| Publication | Date of Publication | Type |
|---|
Approximating large-scale Hessian matrices using secant equations
ACM Transactions on Mathematical Software | 2025-08-26 | Paper |
Approximating sparse Hessian matrices using large-scale linear least squares
Numerical Algorithms | 2024-08-02 | Paper |
The evaluation complexity of finding high-order minimizers of nonconvex optimization
International Congress of Mathematicians | 2024-03-22 | Paper |
| Evaluation complexity of algorithms for nonconvex optimization. Theory, computation and perspectives | 2022-09-02 | Paper |
| An adaptive regularization algorithm for unconstrained optimization with inexact function and derivatives values | 2021-11-28 | Paper |
| Strong Evaluation Complexity of An Inexact Trust-Region Algorithm for Arbitrary-Order Unconstrained Nonconvex Optimization | 2020-11-02 | Paper |
Worst-case evaluation complexity and optimality of second-order methods for nonconvex smooth optimization
Proceedings of the International Congress of Mathematicians (ICM 2018) | 2020-09-22 | Paper |
On monotonic estimates of the norm of the minimizers of regularized quadratic functions in Krylov spaces
BIT | 2020-08-17 | Paper |
Sharp worst-case evaluation complexity bounds for arbitrary-order nonconvex optimization with inexpensive constraints
SIAM Journal on Optimization | 2020-02-25 | Paper |
Error estimates for iterative algorithms for minimizing regularized quadratic subproblems
Optimization Methods & Software | 2020-01-21 | Paper |
| Evaluation complexity bounds for smooth constrained nonlinear optimization using scaled KKT conditions and high-order models | 2019-11-20 | Paper |
Convergence and evaluation-complexity analysis of a regularized tensor-Newton method for solving nonlinear least-squares problems
Computational Optimization and Applications | 2019-06-13 | Paper |
The State-of-the-Art of Preconditioners for Sparse Linear Least-Squares Problems
ACM Transactions on Mathematical Software | 2018-02-05 | Paper |
A dual gradient-projection method for large-scale strictly convex quadratic problems
Computational Optimization and Applications | 2017-07-28 | Paper |
A note on performance profiles for benchmarking software
ACM Transactions on Mathematical Software | 2017-06-30 | Paper |
An interior-point trust-funnel algorithm for nonlinear optimization
Mathematical Programming. Series A. Series B | 2017-02-03 | Paper |
A fast method for binary programming using first-order derivatives, with application to topology optimization with buckling constraints
International Journal for Numerical Methods in Engineering | 2016-12-30 | Paper |
Adaptive augmented Lagrangian methods: algorithms and practical numerical experience
Optimization Methods & Software | 2016-06-10 | Paper |
A nonmonotone filter SQP method: local convergence and numerical results
SIAM Journal on Optimization | 2015-10-01 | Paper |
CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
Computational Optimization and Applications | 2015-07-01 | Paper |
On the Evaluation Complexity of Constrained Nonlinear Least-Squares and General Constrained Nonlinear Optimization Using Second-Order Methods
SIAM Journal on Numerical Analysis | 2015-05-27 | Paper |
Branching and bounding improvements for global optimization algorithms with Lipschitz continuity properties
Journal of Global Optimization | 2015-03-24 | Paper |
A filter method with unified step computation for nonlinear optimization
SIAM Journal on Optimization | 2014-06-19 | Paper |
On the complexity of finding first-order critical points in constrained nonlinear optimization
Mathematical Programming. Series A. Series B | 2014-06-02 | Paper |
On the evaluation complexity of cubic regularization methods for potentially rank-deficient nonlinear least-squares problems and its relevance to constrained nonlinear optimization
SIAM Journal on Optimization | 2013-12-13 | Paper |
A branch and bound algorithm for the global optimization of Hessian Lipschitz continuous functions
Journal of Global Optimization | 2013-08-07 | Paper |
Trajectory-following methods for large-scale degenerate convex quadratic programming
Mathematical Programming Computation | 2013-08-05 | Paper |
A note about the complexity of minimizing Nesterov's smooth Chebyshev-Rosenbrock function
Optimization Methods & Software | 2013-06-24 | Paper |
On the oracle complexity of first-order and derivative-free algorithms for smooth nonconvex minimization
SIAM Journal on Optimization | 2012-08-22 | Paper |
How good are extrapolated bi-projection methods for linear feasibility problems?
Computational Optimization and Applications | 2012-06-19 | Paper |
Evaluation complexity of adaptive cubic regularization methods for convex unconstrained optimization
Optimization Methods & Software | 2012-05-23 | Paper |
A second-derivative SQP method with a `trust-region-free' predictor step
IMA Journal of Numerical Analysis | 2012-05-04 | Paper |
On the evaluation complexity of composite function minimization with applications to nonconvex nonlinear programming
SIAM Journal on Optimization | 2012-03-16 | Paper |
Adaptive cubic regularisation methods for unconstrained optimization. II: Worst-case function- and derivative-evaluation complexity
Mathematical Programming. Series A. Series B | 2011-12-14 | Paper |
Adaptive cubic regularisation methods for unconstrained optimization. I: Motivation, convergence and numerical results
Mathematical Programming. Series A. Series B | 2011-05-11 | Paper |
Preconditioning saddle-point systems with applications in optimization
SIAM Journal on Scientific Computing | 2011-03-02 | Paper |
A second derivative SQP method: global convergence
SIAM Journal on Optimization | 2010-12-03 | Paper |
A second derivative SQP method: local convergence and practical issues
SIAM Journal on Optimization | 2010-12-03 | Paper |
Spectral analysis of saddle point matrices with indefinite leading blocks
SIAM Journal on Matrix Analysis and Applications | 2010-08-19 | Paper |
On solving trust-region and other regularised subproblems in optimization
Mathematical Programming Computation | 2010-06-21 | Paper |
A numerical evaluation of sparse direct solvers for the solution of large sparse symmetric linear systems of equations
ACM Transactions on Mathematical Software | 2008-12-21 | Paper |
How good are projection methods for convex feasibility problems?
Computational Optimization and Applications | 2008-05-13 | Paper |
Using constraint preconditioners with regularized saddle-point problems
Computational Optimization and Applications | 2007-08-27 | Paper |
| Global convergence of a non-monotone trust-region filter algorithm for nonlinear programming | 2006-10-24 | Paper |
| On implicit-factorization constraint preconditioners | 2006-10-23 | Paper |
Implicit-Factorization Preconditioning and Iterative Solvers for Regularized Saddle-Point Systems
SIAM Journal on Matrix Analysis and Applications | 2006-05-31 | Paper |
On the Convergence of Successive Linear-Quadratic Programming Algorithms
SIAM Journal on Optimization | 2006-05-30 | Paper |
Sensitivity of trust-region algorithms to their parameters
4OR | 2006-03-09 | Paper |
A numerical evaluation of HSL packages for the direct solution of large sparse, symmetric linear systems of equations
ACM Transactions on Mathematical Software | 2005-07-22 | Paper |
GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
ACM Transactions on Mathematical Software | 2005-07-21 | Paper |
CUTEr and SifDec
ACM Transactions on Mathematical Software | 2005-07-21 | Paper |
A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
SIAM Journal on Optimization | 2005-02-23 | Paper |
An algorithm for nonlinear optimization using linear programming and equality constrained subproblems
Mathematical Programming. Series A. Series B | 2005-01-03 | Paper |
| scientific article; zbMATH DE number 1985268 (Why is no real title available?) | 2003-09-24 | Paper |
An iterative working-set method for large-scale nonconvex quadratic programming
Applied Numerical Mathematics | 2003-03-10 | Paper |
Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
SIAM Journal on Optimization | 2003-01-05 | Paper |
Componentwise fast convergence in the solution of full-rank systems of nonlinear equations
Mathematical Programming. Series A. Series B | 2002-12-01 | Paper |
On the solution of equality constrained quadratic programming problems arising in optimization
SIAM Journal on Scientific Computing | 2002-04-15 | Paper |
Subspace-by-subspace preconditioners for structured linear systems
Numerical Linear Algebra with Applications | 2001-12-19 | Paper |
A primal-dual trust-region algorithm for non-convex nonlinear programming
Mathematical Programming. Series A. Series B | 2001-09-10 | Paper |
| scientific article; zbMATH DE number 1568986 (Why is no real title available?) | 2001-07-08 | Paper |
Superlinear convergence of primal-dual interior point algorithms for nonlinear programming
SIAM Journal on Optimization | 2001-06-21 | Paper |
| SQP methods for large-scale nonlinear programming | 2001-05-06 | Paper |
| scientific article; zbMATH DE number 1568981 (Why is no real title available?) | 2001-02-22 | Paper |
A note on the convergence of barrier algorithms to second-order necessary points
Mathematical Programming. Series A. Series B | 2001-02-09 | Paper |
Constraint Preconditioning for Indefinite Linear Systems
SIAM Journal on Matrix Analysis and Applications | 2000-10-19 | Paper |
| Trust Region Methods | 2000-10-10 | Paper |
| scientific article; zbMATH DE number 1424214 (Why is no real title available?) | 2000-08-24 | Paper |
| scientific article; zbMATH DE number 1424213 (Why is no real title available?) | 2000-06-07 | Paper |
Solving the Trust-Region Subproblem using the Lanczos Method
SIAM Journal on Optimization | 1999-11-24 | Paper |
On Modified Factorizations for Large-Scale Linearly Constrained Optimization
SIAM Journal on Optimization | 1999-11-24 | Paper |
Sparse Approximate-Inverse Preconditioners Using Norm-Minimization Techniques
SIAM Journal on Scientific Computing | 1998-05-12 | Paper |
| scientific article; zbMATH DE number 1069183 (Why is no real title available?) | 1998-02-25 | Paper |
Element-by-Element Preconditioners for Large Partially Separable Optimization Problems
SIAM Journal on Scientific Computing | 1998-02-10 | Paper |
A Globally Convergent Augmented Lagrangian Algorithm for Optimization with General Constraints and Simple Bounds
SIAM Journal on Numerical Analysis | 1991-01-01 | Paper |
An Algorithm for Large-Scale Quadratic Programming
IMA Journal of Numerical Analysis | 1991-01-01 | Paper |
New crash procedures for large systems of linear constraints
Mathematical Programming. Series A. Series B | 1989-01-01 | Paper |
On the Convergence of a Sequential Penalty Function Method for Constrained Minimization
SIAM Journal on Numerical Analysis | 1989-01-01 | Paper |
| Testing a Class of Methods for Solving Minimization Problems with Simple Bounds on the Variables | 1988-01-01 | Paper |
An exact penalty function for semi-infinite programming
Mathematical Programming | 1987-01-01 | Paper |
On the Accurate Determination of Search Directions for Simple Differentiable Penalty Functions
IMA Journal of Numerical Analysis | 1986-01-01 | Paper |
On practical conditions for the existence and uniqueness of solutions to the general equality quadratic programming problem
Mathematical Programming | 1985-01-01 | Paper |
A weighted gram-schmidt method for convex quadratic programming
Mathematical Programming | 1984-01-01 | Paper |
On the Location of Directions of Infinite Descent for Nonlinear Programming Algorithms
SIAM Journal on Numerical Analysis | 1984-01-01 | Paper |
