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Browsing by Author "Coleman, Thomas F."
Now showing items 2746 of 64

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 ... 
A Newton Method for American Option Pricing
Coleman, Thomas F.; Li, Yuying; Verma, Arun (Cornell University, 20030123)The variational inequality formulation provides a mechanism to determine both the option value and the early exercise curve implicitly [17]. Standard finite difference approximation typically leads to linear complementarity ... 
A Note on the Computation of an Orthonormal Basis for the Null Space of a Matrix
Coleman, Thomas F.; Sorensen, Danny C. (Cornell University, 198208)A highly regarded method to obtain an orthonormal basis, $Z$, for the null space of a matrix $A^{T}$ is the $QR$ decomposition of $A$, where $Q$ is the product of Householder matrices. In several optimization contexts ... 
The Null Space Problem II: Algorithms
Coleman, Thomas F.; Pothen, Alex (Cornell University, 198604)The Null Space Problem is that of finding a sparsest basis for the null space (null basis) of a $t \times n$ matrix of rank $t$. This problem was shown to be NPhard in Coleman and Pothen (1985). In this paper we develop ... 
On Characterizations of Superlinear Convergence for Constrained Optimization
Coleman, Thomas F. (Cornell University, 198808)We show how the DennisMore characterization of superlinear convergence for unconstrained optimization can be applied, and usefully restricted for use in the constrained setting. 
On The Convergence of Reflective Newton Methods for LargeScale Nonlinear Minimization Subject to Bounds
Coleman, Thomas F.; Li, Yuying (Cornell University, 199211)We consider a new algorithm, a reflective Newton method, for the problem of minimizing a smooth nonlinear function of many variables, subject to upper and/or lower bounds on some of the variables. This approach generates ... 
On the Convergence of Reflective Newton Methods for Largescale Nonlinear Minimization Subject to Bounds
Coleman, Thomas F.; Li, Yuying (Cornell University, 199211)We consider a new algorithm, a reflective Newton method, for the problem of minimizing a smooth nonlinear function of many variables, subject to upper and/or lower bounds on some of the variables. This approach ... 
On the Local Convergence of a QuasiNewton Method for the Nonlinear Programming Problem
Coleman, Thomas F.; Conn, Andrew R. (Cornell University, 198208)In this paper we propose a new local quasiNewton method to solve the equality constrained nonlinear programming problem. The pivotal feature of the algorithm is that a projection of the Hessian of the Lagrangian is ... 
On The Local Convergence of The ByrdSchnabel Algorithm For Constrained Optimization
Coleman, Thomas F.; Liao, AiPing (Cornell University, 199202)Most reduced Hessian methods for equality constrained problems use a basis for the null space of the matrix of constraint gradients and posess superlinearly convergent rates under the assumption of continuity of the ... 
A Parallel Buildup Algorithm for Global Energy Minimizations of Molecular Clusters Using Effective Energy Simulated Annealing
Coleman, Thomas F.; Shalloway, David; Wu, Zhijun (Cornell University, 199305)This work studies the buildup method for the global minimizationproblem for molecular conformation, especially protein folding. The problem is hard to solve for large molecules using general minimization approaches because ... 
Parallel ContinuationBased Global Optimization for Molecular Conformation and Protein Folding
Coleman, Thomas F.; Wu, Zhijun (Cornell University, 199403)This paper presents our recent work on developing parallel algorithms and software for solving the global minimization problem for molecular conformation, especially protein folding. Global minimization problems are difficult ... 
Parallel Finite Element Analysis of Biomechanical Structures on the Ncube 6400
Chinchalkar, Shirish; Coleman, Thomas F. (Cornell University, 199108)This paper presents parallel 3D finite element analysis for distributed memory multiprocessors. Traditionally, finite element analysis has been performed on sequential computers. Current research in high ... 
Parallel Structural Optimization Applied to Bone Remodeling on Distributed Memory Machines
Chinchalkar, Shirish; Coleman, Thomas F. (Cornell University, 199307)This paper demonstrates parallel structural optimization methods on distributed memory MIMD machines. We have restricted ourselves to the simpler case of minimizing a multivariate nonlinear function subject to bounds on ... 
A Parallel Triangular Solver for a Hypercube Multiprocessor
Li, Guangye; Coleman, Thomas F. (Cornell University, 198610)We consider solving triangular systems of linear equations on a hypercube multiprocessor. Specifically, we propose a fast parallel algorithm, applicable when the triangular matrix is distributed around the cube by column ... 
Partitioned QuasiNewton Methods for Nonlinear Equality Constrained Optimization
Coleman, Thomas F.; Fenyes, Peter (Cornell University, 198808)We derive new quasiNewton updates for the (nonlinear) equality constrained minimization problem. The new updates satisfy a quasiNewton equation, maintain positive definiteness on the null space of the active constraint ... 
A Preconditioned Conjugate Gradient Approach to Linear Equality
Coleman, Thomas F.; Verma, Arun (Cornell University, 20030128)We propose a new framework for the application of preconditioned conjugate gradients in the solution of largescale linear equality constrained minimization problems. This framework allows for the exploitation of ... 
A Preconditioned Conjugate Gradient Approach to Linear Equality Constrained Minimization
Coleman, Thomas F.; Verma, Arun (Cornell University, 20030123)We propose a new framework for the application of preconditioned conjugate gradients in the solution of largescale linear equality constrained minimization problems. This framework allows for the exploitation of structure ...