• Paul T. Boggs and Jon W. Tolle. Sequential quadratic programming for large-scale nonlinear optimization. J. Computational and Applied Mathematics, 124:123-137, 2000.

  • Paul T. Boggs, Anthony J. Kearsley, and Jon W. Tolle. A global convergence analysis of an algorithm for large scale nonlinear programming problems. SIAM Journal on Optimization, 9(4):833-862, 1999.

  • Paul T. Boggs, Anthony J. Kearsley, and Jon W. Tolle. A practical algorithm for general large scale nonlinear optimization problems. SIAM Journal on Optimization, 9(3):755-778, 1999.

  • Paul T. Boggs, Paul D. Domich, and Janet E. Rogers. An interior-point method for general large scale quadratic programming problems. Annals of Operations Research, 62:419-437, 1996.

  • Paul T. Boggs and Jon W. Tolle. Sequential quadratic programming. Acta Numerica, 1995:1-52, 1995.

  • Paul T. Boggs, Jon W. Tolle, and Anthony J. Kearsley. On the convergence of a trust region SQP algorithm for nonlinearly constrained optimization problems. In J. Dolezal, editor, Proceedings of the 17th IFIP TC7 Conference on System Modeling and Optimization, pages 1-14, London, 1995. Chapman.

  • Paul T. Boggs. Interior point methods. In Saul Gass and Carl Harris, editors, Encyclopedia of Operations Research, page (to appear), Dordrecht, 1994. Kluwer Academic Press.

  • Paul T. Boggs and Jon W. Tolle. Convergence properties of a class of rank-two updates. SIAM Journal on Optimization, 4:262-287, 1994.

  • Paul T. Boggs, Jon W. Tolle, and Anthony J. Kearsley. A truncated SQP algorithm for large scale nonlinear programming problems. In Susana Gomez and Jean-Pierre Hennart, editors, Advances in Optimization and Numerical Analysis: Proceedings of the Sixth Conference on Numerical Analysis and Optimization, pages 69-78, Dordrecht, 1994. Kluwer Academic Publishers.

  • Paul T. Boggs and E. Prince. Least squares. In A. J. C. Wilson, editor, International Tables for Crystallography, Volume C: Mathematical, Physical and Chemical Tables, pages 594-604, Dordrecht, 1992. Kluwer Academic Publishers.

  • Paul T. Boggs, Paul D. Domich, Janet E. Rogers, and Christoph Witzgall. An interior point method for linear and quadratic programming problems. Mathematical Programming Society Committee on Algorithms Newsletter, 19:32-40, 1991.

  • Paul T. Boggs, Jon W. Tolle, and Anthony J. Kearsley. A merit function for inequality constrained nonlinear programming problems. Internal Report 4702, National Institute of Standards and Technology, 1991.

  • Paul D. Domich, Paul T. Boggs, Janet E. Rogers, and Christoph Witzgall. Optimizing over three-dimensional subspaces in an interior-point method for linear programming. Linear Algebra and its Applications, 152:315-342, July 1991.

  • Richard H. F. Jackson, Paul T. Boggs, Stephen G. Nash, and Susan Powell. Guidelines for reporting results of computational experiments. report of the ad hoc committee. Mathematical Programming, 49:413-426, 1991.

  • P. T. Boggs and J. E. Rogers. Orthogonal distance regression. In W. Fuller and P. Brown, editors, Contemporary Mathematics, volume 112, pages 183-194, Providence, RI, 1990. American Mathematical Society, American Mathematical Society.

  • Christoph Witzgall, Paul T. Boggs, and Paul D. Domich. On the convergence behavior of trajectories for linear programming. In Jeffrey C. Lagarias and Michael J. Todd, editors, Mathematical Developments Arising from Linear Programming, Contemporary Mathematics, pages 161-188, Providence, RI, 1990. American Mathematical Society.

  • Paul T. Boggs and Jon W. Tolle. A strategy for global convergence in a sequential quadratic programming algorithm. SIAM Journal on Numerical Analysis, 26:600-623, 1989.

  • P. T. Boggs, R. H. Byrd, J. R. Donaldson, and R. B. Schnabel. User's reference guide for ODRPACK --- software for weighted orthogonal distance regression. Internal Report 89-4103, National Institute of Standards and Technology, Gaithersburg, Maryland, 1989.

  • Paul T. Boggs, Paul D. Domich, Janet R. Donaldson, and Christoph Witzgall. Algorithmic enhancements to the method of centers for linear programming problems. ORSA Journal of Computing, 1:159-171, 1989.