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Browsing by Author "Coleman, Thomas F."
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Efficient Calculation of Jacobian and Adjoint Vector Products in Wave Propagational Inverse Problems Using Automatic Differentiation
Coleman, Thomas F.; Santosa, Fadil; Verma, Arun (Cornell University, 20030123)Wave propagational inverse problems arise in several applications including medical imaging and geophysical exploration. In these problems, one is interested in obtaining the parameters describing the medium from its ... 
Efficient Calculation of Jacobian and Adjoint Vector Products in Wave Propagational Inverse Problems Using Automatic Differentiation
Coleman, Thomas F.; Santosa, Fadil; Verma, Arun (Cornell University, 20030122)Wave propagational inverse problems arise in several applications including medical imaging and geophysical exploration. In these problems, one is interested in obtaining the parameters describing the medium from its ... 
The Efficient Computation of Sparse Jacobian Matrices Using Automatic Differentiation
Coleman, Thomas F.; Verma, Arun (Cornell University, 199512)This paper is concerned with the efficient computation of sparse Jacobian matrices of nonlinear vector maps using automatic differentiation (AD). Specifically, we propose the use of a graph coloring technique, bicoloring, ... 
The efficient computation of sparse Jacobian matrices using automaticdifferentiation
Coleman, Thomas F.; Verma, Arun (Cornell University, 199511)This paper is concerned with the efficient computation of sparse Jacobian matrices of nonlinear vector maps using automatic differentiation (AD). Specifically, we propose the use of a graph coloring technique, bicoloring, ... 
An efficient trust region method for unconstrained discretetime optimal control problems
Coleman, Thomas F.; Liao, Aiping (Cornell University, 20031111)Discretetime optimal control (DTOC) problems are largescale optimization problems with a dynamic structure. In previous work this structure has been exploited to provide very fast and efficient local procedures. Two ... 
An Efficient Trust Region Method for Unconstrained DiscreteTime Optimal Control Problems
Coleman, Thomas F.; Liao, Aiping (Cornell University, 199307)Discretetime optimal control (DTOC) problems are largescaleoptimization problems with a dynamic structure. In previous work this structure has been exploited to provide very fast and efficient local procedures. Two ... 
Estimation of Sparse Hessian Matrices and Graph Coloring Problems
Coleman, Thomas F.; More, Jorge J. (Cornell University, 198212)Large scale optimization problems often require an approximation to the Hessian matrix. If the Hessian matrix is sparse then estimation by differences of gradients is attractive because the number of required differences ... 
An Exterior Newton Method for Convex Quadratic Programming
Coleman, Thomas F.; Liu, Jianguo (Cornell University, 199710)We propose an exterior Newton method for convex quadratic programming problems. 
A Global and Quadratic Affine Scaling Method for Linear $L_{1}$ Problems.
Coleman, Thomas F.; Li, Yuying (Cornell University, 198907)Recently, various interior point algorithms  related to the Karmarkar algorithm  have been developed for linear programming. In this paper, we first show how this "interior point" philosophy can be adapted to the ... 
A Global and QuadraticallyConvergent Method for Linear $L_{\infty}$ Problems
Coleman, Thomas F.; Li, Yuying (Cornell University, 199004)We propose a new global and quadratically convergent algorithm for the linear $l_{\infty}$ problem. This method works on the piecewise $l_{\infty}$ problem directly by generating descent directions  via a sequence of ... 
A Globally and Superlinearly Convergent Algorithm for Convex Quadratic Programs with Simple Bounds
Coleman, Thomas F.; Hulbert, Laurie (Cornell University, 199002)We present a globally and superlinearly convergent algorithm for solving convex quadratic programs with simple bounds. We develop our algorithm using a new formulation of the problem: the minimization of an unconstrained ... 
Hedging a Portfolio of derivatives by Modeling Cost
Boyle, Katharyn A.; Coleman, Thomas F.; Li, Yuying (Cornell University, 20030119)We consider the problem of hedging the loss of a given portfolio of derivatives using a set of more liquid derivative instruments. We illustrate why the typical mathematical formulation for this hedging problem is ... 
Hedging a Portfolio of Derivatives by Modeling Cost
Boyle, Katharyn A.; Coleman, Thomas F.; Li, Yuying (Cornell University, 20030122)We consider the problem of hedging the loss of a given portfolio of derivatives using a set of more liquid derivative instruments. We illustrate why the typical mathematical formulation for this hedging problem is illposed. ... 
An Interior Newton Method for Quadratic Programming
Coleman, Thomas F.; Liu, Jianguo (Cornell University, 199310)Quadratic programming represents an extremely important class of optimization problem. In this paper, we propose a new (interior) approach for the general quadratic programming problem. We establish that our new method ... 
An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
Coleman, Thomas F.; Li, Yuying (Cornell University, 199305)We propose a new trust region approach for minimizing a nonlinear function subject to simple bounds. By choosing an appropriate quadratic model and scaling matrix at each iteration, we show that it is not necessary to ... 
Isotropic Effective Energy Simulated Annealing Searches for Low Energy Molecular Cluster States
Coleman, Thomas F.; Shalloway, David; Wu, Zhijun (Cornell University, 199211)The search for low energy states of molecular clusters is associated with the study of molecular conformation and especially protein folding. This paper describes a new global minimization algorithm which is effective ... 
LargeScale Numerical Optimization: Introduction and Overview
Coleman, Thomas F. (Cornell University, 199109)We give an introductory overview of the field of largescale numerical optimization; some of the basic research issues and recent developments are described. Our emphasisis on methods, techniques, and practical concerns. ... 
A New Method for Solving Triangular Systems on Distributed Memory MessagePassing Multiprocessors
Li, Guangye; Coleman, Thomas F. (Cornell University, 198703)Efficient triangular solvers for use on message passing multiprocessors are required, in several contexts, under the assumption that the matrix is distributed by columns (or rows) in a wrap fashion. In this paper we ... 
A New Trust Region Algorithm for Equality Constrained Optimization
Coleman, Thomas F.; Yuan, Wei (Cornell University, 199501)We present a new trust algorithm for solving nonlinear equality constrained optimization problems. At each iterate a change of variables is performed to improve the ability of the algorithm to follow the constraint level ... 
A New Trust Region algorithm for Equality Constrained Optimization
Coleman, Thomas F.; Yuan, Wei (Cornell University, 199503)We present a new trust region algorithms for solving nonlinear equality constrained optimization problems. At each iterate a change of variables is performed to improve the ability of the algorithm to follow the constraint ...