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Professor Jorge Nocedal

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Publications

  1. "Steplength Selection in Interior Point Methods for Quadratic Programming", Technical Report, Optimization Technology Center, with F. Curtis, 2005. PDF PS
  2. "KNITRO: An Integrated Package for Nonlinear Optimization", to appear in the Proceedings of the Erice 2004 Conference on Nonlinear Programming, with R. Byrd and R. Waltz, 2004. PDF PS
  3. "Interior Point Methods for Mathematical Programs with Complementarity Constraints", to appear in SIAM. J. Optimization, with G. Lopez-Calva and S. Leyffer, 2004. PDF PS
  4. "Adaptive Barrier Update Strategies for Nonlinear Interior Methods", Tech. Report, IBM Watson Research Center, submitted to SIAM J. Optimization, with A. Waechter and R. Waltz, 2005. PDF PS
  5. "Steering Penalty Methods", Technical Report, Optimization Technology Center, with R. Byrd and R. Waltz, 2005. PDF PS
  6. "An Interior Algorithm for Nonlinear Optimization that Combines Line Search and Trust Region Steps", to appear in Mathematical Programming B, with R. Waltz, J.L. Morales and D. Orban, August, 2004.  PDF PS
  7. "On the Convergence of Successive Linear Programming Algorithms," Report OTC 2003/3, Optimization Technology Center, March 2003, with R. Byrd, N.Gould and R. Waltz, to appear in SIAM J. Optimization. PDF PS
  8. "A Starting-Point Strategy for Nonlinear Interior Methods," Applied Math Letters, Vol 17, pp. 945-952, with M. Gertz and A. Sartenaer,  2004. PDF PS
  9. "An Active-Set Algorithm for Nonlinear Programming Using Linear Programming and Equality Constrained Subproblems,"  Mathematical Programming B, 100, 1, pp. 27-48, with R. Byrd, N. Gould and R. Waltz, 2004. PDF PS
  10. "On the Convergence of Newton Iterations to Non-Stationary Points" Report OTC 2001/7, Optimization Technology Center, April, 2001, with R. Byrd and M. Marazzi. PDF PS
  11. "Assessing the Potential of Interior Methods for Nonlinear Optimization," Report  OTC 2001/6, Optimization Technology Center, with J.L. Morales, R. Waltz, G. Liu  and J.P. Goux. PDF PS
  12. "Feasible Interior Methods Using Slacks for Nonlinear Optimization," Report OTC 2000/11, Optimization Technology Center, Nov 2000, with R. Byrd and R. Waltz. PDF PS
  13. "Wedge trust region methods for derivative free optimization," Mathematical Programming, 91 (2002) 2, 289-30 with M. Marazzi. PDF PS
  14. "iNEOS: An Interactive Environment for Nonlinear Optimization," with M. Good, J.P. Goux and V. Pereyra. Applied Numerical Mathematics, 40: 49-58, January 2002.PDF PS 
  15. "An Enriched Algorithm for Large-Scale Nonlinear Optimization," ComputationalOptimization and Applications (COAP), February  2002, Volume 21, Number 2, pp. 143-154, with J.L. Morales. PDF  PS
  16. "Feasibility Control in Nonlinear Optimization ," (2001), in  ''Foundations of Computational Mathematics'', eds. A DeVore, A. Iserles, and E. Suli, LondonMathematical Society Lecture Note  Series 284, pp. 125-154, Cambridge University Press, with M. Marazzi. PDF PS
  17. "Algorithm PREQN: FORTRAN subroutines for preconditioning the conjugate gradient method ," ACM Transactions on Mathematical Software. 27,1, pp.83-91, (2001), with  J.L. Morales. PDF PS
  18. +"Numerical Experience with a Reduced Hessian Method for Large-Scale Constrained Optimization ," Computational Optimization and Applications, 15,1, (2000) with L Biegler, C. Schmid and D. Ternet. PDF PS
  19. "Automatic Preconditioning by Limited Memory Quasi-Newton Updating ," (2000), SIAM J. Optimization, 10,4, pp. 1079-1096, with J.L. Morales. PDF PS
  20. "A Trust Region Method Based on Interior Point Techniques for Nonlinear Programming ," Mathematical Programming A, 89: 149-185 (2000) with J.C.Gilbert and Richard Byrd. PDF PS
  21. "On the Behavior of the Gradient Norm in the Steepest Descent Method ," with A. Sartenaer and C. Zhu, May, 2000, to appear  in Computational Optimization and Applications. PDF PS
  22. "On the solution of equality constrained quadratic programming problems arising in optimization ," SIAM J. Sci. Computing, Vol 23, 4, pp. 1375-1394, 2001, with M.E. Hribar and N.I.M. Gould. PDF PS
  23. "An Interior Point Algorithm for Large Scale Nonlinear Programming ," SIAM J. Optimization, 9,4, pp.877-900, (1999) with R.H. Byrd and M.E. Hribar. PDF PS
  24. "Combining trust region and line search techniques ," in: Y. Yuan, ed., Advances in Nonlinear Programming, (1998) pp. 153--175, Kluwer, with Ya-xiang Yuan. PDF PS
  25. "On the modified absolute-value factorization norm for trust-region minimization ," In High Performance Algorithms and Software in Nonlinear Optimization, pp. 225--241, eds. R. De Leone and A. Murli and P. M. Pardalos and G. Toraldo, Kluwer (1998) with N.I.M. Gould. PDF PS
  26. "On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization ,"  with M. Lalee and T. Plantenga, SIAM Journal on Optimization (1998) 8,3, pp.682-706. PDF PS
  27. "On the Local Behavior of an Interior Point Method for Nonlinear Programming," in Numerical Analysis 1997, D.F. Griffiths and D.J. Higham, eds, pp.37-56, Addison Wesley Longman, with Richard Byrd and Guanghui Liu. PDF PS
  28. "Large Scale Unconstrained Optimization," in The State of the Art in Numerical Analysis, A. Watson and I. Duff., eds, Oxford University Press (1997) pp. 311-338. PDF PS
  29. "Algorithm 778: L-BFGS-B, FORTRAN routines for large scale bound constrained optimization "(1997) ACM Transactions on Mathematical Software, Vol 23, Num. 4, pp. 550 - 560, with C. Zhu, R. Byrd and P. Lu. PDF PS
  30. "Towards a Discrete Newton Method with Memory for Large-Scale Optimization ," (1996), in Nonlinear Optimization and Applications, edited by G. Di Pillo and F. Giannessi, Plenum, with R. Byrd and C. Zhu. PDF PS
  31. "A Limited Memory Algorithm for Bound Constrained Optimization," SIAM Journal on Scientific and Statistical Computing , (1995) 16, 5, pp. 1190-1208, with R.H. Byrd and P. Lu. PDF PS
  32. "A Reduced Hessian Method for Large Scale Constrained Optimization ," (1995), SIAM Journal on Optimization , 5,2, pp.314-347, with L. Biegler and C. Schmid. PDF PS
  33. "Representations of Quasi-Newton Matrices and their use in Limited Memory Methods ," (1994) Mathematical Programming, 63, 4, pp. 129-156, with R. Byrd and R. Schnabel. PDF PS
  34. "Theory of Algorithms for Unconstrained Optimization," Acta Numerica (1992) Vol. 1, pp. 199-242. PDF PS
  35. "On the Limited Memory Method for Large Scale Optimization ," (1989), Mathematical Programming B} , 45, 3, pp. 503-528, with D.C. Liu. PDF PS

 

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