Education

Ph.D., Operations Research and Financial Engineering, Princeton University (2001)
M.A., Operations Research, Princeton University (1999)
B.S., Mathematics and Computer Science, Georgetown University (1997)

Areas of Expertise

Nonlinear optimization, interior-point methods

Selected Publications

REFEREED JOURNAL PUBLICATIONS
H.Y. Benson and D.F. Shanno. An Exact Primal-Dual Penalty Method Approach to Warmstarting Interior-Point Methods for Linear Programming. To appear in Computational Optimization and Applications.

H.Y. Benson and D.F. Shanno. Interior-Point Methods for Nonconvex Nonlinear Programming: Regularization and Warmstarts. To appear in Computational Optimization and Applications.

H.Y. Benson, A. Sen, D.F. Shanno, R.J. Vanderbei. Interior-Point Algorithms, Penalty Methods, and Equilibrium Problems. Computational Optimization and Applications. 34(2), 155-182, June 2006.

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

H.Y. Benson and R.J. Vanderbei. Solving Problems with Semidefinite and Related Constraints Using Interior-Point Methods for Nonlinear Programming. Mathematical Programming Series B 95(2), 279-302, February 2003.

H.Y. Benson, D.F. Shanno, R.J. Vanderbei. Interior-Point Methods for Nonconvex Nonlinear Programming: Filter Methods and Merit Functions. Computational Optimization and Applications 23(2): 257-272, November 2002.

CHAPTERS IN EDITED VOLUMES
H.Y. Benson, D.F. Shanno, R.J. Vanderbei. A Comparative Study of Large Scale Nonlinear Optimization Algorithms. In High Performance Algorithms and Software for Nonlinear Optimization, G. Di Pillo and A. Murli, editors, pages 94-126, Kluwer Academic Publishers, 2003.

PUBLICATIONS IN REFEREED PROCEEDINGS
W. Hu, X. Liu, H.Y. Benson. Nonlinear Programming for Supply Chain Management: A Survey and Extensions. Proceedings of the Northeast Decision Sciences Institute, Puerto Rico, USA 2006.

H.Y. Benson. Optimal Pricing and Procurement Strategies in a Supply Chain with Multiple Capacitated Suppliers. Proceedings of the Northeast Decision Sciences Institute, Philadelphia, USA 2005.

H.Y. Benson and A. Banerjee. Lot Sizing for Group Technology Cells: A Mixed Integer Nonlinear Model with Complementarity Constraints. Proceedings of the Second AIMS International Conference on Management 2004.

H.Y. Benson and J.M. Ogden. Mathematical Programming Techniques for Designing Minimum Cost Pipeline Networks for CO2 Sequestration. Proceedings of the Sixth Greenhouse Gas Technologies Conference, Kyoto, Japan, 2002.

TECHNICAL REPORTS
H.Y. Benson, D.F. Shanno, R.J. Vanderbei. Interior-Point Methods for Nonconvex Nonlinear Programming: Complementarity Constraints. Technical Report ORFE 02-02, Department of Operations Research and Financial Engineering, Princeton University, 2002.

R.J. Vanderbei and H.Y. Benson. On Formulating Semidefinite Programming Problems as Smooth Convex Nonlinear Optimization Problems. Technical Report ORFE 1999-01, Department of Operations Research and Financial Engineering, Princeton University, 1999.

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.

PAPERS SUBMITTED TO REFEREED JOURNALS
H.Y. Benson. A Branch-and-Bound Approach to Discrete Bilevel Programming with Applications in Supply Chain Management. Submitted to Operations Research. (June 2005)

WORK IN PROGRESS
H.Y. Benson. Interior-Point Methods for Mixed-Integer Nonlinear Programming. Being prepared for submission to Mathematical Programming Ser. A.

H.Y. Benson and I. Griva. Computational Experience with a Globally Convergent Interior-Point Method for Nonconvex Nonlinear Programming. Being prepared for submission to Computational Optimization and Applications.

H.Y. Benson and A. Banerjee. Lot Sizing for Multistage Production: A Mixed Integer Non-linear Model with Complimentarity Constraints. Being prepared for submission to IIE Transactions.

Awards

Excellence in Research Award, LeBow College of Business, Drexel University, 2005
Excellence in Teaching Award, Princeton University, 1998
Dean' Fellowship, Princeton University, 1997-1998
Henry M. Leslie Award in Mathematics, Georgetown University, May 1997
Computer Science Award, Georgetown University, May 1997

Professional Experience

Lattice Financial LLC, Princeton Junction, New Jersey: Optimization Software Developer, June-August 2001

IBM T.J. Watson Research Center, Yorktown Heights New York: Summer Intern, July-September 1998

www Resources

http://www.pages.drexel.edu/~hvb22