Jorge Nocedal - Author Profile

Edit Profile

Nocedal, Jorge

Author ID:	nocedal.jorge
Published as:	Nocedal, Jorge; Nocedal, J.; Nocedal, Jorge M. more...less
Homepage:	http://users.iems.northwestern.edu/~nocedal/
External Links:	MGP · Wikidata · Google Scholar · dblp · GND · IdRef

Documents Indexed:	96 Publications since 1979, including 2 Books and 2 Additional arXiv Preprints
Co-Authors:	60 Co-Authors with 89 Joint Publications
	1,320 Co-Co-Authors

all top 5

Co-Authors

7	single-authored
35	Byrd, Richard H.
11	Morales, José Luis
10	Waltz, Richard A.
7	Curtis, Frank E.
6	Öztoprak, Figen
4	Gould, Nicholas Ian Mark
4	Overton, Michael L.
4	Zhu, Ciyou
3	Bollapragada, Raghu
3	Chin, Gillian M.
3	Feng, Liming
3	Liu, Dongchang
3	Marazzi, Marcelo
3	Shi, Hao-Jun Michael
3	Wächter, Andreas
3	Wright, Stephen J.
3	Wu, Yuchen
3	Xie, Yuchen
3	Xuan, Melody Qiming
3	Yuan, Ya-xiang
2	Berahas, Albert S.
2	Biegler, Lorenz T.
2	Friedland, Shmuel
2	Gilbert, Jean Charles
2	Goux, Jean-Pierre
2	Hribar, Mary E.
2	Lalee, Marucha
2	Linetsky, Vadim
2	Liu, Guanghui
2	López-Calva, Gabriel
2	Lu, Peihuang
2	Sartenaer, Annick
2	Schmid, Claudia
2	Sun, Shigeng
1	Bjørstad, Petter Erling
1	Bottou, Léon
1	Duff, Iain S.
1	Fasano, Giovanni
1	Fisher, Mike
1	Gertz, Michael
1	Good, Marcel
1	Gourgeon, Herve
1	Hansen, Simon Lysbjerg
1	Keskar, Nitish Shirish
1	Leyffer, Sven
1	Lou, Yuchen
1	Nash, Stephen G.
1	Nazareth, Larry
1	Neveitt, Will
1	Orban, Dominique
1	Pang, Jong-Shi
1	Pereyra, Victor
1	Plantenga, Todd
1	Reid, John
1	Robinson, Daniel P.
1	Schnabel, Robert B.
1	Smelyanskiy, Mikhail
1	Solntsev, Stefan
1	Ternet, David
1	Trémolet, Yannick

all top 5

Serials

22	SIAM Journal on Optimization
16	Mathematical Programming. Series A. Series B
8	Optimization Methods & Software
4	SIAM Journal on Numerical Analysis
4	Computational Optimization and Applications
3	IMA Journal of Numerical Analysis
3	ACM Transactions on Mathematical Software
3	SIAM Journal on Scientific and Statistical Computing
3	SIAM Journal on Scientific Computing
2	Applied Mathematics Letters
1	Mathematics of Computation
1	Computing
1	Mathematical Programming
1	Numerische Mathematik
1	Applied Numerical Mathematics
1	SIAM Review
1	Documenta Mathematica
1	Optimization and Engineering
1	Springer Series in Operations Research and Financial Engineering
1	Springer Series in Operations Research

all top 5

Fields

85	Operations research, mathematical programming (90-XX)
70	Numerical analysis (65-XX)
14	Calculus of variations and optimal control; optimization (49-XX)
4	Computer science (68-XX)
4	Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1	Linear and multilinear algebra; matrix theory (15-XX)
1	Mechanics of deformable solids (74-XX)
1	Statistical mechanics, structure of matter (82-XX)
1	Geophysics (86-XX)
1	Systems theory; control (93-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

90 Publications have been cited 10,170 times in 7,652 Documents	Cited by ▼	Year ▼
Numerical optimization. 2nd ed. Zbl 1104.65059 Nocedal, Jorge; Wright, Stephen J.	2,897	2006
Numerical optimization. Zbl 0930.65067 Nocedal, Jorge; Wright, Stephen J.	1,859	1999
On the limited memory BFGS method for large scale optimization. Zbl 0696.90048 Liu, Dong C.; Nocedal, Jorge	678	1989
A limited memory algorithm for bound constrained optimization. Zbl 0836.65080 Byrd, Richard H.; Lu, Peihuang; Nocedal, Jorge; Zhu, Ciyou	588	1995
Global convergence properties of conjugate gradient methods for optimization. Zbl 0767.90082 Gilbert, Jean Charles; Nocedal, Jorge	411	1992
Optimization methods for large-scale machine learning. Zbl 1397.65085 Bottou, Léon; Curtis, Frank E.; Nocedal, Jorge	395	2018
Updating quasi-Newton matrices with limited storage. Zbl 0464.65037 Nocedal, Jorge	307	1980
Algorithm 778: L-BFGS-B Fortran subroutines for large-scale bound-constrained optimization. Zbl 0912.65057 Zhu, Ciyou; Byrd, Richard H.; Lu, Peihuang; Nocedal, Jorge	227	1997
An interior point algorithm for large-scale nonlinear programming. Zbl 0957.65057 Byrd, Richard H.; Hribar, Mary E.; Nocedal, Jorge	193	1999
KNITRO: an integrated package for nonlinear optimization. Zbl 1108.90004 Byrd, Richard H.; Nocedal, Jorge; Waltz, Richard A.	168	2006
Representations of quasi-Newton matrices and their use in limited memory methods. Zbl 0809.90116 Byrd, Richard H.; Nocedal, Jorge; Schnabel, Robert B.	165	1994
A tool for the analysis of quasi-Newton methods with application to unconstrained minimization. Zbl 0676.65061 Byrd, Richard H.; Nocedal, Jorge	161	1989
A trust region method based on interior point techniques for nonlinear programming. Zbl 1033.90152 Byrd, Richard H.; Gilbert, Jean Charles; Nocedal, Jorge	130	2000
Global convergence of a class of quasi-Newton methods on convex problems. Zbl 0657.65083 Byrd, Richard H.; Nocedal, Jorge; Yuan, Yaxiang	130	1987
Combining trust region and line search techniques. Zbl 0909.90243 Nocedal, Jorge; Yuan, Yaxiang	100	1998
An interior algorithm for nonlinear optimization that combines line search and trust region steps. Zbl 1134.90053 Waltz, R. A.; Morales, J. L.; Nocedal, J.; Orban, D.	96	2006
A stochastic quasi-Newton method for large-scale optimization. Zbl 1382.65166 Byrd, R. H.; Hansen, S. L.; Nocedal, Jorge; Singer, Y.	86	2016
On the solution of equality constrained quadratic programming problems arising in optimization. Zbl 0999.65050 Gould, Nicholas I. M.; Hribar, Mary E.; Nocedal, Jorge	84	2001
Sample size selection in optimization methods for machine learning. Zbl 1252.49044 Byrd, Richard H.; Chin, Gillian M.; Nocedal, Jorge; Wu, Yuchen	77	2012
Projected Hessian updating algorithms for nonlinearly constrained optimization. Zbl 0593.65043 Nocedal, Jorge; Overton, Michael L.	74	1985
The formulation and analysis of numerical methods for inverse eigenvalue problems. Zbl 0622.65030 Friedland, S.; Nocedal, J.; Overton, M. L.	74	1987
Theory of algorithms for unconstrained optimization. Zbl 0766.65051 Nocedal, Jorge	64	1992
Interior methods for mathematical programs with complementarity constraints. Zbl 1112.90095 Leyffer, Sven; López-Calva, Gabriel; Nocedal, Jorge	60	2006
On the use of stochastic Hessian information in optimization methods for machine learning. Zbl 1245.65062 Byrd, Richard H.; Chin, Gillian M.; Neveitt, Will; Nocedal, Jorge	56	2011
Automatic preconditioning by limited memory quasi-Newton updating. Zbl 1020.65019 Morales, José Luis; Nocedal, Jorge	48	2000
A numerical study of the limited memory BFGS method an the truncated- Newton method for large scale optimization. Zbl 0756.65091 Nash, Stephen G.; Nocedal, Jorge	41	1991
An inexact successive quadratic approximation method for L-1 regularized optimization. Zbl 1342.49037 Byrd, Richard H.; Nocedal, Jorge; Oztoprak, Figen	41	2016
Exact and inexact subsampled Newton methods for optimization. Zbl 1462.65077 Bollapragada, Raghu; Byrd, Richard H.; Nocedal, Jorge	40	2019
Remark on “Algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound constrained optimization”. Zbl 1365.65164 Morales, José Luis; Nocedal, Jorge	36	2011
Infeasibility detection and SQP methods for nonlinear optimization. Zbl 1211.90179 Byrd, Richard H.; Curtis, Frank E.; Nocedal, Jorge	35	2010
Conjugate gradient methods and nonlinear optimization. Zbl 0866.65037 Nocedal, Jorge	34	1996
On the behavior of Broyden’s class of quasi-Newton methods. Zbl 0770.90063 Byrd, Richard H.; Liu, Dong C.; Nocedal, Jorge	34	1992
Steering exact penalty methods for nonlinear programming. Zbl 1211.90224 Byrd, Richard H.; Nocedal, Jorge; Waltz, Richard A.	33	2008
A line search exact penalty method using steering rules. Zbl 1254.90221 Byrd, Richard H.; Lopez-Calva, Gabriel; Nocedal, Jorge	31	2012
On the behavior of the gradient norm in the steepest descent method. Zbl 1008.90057 Nocedal, Jorge; Sartenaer, Annick; Zhu, Ciyou	30	2002
On the implementation of an algorithm for large-scale equality constrained optimization. Zbl 0913.65055 Lalee, Marucha; Nocedal, Jorge; Plantenga, Todd	30	1998
Wedge trust region method for derivative free optimization. Zbl 1049.90134 Marazzi, Marcelo; Nocedal, Jorge	29	2002
Adaptive sampling strategies for stochastic optimization. Zbl 1461.65131 Bollapragada, Raghu; Byrd, Richard; Nocedal, Jorge	29	2018
A family of second-order methods for convex \(\ell _1\)-regularized optimization. Zbl 1350.49046 Byrd, Richard H.; Chin, Gillian M.; Nocedal, Jorge; Oztoprak, Figen	28	2016
An inexact SQP method for equality constrained optimization. Zbl 1158.49035 Byrd, Richard H.; Curtis, Frank E.; Nocedal, Jorge	28	2008
On the convergence of Newton iterations to non-stationary points. Zbl 1072.90038 Byrd, Richard H.; Marazzi, Marcelo; Nocedal, Jorge	27	2004
Derivative-free optimization of noisy functions via quasi-Newton methods. Zbl 1411.90359 Berahas, Albert S.; Byrd, Richard H.; Nocedal, Jorge	27	2019
Adaptive barrier update strategies for nonlinear interior methods. Zbl 1176.49036 Nocedal, Jorge; Wächter, Andreas; Waltz, Richard A.	27	2009
An investigation of Newton-sketch and subsampled Newton methods. Zbl 1454.90112 Berahas, Albert S.; Bollapragada, Raghu; Nocedal, Jorge	26	2020
An algorithm for nonlinear optimization using linear programming and equality constrained subproblems. Zbl 1146.90513 Byrd, Richard H.; Gould, Nicholas I. M.; Nocedal, Jorge; Waltz, Richard A.	25	2004
On the local behaviour of an interior point method for nonlinear programming. Zbl 0902.65021 Byrd, R. H.; Liu, Guanghui; Nocedal, J.	24	1998
Analysis of a self-scaling quasi-Newton method. Zbl 0794.90067 Nocedal, Jorge; Yuan, Yaxiang	24	1993
On the geometry phase in model-based algorithms for derivative-free optimization. Zbl 1154.90589 Fasano, Giovanni; Morales, José Luis; Nocedal, Jorge	24	2009
A reduced Hessian method for large-scale constrained optimization. Zbl 0828.65061 Biegler, Lorenz T.; Nocedal, Jorge; Schmid, Claudia	21	1995
An inexact Newton method for nonconvex equality constrained optimization. Zbl 1184.90127 Byrd, Richard H.; Curtis, Frank E.; Nocedal, Jorge	18	2010
On the convergence of successive linear-quadratic programming algorithms. Zbl 1092.90061 Byrd, Richard H.; Gould, Nicholas I. M.; Nocedal, Jorge; Waltz, Richard A.	17	2005
An analysis of reduced Hessian methods for constrained optimization. Zbl 0719.90071 Byrd, Richard H.; Nocedal, Jorge	16	1991
On the solution of complementarity problems arising in American options pricing. Zbl 1229.90230 Feng, Liming; Linetsky, Vadim; Morales, José Luis; Nocedal, Jorge	15	2011
A second-order method for convex \(\ell_1\)-regularized optimization with active-set prediction. Zbl 1341.49039 Keskar, N.; Nocedal, J.; Öztoprak, F.; Wächter, A.	15	2016
A conic algorithm for optimization. Zbl 0561.65041 Gourgeon, Hervé; Nocedal, Jorge	13	1985
A sequential quadratic programming algorithm with an additional equality constrained phase. Zbl 1246.65093 Morales, José Luis; Nocedal, Jorge; Wu, Yuchen	13	2012
An algorithm for quadratic \(\ell_1\)-regularized optimization with a flexible active-set strategy. Zbl 1328.90097 Solntsev, Stefan; Nocedal, Jorge; Byrd, Richard H.	12	2015
Analysis of the BFGS method with errors. Zbl 1435.90149 Xie, Yuchen; Byrd, Richard H.; Nocedal, Jorge	11	2020
Feasible interior methods using slacks for nonlinear optimization. Zbl 1053.90119 Byrd, Richard H.; Nocedal, Jorge; Waltz, Richard A.	10	2003
Assessing the potential of interior methods for nonlinear optimization. Zbl 1062.65063 Morales, José Luis; Nocedal, Jorge; Waltz, Richard A.; Liu, Guanghui; Goux, Jean-Pierre	10	2003
A matrix-free algorithm for equality constrained optimization problems with rank-deficient Jacobians. Zbl 1195.49035 Curtis, Frank E.; Nocedal, Jorge; Wächter, Andreas	10	2009
Subspace accelerated matrix splitting algorithms for asymmetric and symmetric linear complementarity problems. Zbl 1291.49023 Robinson, Daniel P.; Feng, Liming; Nocedal, Jorge M.; Pang, Jong-Shi	10	2013
Enriched methods for large-scale unconstrained optimization. Zbl 0988.90035 Morales, José Luis; Nocedal, Jorge	9	2002
Large scale unconstrained optimization. Zbl 0881.65055 Nocedal, Jorge	9	1997
An interior point method for nonlinear programming with infeasibility detection capabilities. Zbl 1306.90152 Nocedal, Jorge; Öztoprak, Figen; Waltz, Richard A.	9	2014
A noise-tolerant quasi-Newton algorithm for unconstrained optimization. Zbl 1484.90117 Shi, Hao-Jun M.; Xie, Yuchen; Byrd, Richard; Nocedal, Jorge	9	2022
Flexible penalty functions for nonlinear constrained optimization. Zbl 1156.65058 Curtis, Frank E.; Nocedal, Jorge	9	2008
Data assimilation in weather forecasting: a case study in PDE-constrained optimization. Zbl 1400.90325 Fisher, Mike; Nocedal, Jorge; Trémolet, Yannick; Wright, Stephen J.	9	2009
An algorithm for the fast solution of symmetric linear complementarity problems. Zbl 1157.65389 Morales, José Luis; Nocedal, Jorge; Smelyanskiy, Mikhail	9	2008
Towards a discrete Newton method with memory for large-scale optimization. Zbl 0976.90100 Byrd, Richard H.; Nocedal, Jorge; Zhu, Ciyou	8	1996
A starting point strategy for nonlinear interior methods. Zbl 1087.90084 Gertz, M.; Nocedal, J.; Sartenaer, A.	8	2004
The use of linear programming for the solution of sparse sets of nonlinear equations. Zbl 0636.65053 Duff, I. S.; Nocedal, J.; Reid, J. K.	8	1987
Numerical experience with a reduced Hessian method for large scale constrained optimization. Zbl 0942.90025 Biegler, Lorenz T.; Nocedal, Jorge; Schmid, Claudia; Ternet, David	6	2000
The modified absolute-value factorization norm for trust-region minimization. Zbl 0942.65068 Gould, Nicholas I. M.; Nocedal, Jorge	6	1998
On the numerical performance of finite-difference-based methods for derivative-free optimization. Zbl 1515.90134 Shi, Hao-Jun Michael; Qiming Xuan, Melody; Oztoprak, Figen; Nocedal, Jorge	6	2023
Automatic column scaling strategies for quasi-Newton methods. Zbl 0787.65036 Lalee, Marucha; Nocedal, Jorge	6	1993
Algorithm 809: PREQN: Fortran 77 subroutines for preconditioning the conjugate gradient method. Zbl 1070.65538 Morales, José Luis; Nocedal, Jorge	5	2001
Conjugate direction methods with variable storage. Zbl 0482.90078 Nazareth, Larry; Nocedal, Jorge	5	1982
Adaptive finite-difference interval estimation for noisy derivative-free optimization. Zbl 1492.90198 Shi, Hao-Jun Michael; Xie, Yuchen; Xuan, Melody Qiming; Nocedal, Jorge	5	2022
Analysis of a new algorithm for one-dimensional minimization. Zbl 0401.65041 Bjorstad, Petter; Nocedal, Jorge	4	1979
Four quadratically convergent methods for solving inverse eigenvalue problems. Zbl 0642.65025 Friedland, S.; Nocedal, J.; Overton, M. L.	4	1986
A trust region method for noisy unconstrained optimization. Zbl 1526.65023 Sun, Shigeng; Nocedal, Jorge	3	2023
The performance of several algorithms for large scale unconstrained optimization. Zbl 0726.90081 Nocedal, Jorge	3	1990
Constrained optimization in the presence of noise. Zbl 1522.90269 Oztoprak, Figen; Byrd, Richard; Nocedal, Jorge	2	2023
Feasibility control in nonlinear optimization. Zbl 0978.65050 Marazzi, Marcelo; Nocedal, Jorge	1	2001
Solving large nonlinear systems of equations arising in mechanics. Zbl 0473.65025 Nocedal, Jorge	1	1982
Algorithms with conic termination for nonlinear optimization. Zbl 0663.65062 Liu, Dong C.; Nocedal, Jorge	1	1989
On the use of piecewise linear models in nonlinear programming. Zbl 1260.49059 Byrd, Richard H.; Nocedal, Jorge; Waltz, Richard A.; Wu, Yuchen	1	2013
An algorithm for linear complementarity and its application in American options pricing. Zbl 1182.91196 Feng, Liming; Linetsky, Vadim; Morales, José Luis; Nocedal, Jorge	1	2009
Steplength selection in interior-point methods for quadratic programming. Zbl 1161.90452 Curtis, Frank; Nocedal, Jorge	1	2007
On the numerical performance of finite-difference-based methods for derivative-free optimization. Zbl 1515.90134 Shi, Hao-Jun Michael; Qiming Xuan, Melody; Oztoprak, Figen; Nocedal, Jorge	6	2023
A trust region method for noisy unconstrained optimization. Zbl 1526.65023 Sun, Shigeng; Nocedal, Jorge	3	2023
Constrained optimization in the presence of noise. Zbl 1522.90269 Oztoprak, Figen; Byrd, Richard; Nocedal, Jorge	2	2023
A noise-tolerant quasi-Newton algorithm for unconstrained optimization. Zbl 1484.90117 Shi, Hao-Jun M.; Xie, Yuchen; Byrd, Richard; Nocedal, Jorge	9	2022
Adaptive finite-difference interval estimation for noisy derivative-free optimization. Zbl 1492.90198 Shi, Hao-Jun Michael; Xie, Yuchen; Xuan, Melody Qiming; Nocedal, Jorge	5	2022
An investigation of Newton-sketch and subsampled Newton methods. Zbl 1454.90112 Berahas, Albert S.; Bollapragada, Raghu; Nocedal, Jorge	26	2020
Analysis of the BFGS method with errors. Zbl 1435.90149 Xie, Yuchen; Byrd, Richard H.; Nocedal, Jorge	11	2020
Exact and inexact subsampled Newton methods for optimization. Zbl 1462.65077 Bollapragada, Raghu; Byrd, Richard H.; Nocedal, Jorge	40	2019
Derivative-free optimization of noisy functions via quasi-Newton methods. Zbl 1411.90359 Berahas, Albert S.; Byrd, Richard H.; Nocedal, Jorge	27	2019
Optimization methods for large-scale machine learning. Zbl 1397.65085 Bottou, Léon; Curtis, Frank E.; Nocedal, Jorge	395	2018
Adaptive sampling strategies for stochastic optimization. Zbl 1461.65131 Bollapragada, Raghu; Byrd, Richard; Nocedal, Jorge	29	2018
A stochastic quasi-Newton method for large-scale optimization. Zbl 1382.65166 Byrd, R. H.; Hansen, S. L.; Nocedal, Jorge; Singer, Y.	86	2016
An inexact successive quadratic approximation method for L-1 regularized optimization. Zbl 1342.49037 Byrd, Richard H.; Nocedal, Jorge; Oztoprak, Figen	41	2016
A family of second-order methods for convex \(\ell _1\)-regularized optimization. Zbl 1350.49046 Byrd, Richard H.; Chin, Gillian M.; Nocedal, Jorge; Oztoprak, Figen	28	2016
A second-order method for convex \(\ell_1\)-regularized optimization with active-set prediction. Zbl 1341.49039 Keskar, N.; Nocedal, J.; Öztoprak, F.; Wächter, A.	15	2016
An algorithm for quadratic \(\ell_1\)-regularized optimization with a flexible active-set strategy. Zbl 1328.90097 Solntsev, Stefan; Nocedal, Jorge; Byrd, Richard H.	12	2015
An interior point method for nonlinear programming with infeasibility detection capabilities. Zbl 1306.90152 Nocedal, Jorge; Öztoprak, Figen; Waltz, Richard A.	9	2014
Subspace accelerated matrix splitting algorithms for asymmetric and symmetric linear complementarity problems. Zbl 1291.49023 Robinson, Daniel P.; Feng, Liming; Nocedal, Jorge M.; Pang, Jong-Shi	10	2013
On the use of piecewise linear models in nonlinear programming. Zbl 1260.49059 Byrd, Richard H.; Nocedal, Jorge; Waltz, Richard A.; Wu, Yuchen	1	2013
Sample size selection in optimization methods for machine learning. Zbl 1252.49044 Byrd, Richard H.; Chin, Gillian M.; Nocedal, Jorge; Wu, Yuchen	77	2012
A line search exact penalty method using steering rules. Zbl 1254.90221 Byrd, Richard H.; Lopez-Calva, Gabriel; Nocedal, Jorge	31	2012
A sequential quadratic programming algorithm with an additional equality constrained phase. Zbl 1246.65093 Morales, José Luis; Nocedal, Jorge; Wu, Yuchen	13	2012
On the use of stochastic Hessian information in optimization methods for machine learning. Zbl 1245.65062 Byrd, Richard H.; Chin, Gillian M.; Neveitt, Will; Nocedal, Jorge	56	2011
Remark on “Algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound constrained optimization”. Zbl 1365.65164 Morales, José Luis; Nocedal, Jorge	36	2011
On the solution of complementarity problems arising in American options pricing. Zbl 1229.90230 Feng, Liming; Linetsky, Vadim; Morales, José Luis; Nocedal, Jorge	15	2011
Infeasibility detection and SQP methods for nonlinear optimization. Zbl 1211.90179 Byrd, Richard H.; Curtis, Frank E.; Nocedal, Jorge	35	2010
An inexact Newton method for nonconvex equality constrained optimization. Zbl 1184.90127 Byrd, Richard H.; Curtis, Frank E.; Nocedal, Jorge	18	2010
Adaptive barrier update strategies for nonlinear interior methods. Zbl 1176.49036 Nocedal, Jorge; Wächter, Andreas; Waltz, Richard A.	27	2009
On the geometry phase in model-based algorithms for derivative-free optimization. Zbl 1154.90589 Fasano, Giovanni; Morales, José Luis; Nocedal, Jorge	24	2009
A matrix-free algorithm for equality constrained optimization problems with rank-deficient Jacobians. Zbl 1195.49035 Curtis, Frank E.; Nocedal, Jorge; Wächter, Andreas	10	2009
Data assimilation in weather forecasting: a case study in PDE-constrained optimization. Zbl 1400.90325 Fisher, Mike; Nocedal, Jorge; Trémolet, Yannick; Wright, Stephen J.	9	2009
An algorithm for linear complementarity and its application in American options pricing. Zbl 1182.91196 Feng, Liming; Linetsky, Vadim; Morales, José Luis; Nocedal, Jorge	1	2009
Steering exact penalty methods for nonlinear programming. Zbl 1211.90224 Byrd, Richard H.; Nocedal, Jorge; Waltz, Richard A.	33	2008
An inexact SQP method for equality constrained optimization. Zbl 1158.49035 Byrd, Richard H.; Curtis, Frank E.; Nocedal, Jorge	28	2008
Flexible penalty functions for nonlinear constrained optimization. Zbl 1156.65058 Curtis, Frank E.; Nocedal, Jorge	9	2008
An algorithm for the fast solution of symmetric linear complementarity problems. Zbl 1157.65389 Morales, José Luis; Nocedal, Jorge; Smelyanskiy, Mikhail	9	2008
Steplength selection in interior-point methods for quadratic programming. Zbl 1161.90452 Curtis, Frank; Nocedal, Jorge	1	2007
Numerical optimization. 2nd ed. Zbl 1104.65059 Nocedal, Jorge; Wright, Stephen J.	2,897	2006
KNITRO: an integrated package for nonlinear optimization. Zbl 1108.90004 Byrd, Richard H.; Nocedal, Jorge; Waltz, Richard A.	168	2006
An interior algorithm for nonlinear optimization that combines line search and trust region steps. Zbl 1134.90053 Waltz, R. A.; Morales, J. L.; Nocedal, J.; Orban, D.	96	2006
Interior methods for mathematical programs with complementarity constraints. Zbl 1112.90095 Leyffer, Sven; López-Calva, Gabriel; Nocedal, Jorge	60	2006
On the convergence of successive linear-quadratic programming algorithms. Zbl 1092.90061 Byrd, Richard H.; Gould, Nicholas I. M.; Nocedal, Jorge; Waltz, Richard A.	17	2005
On the convergence of Newton iterations to non-stationary points. Zbl 1072.90038 Byrd, Richard H.; Marazzi, Marcelo; Nocedal, Jorge	27	2004
An algorithm for nonlinear optimization using linear programming and equality constrained subproblems. Zbl 1146.90513 Byrd, Richard H.; Gould, Nicholas I. M.; Nocedal, Jorge; Waltz, Richard A.	25	2004
A starting point strategy for nonlinear interior methods. Zbl 1087.90084 Gertz, M.; Nocedal, J.; Sartenaer, A.	8	2004
Feasible interior methods using slacks for nonlinear optimization. Zbl 1053.90119 Byrd, Richard H.; Nocedal, Jorge; Waltz, Richard A.	10	2003
Assessing the potential of interior methods for nonlinear optimization. Zbl 1062.65063 Morales, José Luis; Nocedal, Jorge; Waltz, Richard A.; Liu, Guanghui; Goux, Jean-Pierre	10	2003
On the behavior of the gradient norm in the steepest descent method. Zbl 1008.90057 Nocedal, Jorge; Sartenaer, Annick; Zhu, Ciyou	30	2002
Wedge trust region method for derivative free optimization. Zbl 1049.90134 Marazzi, Marcelo; Nocedal, Jorge	29	2002
Enriched methods for large-scale unconstrained optimization. Zbl 0988.90035 Morales, José Luis; Nocedal, Jorge	9	2002
On the solution of equality constrained quadratic programming problems arising in optimization. Zbl 0999.65050 Gould, Nicholas I. M.; Hribar, Mary E.; Nocedal, Jorge	84	2001
Algorithm 809: PREQN: Fortran 77 subroutines for preconditioning the conjugate gradient method. Zbl 1070.65538 Morales, José Luis; Nocedal, Jorge	5	2001
Feasibility control in nonlinear optimization. Zbl 0978.65050 Marazzi, Marcelo; Nocedal, Jorge	1	2001
A trust region method based on interior point techniques for nonlinear programming. Zbl 1033.90152 Byrd, Richard H.; Gilbert, Jean Charles; Nocedal, Jorge	130	2000
Automatic preconditioning by limited memory quasi-Newton updating. Zbl 1020.65019 Morales, José Luis; Nocedal, Jorge	48	2000
Numerical experience with a reduced Hessian method for large scale constrained optimization. Zbl 0942.90025 Biegler, Lorenz T.; Nocedal, Jorge; Schmid, Claudia; Ternet, David	6	2000
Numerical optimization. Zbl 0930.65067 Nocedal, Jorge; Wright, Stephen J.	1,859	1999
An interior point algorithm for large-scale nonlinear programming. Zbl 0957.65057 Byrd, Richard H.; Hribar, Mary E.; Nocedal, Jorge	193	1999
Combining trust region and line search techniques. Zbl 0909.90243 Nocedal, Jorge; Yuan, Yaxiang	100	1998
On the implementation of an algorithm for large-scale equality constrained optimization. Zbl 0913.65055 Lalee, Marucha; Nocedal, Jorge; Plantenga, Todd	30	1998
On the local behaviour of an interior point method for nonlinear programming. Zbl 0902.65021 Byrd, R. H.; Liu, Guanghui; Nocedal, J.	24	1998
The modified absolute-value factorization norm for trust-region minimization. Zbl 0942.65068 Gould, Nicholas I. M.; Nocedal, Jorge	6	1998
Algorithm 778: L-BFGS-B Fortran subroutines for large-scale bound-constrained optimization. Zbl 0912.65057 Zhu, Ciyou; Byrd, Richard H.; Lu, Peihuang; Nocedal, Jorge	227	1997
Large scale unconstrained optimization. Zbl 0881.65055 Nocedal, Jorge	9	1997
Conjugate gradient methods and nonlinear optimization. Zbl 0866.65037 Nocedal, Jorge	34	1996
Towards a discrete Newton method with memory for large-scale optimization. Zbl 0976.90100 Byrd, Richard H.; Nocedal, Jorge; Zhu, Ciyou	8	1996
A limited memory algorithm for bound constrained optimization. Zbl 0836.65080 Byrd, Richard H.; Lu, Peihuang; Nocedal, Jorge; Zhu, Ciyou	588	1995
A reduced Hessian method for large-scale constrained optimization. Zbl 0828.65061 Biegler, Lorenz T.; Nocedal, Jorge; Schmid, Claudia	21	1995
Representations of quasi-Newton matrices and their use in limited memory methods. Zbl 0809.90116 Byrd, Richard H.; Nocedal, Jorge; Schnabel, Robert B.	165	1994
Analysis of a self-scaling quasi-Newton method. Zbl 0794.90067 Nocedal, Jorge; Yuan, Yaxiang	24	1993
Automatic column scaling strategies for quasi-Newton methods. Zbl 0787.65036 Lalee, Marucha; Nocedal, Jorge	6	1993
Global convergence properties of conjugate gradient methods for optimization. Zbl 0767.90082 Gilbert, Jean Charles; Nocedal, Jorge	411	1992
Theory of algorithms for unconstrained optimization. Zbl 0766.65051 Nocedal, Jorge	64	1992
On the behavior of Broyden’s class of quasi-Newton methods. Zbl 0770.90063 Byrd, Richard H.; Liu, Dong C.; Nocedal, Jorge	34	1992
A numerical study of the limited memory BFGS method an the truncated- Newton method for large scale optimization. Zbl 0756.65091 Nash, Stephen G.; Nocedal, Jorge	41	1991
An analysis of reduced Hessian methods for constrained optimization. Zbl 0719.90071 Byrd, Richard H.; Nocedal, Jorge	16	1991
The performance of several algorithms for large scale unconstrained optimization. Zbl 0726.90081 Nocedal, Jorge	3	1990
On the limited memory BFGS method for large scale optimization. Zbl 0696.90048 Liu, Dong C.; Nocedal, Jorge	678	1989
A tool for the analysis of quasi-Newton methods with application to unconstrained minimization. Zbl 0676.65061 Byrd, Richard H.; Nocedal, Jorge	161	1989
Algorithms with conic termination for nonlinear optimization. Zbl 0663.65062 Liu, Dong C.; Nocedal, Jorge	1	1989
Global convergence of a class of quasi-Newton methods on convex problems. Zbl 0657.65083 Byrd, Richard H.; Nocedal, Jorge; Yuan, Yaxiang	130	1987
The formulation and analysis of numerical methods for inverse eigenvalue problems. Zbl 0622.65030 Friedland, S.; Nocedal, J.; Overton, M. L.	74	1987
The use of linear programming for the solution of sparse sets of nonlinear equations. Zbl 0636.65053 Duff, I. S.; Nocedal, J.; Reid, J. K.	8	1987
Four quadratically convergent methods for solving inverse eigenvalue problems. Zbl 0642.65025 Friedland, S.; Nocedal, J.; Overton, M. L.	4	1986
Projected Hessian updating algorithms for nonlinearly constrained optimization. Zbl 0593.65043 Nocedal, Jorge; Overton, Michael L.	74	1985
A conic algorithm for optimization. Zbl 0561.65041 Gourgeon, Hervé; Nocedal, Jorge	13	1985
Conjugate direction methods with variable storage. Zbl 0482.90078 Nazareth, Larry; Nocedal, Jorge	5	1982
Solving large nonlinear systems of equations arising in mechanics. Zbl 0473.65025 Nocedal, Jorge	1	1982
Updating quasi-Newton matrices with limited storage. Zbl 0464.65037 Nocedal, Jorge	307	1980
Analysis of a new algorithm for one-dimensional minimization. Zbl 0401.65041 Bjorstad, Petter; Nocedal, Jorge	4	1979

all cited Publications top 5 cited Publications

all top 5

Cited by 12,480 Authors

66	Zhu, Detong
49	Babaie-Kafaki, Saman
48	Yuan, Gonglin
44	Dai, Yu-Hong
40	Wei, Zengxin
35	Teo, Kok Lay
34	Nocedal, Jorge
33	Kanzow, Christian
33	Martínez, José Mario
30	Andrei, Neculai
29	Curtis, Frank E.
28	Yuan, Ya-xiang
28	Zhang, Lei-Hong
26	Li, Donghui
26	Shi, Zhenjun
25	Boyd, Stephen Poythress
25	Liu, Chongyang
24	Liu, Hongwei
23	Aminifard, Zohre
23	Shen, Chungen
23	Toint, Philippe Louis
22	Amini, Keyvan
22	Kimiaei, Morteza
22	Qi, Liqun
21	Gratton, Serge
21	Robinson, Daniel P.
21	Wen, Zaiwen
20	Byrd, Richard H.
20	Diehl, Moritz Mathias
20	Leong, Wah June
20	Loxton, Ryan Christopher
19	Al-Baali, Mehiddin
19	Andreani, Roberto
19	Haber, Eldad
18	Bellavia, Stefania
18	Ghattas, Omar N.
18	Júdice, Joaquim João
18	Karniadakis, George Em
18	Mahdavi-Amiri, Nezam
17	Lukšan, Ladislav
17	Ma, Changfeng
16	Birgin, Ernesto G.
16	Cartis, Coralia
16	Dong, Xiaoliang
16	Gong, Zhaohua
16	Gould, Nicholas Ian Mark
16	Gu, Chao
16	Krejić, Nataša
16	Leyffer, Sven
16	Ni, Qin
16	Ruthotto, Lars
16	Vicente, Luis Nunes
15	Ahookhosh, Masoud
15	di Serafino, Daniela
15	Ghanbari, Reza
15	Kumam, Poom
15	Xiao, Yunhai
15	Zhou, Weijun
14	Anitescu, Mihai
14	Giannakoglou, Kyriakos C.
14	Izmailov, Alekseĭ F.
14	Jian, Jinbao
14	Liu, Xinwei
14	Marra, Giampiero
14	Morini, Benedetta
14	Ou, Yigui
14	Schmidt, Martin
14	Shen, Jie
14	Strekalovskiĭ, Aleksandr Sergeevich
14	Sun, Wenyu
14	Wright, Stephen J.
14	Yu, Bo
13	Bala Abubakar, Auwal
13	Biros, George
13	Cribari-Neto, Francisco
13	Feng, Enmin
13	Ghosh, Debdas
13	Karas, Elizabeth Wegner
13	Kunisch, Karl
13	Landi, Germana
13	Luo, Xinlong
13	Marcia, Roummel F.
13	Navon, Ionel Michael
13	Protas, Bartosz
13	Pu, Dingguo
13	Sandu, Adrian
13	Santos, Sandra Augusta
13	Scheinberg, Katya
13	Solodov, Mikhail V.
13	Stoll, Martin
13	Wächter, Andreas
13	Yao, Shengwei
12	Allaire, Grégoire
12	Berahas, Albert S.
12	Biegler, Lorenz T.
12	Borzì, Alfio
12	Cheng, Wanyou
12	Chung, Matthias
12	Fasano, Giovanni
12	Goldfarb, Donald
...and 12,380 more Authors

all top 5

Cited in 616 Serials

311	Computational Optimization and Applications
292	Journal of Computational Physics
259	Computer Methods in Applied Mechanics and Engineering
234	Journal of Computational and Applied Mathematics
234	Journal of Optimization Theory and Applications
207	Optimization Methods & Software
202	Mathematical Programming. Series A. Series B
191	Applied Mathematics and Computation
188	SIAM Journal on Optimization
140	Numerical Algorithms
138	SIAM Journal on Scientific Computing
112	Journal of Global Optimization
91	Automatica
90	Optimization and Engineering
89	European Journal of Operational Research
88	Optimization
85	Journal of Scientific Computing
84	Optimization Letters
83	Computers & Mathematics with Applications
77	International Journal for Numerical Methods in Engineering
73	Inverse Problems
70	Applied Numerical Mathematics
69	Journal of Machine Learning Research (JMLR)
64	Applied Mathematical Modelling
63	Computational Statistics and Data Analysis
61	Computational and Applied Mathematics
58	SIAM Journal on Imaging Sciences
56	International Journal of Computer Mathematics
56	Numerical Linear Algebra with Applications
55	Computational Geosciences
54	Mathematical Problems in Engineering
50	Computers and Fluids
49	Machine Learning
49	Journal of Industrial and Management Optimization
45	Computational Mechanics
45	Linear Algebra and its Applications
44	Statistics and Computing
43	Computer Physics Communications
43	SIAM Journal on Matrix Analysis and Applications
41	Journal of Applied Mathematics and Computing
38	Journal of Mathematical Imaging and Vision
37	Mathematical Programming Computation
36	Mathematics and Computers in Simulation
34	Optimal Control Applications & Methods
33	Computers & Operations Research
33	Annals of Operations Research
31	Journal of Fluid Mechanics
31	Information Sciences
31	Numerical Functional Analysis and Optimization
31	Journal of Applied Statistics
31	SIAM/ASA Journal on Uncertainty Quantification
30	International Journal of Control
30	SIAM Journal on Control and Optimization
30	Journal of Statistical Computation and Simulation
29	Inverse Problems in Science and Engineering
28	Mathematics of Computation
27	Neural Networks
27	Journal of Inequalities and Applications
27	The Annals of Applied Statistics
26	Journal of the Operations Research Society of China
25	International Journal of Computer Vision
25	Structural and Multidisciplinary Optimization
24	Numerische Mathematik
24	Physica D
22	BIT
22	Communications in Statistics. Simulation and Computation
22	Advances in Computational Mathematics
21	Calcolo
21	SIAM Journal on Numerical Analysis
21	Computational Statistics
21	Mathematical Methods of Operations Research
21	Journal of Computational and Graphical Statistics
20	International Journal for Numerical Methods in Fluids
20	Journal of the Franklin Institute
20	Biometrics
20	Computer Aided Geometric Design
20	Journal of Systems Science and Complexity
20	Inverse Problems and Imaging
19	International Journal of Robust and Nonlinear Control
19	Journal of Applied Mathematics
18	Journal of Econometrics
18	Operations Research Letters
18	Communications in Statistics. Theory and Methods
18	Journal of Inverse and Ill-Posed Problems
18	Chaos
18	Communications in Nonlinear Science and Numerical Simulation
17	Psychometrika
17	Journal of the American Statistical Association
17	Neural Computation
17	SIAM Review
17	Abstract and Applied Analysis
17	4OR
17	Communications in Computational Physics
17	Science China. Mathematics
17	Numerical Algebra, Control and Optimization
16	Applied Mathematics and Optimization
16	Asia-Pacific Journal of Operational Research
16	Applied Mathematics Letters
16	Quantitative Finance
16	EURO Journal on Computational Optimization
...and 516 more Serials

all top 5

Cited in 57 Fields

3,668	Operations research, mathematical programming (90-XX)
3,401	Numerical analysis (65-XX)
1,165	Calculus of variations and optimal control; optimization (49-XX)
1,069	Statistics (62-XX)
916	Computer science (68-XX)
532	Mechanics of deformable solids (74-XX)
519	Partial differential equations (35-XX)
476	Systems theory; control (93-XX)
442	Fluid mechanics (76-XX)
348	Biology and other natural sciences (92-XX)
248	Information and communication theory, circuits (94-XX)
238	Game theory, economics, finance, and other social and behavioral sciences (91-XX)
229	Linear and multilinear algebra; matrix theory (15-XX)
218	Probability theory and stochastic processes (60-XX)
165	Geophysics (86-XX)
108	Ordinary differential equations (34-XX)
107	Statistical mechanics, structure of matter (82-XX)
94	Operator theory (47-XX)
84	Optics, electromagnetic theory (78-XX)
81	Dynamical systems and ergodic theory (37-XX)
73	Quantum theory (81-XX)
67	Mechanics of particles and systems (70-XX)
42	Approximations and expansions (41-XX)
41	Differential geometry (53-XX)
39	Classical thermodynamics, heat transfer (80-XX)
38	Combinatorics (05-XX)
33	Global analysis, analysis on manifolds (58-XX)
29	Real functions (26-XX)
28	Convex and discrete geometry (52-XX)
24	Functional analysis (46-XX)
23	Integral equations (45-XX)
19	Algebraic geometry (14-XX)
11	Special functions (33-XX)
9	Measure and integration (28-XX)
9	Functions of a complex variable (30-XX)
9	Astronomy and astrophysics (85-XX)
8	Relativity and gravitational theory (83-XX)
7	Number theory (11-XX)
7	Difference and functional equations (39-XX)
7	Harmonic analysis on Euclidean spaces (42-XX)
7	Geometry (51-XX)
7	Manifolds and cell complexes (57-XX)
6	General and overarching topics; collections (00-XX)
6	Mathematical logic and foundations (03-XX)
5	Commutative algebra (13-XX)
4	Potential theory (31-XX)
4	Integral transforms, operational calculus (44-XX)
4	General topology (54-XX)
4	Mathematics education (97-XX)
3	Field theory and polynomials (12-XX)
3	Group theory and generalizations (20-XX)
2	History and biography (01-XX)
2	Sequences, series, summability (40-XX)
1	Associative rings and algebras (16-XX)
1	Nonassociative rings and algebras (17-XX)
1	Topological groups, Lie groups (22-XX)
1	Several complex variables and analytic spaces (32-XX)

Citations by Year

Wikidata Timeline

The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.