Jose Luis Morales
Departamento de Matematicas
Instituto Tecnologico Autonomo de Mexico
jmorales at itam.mx

Research:
 Continuous optimization.
 Scientific software development.
 Numerical analysis.
 Computational mathematics.

Recent papers and technical reports:

Remark on "Algorithm 778: LBFGSB: Fortran Subroutines
for LargeScale Bound Constrained Optimization"
(2011). To appear in
ACM Transactions on Mathematical Software,
With Jorge Nocedal.

A Sequential Quadratic Programming Algorithm with an Additional Equality
Constrained Phase (2010). To appear in
IMA Journal of Numerical Analysis.
With Jorge Nocedal and Yuchen Wu.

On the Solution of Complementarity Problems Arising in American Options Pricing (2010).
Optimization Methods and Software.
DOI:10.1080/10556788.2010.514341
First Published on: 26 August 2010.
With Liming Feng, Vadim Linetsky and Jorge Nocedal.

On the Use of Iterative LCP Solvers for Dry Frictional Contacts in Grasping (2009).
Proceedings of the 14th International Conference on Advanced Robotics.
Munich, Germany .
IEEEXplore.
With G. Arechavaleta and E. LopezDamian.

Robust and Efficient Density Fitting (2009).
The Journal of Chemical Physics.
DOI:10.1063/1.3216476. 131, 124102.
With V. D.
Dominguez, G. Geudtner,
P. Calaminici and A. Köster.

On the Geometry Phase in ModelBased Algorithms for DerivativeFree Optimization
(2009):
Optimization Methods and Software.
DOI: 10.1080/10556780802409296.
24, 1, pp. 145154.
With Giovanni Fasano and Jorge Nocedal.

An Algorithm for the Fast Solution of Symmetric Linear Complementarity Problems
(2008): Numerische Mathematik.
DOI: 10.1007/s0021100801835. 111, 2, pp 251266.
With Jorge Nocedal and Mikhail Smelyanskiy.

An Interior Algorithm for Nonlinear Optimization that Combines Line Search and Trust Region Steps
(2005): Mathematical Programming Series A,
107, 3, pp. 391408. Published Online First, 25 November 2005.
with Richard Waltz, Jorge Nocedal and Dominique Orban.

Assessing the Potential of Interior Methods for Nonlinear Optimization
(2003):
LargeScale PDEConstrained
Optimization. L.T. Biegler, O. Ghattas, M.
Heinkenschloss, and B. van Bloemen Wanders (Eds.)
Series: Lecture Notes in Computational Science and Engineering.
Volume. 30, pp 167183.
SpringerVerlag. Heidelberg.
With Jorge Nocedal, Richard Waltz, Guanghui Liu and JeanPierre Goux.

Enriched Methods for LargeScale Unconstrained Optimization
(2002): Computational Optimization
and Applications (COAP), 21, 2, pp. 143154. With Jorge Nocedal.

A Numerical Study of Limited Memory BFGS Methods (2002):
Applied Mathematics Letters, 15, 4, pp. 481487.

Algorithm 809: PREQN: Fortran 77 Subroutines for Preconditioning the Conjugate Gradient
Method (2001):
ACM Transactions on Mathematical Software,
27, 1, pp. 8391, with Jorge Nocedal.

Automatic Preconditioning by Limited Memory QuasiNewton Updates
(2000): SIAM, Journal on Optimization,
10, 4, pp. 10791096,
with Jorge Nocedal.

Software:
 Subroutines for preconditioning the Conjugate Gradient method,
in colaboration with
Jorge Nocedal.
The package
PREQN
can be used for educational, research, and comercial purposes.
However, we expect that research papers using
the package make reference to the publications describing our software.
last update: june, 2011.