Nonconvex Nonlinear Programming: Filter Methods and Merit Functions. Computational Optimization and Applications, 23:257–272, 2002.

[44]    S. Kruk, M. Muramatsu, R. Rendl, R.J. Vanderbei, and H. Wolkowicz. The Gauss-Newton Direction in Semidefinite Programming. Optimization Methods and Software, 15(1):1–27, 2001.

[45]    R.J. Vanderbei. Case Studies in Trajectory Optimization: Trains, Planes, and Other Pastimes. Optimization and Engineering, 2:215–243, 2001.

[46]    D.F. Shanno and R.J. Vanderbei. Interior-Point Methods for Nonconvex Nonlinear Programming: Orderings and Higher-Order Methods. Math. Prog., 87(2):303–316, 2000.

[47]    R.J. Vanderbei. LOQO: An interior point code for quadratic programming. Optimization Methods and Software, 12:451–484, 1999.

[48]    R.J. Vanderbei. LOQO User’s Manual—Version 3.10. Optimization Methods and Software, 12:485–514, 1999.

[49]    R.J. Vanderbei and D.F. Shanno. An Interior-Point Algorithm for Nonconvex Nonlinear Programming. Computational Optimization and Applications, 13:231–252, 1999.

[50]    R.J. Vanderbei. Extension of Piyavskii’s Algorithm to Continuous Global Optimization. J. Global Opt., 14:205–216, 1999.

[51]    M. Muramatsu and R.J. Vanderbei. Primal-Dual Affine-Scaling Algorithms Fail for Semidefinite Programming. Mathematics of Operations Research, 24(1):149–175, 1999.

[52]    A. Kagan, C. Mallows, L.A. Shepp, R.J. Vanderbei, and Y. Vardi. Symmetrization of Binary Random Variables. Bernoulli, 5(6):1013–1020, 1999.

[53]    P. Fishburn, P. Schwander, L.A. Shepp, and R.J. Vanderbei. The discrete Radon transform and its approximate inversion via linear programming. Disc. Appl. Math., 75:39–61, 1997.

[54]    A.J. Berger, J.M. Mulvey, E. Rothberg, and R.J. Vanderbei. Solving multistage stochastic programs using tree dissection. SIAM Journal on Optimization, 1996. To appear.

[55]    C. Helmberg, F. Rendl, R.J. Vanderbei, and H. Wolkowicz. An interior point method for semidefinite programming. SIAM Journal on Optimization, 6:342–361, 1996.

[56]    J.M. Mulvey, R.J. Vanderbei, and S.A. Zenios. Robust optimization of large scale systems. Operations Research, 43(2):264–281, 1995.

[57]    F. Rendl, R.J. Vanderbei, and H. Wolkowicz. Max-min eigenvalue problems, primal-dual interior point algorithms, and trust region subproblems. Optimization Methods and Software, 5:1–16, 1995.

[58]    R.J. Vanderbei. A probabilistic formula for the concave hull of a function. Ann. Prob., 23:2014–2021, 1995.

[59]    L.A. Shepp and R.J. Vanderbei. The complex zeros of random polynomials. Transactions of the AMS, 347(11):4365–4384, 1995.

[60]    R.J. Vanderbei and B. Yang. The simplest semidefinite programs are trivial. Math. of OR, 20:590–596, 1995.

[61]    R.J. Vanderbei. Affine-scaling trajectories associated with a semi-infinite linear program. Math. of OR, 20:163–174, 1995.

[62]    R.J. Vanderbei. Symmetric quasi-definite matrices. SIAM Journal on Optimization, 5(1):100–113, 1995.

[63]    R.J. Vanderbei. Interior-point methods: algorithms and formulations. ORSA J. on Computing, 6:32–34, 1994.

[64]    L.A. Hall and R.J. Vanderbei. Two-thirds is sharp for affine scaling. OR Letters, 13:197–201, 1993.

[65]    R.J. Vanderbei and T.J. Carpenter. Symmetric indefinite systems for interior-point methods. Mathematical Programming, 58:1–32, 1993.

[66]    R.J. Vanderbei. ALPO: Another linear program optimizer. ORSA J. on Computing, 5:134–146, 1993.

[67]    J.R. Birge, R.M. Freund, and R.J. Vanderbei. Prior reduced fill-in in solving equations in interior point algorithms. OR Letters, 11:195–198, 1992.

[68]    R.J. Vanderbei. Optimal switching among several brownian motions. SIAM Journal on Control and Optimization, 30:1150–1162, 1992.

[69]    R.J. Vanderbei. A brief description of ALPO. OR Letters, pages 531–534, 1991.

[70]    R.J. Vanderbei. Splitting dense columns in sparse linear systems. Lin. Alg. and Appl., 152:107–117, 1991.

[71]    A. Greenberg and R.J. Vanderbei. Quicker convergence for iterative numerical solutions to stochastic problems:probabilistic interpretation, ordering heuristics, and parallel processing. Prob. in the Eng. and Info. Sci., 4:493–521, 1990.

[72]    R.J. Vanderbei. A martingale system theorem for stock investments. OR Letters, 9:155–159, 1990.

[73]    A. Mandelbaum, L.A. Shepp, and R.J. Vanderbei. Optimal switching between a pair of Brownian motions. Ann. Prob., 18:1010–1033, 1990.

[74]    Y.C. Cheng, D.J. Houck, J.M.Liu, M.S. Meketon, L. Slutsman, R.J. Vanderbei, and P. Wang. The AT&T KORBX system. AT&T Tech. Journal, 68:7–19, 1989.

[75]    R.J. Vanderbei. Affine scaling for linear programs with free variables. Mathematical Programming, 43:31–44, 1989.

[76]    L.A. Shepp and R.J. Vanderbei. A probabilistic model for the time to unravel a strand of DNA. Stochastic Models, 4:299–314, 1988.

[77]    R.J. Vanderbei, M.S. Meketon, and B.F. Freedman. A modification of Karmarkar’s linear programming algorithm. Algorithmica, 1:395–407, 1986.

[78]    R.J. Vanderbei. Probabilistic solution of the Dirichlet problem for biharmonic functions in discrete space. Ann. Prob., 12:311–324, 1984.

[79]    E.B. Dynkin and R.J. Vanderbei. Stochastic waves. Transactions of the AMS, 275:771–779, 1983.

[80]    R.J. Vanderbei. Toward a stochastic calculus for several markov processes. Adv. Appl. Math., 4:125–144, 1983.

[81]    G.F. Lawler and R.J. Vanderbei. Markov strategies for optimal control problems indexed by a partially ordered set. Ann. Prob., 11:642–647, 1982.

[82]    A. Mandelbaum and R.J. Vanderbei. Optimal stopping and supermartingales over partially ordered sets. Z. Warsch. verw. Gebiete, 57:253–264, 1981.

[83]    R.J. Vanderbei. Optimal choice of a subset of a population. Math. OR, 5:481–486, 1980.

Other Refereed Publications

[1]    M. W. McElwain, T. D. Brandt, M. Janson, G. R. Knapp, M. A. Peters, A. S. Burrows, A. Carlotti, M. A. Carr, T. Groff, J. E. Gunn, O. Guyon, M. Hayashi, N. J. Kasdin, M. Kuzuhara, R. H. Lupton, F. Martinache, D. Spiegel, N. Takato, M. Tamura, E. L. Turner, and R. J. Vanderbei. Scientific design of a high contrast integral field spectrograph for the Subaru Telescope. In Society of Photo-Optical Instrumentation Engineers (SPIE) Conference Series, volume 8446 of Society of Photo-Optical Instrumentation Engineers (SPIE) Conference Series, September 2012.

[2]    A. Carlotti, N. J. Kasdin, F. Martinache, R. J. Vanderbei, E. J. Young, G. Che, T. D. Groff, and O. Guyon. Fully optimized shaped pupils: preparation for a test at the Subaru Telescope. In Society of Photo-Optical Instrumentation Engineers (SPIE) Conference Series, volume 8446 of Society of Photo-Optical Instrumentation Engineers (SPIE) Conference Series, September 2012.

[3]    A. Carlotti, N. J. Kasdin, R. J. Vanderbei, and J.-R. Delorme. Optimized shaped pupil masks for pupil with obscuration. In Society of Photo-Optical Instrumentation Engineers (SPIE) Conference Series, volume 8442 of Society of Photo-Optical Instrumentation Engineers (SPIE) Conference Series, September 2012.

[4]    N. J. Kasdin, D. Lisman, S. Shaklan, M. Thomson, E. Cady, S. Martin, L. Marchen, R. J. Vanderbei, B. Macintosh, R. E. Rudd, D. Savransky, J. Mikula, and D. Lynch. Technology demonstration of starshade manufacturing for NASA’s Exoplanet mission program. In Society of Photo-Optical Instrumentation Engineers (SPIE) Conference Series, volume 8442 of Society of Photo-Optical Instrumentation Engineers (SPIE) Conference Series, September 2012.

[5]    N. J. Kasdin, T. Groff, A. Carlotti, and R. Vanderbei. Space-based planet detection using two MEMS DMs and a shaped pupil. In Society of Photo-Optical Instrumentation Engineers (SPIE) Conference Series, volume 8253 of Society of Photo-Optical Instrumentation Engineers (SPIE) Conference Series, February 2012.

[6]    N.J. Kasdin, A. Carlotti, T. Groff, and R.J. Vanderbei. Unified Coronagraph and Wavefront Control Design. In Proceeding of SPIE 2011, volume 8151. SPIE, Aug 2011.

[7]    N.J. Kasdin, D.N. Spergel, and R.J. Vanderbei. Advancing Technology for Starlight Suppression via an External Occulter. In Proceeding of SPIE 2011, volume 8151. SPIE, Aug 2011.

[8]    D. Sirbu, E.J. Cady, N.J. Kasdin, and R.J. Vanderbei. Optical Verification of Occulter-Based High Contrast Imaging. In Proceeding of SPIE 2011, volume 8151. SPIE, Aug 2011.

[9]    N.J. Kasdin, D.N. Spergel, R.J. Vanderbei, E. Cady, D. Savransky, D. Lisman, S. Shaklan, R. Lee, R. Egerman, G. Matthews, and D. Tenerelli. A medium size mission for finding and characterizing terrestrial exoplanets with an external occulter and a conventional telescope. Bull. AAS, 42:287, 2010.

[10]    S.B. Shaklan, P.J. Dumont, P.R. Lawson, M.C. Noecker, T. Glassman, A.S. Lo, N.J. Kasdin, E.J. Cady, and R.J. Vanderbei. Error Budgeting and Toleranceing of Starshades for Exoplanet Detection. In Proceeding of SPIE 2011, volume 7731. SPIE, Aug 2010.

[11]    C. Harper and R.J. Vanderbei. Two professors retake the sat: Is it a good test? Chronicle of Higher Education, 55:A30–31, 2009.

[12]    E. Cady, K. Balasubramanian, M. Carr, M. Dickie, P. Echternach, T. Groff, J. Kasdin, C. Laftchiev, M. McElwain, D. Sirbu, R. Vanderbei, and V. White. Progress on the occulter experiment at Princeton. In Society of Photo-Optical Instrumentation Engineers (SPIE) Conference Series, volume 7440 of Presented at the Society of Photo-Optical Instrumentation Engineers (SPIE) Conference, August 2009.

[13]    J. E. Krist, D. C. Moody, D. Mawet, J. T. Trauger, R. Belikov, S. B. Shaklan, O. Guyon, and R. J. Vanderbei. End-to-end simulations of different coronagraphic techniques. In Society of Photo-Optical Instrumentation Engineers (SPIE) Conference Series, volume 7440 of Presented at the Society of Photo-Optical Instrumentation Engineers (SPIE) Conference, August 2009.

[14]    D. Savransky, N. J. Kasdin, and R. J. Vanderbei. An evaluation of the effects of non-uniform exo-zodiacal dust distributions on planetary observations. In Society of Photo-Optical Instrumentation Engineers (SPIE) Conference Series, volume 7440 of Presented at the Society of Photo-Optical Instrumentation Engineers (SPIE) Conference, August 2009.

[15]    O. Guyon, J. R. P. Angel, R. Belikov, R. Egerman, D. Gavel, A. Giveon, T. Greene, K. Cahoy, B. Kern, M. Levine, S. Ridgway, S. Shaklan, D. Tenerelli, R. Vanderbei, and R. A. Woodruff. Detecting and characterizing exoplanets with a 1.4-m space telescope: the Pupil mapping Exoplanet Coronagraphic Observer (PECO). In Society of Photo-Optical Instrumentation Engineers (SPIE) Conference Series, volume 7440 of Presented at the Society of Photo-Optical Instrumentation Engineers (SPIE) Conference, August 2009.

[16]    P. Dumont, S. Shaklan, E. Cady, J. Kasdin, and R. Vanderbei. Analysis of external occulters in the presence of defects. In Society of Photo-Optical Instrumentation Engineers (SPIE) Conference Series, volume 7440 of Presented at the Society of Photo-Optical Instrumentation Engineers (SPIE) Conference, August 2009.

[17]    N. J. Kasdin, E. J. Cady, P. J. Dumont, P. D. Lisman, S. B. Shaklan, R. Soummer, D. N. Spergel, and R. J. Vanderbei. Occulter design for THEIA. In Society of Photo-Optical Instrumentation Engineers (SPIE) Conference Series, volume 7440 of Presented at the Society of Photo-Optical Instrumentation Engineers (SPIE) Conference, August 2009.

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[64]    A. Give’on, N. J. Kasdin, R. J. Vanderbei, D. N. Spergel, M. G. Littman, and P. Gurfil. Feasible optimal deformable mirror shaping algorithm for high-contrast imaging. In Astronomical Adaptive Optics Systems and Applications. Edited by Tyson, Robert K.; Lloyd-Hart, Michael. Proceedings of the SPIE, Volume 5169, pp. 288-297 (2003)., pages 288–297, December 2003.

[65]    A. Give’on, N. J. Kasdin, R. J. Vanderbei, D. N. Spergel, M. G. Littman, and P. Gurfil. Stochastic optimal phase retrieval algorithm for high-contrast imaging. In Astronomical Adaptive Optics Systems and Applications. Edited by Tyson, Robert K.; Lloyd-Hart, Michael. Proceedings of the SPIE, Volume 5169, pp. 276-287 (2003)., pages 276–287, December 2003.

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[67]    W. Simmons, N. J. Kasdin, R. J. Vanderbei, and W. Cash. System Concept Design for the New Worlds Observer. American Astronomical Society Meeting Abstracts, 203:–+, December 2003.

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[69]    M. Lieber, S. Kilston, N. J. Kasdin, and R. J. Vanderbei. Sensitivity of Shaped Pupil Coronagraphs to Wavefront Errors. American Astronomical Society Meeting Abstracts, 203:–+, December 2003.

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[72]    M. D. Lieber, S. Kilston, J. Kasdin, R. J. Vanderbei, and M. G. Littman. Evolving exosolar planet detection methods with lab experiments and integrated modeling: I. Modeling. In Techniques and Instrumentation for Detection of Exoplanets. Edited by Coulter, Daniel R. Proceedings of the SPIE, Volume 5170, pp. 66-78 (2003)., pages 66–78, November 2003.

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[74]    N. J. Kasdin, M. G. Littman, A. Giveon, L. Pueyo, R. J. Vanderbei, D. N. Spergel, and M. Carr. Optimal shaped pupils and wavefront control for planet finding coronagraphy. In ESA SP-539: Earths: DARWIN/TPF and the Search for Extrasolar Terrestrial Planets, pages 469–474, October 2003.

[75]    N. J. Kasdin, R. J. Vanderbei, D. N. Spergel, and M. G. Littman. Optimal shaped pupil coronagraphs for extrasolar planet finding. In High-Contrast Imaging for Exo-Planet Detection. Edited by Alfred B. Schultz. Proceedings of the SPIE, Volume 4860, pp. 240-250 (2003)., pages 240–250, February 2003.

[76]    R.J. Vanderbei. New Orbits for the n-Body Problem. In Proceedings of the Conference on New Trends in Astrodynamics, 2003.

[77]    M. Lieber, S. Kilston, N.J. Kasdin, R.J. Vanderbei, and M. Littman. Evolving Exosolar Planet Detection Methods with Lab Experiments and Integrated Modeling: I. Modeling. In Proceedings of SPIE Conference on Astronomical Telescopes and Instrumentation, number 09 in 5170, 2003.

[78]    R.J. Vanderbei, N.J. Kasdin, and D.N. Spergel. New pupil masks for high-contrast imaging. In Proceedings of SPIE Conference on Astronomical Telescopes and Instrumentation, number 07 in 5170, 2003.

[79]    A. Give’On, N.J. Kasdin, D.N. Spergel, M.G. Littman, R.J. Vanderbei, and P. Gurfil. Stochastic optimal phase retrieval algorithm for high dynamic range imaging. In Proceedings of SPIE Conference on Astronomical Telescopes and Instrumentation, number 32 in 5169, 2003.

[80]    A. Give’On, N.J. Kasdin, D.N. Spergel, M.G. Littman, R.J. Vanderbei, and P. Gurfil. Feasible optimal deformable mirror shaping algorithms for high dynamic range imaging. In Proceedings of SPIE Conference on Astronomical Telescopes and Instrumentation, number 33 in 5169, 2003.

[81]    D. N. Spergel, J. N. Kasdin, R. J. Vanderbei, M. G. Littman, M. Carr, D. Mumm, and M. Pueyo. Development and Testing of an Optimal Shaped Pupil Coronagraph for Extrasolar Planet Finding. Bulletin of the American Astronomical Society, 34:1138–+, December 2002.

[82]    M. G. Littman, M. Carr, J. Kasdin, R. Vanderbei, and D. Spergel. Amplitude Control: Closing the Loop. Bulletin of the American Astronomical Society, 34:1132–+, December 2002.

[83]    N.J. Kasdin, R.J. Vanderbei, D.N. Spergel, and M.G. Littman. Optimal Shaped Pupil Coronagraphs for Extrasolar Planet Finding. In Proceedings of SPIE Conference on Astronomical Telescopes and Instrumentation, number 44 in 4860, 2002.

[84]    R.J. Vanderbei. A Case Study in Trajectory Optimization: Putting on an Uneven Green. SIAG/OPT Views-and-News, 12(1):6–14, 2001.

[85]    R.J. Vanderbei and M. Pilla. Spring training. Soaring, 64(6):18–19,23–24, 2000.

[86]    J.O. Coleman and R.J. Vanderbei. 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.

[87]    Y. Ikura and R.J. Vanderbei. Application of integer programming to petroleum tank truck scheduling problems. In Proceedings of the Seventh RAMP Symposium, pages 79–89, Kyoto, Japan, 1995.

[88]    R.J. Vanderbei. Appendix A: Discrete space markov processes. In Large Deviations for Performance Analysis by A. Weiss and A. Shwartz, pages 499–514. Chapman-Hall, 1995.

[89]    A. Mandelbaum, H. Kaspi, and R.J. Vanderbei. Bandit processes: Control, analysis, and characterization. In P. Chretienne, E.G. Coffman Jr., J.K Lenstra, and Z. Liu, editors, Scheduling Theory and Its Applications, pages 71–90. John Wiley and Sons, Ltd., 1994.

[90]    A. Mandelbaum and R.J. Vanderbei. Brownian bandits. In M. Freidlin, editor, The Dynkin Festschrift. AMS, 1994.

[91]    J.L. Snell and R.J. Vanderbei. Three bewitching paradoxes. In J.L. Snell, editor, Topics in Contemporary Probability and Its Applications. CRC Press, 1994.

[92]    Y. Ikura and R.J. Vanderbei. AT&T’s mathematical porgramming systems. In Proceedings of the Second RAMP Symposium, pages 35–44, Kyoto, Japan, 1990.

[93]    R.J. Vanderbei and J.C. Lagarias. I.I. Dikin’s convergence result for the affine-scaling algorithm. In Contemporary Math. AMS, 1990.

[94]    L. Shepp and R.J. Vanderbei. New insights into emission tomography via linear programming. In Proceedings of the NATO Advanced Study Institute International Conference on Formation, Processing and Evaluation of Medical Images, 1988.

[95]    A. Greenberg and R.J. Vanderbei. On successive approximation methods for stochastic problems: probabilistic interpretation, ordering heuristics, and parallel processing. In Proceedings of the 26th Annual Allerton Conference, 1988.

Technical Reports

[1]    R.J. Vanderbei. Linear Stability of Lagrange Points: Complex Variable Notation . Technical report, Department of Operations Research and Financial Engineering, Princeton University, 2006.

[2]    R.J. Vanderbei. Lagrange Points for Eccentric Planar 3-Body Systems . Technical report, Department of Operations Research and Financial Engineering, Princeton University, 2006.

[3]    H.Y. Benson, D.F. Shanno, and R.J. Vanderbei. A Comparative Study of Large-Scale Nonlinear Optimization Algorithms. Technical Report ORFE 01-04, Department of Operations Research and Financial Engineering, Princeton University, 2001.

[4]    R.J. Vanderbei and H. Yurttan. 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.

[5]    R.J. Vanderbei and J. Iannone. An EM approach to OD matrix estimation. Technical Report SOR 94-04, Princeton University, 1994.

[6]    R.J. Vanderbei, A. Duarte, and B. Yang. An algorithmic and numerical comparison of several interior-point methods. Technical Report SOR 94-05, Princeton University, 1994.

[7]    A. Duarte and R.J. Vanderbei. A computational analysis of quasi-definite systems in interior-point algorithms. Technical Report SOR 94-11, Princeton University, 1994.

[8]    A. Duarte and R.J. Vanderbei. Interior point algorithms for LSAD and LMAD estimization. Technical Report SOR 94-07, Princeton University, 1994.

Book Reviews

[1]    R.J. Vanderbei. Review of Linear Programming, a Modern Integrated Analysis by R. Saigal. Interfaces, 27:120–122, 1997.

Patents

[1]    R.J. Vanderbei. Methods and apparatus for efficient resource allocation, May 1988. U.S. Patent Number 4,744,026. Extension of Karmarkar algorithm to handle linear programming problems with free variables.

[2]    R.J. Vanderbei. Methods and apparatus for efficient resource allocation, Dec 1989. U.S. Patent Number 4,885,686. Extension of Karmarkar algorithm to handle linear programming problems with dense columns.

[3]    B.A. Freedman, M.S. Meketon, and R.J. Vanderbei. Methods and apparatus for efficient resource allocation, May 1990. U.S. Patent Number 4,924,386. Extension of Karmarkar algorithm to handle linear programming problems with nonzero lower bounds and finite upper bounds.

[4]    P. Schwander, L.A. Shepp, and R.J. Vanderbei. Apparatus and method for tomography of microscopic samples, August 1997. U.S. Patent Number 5,659,175. Invention concerns microscopic tomography, wherein probabilities of occupancy of individual lattice sites within a crystal are estimated. Application to the examination of the internal structure of semiconductors.

On-line Educational Resources

Development Experience

Outside Activities

Graduate Students Advised/Co-Advised

Courses Taught

Calculus II MATH 130
Probability MATH 361
Probability and Statistics MATH 363
Applied Stochastic Processes MATH 461
Computer Methods for Problem Solving ORF 201
Deterministic Systems Analysis ORF 307
Stochastic Systems Analysis CIV 308
Real Analysis for Engineers CIV 506
Linear Programming ORF 522
Nonlinear Programming ORF 523
Stochastic Processes ORF 515
Convex Analysis ORF 569
  

Course Evaluations

Course SemesterYear EnrollmentEvaluation





ORF 201 Spring 2000 82 3.5
ORF 201Spring 2001 64 4.2

ORF 307Spring 2002 54 4.0
ORF 307Spring 2003 67 4.0
ORF 307Spring 2004 80 4.2

ORF 522Fall 2001 23 4.4
ORF 522Fall 2002 23 4.0
ORF 522Fall 2003 8 4.4
ORF 522Fall 2004 18 4.3
ORF 522Fall 2005 18 4.2
ORF 522Fall 2006 16 4.4
ORF 522Fall 2007 26 4.4

ORF 523Spring 2000 13 4.3