Jorge Nocedal

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Analysis of a new algorithm for one-dimensional minimization

Petter Bjørstad, Jorge Nocedal, J. Nocedal, 1979, Computing.

A Stochastic Quasi-Newton Method for Large-Scale Optimization

Jorge Nocedal, Yoram Singer, Richard H. Byrd, 2014, SIAM J. Optim..

Springer Series in Operations Research

Stephen J. Wright, Jorge Nocedal, J. Nocedal, 1999 .

Automatic Column Scaling Strategies for Quasi-Newton Methods

Jorge Nocedal, Marucha Lalee, J. Nocedal, 1993, SIAM J. Optim..

On the Behavior of Broyden's Class of Quasi-Newton Methods

Jorge Nocedal, Richard H. Byrd, Dong C. Liu, 1992, SIAM J. Optim..

Knitro: An Integrated Package for Nonlinear Optimization

Jorge Nocedal, Richard H. Byrd, Richard A. Waltz, 2006 .

A Multi-Batch L-BFGS Method for Machine Learning

Jorge Nocedal, Albert S. Berahas, Martin Takác, 2016, NIPS.

Newton-Like Methods for Sparse Inverse Covariance Estimation

Jorge Nocedal, Peder A. Olsen, Figen Öztoprak, 2012, NIPS.

Numerical Optimization (Springer Series in Operations Research and Financial Engineering)

Stephen J. Wright, Jorge Nocedal, J. Nocedal, 2000 .

On the use of piecewise linear models in nonlinear programming

Jorge Nocedal, Richard H. Byrd, Richard A. Waltz, 2013, Math. Program..

A trust region method based on interior point techniques for nonlinear programming

Jorge Nocedal, Richard H. Byrd, Jean Charles Gilbert, 2000, Math. Program..

Penalty, Barrier, and Augmented Lagrangian Methods

Stephen J. Wright, Jorge Nocedal, J. Nocedal, 1999 .

Sequential Quadratic Programming

Stephen J. Wright, Jorge Nocedal, J. Nocedal, 1999 .

A second-order method for convex 1-regularized optimization with active-set prediction

Jorge Nocedal, Figen Öztoprak, Andreas Wächter, 2015, Optim. Methods Softw..

An algorithm for the fast solution of symmetric linear complementarity problems

Jorge Nocedal, Mikhail Smelyanskiy, José Luis Morales, 2008, Numerische Mathematik.

Second-order methods for L1 regularized problems in machine learning

Jorge Nocedal, Samantha Hansen, 2012, 2012 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

Viewing the conjugate gradient method as a trust region algorithm

Jorge Nocedal, J. Nocedal, 1986 .

Wedge trust region methods for derivative free optimization

Jorge Nocedal, Marcelo Marazzi, J. Nocedal, 2002, Math. Program..

On the convergence of Newton iterations to non-stationary points

Jorge Nocedal, Richard H. Byrd, Marcelo Marazzi, 2004, Math. Program..

Large-scale constrained optimization

Jorge Nocedal, Mary E. Hribar, J. Nocedal, 1996 .

Solutions to Selected Problems in NUMERICAL OPTIMIZATION

Stephen J. Wright, Jorge Nocedal, Frank E. Curtis, 2006 .

A Progressive Batching L-BFGS Method for Machine Learning pdf

Jorge Nocedal, Ping Tak Peter Tang, Dheevatsa Mudigere, 2018, ICML.

Steering exact penalty methods for nonlinear programming

Jorge Nocedal, Richard H. Byrd, Richard A. Waltz, 2008, Optim. Methods Softw..

Fast and parallel algorithms for pricing American options: keynote

Jorge Nocedal, 2009, WHPCF '09.

An inexact successive quadratic approximation method for L-1 regularized optimization

Jorge Nocedal, Richard H. Byrd, Figen Öztoprak, 2016, Math. Program..

Automatic Preconditioning by Limited Memory Quasi-Newton Updating

Jorge Nocedal, José Luis Morales, J. Nocedal, 1999, SIAM J. Optim..

On the geometry phase in model-based algorithms for derivative-free optimization

Jorge Nocedal, Giovanni Fasano, José Luis Morales, 2009, Optim. Methods Softw..

Conjugate Gradient Methods

Stephen J. Wright, Jorge Nocedal, J. Nocedal, 1999 .

Practical Newton Methods

Stephen J. Wright, Jorge Nocedal, J. Nocedal, 1999 .

A starting point strategy for nonlinear interior methods

Jorge Nocedal, E. Michael Gertz, Annick Sartenaer, 2004, Appl. Math. Lett..

Nonlinear optimization algorithms for large-scale machine learning

Jorge Nocedal, Gillian M. Chin, 2013 .

Adaptive Barrier Update Strategies for Nonlinear Interior Methods

Jorge Nocedal, Andreas Wächter, Richard A. Waltz, 2008, SIAM J. Optim..

On the Solution of Equality Constrained Quadratic Programming Problems Arising in Optimization

Nicholas I. M. Gould, Jorge Nocedal, Mary E. Hribar, 2001, SIAM J. Sci. Comput..

Trust-Region Methods

Stephen J. Wright, Jorge Nocedal, J. Nocedal, 1999 .

On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization

Jorge Nocedal, Todd Plantenga, Marucha Lalee, 1998, SIAM J. Optim..

A Numerical Study of the Limited Memory BFGS Method and the Truncated-Newton Method for Large Scale Optimization

Jorge Nocedal, Stephen G. Nash, J. Nocedal, 1991, SIAM J. Optim..

Evaluation of step directions in optimization algorithms

Jorge Nocedal, William C. Davidon, J. Nocedal, 2018, TOMS.

Subspace Accelerated Matrix Splitting Algorithms for Asymmetric and Symmetric Linear Complementarity Problems

Daniel P. Robinson, Jorge Nocedal, Jong-Shi Pang, 2013, SIAM J. Optim..

Remark on “algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound constrained optimization”

Jorge Nocedal, José Luis Morales, J. Nocedal, 2011, TOMS.

Numerical Optimization

Stephen J. Wright, Jorge Nocedal, J. Nocedal, 2018, Fundamental Statistical Inference.

An inexact Newton method for nonconvex equality constrained optimization

Jorge Nocedal, Richard H. Byrd, Frank E. Curtis, 2009, Math. Program..

An analysis of reduced Hessian methods for constrained optimization

Jorge Nocedal, Richard H. Byrd, J. Nocedal, 1991, Math. Program..

Analysis of a self-scaling quasi-Newton method

Jorge Nocedal, Ya-Xiang Yuan, J. Nocedal, 1993, Math. Program..

Combining Trust Region and Line Search Techniques

Jorge Nocedal, J. Nocedal, 1998 .

An Interior Point Algorithm for Large-Scale Nonlinear Programming

Jorge Nocedal, Richard H. Byrd, Mary E. Hribar, 1999, SIAM J. Optim..

An algorithm for quadratic ℓ1-regularized optimization with a flexible active-set strategy

Jorge Nocedal, Richard H. Byrd, Stefan Solntsev, 2014, Optim. Methods Softw..

SIAM Journal on Optimization

Nicholas I. M. Gould, Stefan Ulbrich, Masao Fukushima, 2012 .

An interior algorithm for nonlinear optimization that combines line search and trust region steps

Jorge Nocedal, Dominique Orban, Richard A. Waltz, 2006, Math. Program..

Quasi-Newton Methods

Stephen J. Wright, Jorge Nocedal, J. Nocedal, 1999 .

Feasible Interior Methods Using Slacks for Nonlinear Optimization

Jorge Nocedal, Richard H. Byrd, Richard A. Waltz, 2003, Comput. Optim. Appl..

The Performance of Several Algorithms for Large Scale Unconstrained Optimization

Jorge Nocedal, J. Nocedal, 1990 .

Infeasibility Detection and SQP Methods for Nonlinear Optimization

Jorge Nocedal, Richard H. Byrd, Frank E. Curtis, 2010, SIAM J. Optim..

Global Convergence Properties of Conjugate Gradient Methods for Optimization

Jorge Nocedal, Jean Charles Gilbert, J. Nocedal, 1992, SIAM J. Optim..

PREQN: FORTRAN Routines for Preconditioning the Conjugate Gradient Method

Jorge Nocedal, José Luis Morales, J. Nocedal, 1999 .

Nonlinear Optimization Methods for Large-Scale Learning

Jorge Nocedal, J. Nocedal, 2019 .

Linear Programming: Interior-Point Methods

Stephen J. Wright, Jorge Nocedal, J. Nocedal, 1999 .

Analysis of the BFGS Method with Errors

Jorge Nocedal, Richard Byrd, Yuchen Xie, 2019, SIAM J. Optim..

Mechanics in the Engineering First curriculum at northwestern university

Ted Belytschko, Jorge Nocedal, Michael A. Peshkin, 1997 .

Line Search Methods

Stephen J. Wright, Jorge Nocedal, J. Nocedal, 1999 .

Theory of algorithms for unconstrained optimization

Jorge Nocedal, J. Nocedal, 1992, Acta Numerica.

Fundamentals of Unconstrained Optimization

Stephen J. Wright, Jorge Nocedal, J. Nocedal, 1999 .

On Large-Batch Training for Deep Learning: Generalization Gap and Sharp Minima pdf

Jorge Nocedal, Mikhail Smelyanskiy, Ping Tak Peter Tang, 2016, ICLR.

A line search exact penalty method using steering rules

Jorge Nocedal, Richard H. Byrd, Gabriel López-Calva, 2010, Mathematical Programming.

Algorithms and software for large scale optimization

Jorge Nocedal, J. Nocedal, 1990 .

Recent Advances in Large-scale Nonlinear Optimization: State of the Art 1994

Jorge Nocedal, J. Nocedal, 1994 .

Steplength selection in interior-point methods for quadratic programming

Jorge Nocedal, Frank E. Curtis, J. Nocedal, 2007, Appl. Math. Lett..

Theory of Constrained Optimization

Stephen J. Wright, Jorge Nocedal, J. Nocedal, 1999 .

On the Local Behavior of an Interior Point Method for Nonlinear Programming

Jorge Nocedal, J. Nocedal, 1997 .

On the solution of complementarity problems arising in American options pricing

Jorge Nocedal, Vadim Linetsky, José Luis Morales, 2010, Optim. Methods Softw..

An investigation of Newton-Sketch and subsampled Newton methods

Jorge Nocedal, Albert S. Berahas, Raghu Bollapragada, 2017, Optim. Methods Softw..

On the Convergence of Successive Linear-Quadratic Programming Algorithms

Nicholas I. M. Gould, Jorge Nocedal, Richard H. Byrd, 2005, SIAM J. Optim..

Optimization Methods for Large-Scale Machine Learning pdf

Jorge Nocedal, Léon Bottou, Frank E. Curtis, 2016, SIAM Rev..

On the limited memory BFGS method for large scale optimization

Jorge Nocedal, Dong C. Liu, J. Nocedal, 1989, Math. Program..

An algorithm for nonlinear optimization using linear programming and equality constrained subproblems

Nicholas I. M. Gould, Jorge Nocedal, Richard H. Byrd, 2004, Math. Program..

Numerical Experience with a Reduced Hessian Method for Large Scale Constrained Optimization

Jorge Nocedal, Lorenz T. Biegler, Claudia Schmid, 1995, SIAM J. Optim..

Second Order Methods for Optimizing Convex Matrix Functions and Sparse Covariance Clustering

Jorge Nocedal, Peder A. Olsen, Steven J. Rennie, 2013, IEEE Transactions on Audio, Speech, and Language Processing.

A Numerical Study of Active-Set and Interior-Point Methods for Bound Constrained Optimization

Jorge Nocedal, Richard A. Waltz, Long Hei, 2006, HPSC.

Trust region algorithms for solving large systems of nonlinear equations

Jorge Nocedal, J. Nocedal, 1984 .

Adaptive Sampling Strategies for Stochastic Optimization

Jorge Nocedal, Richard H. Byrd, Raghu Bollapragada, 2017, SIAM J. Optim..

A Limited Memory Algorithm for Bound Constrained Optimization

Jorge Nocedal, Richard H. Byrd, Ciyou Zhu, 1995, SIAM J. Sci. Comput..

On the Convergence of Successive Linear Programming Algorithms

Nicholas I. M. Gould, Jorge Nocedal, Richard H. Byrd, 2003 .

Solving optimization problems using parallel and grid computing

Jorge Nocedal, 2003, Proceedings of the Fourth Mexican International Conference on Computer Science, 2003. ENC 2003..

Interior Methods for Mathematical Programs with Complementarity Constraints

Jorge Nocedal, Sven Leyffer, Gabriel López-Calva, 2006, SIAM J. Optim..

Sample size selection in optimization methods for machine learning

Jorge Nocedal, Richard H. Byrd, Yuchen Wu, 2012, Math. Program..

Algorithm 809: PREQN: Fortran 77 subroutines for preconditioning the conjugate gradient method

Jorge Nocedal, José Luis Morales, J. Nocedal, 2001, TOMS.

Assessing the Potential of Interior Methods for Nonlinear Optimization

Jorge Nocedal, Guanghui Liu, Richard A. Waltz, 2003 .

Enriched Methods for Large-Scale Unconstrained Optimization

Jorge Nocedal, José Luis Morales, J. Nocedal, 2002, Comput. Optim. Appl..

A Noise-Tolerant Quasi-Newton Algorithm for Unconstrained Optimization

Jorge Nocedal, Hao-Jun Michael Shi, Richard Byrd, 2020, SIAM J. Optim..

An Inexact SQP Method for Equality Constrained Optimization

Jorge Nocedal, Richard H. Byrd, Frank E. Curtis, 2008, SIAM J. Optim..

Data assimilation in weather forecasting: a case study in PDE-constrained optimization

Stephen J. Wright, Jorge Nocedal, Yannick Trémolet, 2009 .

Conjugate direction methods with variable storage

Jorge Nocedal, Larry Nazareth, J. Nocedal, 1982, Math. Program..

Linear Programming: The Simplex Method

Stephen J. Wright, Jorge Nocedal, J. Nocedal, 1999 .

A Reduced Hessian Method for Large-Scale Constrained Optimization

Jorge Nocedal, Lorenz T. Biegler, Claudia Schmid, 1995, SIAM J. Optim..

Algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound-constrained optimization

Jorge Nocedal, Richard H. Byrd, Ciyou Zhu, 1997, TOMS.

An interior point method for nonlinear programming with infeasibility detection capabilities

Jorge Nocedal, Figen Öztoprak, Richard A. Waltz, 2014, Optim. Methods Softw..

A Matrix-Free Algorithm for Equality Constrained Optimization Problems with Rank-Deficient Jacobians

Jorge Nocedal, Andreas Wächter, Frank E. Curtis, 2009, SIAM J. Optim..

Representations of quasi-Newton matrices and their use in limited memory methods

Jorge Nocedal, Richard H. Byrd, Bobby Schnabel, 1994, Math. Program..

Large Scale Unconstrained Optimization

Jorge Nocedal, J. Nocedal, 1997 .

A family of second-order methods for convex $$\ell _1$$ℓ1-regularized optimization

Jorge Nocedal, Richard H. Byrd, Figen Öztoprak, 2016, Math. Program..

On the Behavior of the Gradient Norm in the Steepest Descent Method

Jorge Nocedal, Ciyou Zhu, Annick Sartenaer, 2002, Comput. Optim. Appl..

Fundamentals of Algorithms for Nonlinear Constrained Optimization

Stephen J. Wright, Jorge Nocedal, J. Nocedal, 1999 .

Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods

Jorge Nocedal, Albert S. Berahas, Richard H. Byrd, 2018, SIAM J. Optim..

On the Use of Stochastic Hessian Information in Optimization Methods for Machine Learning

Jorge Nocedal, Richard H. Byrd, Will Neveitt, 2011, SIAM J. Optim..

Adaptive Finite-Difference Interval Estimation for Noisy Derivative-Free Optimization

Jorge Nocedal, Hao-Jun Michael Shi, Yuchen Xie, 2021 .

A Trust Region Method for the Optimization of Noisy Functions

Jorge Nocedal, Shigeng Sun, J. Nocedal, 2022, 2201.00973.

On the Numerical Performance of Derivative-Free Optimization Methods Based on Finite-Difference Approximations

Jorge Nocedal, Figen Oztoprak, Hao-Jun Michael Shi, 2021, 2102.09762.

Constrained Optimization in the Presence of Noise

Jorge Nocedal, Figen Oztoprak, Richard Byrd, 2021, SIAM J. Optim..

Conjugate Gradient Methods and Nonlinear Optimization

Jorge Nocedal, 1996 .

Algorithms with conic termination for nonlinear optimization

Jorge Nocedal, Dong C. Liu, 1989 .

Nonlinear Least-Squares Problems

Stephen J. Wright, Jorge Nocedal, 1999 .

Active set and interior methods for nonlinear optimization.

Jorge Nocedal, Richard H. Byrd, J. Nocedal, 1998 .

Solving Large nonlinear systems of equations arising in mechanics

Jorge Nocedal, J. Nocedal, 1982 .