Robert Womersley
Title
Cited by
Cited by
Year
Extremal systems of points and numerical integration on the sphere
IH Sloan, RS Womersley
Advances in Computational Mathematics 21 (1-2), 107-125, 2004
2412004
Optimality conditions and duality theory for minimizing sums of the largest eigenvalues of symmetric matrices
ML Overton, RS Womersley
Mathematical Programming 62 (1-3), 321-357, 1993
2291993
How good can polynomial interpolation on the sphere be?
RS Womersley, IH Sloan
Advances in Computational Mathematics 14 (3), 195-226, 2001
1372001
On the sum of the largest eigenvalues of a symmetric matrix
ML Overton, RS Womersley
SIAM Journal on Matrix Analysis and Applications 13 (1), 41-45, 1992
1331992
Algorithms with adaptive smoothing for finite minimax problems
E Polak, JO Royset, RS Womersley
Journal of Optimization Theory and Applications 119 (3), 459-484, 2003
1212003
Constructive polynomial approximation on the sphere
IH Sloan, RS Womersley
Journal of Approximation Theory 103 (1), 91-118, 2000
1172000
An NCP-function and its use for the solution of complementarity problems
EDZ Du, L Qi, RS Womersley
Recent Advances in Nonsmooth Optimization, 88, 1995
1071995
Second derivatives for optimizing eigenvalues of symmetric matrices
ML Overton, RS Womersley
SIAM Journal on Matrix Analysis and Applications 16 (3), 697-718, 1995
1031995
Numerical integration on the sphere
K Hesse, IH Sloan, RS Womersley
Handbook of geomathematics, 2010
1022010
QMC designs: optimal order quasi Monte Carlo integration schemes on the sphere
J Brauchart, E Saff, I Sloan, R Womersley
Mathematics of computation 83 (290), 2821-2851, 2014
802014
An algorithm for composite nonsmooth optimization problems
RS Womersley, R Fletcher
Journal of Optimization Theory and Applications 48 (3), 493-523, 1986
771986
An algorithm for composite nonsmooth optimization problems
RS Womersley, R Fletcher
Journal of Optimization Theory and Applications 48 (3), 493-523, 1986
771986
On minimizing the special radius of a nonsymmetric matrix function: Optimality conditions and duality theory
ML Overton, RS Womersley
SIAM Journal on Matrix Analysis and Applications 9 (4), 473-498, 1988
751988
Local properties of algorithms for minimizing nonsmooth composite functions
RS Womersley
Mathematical Programming 32 (1), 69-89, 1985
661985
Local properties of algorithms for minimizing nonsmooth composite functions
RS Womersley
Mathematical Programming 32 (1), 69-89, 1985
661985
Market model of stochastic implied volatility with application to the BGM model
A Brace, B Goldys, F Klebaner, R Womersley
Preprint, available at the page http://www. maths. unsw. edu. au/statistics …, 2001
642001
Existence of solutions to systems of underdetermined equations and spherical designs
X Chen, RS Womersley
SIAM Journal on Numerical Analysis 44 (6), 2326-2341, 2006
622006
Existence of solutions to systems of underdetermined equations and spherical designs
X Chen, RS Womersley
SIAM Journal on Numerical Analysis 44 (6), 2326-2341, 2006
622006
Newton's method for quadratic stochastic programs with recourse
X Chen, L Qi, RS Womersley
Journal of Computational and Applied Mathematics 60 (1-2), 29-46, 1995
611995
Exact fit to the swaption volatility matrix using semidefinite programming
A Brace, RS Womersley
ICBI Global Derivatives Conference, Paris, 2000
602000
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