Jorge Nocedal

According to our database, Jorge Nocedal authored at least 74 papers between 1979 and 2024.

Collaborative distances:

• Dijkstra number of three.
• Erdős number of four.

2024

Noise-Tolerant Optimization Methods for the Solution of a Robust Design Problem.

Yuchen Lou, Shigeng Sun, Jorge Nocedal

CoRR, 2024

2023

A trust region method for noisy unconstrained optimization.

Shigeng Sun, Jorge Nocedal

Math. Program., November, 2023

Constrained Optimization in the Presence of Noise.

Figen Öztoprak, Richard H. Byrd, Jorge Nocedal

SIAM J. Optim., September, 2023

On the numerical performance of finite-difference-based methods for derivative-free optimization.

Hao-Jun Michael Shi, Melody Qiming Xuan, Figen Öztoprak, Jorge Nocedal

Optim. Methods Softw., March, 2023

2022

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

Hao-Jun Michael Shi, Yuchen Xie, Melody Qiming Xuan, Jorge Nocedal

SIAM J. Sci. Comput., August, 2022

A Noise-Tolerant Quasi-Newton Algorithm for Unconstrained Optimization.

Hao-Jun Michael Shi, Yuchen Xie, Richard H. Byrd, Jorge Nocedal

SIAM J. Optim., 2022

2020

Analysis of the BFGS Method with Errors.

Yuchen Xie, Richard H. Byrd, Jorge Nocedal

SIAM J. Optim., 2020

An investigation of Newton-Sketch and subsampled Newton methods.

Albert S. Berahas, Raghu Bollapragada, Jorge Nocedal

Optim. Methods Softw., 2020

2019

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

Albert S. Berahas, Richard H. Byrd, Jorge Nocedal

SIAM J. Optim., 2019

2018

Optimization Methods for Large-Scale Machine Learning.

Léon Bottou, Frank E. Curtis, Jorge Nocedal

SIAM Rev., 2018

Adaptive Sampling Strategies for Stochastic Optimization.

Raghu Bollapragada, Richard H. Byrd, Jorge Nocedal

SIAM J. Optim., 2018

A Progressive Batching L-BFGS Method for Machine Learning.

Raghu Bollapragada, Dheevatsa Mudigere, Jorge Nocedal, Hao-Jun Michael Shi, Ping Tak Peter Tang

Proceedings of the 35th International Conference on Machine Learning, 2018

2017

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

Nitish Shirish Keskar, Dheevatsa Mudigere, Jorge Nocedal, Mikhail Smelyanskiy, Ping Tak Peter Tang

Proceedings of the 5th International Conference on Learning Representations, 2017

2016

A Stochastic Quasi-Newton Method for Large-Scale Optimization.

Richard H. Byrd, S. L. Hansen, Jorge Nocedal, Yoram Singer

SIAM J. Optim., 2016

A second-order method for convex l₁-regularized optimization with active-set prediction.

Nitish Shirish Keskar, Jorge Nocedal, Figen Öztoprak, Andreas Wächter

Optim. Methods Softw., 2016

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

Richard H. Byrd, Jorge Nocedal, Figen Öztoprak

Math. Program., 2016

A family of second-order methods for convex ℓ₁-regularized optimization.

Richard H. Byrd, Gillian M. Chin, Jorge Nocedal, Figen Öztoprak

Math. Program., 2016

A Multi-Batch L-BFGS Method for Machine Learning.

Albert S. Berahas, Jorge Nocedal, Martin Takác

Proceedings of the Advances in Neural Information Processing Systems 29: Annual Conference on Neural Information Processing Systems 2016, 2016

2015

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

Stefan Solntsev, Jorge Nocedal, Richard H. Byrd

Optim. Methods Softw., 2015

2014

An interior point method for nonlinear programming with infeasibility detection capabilities.

Jorge Nocedal, Figen Öztoprak, Richard A. Waltz

Optim. Methods Softw., 2014

2013

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

Gillian M. Chin, Jorge Nocedal, Peder A. Olsen, Steven J. Rennie

IEEE Trans. Speech Audio Process., 2013

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

Daniel P. Robinson, Liming Feng, Jorge Nocedal, Jong-Shi Pang

SIAM J. Optim., 2013

On the use of piecewise linear models in nonlinear programming.

Richard H. Byrd, Jorge Nocedal, Richard A. Waltz, Yuchen Wu

Math. Program., 2013

2012

A line search exact penalty method using steering rules.

Richard H. Byrd, Gabriel López-Calva, Jorge Nocedal

Math. Program., 2012

Sample size selection in optimization methods for machine learning.

Richard H. Byrd, Gillian M. Chin, Jorge Nocedal, Yuchen Wu

Math. Program., 2012

Newton-Like Methods for Sparse Inverse Covariance Estimation.

Peder A. Olsen, Figen Öztoprak, Jorge Nocedal, Steven J. Rennie

Proceedings of the Advances in Neural Information Processing Systems 25: 26th Annual Conference on Neural Information Processing Systems 2012. Proceedings of a meeting held December 3-6, 2012

Second-order methods for L1 regularized problems in machine learning.

Samantha Hansen, Jorge Nocedal

Proceedings of the 2012 IEEE International Conference on Acoustics, 2012

2011

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

José Luis Morales, Jorge Nocedal

ACM Trans. Math. Softw., 2011

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

Richard H. Byrd, Gillian M. Chin, Will Neveitt, Jorge Nocedal

SIAM J. Optim., 2011

On the solution of complementarity problems arising in American options pricing.

Liming Feng, Vadim Linetsky, José Luis Morales, Jorge Nocedal

Optim. Methods Softw., 2011

2010

Infeasibility Detection and SQP Methods for Nonlinear Optimization.

Richard H. Byrd, Frank E. Curtis, Jorge Nocedal

SIAM J. Optim., 2010

An inexact Newton method for nonconvex equality constrained optimization.

Richard H. Byrd, Frank E. Curtis, Jorge Nocedal

Math. Program., 2010

2009

Adaptive Barrier Update Strategies for Nonlinear Interior Methods.

Jorge Nocedal, Andreas Wächter, Richard A. Waltz

SIAM J. Optim., 2009

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

Frank E. Curtis, Jorge Nocedal, Andreas Wächter

SIAM J. Optim., 2009

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

Giovanni Fasano, José Luis Morales, Jorge Nocedal

Optim. Methods Softw., 2009

Fast and parallel algorithms for pricing American options: keynote.

Jorge Nocedal

Proceedings of the 2nd Workshop on High Performance Computational Finance, 2009

2008

An Inexact SQP Method for Equality Constrained Optimization.

Richard H. Byrd, Frank E. Curtis, Jorge Nocedal

SIAM J. Optim., 2008

Steering exact penalty methods for nonlinear programming.

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

Optim. Methods Softw., 2008

An algorithm for the fast solution of symmetric linear complementarity problems.

José Luis Morales, Jorge Nocedal, Mikhail Smelyanskiy

Numerische Mathematik, 2008

2007

Steplength selection in interior-point methods for quadratic programming.

Frank E. Curtis, Jorge Nocedal

Appl. Math. Lett., 2007

2006

Interior Methods for Mathematical Programs with Complementarity Constraints.

Sven Leyffer, Gabriel López-Calva, Jorge Nocedal

SIAM J. Optim., 2006

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

Richard A. Waltz, José Luis Morales, Jorge Nocedal, Dominique Orban

Math. Program., 2006

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

Long Hei, Jorge Nocedal, Richard A. Waltz

Proceedings of the Modeling, 2006

2005

On the Convergence of Successive Linear-Quadratic Programming Algorithms.

Richard H. Byrd, Nicholas I. M. Gould, Jorge Nocedal, Richard A. Waltz

SIAM J. Optim., 2005

2004

On the convergence of Newton iterations to non-stationary points.

Richard H. Byrd, Marcelo Marazzi, Jorge Nocedal

Math. Program., 2004

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

Richard H. Byrd, Nicholas I. M. Gould, Jorge Nocedal, Richard A. Waltz

Math. Program., 2004

A starting point strategy for nonlinear interior methods.

E. Michael Gertz, Jorge Nocedal, Annick Sartenaer

Appl. Math. Lett., 2004

2003

Feasible Interior Methods Using Slacks for Nonlinear Optimization.

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

Comput. Optim. Appl., 2003

Solving Optimization Problems Using Parallel and Grid Computing.

Jorge Nocedal

Proceedings of the 4th Mexican International Conference on Computer Science (ENC 2003), 2003

2002

Wedge trust region methods for derivative free optimization.

Marcelo Marazzi, Jorge Nocedal

Math. Program., 2002

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

Jorge Nocedal, Annick Sartenaer, Ciyou Zhu

Comput. Optim. Appl., 2002

Enriched Methods for Large-Scale Unconstrained Optimization.

José Luis Morales, Jorge Nocedal

Comput. Optim. Appl., 2002

2001

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

José Luis Morales, Jorge Nocedal

ACM Trans. Math. Softw., 2001

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

Nicholas I. M. Gould, Mary E. Hribar, Jorge Nocedal

SIAM J. Sci. Comput., 2001

2000

Automatic Preconditioning by Limited Memory Quasi-Newton Updating.

José Luis Morales, Jorge Nocedal

SIAM J. Optim., 2000

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

Richard H. Byrd, Jean Charles Gilbert, Jorge Nocedal

Math. Program., 2000

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

Lorenz T. Biegler, Jorge Nocedal, Claudia Schmid, David Ternet

Comput. Optim. Appl., 2000

1999

An Interior Point Algorithm for Large-Scale Nonlinear Programming.

Richard H. Byrd, Mary E. Hribar, Jorge Nocedal

SIAM J. Optim., 1999

Numerical Optimization

Jorge Nocedal, Stephen J. Wright

Springer, ISBN: 978-0-387-22742-9, 1999

1998

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

Marucha Lalee, Jorge Nocedal, Todd D. Plantenga

SIAM J. Optim., 1998

1997

Algorithm 778: L-BFGS-B: Fortran Subroutines for Large-Scale Bound-Constrained Optimization.

Ciyou Zhu, Richard H. Byrd, Peihuang Lu, Jorge Nocedal

ACM Trans. Math. Softw., 1997

1995

A Limited Memory Algorithm for Bound Constrained Optimization.

Richard H. Byrd, Peihuang Lu, Jorge Nocedal, Ciyou Zhu

SIAM J. Sci. Comput., 1995

A Reduced Hessian Method for Large-Scale Constrained Optimization.

Lorenz T. Biegler, Jorge Nocedal, Claudia Schmid

SIAM J. Optim., 1995

1994

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

Richard H. Byrd, Jorge Nocedal, Robert B. Schnabel

Math. Program., 1994

1993

Automatic Column Scaling Strategies for Quasi-Newton Methods.

Marucha Lalee, Jorge Nocedal

SIAM J. Optim., 1993

Analysis of a self-scaling quasi-Newton method.

Jorge Nocedal, Ya-Xiang Yuan

Math. Program., 1993

1992

Global Convergence Properties of Conjugate Gradient Methods for Optimization.

Jean Charles Gilbert, Jorge Nocedal

SIAM J. Optim., 1992

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

Richard H. Byrd, Dong C. Liu, Jorge Nocedal

SIAM J. Optim., 1992

1991

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

Stephen G. Nash, Jorge Nocedal

SIAM J. Optim., 1991

An analysis of reduced Hessian methods for constrained optimization.

Richard H. Byrd, Jorge Nocedal

Math. Program., 1991

1989

On the limited memory BFGS method for large scale optimization.

Dong C. Liu, Jorge Nocedal

Math. Program., 1989

1985

Evaluation of Step Directions in Optimization Algorithms.

William C. Davidon, Jorge Nocedal

ACM Trans. Math. Softw., 1985

1982

Conjugate direction methods with variable storage.

Larry Nazareth, Jorge Nocedal

Math. Program., 1982

1979

Analysis of a new algorithm for one-dimensional minimization.

Petter Bjørstad, Jorge Nocedal

Computing, 1979