View publications chronologically, or jump to…

- Edited Volumes
- Review Articles
- Journal Articles
- Nonlinear Optimization Under Uncertainty
- Large-Scale Constrained Nonlinear Optimization
- Nonconvex Unconstrained Optimization
- Nonsmooth Nonconvex Optimization
- Convex Optimization
- Large-Scale Quadratic/Subproblem Optimization
- Infeasibility and Nonlinear Optimization
- Matrix Analysis and Optimization
- Conference Articles
- Dissertations
- Technical Reports

### Edited Volumes

- T. Terlaky and F. E. Curtis, editors.
*Modeling and Optimization: Theory and Applications – Selected Contributions from the MOPTA 2010 Conference*. Springer Proceedings in Mathematics and Statistics. Springer, New York, NY, USA, 2012. [Bibtex]`@book{TerlCurt12, editor = {Terlaky, T. and Curtis, F. E.}, title = {{Modeling and Optimization: Theory and Applications -- Selected Contributions from the MOPTA 2010 Conference}}, publisher = {Springer}, address = {New York, NY, USA}, series = {Springer Proceedings in Mathematics and Statistics}, year = {2012} }`

### Review and Tutorial Articles

- [Download PDF] F. E. Curtis and K. Scheinberg. Optimization Methods for Supervised Machine Learning: From Linear Models to Deep Learning. In
*INFORMS Tutorials in Operations Research*, chapter 5, page 89–114. Institute for Operations Research and the Management Sciences (INFORMS), 2017. [Bibtex]`@incollection{CurtSche17, author = {Curtis, F. E. and Scheinberg, K.}, title = {{Optimization Methods for Supervised Machine Learning: From Linear Models to Deep Learning}}, booktitle = {{INFORMS Tutorials in Operations Research}}, publisher = {Institute for Operations Research and the Management Sciences (INFORMS)}, chapter = {5}, pages = {89--114}, doi = {10.1287/educ.2017.0168}, url = {http://pubsonline.informs.org/doi/abs/10.1287/educ.2017.0168}, year = {2017} }`

- [Download PDF] L. Bottou, F. E. Curtis, and J. Nocedal. Optimization Methods for Large-Scale Machine Learning.
*SIAM Review*, 60(2):223–311, 2018. [Bibtex]`@article{BottCurtNoce18, author = {Bottou, L. and Curtis, F. E. and Nocedal, J.}, title = {{Optimization Methods for Large-Scale Machine Learning}}, journal = {{SIAM Review}}, volume = {60}, number = {2}, pages = {223--311}, year = {2018}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/BottCurtNoce18.pdf} }`

### Journal Articles

#### Nonlinear Optimization Under Uncertainty

- [Download PDF] F. E. Curtis, A. Wächter, and V. M. Zavala. A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints.
*SIAM Journal on Optimization*, 28(1):930–958, 2018. [Bibtex]`@article{CurtWaecZava18, author = {Curtis, F. E. and W\"achter, A. and Zavala, V. M.}, title = {{A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints}}, journal = {{SIAM Journal on Optimization}}, volume = {28}, number = {1}, pages = {930--958}, year = {2018}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtWaecZava18.pdf} }`

#### Large-Scale Constrained Nonlinear Optimization

- [Download PDF] J. V. Burke, F. E. Curtis, H. Wang, and J. Wang. A Dynamic Penalty Parameter Updating Strategy for Matrix-Free Sequential Quadratic Optimization. arXiv 1803.09224, 2018. [Bibtex]
`@unpublished{BurkCurtWangWang18, author = {Burke, J. V. and Curtis, F. E. and Wang, H. and Wang, J.}, title = {{A Dynamic Penalty Parameter Updating Strategy for Matrix-Free Sequential Quadratic Optimization}}, note = {arXiv 1803.09224}, year = {2018}, url = {https://arxiv.org/abs/1803.09224} }`

- [Download PDF] W. Gao, D. Goldfarb, and F. E. Curtis. ADMM for Multiaffine Constrained Optimization. arXiv 1802.09592, 2018. [Bibtex]
`@unpublished{GaoGoldCurt18, author = {Gao, W. and Goldfarb, D. and Curtis, F. E.}, title = {{ADMM for Multiaffine Constrained Optimization}}, note = {arXiv 1802.09592}, year = {2018}, url = {https://arxiv.org/abs/1802.09592} }`

- [Download PDF] F. E. Curtis, N. I. M. Gould, D. P. Robinson, and Ph. L. Toint. An Interior-Point Trust-Funnel Algorithm for Nonlinear Optimization.
*Mathematical Programming*, 161(1):73–134, 2017. [Bibtex]`@article{CurtGoulRobiToin17, author = {Curtis, F. E. and Gould, N. I. M. and Robinson, D. P. and Toint, Ph. L.}, title = {{An Interior-Point Trust-Funnel Algorithm for Nonlinear Optimization}}, journal = {{Mathematical Programming}}, volume = {161}, number = {1}, pages = {73--134}, year = {2017}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtGoulRobiToin17.pdf} }`

- [Download PDF] F. E. Curtis, N. I. M. Gould, H. Jiang, and D. P. Robinson. Adaptive Augmented Lagrangian Methods: Algorithms and Practical Numerical Experience.
*Optimization Methods and Software*, 31(1):157–186, 2016. [Bibtex]`@article{CurtGoulJianRobi16, author = {Curtis, F. E. and Gould, N. I. M. and Jiang, H. and Robinson, D. P.}, title = {{Adaptive Augmented Lagrangian Methods: Algorithms and Practical Numerical Experience}}, journal = {{Optimization Methods and Software}}, volume = {31}, number = {1}, pages = {157--186}, year = {2016}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtGoulJianRobi16.pdf} }`

- [Download PDF] F. E. Curtis, H. Jiang, and D. P. Robinson. An Adaptive Augmented Lagrangian Method for Large-Scale Constrained Optimization.
*Mathematical Programming*, 152(1–2):201–245, 2015. [Bibtex]`@article{CurtJianRobi15, author = {Curtis, F. E. and Jiang, H. and Robinson, D. P.}, title = {{An Adaptive Augmented Lagrangian Method for Large-Scale Constrained Optimization}}, journal = {{Mathematical Programming}}, volume = {152}, number = {1--2}, pages = {201--245}, year = {2015}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtJianRobi15.pdf} }`

- [Download PDF] F. E. Curtis, T. Johnson, D. P. Robinson, and A. Wächter. An Inexact Sequential Quadratic Optimization Algorithm for Nonlinear Optimization.
*SIAM Journal on Optimization*, 24(3):1041–1074, 2014. [Bibtex]`@article{CurtJohnRobiWaec14, author = {Curtis, F. E. and Johnson, T. and Robinson, D. P. and W\"achter, A.}, title = {{An Inexact Sequential Quadratic Optimization Algorithm for Nonlinear Optimization}}, journal = {{SIAM Journal on Optimization}}, volume = {24}, number = {3}, pages = {1041--1074}, year = {2014}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtJohnRobiWaec14.pdf} }`

- [Download PDF] F. E. Curtis, J. Huber, O. Schenk, and A. Wächter. A Note on the Implementation of an Interior-Point Algorithm for Nonlinear Optimization with Inexact Step Computations.
*Mathematical Programming, Series B*, 136(1):209–227, 2012. [Bibtex]`@article{CurtHubeScheWaec12, author = {Curtis, F. E. and Huber, J. and Schenk, O. and W\"{a}chter, A.}, title = {{A Note on the Implementation of an Interior-Point Algorithm for Nonlinear Optimization with Inexact Step Computations}}, journal = {{Mathematical Programming, Series B}}, volume = {136}, number = {1}, pages = {209--227}, year = {2012}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtHubeScheWaec12.pdf} }`

- [Download PDF] F. E. Curtis, O. Schenk, and A. Wächter. An Interior-Point Algorithm for Large-Scale Nonlinear Optimization with Inexact Step Computations.
*SIAM Journal on Scientific Computing*, 32(6):3447–3475, 2010. [Bibtex]`@article{CurtScheWaec10, author = {Curtis, F. E. and Schenk, O. and W\"{a}chter, A.}, title = {{An Interior-Point Algorithm for Large-Scale Nonlinear Optimization with Inexact Step Computations}}, journal = {{SIAM Journal on Scientific Computing}}, volume = {32}, number = {6}, pages = {3447--3475}, year = {2010}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtScheWaec10.pdf} }`

- [Download PDF] R. H. Byrd, F. E. Curtis, and J. Nocedal. An Inexact Newton Method for Nonconvex Equality Constrained Optimization.
*Mathematical Programming*, 122(2):273–299, 2010. [Bibtex]`@article{ByrdCurtNoce10a, author = {Byrd, R. H. and Curtis, F. E. and Nocedal, J.}, title = {{An Inexact Newton Method for Nonconvex Equality Constrained Optimization}}, journal = {{Mathematical Programming}}, volume = {122}, number = {2}, pages = {273--299}, year = {2010}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/ByrdCurtNoce10a.pdf} }`

- [Download PDF] F. E. Curtis, J. Nocedal, and A. Wächter. A Matrix-Free Algorithm for Equality Constrained Optimization Problems with Rank Deficient Jacobians.
*SIAM Journal on Optimization*, 20(3):1224–1249, 2009. [Bibtex]`@article{CurtNoceWaec09, author = {Curtis, F. E. and Nocedal, J. and W\"{a}chter, A.}, title = {{A Matrix-Free Algorithm for Equality Constrained Optimization Problems with Rank Deficient Jacobians}}, journal = {{SIAM Journal on Optimization}}, volume = {20}, number = {3}, pages = {1224--1249}, year = {2009}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtNoceWaec09.pdf} }`

- [Download PDF] F. E. Curtis and J. Nocedal. Flexible Penalty Functions for Nonlinear Constrained Optimization.
*IMA Journal of Numerical Analysis*, 28(4):749–769, 2008. [Bibtex]`@article{CurtNoce08, author = {Curtis, F. E. and Nocedal, J.}, title = {{Flexible Penalty Functions for Nonlinear Constrained Optimization}}, journal = {{IMA Journal of Numerical Analysis}}, volume = {28}, number = {4}, pages = {749--769}, year = {2008}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtNoce08.pdf} }`

- [Download PDF] R. H. Byrd, F. E. Curtis, and J. Nocedal. An Inexact SQP Method for Equality Constrained Optimization.
*SIAM Journal on Optimization*, 19(1):351–369, 2008. [Bibtex]`@article{ByrdCurtNoce08, author = {Byrd, R. H. and Curtis, F. E. and Nocedal, J.}, title = {{An Inexact SQP Method for Equality Constrained Optimization}}, journal = {{SIAM Journal on Optimization}}, volume = {19}, number = {1}, pages = {351--369}, year = {2008}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/ByrdCurtNoce08.pdf} }`

#### Nonconvex Unconstrained Optimization

- [Download PDF] F. E. Curtis and D. P. Robinson. Exploiting Negative Curvature in Deterministic and Stochastic Optimization.
*Mathematical Programming, Series B*, 10.1007/s10107-018-1335-8, 2018. [Bibtex]`@article{CurtRobi18, author = {Curtis, F. E. and Robinson, D. P.}, title = {{Exploiting Negative Curvature in Deterministic and Stochastic Optimization}}, journal = {{Mathematical Programming, Series B}}, volume = {10.1007/s10107-018-1335-8}, number = {}, pages = {}, year = {2018}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtRobi18.pdf} }`

- [Download PDF] F. E. Curtis, Z. Lubberts, and D. P. Robinson. Concise Complexity Analyses for Trust Region Methods.
*Optimization Letters*, 10.1007/s11590-018-1286-2, 2018. [Bibtex]`@article{CurtLubbRobi18, author = {Curtis, F. E. and Lubberts, Z. and Robinson, D. P.}, title = {{Concise Complexity Analyses for Trust Region Methods}}, journal = {{Optimization Letters}}, volume = {10.1007/s11590-018-1286-2}, number = {}, pages = {}, year = {2018}, url = {https://rdcu.be/1qGH} }`

- [Download PDF] F. E. Curtis and D. P. Robinson. Regional Complexity Analysis of Algorithms for Nonconvex Smooth Optimization. Technical Report 18T-003, COR@L Laboratory, Department of ISE, Lehigh University, 2018. [Bibtex]
`@techreport{CurtRobi19, author = {Curtis, F. E. and Robinson, D. P.}, title = {{Regional Complexity Analysis of Algorithms for Nonconvex Smooth Optimization}}, institution = {COR@L Laboratory, Department of ISE, Lehigh University}, number = {18T-003}, year = {2018}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtRobi19.pdf} }`

- [Download PDF] F. E. Curtis and W. Guo. $R$-Linear Convergence of Limited Memory Steepest Descent.
*IMA Journal of Numerical Analysis*, 38(2):720–742, 2018. [Bibtex]`@article{CurtGuo18, author = {Curtis, F. E. and Guo, W.}, title = {{$R$-Linear Convergence of Limited Memory Steepest Descent}}, journal = {{IMA Journal of Numerical Analysis}}, volume = {38}, number = {2}, pages = {720--742}, year = {2018}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtGuo18.pdf} }`

- [Download PDF] F. E. Curtis, K. Scheinberg, and R. Shi. A Stochastic Trust Region Algorithm Based on Careful Step Normalization.
*Informs journal on optimization*, to appear, 2019. [Bibtex]`@article{CurtScheShi19, author = {Curtis, F. E. and Scheinberg, K. and Shi, R.}, title = {{A Stochastic Trust Region Algorithm Based on Careful Step Normalization}}, journal = {INFORMS Journal on Optimization}, volume = {to appear}, number = {}, pages = {}, year = {2019}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtScheShi17.pdf} }`

- [Download PDF] F. E. Curtis, D. P. Robinson, and M. Samadi. An Inexact Regularized Newton Framework with a Worst-Case Iteration Complexity of $\mathcal{O}(\epsilon^{-3/2})$ for Nonconvex Optimization.
*IMA Journal of Numerical Analysis*, 10.1093/imanum/dry022, 2018. [Bibtex]`@article{CurtRobiSama18b, author = {Curtis, F. E. and Robinson, D. P. and Samadi, M.}, title = {{An Inexact Regularized Newton Framework with a Worst-Case Iteration Complexity of $\mathcal{O}(\epsilon^{-3/2})$ for Nonconvex Optimization}}, journal = {{IMA Journal of Numerical Analysis}}, volume = {10.1093/imanum/dry022}, number = {}, pages = {}, year = {2018}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtRobiSama18b.pdf} }`

- [Download PDF] F. E. Curtis, D. P. Robinson, and M. Samadi. Complexity Analysis of a Trust Funnel Algorithm for Equality Constrained Optimization.
*SIAM Journal on Optimization*, 28(2):1533–1563, 2018. [Bibtex]`@article{CurtRobiSama18a, author = {Curtis, F. E. and Robinson, D. P. and Samadi, M.}, title = {{Complexity Analysis of a Trust Funnel Algorithm for Equality Constrained Optimization}}, journal = {{SIAM Journal on Optimization}}, volume = {28}, number = {2}, pages = {1533--1563}, year = {2018}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtRobiSama18a.pdf} }`

- [Download PDF] F. E. Curtis, D. P. Robinson, and M. Samadi. A Trust Region Algorithm with a Worst-Case Iteration Complexity of ${\cal O}(\epsilon^{-3/2})$ for Nonconvex Optimization.
*Mathematical Programming*, 162(1):1–32, 2017. [Bibtex]`@article{CurtRobiSama17, author = {Curtis, F. E. and Robinson, D. P. and Samadi, M.}, title = {{A Trust Region Algorithm with a Worst-Case Iteration Complexity of ${\cal O}(\epsilon^{-3/2})$ for Nonconvex Optimization}}, journal = {{Mathematical Programming}}, volume = {162}, number = {1}, pages = {1--32}, year = {2017}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtRobiSama17.pdf} }`

- (CORRIGENDUM to paper above)

- [Download PDF] F. E. Curtis and W. Guo. Handling Nonpositive Curvature in a Limited Memory Steepest Descent Method.
*IMA Journal of Numerical Analysis*, 36(2):717–742, 2016. [Bibtex]`@article{CurtGuo16, author = {Curtis, F. E. and Guo, W.}, title = {{Handling Nonpositive Curvature in a Limited Memory Steepest Descent Method}}, journal = {{IMA Journal of Numerical Analysis}}, volume = {36}, number = {2}, pages = {717--742}, year = {2016}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtGuo16.pdf}, }`

#### Nonsmooth Nonconvex Optimization

- [Download PDF] J. V. Burke, F. E. Curtis, A. S. Lewis, M. L. Overton, and L. E. A. Simões. Gradient Sampling Methods for Nonsmooth Optimization. In
*Numerical Nonsmooth Optimization*, chapter to appear. Springer, 2019. [Bibtex]`@incollection{BurkCurtLewiOverSimo19, author = {Burke, J. V. and Curtis, F. E. and Lewis, A. S. and Overton, M. L. and Sim\~oes, L. E. A.}, title = {{Gradient Sampling Methods for Nonsmooth Optimization}}, booktitle = {{Numerical Nonsmooth Optimization}}, publisher = {Springer}, chapter = {to appear}, pages = {}, doi = {}, url = {https://arxiv.org/abs/1804.11003}, year = {2019} }`

- [Download PDF] F. E. Curtis, D. P. Robinson, and B. Zhou. A Self-Correcting Variable-Metric Algorithm Framework for Nonsmooth Optimization.
*Ima journal of numerical analysis*, to appear, 2019. [Bibtex]`@article{CurtRobiZhou19, author = {Curtis, F. E. and Robinson, D. P. and Zhou, B.}, title = {{A Self-Correcting Variable-Metric Algorithm Framework for Nonsmooth Optimization}}, journal = {IMA Journal of Numerical Analysis}, volume = {to appear}, number = {}, pages = {}, year = {2019}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtRobiZhou17.pdf} }`

- [Download PDF] F. E. Curtis, T. Mitchell, and M. L. Overton. A BFGS-SQP Method for Nonsmooth, Nonconvex, Constrained Optimization and its Evaluation using Relative Minimization Profiles.
*Optimization Methods and Software*, 32(1):148–181, 2017. [Bibtex]`@article{CurtMitcOver17, author = {Curtis, F. E. and Mitchell, T. and Overton, M. L.}, title = {{A BFGS-SQP Method for Nonsmooth, Nonconvex, Constrained Optimization and its Evaluation using Relative Minimization Profiles}}, journal = {{Optimization Methods and Software}}, volume = {32}, number = {1}, pages = {148--181}, year = {2017}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtMitcOver17.pdf} }`

- [Download PDF] F. E. Curtis and X. Que. A Quasi-Newton Algorithm for Nonconvex, Nonsmooth Optimization with Global Convergence Guarantees.
*Mathematical Programming Computation*, 7(4):399–428, 2015. [Bibtex]`@article{CurtQue15, author = {Curtis, F. E. and Que, X.}, title = {{A Quasi-Newton Algorithm for Nonconvex, Nonsmooth Optimization with Global Convergence Guarantees}}, journal = {{Mathematical Programming Computation}}, volume = {7}, number = {4}, pages = {399--428}, year = {2015}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtQue15.pdf} }`

- [Download PDF] F. E. Curtis and X. Que. An Adaptive Gradient Sampling Algorithm for Nonsmooth Optimization.
*Optimization Methods and Software*, 28(6):1302–1324, 2013. [Bibtex]`@article{CurtQue13, author = {Curtis, F. E. and Que, X.}, title = {{An Adaptive Gradient Sampling Algorithm for Nonsmooth Optimization}}, journal = {{Optimization Methods and Software}}, volume = {28}, number = {6}, pages = {1302--1324}, year = {2013}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtQue13.pdf} }`

- [Download PDF] F. E. Curtis and M. L. Overton. A Sequential Quadratic Programming Algorithm for Nonconvex, Nonsmooth Constrained Optimization.
*SIAM Journal on Optimization*, 22(2):474–500, 2012. [Bibtex]`@article{CurtOver12, author = {Curtis, F. E. and Overton, M. L.}, title = {{A Sequential Quadratic Programming Algorithm for Nonconvex, Nonsmooth Constrained Optimization}}, journal = {{SIAM Journal on Optimization}}, volume = {22}, number = {2}, pages = {474--500}, year = {2012}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtOver12.pdf} }`

#### Convex Optimization

- [Download PDF] T. Chen, F. E. Curtis, and D. P. Robinson. FaRSA for $\ell_1$-Regularized Convex Optimization: Local Convergence and Numerical Experience.
*Optimization methods and software*, 33(2):396–415, 2018. [Bibtex]`@article{ChenCurtRobi18, author = {Chen, T. and Curtis, F. E. and Robinson, D. P.}, title = {{FaRSA for $\ell_1$-Regularized Convex Optimization: Local Convergence and Numerical Experience}}, journal = {Optimization Methods and Software}, volume = {33}, number = {2}, pages = {396--415}, year = {2018}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/ChenCurtRobi18.pdf} }`

- [Download PDF] C. Ma, M. Jaggi, F. E. Curtis, N. Srebro, and M. Takáč. An Accelerated Communication-Efficient Primal-Dual Optimization Framework for Structured Machine Learning. Technical Report 17T-016, COR@L Laboratory, Department of ISE, Lehigh University, 2017. [Bibtex]
`@techreport{MaJaggCurtSrebTaka17, author = {Ma, C. and Jaggi, M. and Curtis, F. E. and Srebro, N. and Tak\'a\v{c}, M.}, title = {{An Accelerated Communication-Efficient Primal-Dual Optimization Framework for Structured Machine Learning}}, institution = {COR@L Laboratory, Department of ISE, Lehigh University}, number = {17T-016}, year = {2017}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/MaJaggCurtSrebTaka17.pdf} }`

- [Download PDF] T. Chen, F. E. Curtis, and D. P. Robinson. A Reduced-Space Algorithm for Minimizing $\ell_1$-Regularized Convex Functions.
*SIAM Journal on Optimization*, 27(3):1583–1610, 2017. [Bibtex]`@article{ChenCurtRobi17, author = {Chen, T. and Curtis, F. E. and Robinson, D. P.}, title = {{A Reduced-Space Algorithm for Minimizing $\ell_1$-Regularized Convex Functions}}, journal = {{SIAM Journal on Optimization}}, volume = {27}, number = {3}, pages = {1583--1610}, year = {2017}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/ChenCurtRobi17.pdf} }`

#### Large-Scale Quadratic/Subproblem Optimization

- [Download PDF] F. E. Curtis and A. U. Raghunathan. Solving Nearly-Separable Quadratic Optimization Problems as Nonsmooth Equations.
*Computational optimization and applications*, 67(2):317–360, 2017. [Bibtex]`@article{CurtRagh17, author = {Curtis, F. E. and Raghunathan, A. U.}, title = {{Solving Nearly-Separable Quadratic Optimization Problems as Nonsmooth Equations}}, journal = {Computational Optimization and Applications}, volume = {67}, number = {2}, pages = {317--360}, year = {2017}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtRagh17.pdf} }`

- [Download PDF] F. E. Curtis and Z. Han. Globally Convergent Primal-Dual Active-Set Methods with Inexact Subproblem Solves.
*SIAM Journal on Optimization*, 26(4):2261–2283, 2016. [Bibtex]`@article{CurtHan16, author = {Curtis, F. E. and Han, Z.}, title = {{Globally Convergent Primal-Dual Active-Set Methods with Inexact Subproblem Solves}}, journal = {{SIAM Journal on Optimization}}, volume = {26}, number = {4}, pages = {2261--2283}, year = {2016}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtHan16.pdf} }`

- [Download PDF] J. V. Burke, F. E. Curtis, H. Wang, and J. Wang. Iterative Reweighted Linear Least Squares for Exact Penalty Subproblems on Product Sets.
*SIAM Journal on Optimization*, 25(1):261–294, 2015. [Bibtex]`@article{BurkCurtWangWang15, author = {Burke, J. V. and Curtis, F. E. and Wang, H. and Wang, J.}, title = {{Iterative Reweighted Linear Least Squares for Exact Penalty Subproblems on Product Sets}}, journal = {{SIAM Journal on Optimization}}, volume = {25}, number = {1}, pages = {261--294}, year = {2015}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/BurkCurtWangWang15.pdf} }`

- [Download PDF] F. E. Curtis, Z. Han, and D. P. Robinson. A Globally Convergent Primal-Dual Active-Set Framework for Large-Scale Convex Quadratic Optimization.
*Computational Optimization and Applications*, 60(2):311–341, 2015. [Bibtex]`@article{CurtHanRobi15, author = {Curtis, F. E. and Han, Z. and Robinson, D. P.}, title = {{A Globally Convergent Primal-Dual Active-Set Framework for Large-Scale Convex Quadratic Optimization}}, journal = {{Computational Optimization and Applications}}, volume = {60}, number = {2}, pages = {311--341}, year = {2015}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtHanRobi15.pdf} }`

- [Download PDF] F. E. Curtis and J. Nocedal. Steplength Selection in Interior-Point Methods for Quadratic Programming.
*Applied Mathematics Letters*, 20(5):516–523, 2007. [Bibtex]`@article{CurtNoce07, author = {Curtis, F. E. and Nocedal, J.}, title = {{Steplength Selection in Interior-Point Methods for Quadratic Programming}}, journal = {{Applied Mathematics Letters}}, volume = {20}, number = {5}, pages = {516--523}, year = {2007}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtNoce07.pdf} }`

#### Infeasibility and Nonlinear Optimization

- [Download PDF] J. V. Burke, F. E. Curtis, and H. Wang. A Sequential Quadratic Optimization Algorithm with Rapid Infeasibility Detection.
*SIAM Journal on Optimization*, 24(2):839–872, 2014. [Bibtex]`@article{BurkCurtWang14, author = {Burke, J. V. and Curtis, F. E. and Wang, H.}, title = {{A Sequential Quadratic Optimization Algorithm with Rapid Infeasibility Detection}}, journal = {{SIAM Journal on Optimization}}, volume = {24}, number = {2}, pages = {839--872}, year = {2014}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/BurkCurtWang14.pdf} }`

- (CORRIGENDUM to paper above)

- [Download PDF] F. E. Curtis. A Penalty-Interior-Point Algorithm for Nonlinear Constrained Optimization.
*Mathematical Programming Computation*, 4(2):181–209, 2012. [Bibtex]`@article{Curt12, author = {Curtis, F. E.}, title = {{A Penalty-Interior-Point Algorithm for Nonlinear Constrained Optimization}}, journal = {{Mathematical Programming Computation}}, volume = {4}, number = {2}, pages = {181--209}, year = {2012}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/Curt12.pdf} }`

- [Download PDF] R. H. Byrd, F. E. Curtis, and J. Nocedal. Infeasibility Detection and SQP Methods for Nonlinear Optimization.
*SIAM Journal on Optimization*, 20(5):2281–2299, 2010. [Bibtex]`@article{ByrdCurtNoce10b, author = {Byrd, R. H. and Curtis, F. E. and Nocedal, J.}, title = {{Infeasibility Detection and SQP Methods for Nonlinear Optimization}}, journal = {{SIAM Journal on Optimization}}, volume = {20}, number = {5}, pages = {2281--2299}, year = {2010}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/ByrdCurtNoce10b.pdf} }`

#### Matrix Analysis and Optimization

- [Download PDF] F. E. Curtis and R. Kincaid. Determinant Optimization on Binary Matrices.
*American Journal of Mathematical and Management Sciences*, 26(1–2):33–70, 2006. [Bibtex]`@article{CurtKinc06, author = {Curtis, F. E. and Kincaid, R.}, title = {{Determinant Optimization on Binary Matrices}}, journal = {{American Journal of Mathematical and Management Sciences}}, volume = {26}, number = {1--2}, pages = {33--70}, year = {2006}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtKinc06.pdf} }`

- [Download PDF] F. E. Curtis, J. Drew, C. -K. Li, and D. Pragel. Central Groupoids, Central Digraphs, and Zero-One Matrices A Satisfying $A^2=J$.
*Journal of Combinatorial Theory, Series A*, 105(1):35–50, 2004. [Bibtex]`@article{CurtDrewLiPrag04, author = {Curtis, F. E. and Drew, J. and Li, C.-K. and Pragel, D.}, title = {{Central Groupoids, Central Digraphs, and Zero-One Matrices A Satisfying $A^2=J$}}, journal = {{Journal of Combinatorial Theory, Series A}}, volume = {105}, number = {1}, pages = {35--50}, year = {2004}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtDrewLiPrag04.pdf} }`

### Conference Articles

#### Stochastic Optimization

- [Download PDF] F. E. Curtis. A Self-Correcting Variable-Metric Algorithm for Stochastic Optimization. In
*Proceedings of the 33rd International Conference on Machine Learning*, New York, NY, USA, 2016. JMLR. [Bibtex]`@conference{Curt16, author = {Curtis, F. E.}, title = {{A Self-Correcting Variable-Metric Algorithm for Stochastic Optimization}}, booktitle = {{Proceedings of the 33rd International Conference on Machine Learning}}, publisher = {JMLR}, address = {New York, NY, USA}, year = {2016}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/Curt16.pdf} }`

#### Energy Applications

- [Download PDF] A. U. Raghunathan, F. E. Curtis, Y. Takaguchi, and H. Hashimoto. Fast Market Clearing Algorithms. In
*Energy Markets and Responsive Grids*, chapter 7, page 155–175. Springer, 2018. [Bibtex]`@incollection{RaghCurtTakaHash18, author = {Raghunathan, A. U. and Curtis, F. E. and Takaguchi, Y. and Hashimoto, H.}, title = {{Fast Market Clearing Algorithms}}, booktitle = {{Energy Markets and Responsive Grids}}, publisher = {Springer}, chapter = {7}, pages = {155--175}, doi = {10.1007/978-1-4939-7822-9}, url = {https://www.springer.com/us/book/9781493978212}, year = {2018} }`

- [Download PDF] A. U. Raghunathan, F. E. Curtis, Y. Takaguchi, and H. Hashimoto. Accelerating Convergence to Competitive Equilibrium in Electricity Markets. In
*IEEE Power and Energy Society General Meeting*, 2016. [Bibtex]`@conference{RaghCurtTakaHash16, author = {Raghunathan, A. U. and Curtis, F. E. and Takaguchi, Y. and Hashimoto, H.}, title = {{Accelerating Convergence to Competitive Equilibrium in Electricity Markets}}, booktitle = {{IEEE Power and Energy Society General Meeting}}, year = {2016}, url = {http://ieeexplore.ieee.org/document/7741162/} }`

### Dissertations

#### Doctoral Dissertation

- [Download PDF] F. E. Curtis.
*Inexact Sequential Quadratic Programming Methods for Large-Scale Nonlinear Optimization*. PhD thesis, Department of Industrial Engineering and Management Science, Northwestern University, Evanston, IL, USA, 2007. [Bibtex]`@phdthesis{Curt07, author = {Curtis, F. E.}, title = {{Inexact Sequential Quadratic Programming Methods for Large-Scale Nonlinear Optimization}}, school = {Department of Industrial Engineering and Management Science, Northwestern University, Evanston, IL, USA}, year = {2007}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/dissertations/Curt07.pdf} }`

#### Undergraduate Honors Thesis

- [Download PDF] F. E. Curtis. Special Classes of Zero-One Matrices. Undergraduate Honors Thesis, Department of Mathematics, College of William and Mary, Williamsburg, VA, USA, 2003. [Bibtex]
`@unpublished{Curt03, author = {Curtis, F. E.}, title = {{Special Classes of Zero-One Matrices}}, note = {Undergraduate Honors Thesis, Department of Mathematics, College of William and Mary, Williamsburg, VA, USA}, year = {2003}, url = {http://coral.ise.lehigh.edu/frankecurtis/files/dissertations/Curt03.pdf} }`

### Technical Reports (Unpublished)

- [Download PDF] F. E. Curtis and Z. Han. Primal-dual active-set methods for isotonic regression and trend filtering. arXiv 1508.02452, 2015. [Bibtex]
`@unpublished{CurtHan15, author = {Curtis, F. E. and Han, Z.}, title = {Primal-Dual Active-Set Methods for Isotonic Regression and Trend Filtering}, note = {arXiv 1508.02452}, year = {2015}, url = {http://arxiv.org/abs/1508.02452} }`