Thomas F. Coleman

Thomas F. Coleman, Yuying Li, Katharyn A. Boyle, 2003, 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings..

Optimization and Data Analysis in Biomedical Informatics

Panos M. Pardalos, Petros Xanthopoulos, Thomas F. Coleman, 2014 .

Parallel continuation-based global optimization for molecular conformation and protein folding

Thomas F. Coleman, Zhijun Wu, Zhi-jun Wu, 1994, J. Glob. Optim..

A Globally and Superlinearly Convergent Algorithm for Convex Quadratic Programs with Simple Bbounds

Laurie A. Hulbert, Thomas F. Coleman, 1993, SIAM J. Optim..

A secant method for nonlinear least-squares minimization

Wei Xu, Gang Liu, Thomas F. Coleman, 2012, Comput. Optim. Appl..

Chapter 1: Fundamentals of Automatic Differentiation and the Use of ADMAT

Thomas F. Coleman, Wei Xu, T. Coleman, 2016 .

Computing Optimal Stochastic Portfolio Execution Strategies: A Parametric Approach Using Simulations

Thomas F. Coleman, Yuying Li, Somayeh Moazeni, 2010 .

A Parallel Triangular Solver for a Hypercube Multiprocessor

Thomas F. Coleman, Guangye Li, T. Coleman, 1986 .

Optimization Toolbox User's Guide

Thomas F. Coleman, Mary Ann Branch, Andrew Grace, 1998 .

An efficient trust region method for unconstrained discrete-time optimal control problems

Thomas F. Coleman, Aiping Liao, 1995, Comput. Optim. Appl..

An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds

Thomas F. Coleman, Yuying Li, T. Coleman, 1993, SIAM J. Optim..

Parallel structural optimization applied to bone remodeling on distributed memory machines

Thomas F. Coleman, Shirish Chinchalkar, T. Coleman, 1995, Comput. Optim. Appl..

The Efficient Computation of Structured Gradients using Automatic Differentiation

Thomas F. Coleman, Gudbjorn F. Jonsson, T. Coleman, 1999, SIAM J. Sci. Comput..

A Quasi-Newton Quadratic Penalty Method for Minimization Subject to Nonlinear Equality Constraints

Wei Yuan, Jianguo Liu, Thomas F. Coleman, 2000, Comput. Optim. Appl..

Stable local volatility function calibration using spline kernel

Cheng Wang, Thomas F. Coleman, Yuying Li, 2013, Comput. Optim. Appl..

A New Trust-Region Algorithm for Equality Constrained Optimization

Wei Yuan, Jianguo Liu, Thomas F. Coleman, 2002, Comput. Optim. Appl..

A New Method for Solving Triangular Systems on Distributed Memory Message-Passing Multiprocessors

Thomas F. Coleman, Guangye Li, T. Coleman, 1989 .

Computing a Trust Region Step for a Penalty Function

Thomas F. Coleman, Christian Hempel, T. Coleman, 1990, SIAM J. Sci. Comput..

Chapter 3: Using ADMAT with the MATLAB Optimization Toolbox

Thomas F. Coleman, Wei Xu, T. Coleman, 2016 .

Fast (Structured) Newton Computations

Wei Xu, Thomas F. Coleman, T. Coleman, 2008, SIAM J. Sci. Comput..

Learning Minimum Variance Discrete Hedging Directly from Market

Thomas F. Coleman, Yuying Li, Ke Nian, 2017 .

Partitioned quasi-Newton methods for nonlinear equality constrained optimization

Thomas F. Coleman, Peter A. Fenyes, T. Coleman, 1992, Math. Program..

Solution of Nonlinear Least Squares Problems on a Multiprocessor

Paul E. Plassmann, Thomas F. Coleman, P. Plassmann, 1988, Shell Conference.

Estimation of sparse hessian matrices and graph coloring problems

Thomas F. Coleman, Jorge J. Moré, J. J. Moré, 1982, Math. Program..

An Interior Point Method for Large Scale Linear Feasibility Problems

Jianguo Liu, Thomas F. Coleman, 2015, 2015 International Conference on Computational Intelligence and Communication Networks (CICN).

Parallel Orthogonal Factorizations of Large Sparse Matrices on Distributed -Memory Multiprocessors

Thomas F. Coleman, Chunguang Sun, T. Coleman, 1993, PPSC.

Estimating a Hedge Fund Return Model Based on a Small Number of Samples

Thomas F. Coleman, Yuying Li, Dmitriy Levchenkov, 2009, INFOR Inf. Syst. Oper. Res..

On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds

Thomas F. Coleman, Yuying Li, T. Coleman, 1994, Math. Program..

Direct Methods for Sparse Matrices (I. S. Duff, A. M. Erisman, and J. K Reid)

Earl Zmijewski, Thomas F. Coleman, T. Coleman, 1989, SIAM Rev..

Semi-Automatic Differentiation

Thomas F. Coleman, Fadil Santosa, Arun Verma, 1998 .

Bounding the difference between RankRC and RankSVM and application to multi-level rare class kernel ranking

Thomas F. Coleman, Yuying Li, Aditya Tayal, 2017, Data Mining and Knowledge Discovery.

A parallel build-up algorithm for global energy minimizations of molecular clusters using effective energy simulated annealing

Thomas F. Coleman, Zhijun Wu, David Shalloway, 1993, J. Glob. Optim..

Parallel Finite Element Analysis of Biomechanical Structures on the Ncube 6400

Thomas F. Coleman, Shirish Chinchalkar, 1991 .

Software for estimating sparse Jacobian matrices

Thomas F. Coleman, Jorge J. Moré, Burton S. Garbow, 1984, ACM Trans. Math. Softw..

Minimizing tracking error while restricting the number of assets

Thomas F. Coleman, Yuying Li, Jay Henniger, 2006 .

Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters

Thomas F. Coleman, Yuying Li, Somayeh Moazeni, 2009, SIAM J. Optim..

A direct active set algorithm for large sparse quadratic programs with simple bounds

Laurie A. Hulbert, Thomas F. Coleman, L. A. Hulbert, 1989, Math. Program..

Large-Scale Optimization with Applications : Part II: Optimal Design and Control

Lorenz T. Biegler, Andrew R. Conn, Thomas F. Coleman, 1997 .

Large-Scale Numerical Optimization

Thomas F. Coleman, Yuying Li, T. Coleman, 1990 .

Solving nonlinear equations with the Newton–Krylov method based on automatic differentiation

Wei Xu, Thomas F. Coleman, T. Coleman, 2014, Optim. Methods Softw..

A trust region and affine scaling interior point method for nonconvex minimization with linear inequality constraints

Thomas F. Coleman, Yuying Li, T. Coleman, 1997, Math. Program..

Chapter 6: Combining C/Fortran with ADMAT

Thomas F. Coleman, Wei Xu, 2016 .

Efficient (Partial) Determination of Derivative Matrices via Automatic Differentiation

Wei Xu, Thomas F. Coleman, 2013, SIAM J. Sci. Comput..

Large-Scale Optimization with Applications : Part I: Optimization in Inverse Problems and Design

Lorenz T. Biegler, Andrew R. Conn, Thomas F. Coleman, 1997 .

Advanced Computing Research Institute Semi-annual Research Activity Report, April 1992 September 1992

Thomas F. Coleman, 1992 .

A chordal preconditioner for large-scale optimization

Thomas F. Coleman, T. Coleman, 1988, Math. Program..

A Preconditioned Conjugate Gradient Approach to Linear Equality Constrained Minimization

Thomas F. Coleman, Arun Verma, T. Coleman, 2001, Comput. Optim. Appl..

Algorithm 636: FORTRAN Subroutines for Estimating Sparse Hessian Matrices

Thomas F. Coleman, Jorge J. Moré, Burton S. Garbow, 1985, ACM Trans. Math. Softw..

A globally and quadratically convergent affine scaling method for linearℓ1 problems

Thomas F. Coleman, Yuying Li, T. Coleman, 1992, Math. Program..

Algorithm 618: FORTRAN subroutines for estimating sparse Jacobian Matrices

Thomas F. Coleman, Jorge J. Moré, Burton S. Garbow, 1984, TOMS.

Handbook for matrix computations

Thomas F. Coleman, Van Loan, T. Coleman, 1988 .

Lectures on Global Optimization

Panos M. Pardalos, Thomas F. Coleman, 2009 .

pPCx: Parallel Software for Linear Programming

Stephen J. Wright, Thomas F. Coleman, Joseph Czyzyk, 1997, PPSC.

Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy

Thomas F. Coleman, Yuying Li, Somayeh Moazeni, 2016, Ann. Oper. Res..

Second-order conditions for an exact penalty function

Andrew R. Conn, Thomas F. Coleman, T. Coleman, 1980, Math. Program..

A parallel triangular solver for distributed-memory multiprocessor

Thomas F. Coleman, Guangye Li, T. Coleman, 1988 .

Cluster Computing for Financial Engineering

Thomas F. Coleman, Peter Mansfield, Shirish Chinchalkar, 2004, PARA.

Spectral ranking and unsupervised feature selection for point, collective, and contextual anomaly detection

Thomas F. Coleman, Yuying Li, Haofan Zhang, 2018, International Journal of Data Science and Analytics.

Using Directed Edge Separators to Increase Efficiency in the Determinationof Jacobian Matrices via Automatic Differentiation

Thomas F. Coleman, Wei Xu, Xin Xiong, 2012 .

A note on the computation of an orthonormal basis for the null space of a matrix

Danny C. Sorensen, Thomas F. Coleman, T. Coleman, 1982, Math. Program..

Chapter 4: Structure

Thomas F. Coleman, Wei Xu, T. Coleman, 2016 .

Learning sequential option hedging models from market data

Thomas F. Coleman, Yuying Li, Ke Nian, 2021 .

Image processing with total variation minimization

Thomas F. Coleman, Adrian Mariano, 1999 .

Hedging guarantees in variable annuities under both equity and interest rate risks

Thomas F. Coleman, Yuying Li, T. Coleman, 2006 .

The Sparse Null Space Basis Problem

Alex Pothen, Thomas F. Coleman, 1984 .

Moment matching machine learning methods for risk management of large variable annuity portfolios

Thomas F. Coleman, Wei Xu, Yuehuan Chen, 2018 .

Optimal Execution Under Jump Models For Uncertain Price Impact

Thomas F. Coleman, Yuying Li, Somayeh Moazeni, 2013 .

A Reeective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables 1

Thomas F. Coleman, T. Coleman, Yuying Li, 1992 .

Derivative Portfolio Hedging Based on CVaR

Thomas F. Coleman, Yuying Li, T. Coleman, 2003 .

Segmentation of Pulmonary Nodule Images Using Total Variation Minimization

Thomas F. Coleman, Yuying Li, T. Coleman, 1998 .

A Newton Method for American Option Pricing

Thomas F. Coleman, Yuying Li, T. Coleman, 2002 .

The local convergence of the Byrd-Schnabel algorithm for constrained optimization

Thomas F. Coleman, Ai-Ping Liao, 1993 .

Reconstructing the unknown volatility function

Thomas F. Coleman, Yuying Li, T. Coleman, 1998 .

Chapter 14 Total Risk Minimization Using Monte Carlo Simulations

Thomas F. Coleman, Yuying Li, Maria-Cristina Patron, 2007 .