The following pages link to Thomas F. Coleman (Q192567):
Displaying 50 items.
- Efficient calculation of Jacobian and adjoint vector products in the wave propagational inverse problem using automatic differentiation (Q1971397) (← links)
- A simple algorithm for building the 3-D convex hull (Q2266570) (← links)
- A compact cubic spline algorithm for converging to function minimums (Q2366625) (← links)
- The local convergence of the Byrd-Schnabel algorithm for constrained optimization (Q2367977) (← links)
- Regularized robust optimization: the optimal portfolio execution case (Q2376119) (← links)
- Stable local volatility function calibration using spline kernel (Q2393653) (← links)
- Hedging guarantees in variable annuities under both equity and interest rate risks (Q2492169) (← links)
- Primal explicit max margin feature selection for nonlinear support vector machines (Q2629859) (← links)
- Reconstructing the unknown local volatility function (Q2725580) (← links)
- Automatic differentiation in MATLAB using ADMAT with applications (Q2813268) (← links)
- Efficient (partial) determination of derivative matrices via automatic differentiation (Q2847718) (← links)
- Using Directed Edge Separators to Increase Efficiency in the Determination of Jacobian Matrices via Automatic Differentiation (Q2913136) (← links)
- Dynamic liquidation under market impact (Q2994855) (← links)
- Computing a Trust Region Step for a Penalty Function (Q3031840) (← links)
- Estimation of Sparse Jacobian Matrices and Graph Coloring Blems (Q3042292) (← links)
- (Q3125548) (← links)
- A note on the computation of an orthonormal basis for the null space of a matrix (Q3326727) (← links)
- Software for estimating sparse Jacobian matrices (Q3340011) (← links)
- (Q3348701) (← links)
- (Q3350684) (← links)
- (Q3484261) (← links)
- Fast (Structured) Newton Computations (Q3558685) (← links)
- Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters (Q3586151) (← links)
- (Q3601076) (← links)
- On the Local Convergence of a Quasi-Newton Method for the Nonlinear Programming Problem (Q3681851) (← links)
- Estimation of sparse hessian matrices and graph coloring problems (Q3690096) (← links)
- (Q3707252) (← links)
- The Null Space Problem I. Complexity (Q3747622) (← links)
- Predicting fill for sparse orthogonal factorization (Q3774826) (← links)
- The Null Space Problem II. Algorithms (Q3783422) (← links)
- A Parallel Triangular Solver for a Distributed-Memory Multiprocessor (Q3787354) (← links)
- A New Method for Solving Triangular Systems on Distributed-Memory Message-Passing Multiprocessors (Q3819890) (← links)
- (Q3840107) (← links)
- (Q3840114) (← links)
- Second-order conditions for an exact penalty function (Q3883398) (← links)
- Nonlinear programming via an exact penalty function: Global analysis (Q3967372) (← links)
- Nonlinear programming via an exact penalty function: Asymptotic analysis (Q3967373) (← links)
- A Parallel Nonlinear Least-Squares Solver: Theoretical Analysis and Numerical Results (Q3992221) (← links)
- Handbook for matrix computations (Q3993144) (← links)
- A Global and Quadratically Convergent Method for Linear $l_\infty $ Problems (Q4018615) (← links)
- A note on ‘new algorithms for constrained minimax optimization’ (Q4173204) (← links)
- (Q4247130) (← links)
- The Efficient Computation of Structured Gradients using Automatic Differentiation (Q4253070) (← links)
- (Q4282365) (← links)
- (Q4327460) (← links)
- The Efficient Computation of Sparse Jacobian Matrices Using Automatic Differentiation (Q4389291) (← links)
- ADMIT-1 (Q4406306) (← links)
- Learning minimum variance discrete hedging directly from the market (Q4554484) (← links)
- A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems (Q4702368) (← links)
- A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables (Q4717556) (← links)
