• Research:
  • Continuous optimization.
  • Scientific software development.
  • Numerical analysis.
  • Computational mathematics.

• Recent papers and technical reports:
  • Remark on "Algorithm 778: L-BFGS-B: Fortran Subroutines for Large-Scale Bound Constrained Optimization" (2011). To appear in ACM Transactions on Mathematical Software, With Jorge Nocedal.

  • A Sequential Quadratic Programming Algorithm with an Additional Equality Constrained Phase (2010). To appear in IMA Journal of Numerical Analysis. With Jorge Nocedal and Yuchen Wu.

  • On the Solution of Complementarity Problems Arising in American Options Pricing (2010). Optimization Methods and Software. DOI:10.1080/10556788.2010.514341 First Published on: 26 August 2010. With Liming Feng, Vadim Linetsky and Jorge Nocedal.

  • On the Use of Iterative LCP Solvers for Dry Frictional Contacts in Grasping (2009). Proceedings of the 14th International Conference on Advanced Robotics. Munich, Germany . IEEEXplore. With G. Arechavaleta and E. Lopez-Damian.

  • Robust and Efficient Density Fitting (2009). The Journal of Chemical Physics. DOI:10.1063/1.3216476. 131, 124102. With V. D. Dominguez, G. Geudtner, P. Calaminici and A. Köster.

  • On the Geometry Phase in Model-Based Algorithms for Derivative-Free Optimization (2009): Optimization Methods and Software. DOI: 10.1080/10556780802409296. 24, 1, pp. 145-154. With Giovanni Fasano and Jorge Nocedal.

  • An Algorithm for the Fast Solution of Symmetric Linear Complementarity Problems (2008): Numerische Mathematik. DOI: 10.1007/s00211-008-0183-5. 111, 2, pp 251-266. With Jorge Nocedal and Mikhail Smelyanskiy.

  • An Interior Algorithm for Nonlinear Optimization that Combines Line Search and Trust Region Steps (2005): Mathematical Programming Series A, 107, 3, pp. 391-408. Published Online First, 25 November 2005. with Richard Waltz, Jorge Nocedal and Dominique Orban.

  • Assessing the Potential of Interior Methods for Nonlinear Optimization (2003): Large-Scale PDE-Constrained Optimization. L.T. Biegler, O. Ghattas, M. Heinkenschloss, and B. van Bloemen Wanders (Eds.) Series: Lecture Notes in Computational Science and Engineering. Volume. 30, pp 167-183. Springer-Verlag. Heidelberg. With Jorge Nocedal, Richard Waltz, Guanghui Liu and Jean-Pierre Goux.

  • Enriched Methods for Large-Scale Unconstrained Optimization (2002): Computational Optimization and Applications (COAP), 21, 2, pp. 143-154. With Jorge Nocedal.

  • A Numerical Study of Limited Memory BFGS Methods (2002): Applied Mathematics Letters, 15, 4, pp. 481-487.

  • Algorithm 809: PREQN: Fortran 77 Subroutines for Preconditioning the Conjugate Gradient Method (2001): ACM Transactions on Mathematical Software, 27, 1, pp. 83-91, with Jorge Nocedal.

  • Automatic Preconditioning by Limited Memory Quasi-Newton Updates (2000): SIAM, Journal on Optimization, 10, 4, pp. 1079-1096, with Jorge Nocedal.

• Software:
  • Subroutines for preconditioning the Conjugate Gradient method, in colaboration with Jorge Nocedal. The package PREQN can be used for educational, research, and comercial purposes. However, we expect that research papers using the package make reference to the publications describing our software.

last update: june, 2011.