Matt Menickelly

Available identifiers

Publication	Date of Publication	Type
Stochastic average model methods	2024-05-17	Paper
Avoiding Geometry Improvement in Derivative-Free Model-Based Methods via Randomization	2023-05-26	Paper
A survey of nonlinear robust optimization	2023-03-15	Paper
A Stochastic Quasi-Newton Method in the Absence of Common Random Numbers	2023-02-17	Paper
Structure-Aware Methods for Expensive Derivative-Free Nonsmooth Composite Optimization	2022-07-17	Paper
TROPHY: Trust Region Optimization Using a Precision Hierarchy	2022-02-16	Paper
Manifold Sampling for Optimizing Nonsmooth Nonconvex Compositions	2021-11-05	Paper
Optimal decision trees for categorical data via integer programming	2021-08-17	Paper
On the Solution of ℓ₀-Constrained Sparse Inverse Covariance Estimation Problems	2021-06-23	Paper
Tuning Multigrid Methods with Robust Optimization and Local Fourier Analysis	2021-01-29	Paper
Derivative-free robust optimization by outer approximations	2020-01-17	Paper
Tuning Multigrid Methods with Robust Optimization	2020-01-03	Paper
Derivative-free optimization methods	2019-08-28	Paper
Robust Learning of Trimmed Estimators via Manifold Sampling	2018-07-07	Paper
Manifold Sampling for $\ell_1$ Nonconvex Optimization	2016-12-13	Paper
Convergence Rate Analysis of a Stochastic Trust Region Method via Submartingales	2016-09-23	Paper
Stochastic Average Model Methods	N/A	Paper
Two-Stage Estimation and Variance Modeling for Latency-Constrained Variational Quantum Algorithms	N/A	Paper
Estimating Computational Noise on Parametric Curves	N/A	Paper

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