Publications (Chronological)


View publications chronologically below, or click here to view by topic.

2020

  • [Download PDF] Wenbo Gao, Donald Goldfarb, and Frank E. Curtis. ADMM for Multiaffine Constrained Optimization. Optimization Methods and Software, 35(2):257–303, 2020. [Bibtex]
    @article{GaoGoldCurt20,
    author = {Gao, Wenbo and Goldfarb, Donald and Curtis, Frank E.},
    title = {{ADMM for Multiaffine Constrained Optimization}},
    journal = {{Optimization Methods and Software}},
    volume = {35},
    number = {2},
    pages = {257--303},
    year = {2020},
    url = {https://doi.org/10.1080/10556788.2019.1683553},
    papercite = {3. Journal Articles}
    }

2019

  • [Download PDF] Frank E. Curtis and Daniel P. Robinson. Exploiting Negative Curvature in Deterministic and Stochastic Optimization. Mathematical Programming, Series B, 176(1):69–94, 2019. [Bibtex]
    @article{CurtRobi19,
    author = {Curtis, Frank E. and Robinson, Daniel P.},
    title = {{Exploiting Negative Curvature in Deterministic and Stochastic Optimization}},
    journal = {{Mathematical Programming, Series B}},
    volume = {176},
    number = {1},
    pages = {69--94},
    year = {2019},
    url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtRobi19.pdf},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis, Katya Scheinberg, and Rui Shi. A Stochastic Trust Region Algorithm Based on Careful Step Normalization. INFORMS Journal on Optimization, 1(3):200–220, 2019. [Bibtex]
    @article{CurtScheShi19,
    author = {Curtis, Frank E. and Scheinberg, Katya and Shi, Rui},
    title = {{A Stochastic Trust Region Algorithm Based on Careful Step Normalization}},
    journal = {{INFORMS Journal on Optimization}},
    volume = {1},
    number = {3},
    pages = {200--220},
    year = {2019},
    url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtScheShi19.pdf},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis, Daniel P. Robinson, and Mohammadreza 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, 39(3):1296–1327, 2019. [Bibtex]
    @article{CurtRobiSama19,
    author = {Curtis, Frank E. and Robinson, Daniel P. and Samadi, Mohammadreza},
    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 = {39},
    number = {3},
    pages = {1296--1327},
    year = {2019},
    url = {http://coral.ise.lehigh.edu/frankecurtis/files/papers/CurtRobiSama19.pdf},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] James V. Burke, Frank E. Curtis, Adrian S. Lewis, Michael L. Overton, and Lucas E. A. Simões. Gradient Sampling Methods for Nonsmooth Optimization. In Numerical Nonsmooth Optimization, chapter to appear. Springer, 2019. [Bibtex]
    @incollection{BurkCurtLewiOverSimo19,
    author = {Burke, James V. and Curtis, Frank E. and Lewis, Adrian S. and Overton, Michael L. and Sim\~oes, Lucas E. A.},
    title = {{Gradient Sampling Methods for Nonsmooth Optimization}},
    booktitle = {{Numerical Nonsmooth Optimization}},
    publisher = {Springer},
    chapter = {to appear},
    pages = {},
    year = {2019},
    url = {https://arxiv.org/abs/1804.11003},
    papercite = {2. Review Articles}
    }
  • [Download PDF] Frank E. Curtis, Daniel P. Robinson, and Baoyu Zhou. A Self-Correcting Variable-Metric Algorithm Framework for Nonsmooth Optimization. IMA Journal of Numerical Analysis, 10.1093/imanum/drz008, 2019. [Bibtex]
    @article{CurtRobiZhou19,
    author = {Curtis, Frank E. and Robinson, Daniel P. and Zhou, Baoyu},
    title = {{A Self-Correcting Variable-Metric Algorithm Framework for Nonsmooth Optimization}},
    journal = {{IMA Journal of Numerical Analysis}},
    volume = {10.1093/imanum/drz008},
    number = {},
    pages = {},
    year = {2019},
    url = {https://academic.oup.com/imajna/advance-article/doi/10.1093/imanum/drz008/5369122?guestAccessKey=a7e5eee5-9ed6-4a95-9f6c-f305237d0849},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Chenxin Ma, Martin Jaggi, Frank E. Curtis, Nathan Srebro, and Martin Takáč. An Accelerated Communication-Efficient Primal-Dual Optimization Framework for Structured Machine Learning. Optimization Methods and Software, https://doi.org/10.1080/10556788.2019.1650361, 2019. [Bibtex]
    @article{MaJaggCurtSrebTaka19,
    author = {Ma, Chenxin and Jaggi, Martin and Curtis, Frank E. and Srebro, Nathan and Tak\'a\v{c}, Martin},
    title = {{An Accelerated Communication-Efficient Primal-Dual Optimization Framework for Structured Machine Learning}},
    journal = {{Optimization Methods and Software}},
    volume = {https://doi.org/10.1080/10556788.2019.1650361},
    number = {},
    pages = {},
    year = {2019},
    url = {https://www.tandfonline.com/eprint/PXQPMMCNUWXHGPNCRPZE/full?target=10.1080/10556788.2019.1650361},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Albert Berahas, Frank E. Curtis, and Baoyu Zhou. Limited-Memory BFGS with Displacement Aggregation. arXiv 1903.03471, 2019. [Bibtex]
    @unpublished{BeraCurtZhou19,
    author = {Berahas, Albert and Curtis, Frank E. and Zhou, Baoyu},
    title = {{Limited-Memory BFGS with Displacement Aggregation}},
    note = {arXiv 1903.03471},
    year = {2019},
    url = {https://arxiv.org/abs/1903.03471},
    papercite = {3. Journal Articles}
    }
  • Mertcan Yetkin, Sudharsan Kalidoss, Frank E. Curtis, Lawrence V. Snyder, and Arindam Banerjee. Practical optimal control of a wave-energy converter in regular wave environments. 2019. [Bibtex]
    @unpublished{YetkKaliCurtSnydBane19,
    author = {Yetkin, Mertcan and Kalidoss, Sudharsan and Curtis, Frank E. and Snyder, Lawrence V. and Banerjee, Arindam},
    title = {{Practical optimal control of a wave-energy converter in regular wave environments}},
    note = {},
    year = {2019},
    url = {},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis and Rui Shi. A Fully Stochastic Second-Order Trust Region Method. arXiv 1911.06920, 2019. [Bibtex]
    @unpublished{CurtShi19,
    author = {Curtis, Frank E. and Shi, Rui},
    title = {{A Fully Stochastic Second-Order Trust Region Method}},
    note = {arXiv 1911.06920},
    year = {2019},
    url = {http://arxiv.org/abs/1911.06920},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis, Daniel P. Robinson, Clément W. Royer, and Stephen J. Wright. Trust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex Optimization. arXiv 1912.04365, 2019. [Bibtex]
    @unpublished{CurtRobiRoyeWrig19,
    author = {Curtis, Frank E. and Robinson, Daniel P. and Royer, Cl\'ement W. and Wright, Stephen J.},
    title = {{Trust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex Optimization}},
    note = {arXiv 1912.04365},
    year = {2019},
    url = {http://arxiv.org/abs/1912.04365},
    papercite = {3. Journal Articles}
    }

2018

  • [Download PDF] Tianyi Chen, Frank E. Curtis, and Daniel 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, Tianyi and Curtis, Frank E. and Robinson, Daniel 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},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis, Andreas Wächter, and Victor 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, Frank E. and W\"achter, Andreas and Zavala, Victor 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},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis and Wei Guo. $R$-Linear Convergence of Limited Memory Steepest Descent. IMA Journal of Numerical Analysis, 38(2):720–742, 2018. [Bibtex]
    @article{CurtGuo18,
    author = {Curtis, Frank E. and Guo, Wei},
    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},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Léon Bottou, Frank E. Curtis, and Jorge Nocedal. Optimization Methods for Large-Scale Machine Learning. SIAM Review, 60(2):223–311, 2018. [Bibtex]
    @article{BottCurtNoce18,
    author = {Bottou, L\'eon and Curtis, Frank E. and Nocedal, Jorge},
    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},
    papercite = {2. Review Articles}
    }
  • [Download PDF] Frank E. Curtis, Daniel P. Robinson, and Mohammadreza Samadi. Complexity Analysis of a Trust Funnel Algorithm for Equality Constrained Optimization. SIAM Journal on Optimization, 28(2):1533–1563, 2018. [Bibtex]
    @article{CurtRobiSama18,
    author = {Curtis, Frank E. and Robinson, Daniel P. and Samadi, Mohammadreza},
    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},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Arvind U. Raghunathan, Frank E. Curtis, Yusuke Takaguchi, and Hiroyuki Hashimoto. Fast Market Clearing Algorithms. In Energy Markets and Responsive Grids, chapter 7, page 155–175. Springer, 2018. [Bibtex]
    @incollection{RaghCurtTakaHash18,
    author = {Raghunathan, Arvind U. and Curtis, Frank E. and Takaguchi, Yusuke and Hashimoto, Hiroyuki},
    title = {{Fast Market Clearing Algorithms}},
    booktitle = {{Energy Markets and Responsive Grids}},
    publisher = {Springer},
    chapter = {7},
    pages = {155--175},
    year = {2018},
    url = {https://www.springer.com/us/book/9781493978212},
    papercite = {4. Conference Articles}
    }
  • [Download PDF] Frank E. Curtis, Zachary Lubberts, and Daniel P. Robinson. Concise Complexity Analyses for Trust Region Methods. Optimization Letters, 12(8):1713–1724, 2018. [Bibtex]
    @article{CurtLubbRobi18,
    author = {Curtis, Frank E. and Lubberts, Zachary and Robinson, Daniel P.},
    title = {{Concise Complexity Analyses for Trust Region Methods}},
    journal = {{Optimization Letters}},
    volume = {12},
    number = {8},
    pages = {1713--1724},
    year = {2018},
    url = {https://rdcu.be/1qGH},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis and Daniel 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{CurtRobi20,
    author = {Curtis, Frank E. and Robinson, Daniel 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/CurtRobi20.pdf},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] James V. Burke, Frank E. Curtis, Hao Wang, and Jiashan Wang. A Dynamic Penalty Parameter Updating Strategy for Matrix-Free Sequential Quadratic Optimization. arXiv 1803.09224, 2018. [Bibtex]
    @unpublished{BurkCurtWangWang18,
    author = {Burke, James V. and Curtis, Frank E. and Wang, Hao and Wang, Jiashan},
    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},
    papercite = {3. Journal Articles}
    }

2017

  • [Download PDF] Frank E. Curtis, Tim Mitchell, and Michael 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, Frank E. and Mitchell, Tim and Overton, Michael 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},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis, Daniel P. Robinson, and Mohammadreza 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, Frank E. and Robinson, Daniel P. and Samadi, Mohammadreza},
    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},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Tianyi Chen, Frank E. Curtis, and Daniel 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, Tianyi and Curtis, Frank E. and Robinson, Daniel 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},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis, Nicholas I. M. Gould, Daniel P. Robinson, and Philippe L. Toint. An Interior-Point Trust-Funnel Algorithm for Nonlinear Optimization. Mathematical Programming, 161(1):73–134, 2017. [Bibtex]
    @article{CurtGoulRobiToin17,
    author = {Curtis, Frank E. and Gould, Nicholas I. M. and Robinson, Daniel P. and Toint, Philippe 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},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis and Arvind 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, Frank E. and Raghunathan, Arvind 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},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis and Katya 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, Frank E. and Scheinberg, Katya},
    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},
    year = {2017},
    url = {http://pubsonline.informs.org/doi/abs/10.1287/educ.2017.0168},
    papercite = {2. Review Articles}
    }

2016

  • [Download PDF] Frank E. Curtis, Nicholas I. M. Gould, Hao Jiang, and Daniel 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, Frank E. and Gould, Nicholas I. M. and Jiang, Hao and Robinson, Daniel 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},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis and Wei 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, Frank E. and Guo, Wei},
    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},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis and Zheng 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, Frank E. and Han, Zheng},
    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},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank 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, Frank 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},
    papercite = {4. Conference Articles}
    }
  • [Download PDF] Arvind U. Raghunathan, Frank E. Curtis, Yusuke Takaguchi, and Hiroyuki Hashimoto. Accelerating Convergence to Competitive Equilibrium in Electricity Markets. In IEEE Power and Energy Society General Meeting, 2016. [Bibtex]
    @conference{RaghCurtTakaHash16,
    author = {Raghunathan, Arvind U. and Curtis, Frank E. and Takaguchi, Yusuke and Hashimoto, Hiroyuki},
    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/},
    papercite = {4. Conference Articles}
    }

2015

  • [Download PDF] James V. Burke, Frank E. Curtis, Hao Wang, and Jiashan 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, James V. and Curtis, Frank E. and Wang, Hao and Wang, Jiashan},
    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},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis, Zheng Han, and Daniel 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, Frank E. and Han, Zheng and Robinson, Daniel 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},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis, Hao Jiang, and Daniel 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, Frank E. and Jiang, Hao and Robinson, Daniel 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},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis and Xiaocun 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, Frank E. and Que, Xiaocun},
    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},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis and Zheng Han. Primal-Dual Active-Set Methods for Isotonic Regression and Trend Filtering. arXiv 1508.02452, 2015. [Bibtex]
    @unpublished{CurtHan15,
    author = {Curtis, Frank E. and Han, Zheng},
    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},
    papercite = {6. Technical Reports}
    }

2014

  • [Download PDF] James V. Burke, Frank E. Curtis, and Hao Wang. A Sequential Quadratic Optimization Algorithm with Rapid Infeasibility Detection. SIAM Journal on Optimization, 24(2):839–872, 2014. [Bibtex]
    @article{BurkCurtWang14,
    author = {Burke, James V. and Curtis, Frank E. and Wang, Hao},
    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},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis, Travis Johnson, Daniel P. Robinson, and Andreas Wächter. An Inexact Sequential Quadratic Optimization Algorithm for Nonlinear Optimization. SIAM Journal on Optimization, 24(3):1041–1074, 2014. [Bibtex]
    @article{CurtJohnRobiWaec14,
    author = {Curtis, Frank E. and Johnson, Travis and Robinson, Daniel P. and W\"achter, Andreas},
    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},
    papercite = {3. Journal Articles}
    }

2013

  • [Download PDF] Frank E. Curtis and Xiaocun Que. An Adaptive Gradient Sampling Algorithm for Nonsmooth Optimization. Optimization Methods and Software, 28(6):1302–1324, 2013. [Bibtex]
    @article{CurtQue13,
    author = {Curtis, Frank E. and Que, Xiaocun},
    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},
    papercite = {3. Journal Articles}
    }

2012

  • [Download PDF] Frank E. Curtis. A Penalty-Interior-Point Algorithm for Nonlinear Constrained Optimization. Mathematical Programming Computation, 4(2):181–209, 2012. [Bibtex]
    @article{Curt12,
    author = {Curtis, Frank 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},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis, Johannes Huber, Olaf Schenk, and Andreas 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, Frank E. and Huber, Johannes and Schenk, Olaf and W\"{a}chter, Andreas},
    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},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis and Michael 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, Frank E. and Overton, Michael 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},
    papercite = {3. Journal Articles}
    }
  • Tamás Terlaky and Frank 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, Tam\'as and Curtis, Frank 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},
    papercite = {1. Edited Volumes}
    }

2010

  • [Download PDF] Richard H. Byrd, Frank E. Curtis, and Jorge Nocedal. An Inexact Newton Method for Nonconvex Equality Constrained Optimization. Mathematical Programming, 122(2):273–299, 2010. [Bibtex]
    @article{ByrdCurtNoce10a,
    author = {Byrd, Richard H. and Curtis, Frank E. and Nocedal, Jorge},
    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},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Richard H. Byrd, Frank E. Curtis, and Jorge Nocedal. Infeasibility Detection and SQP Methods for Nonlinear Optimization. SIAM Journal on Optimization, 20(5):2281–2299, 2010. [Bibtex]
    @article{ByrdCurtNoce10b,
    author = {Byrd, Richard H. and Curtis, Frank E. and Nocedal, Jorge},
    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},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis, Olaf Schenk, and Andreas 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, Frank E. and Schenk, Olaf and W\"{a}chter, Andreas},
    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},
    papercite = {3. Journal Articles}
    }

2009

  • [Download PDF] Frank E. Curtis, Jorge Nocedal, and Andreas 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, Frank E. and Nocedal, Jorge and W\"{a}chter, Andreas},
    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},
    papercite = {3. Journal Articles}
    }

2008

  • [Download PDF] Richard H. Byrd, Frank E. Curtis, and Jorge Nocedal. An Inexact SQP Method for Equality Constrained Optimization. SIAM Journal on Optimization, 19(1):351–369, 2008. [Bibtex]
    @article{ByrdCurtNoce08,
    author = {Byrd, Richard H. and Curtis, Frank E. and Nocedal, Jorge},
    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},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis and Jorge Nocedal. Flexible Penalty Functions for Nonlinear Constrained Optimization. IMA Journal of Numerical Analysis, 28(4):749–769, 2008. [Bibtex]
    @article{CurtNoce08,
    author = {Curtis, Frank E. and Nocedal, Jorge},
    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},
    papercite = {3. Journal Articles}
    }

2007

  • [Download PDF] Frank 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, Frank 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},
    papercite = {5. Theses}
    }
  • [Download PDF] Frank E. Curtis and Jorge Nocedal. Steplength Selection in Interior-Point Methods for Quadratic Programming. Applied Mathematics Letters, 20(5):516–523, 2007. [Bibtex]
    @article{CurtNoce07,
    author = {Curtis, Frank E. and Nocedal, Jorge},
    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},
    papercite = {3. Journal Articles}
    }

2006

  • [Download PDF] Frank E. Curtis and Rex Kincaid. Determinant Optimization on Binary Matrices. American Journal of Mathematical and Management Sciences, 26(1–2):33–70, 2006. [Bibtex]
    @article{CurtKinc06,
    author = {Curtis, Frank E. and Kincaid, Rex},
    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},
    papercite = {3. Journal Articles}
    }

2004

  • [Download PDF] Frank E. Curtis, John Drew, Chi-Kwong Li, and Daniel 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, Frank E. and Drew, John and Li, Chi-Kwong and Pragel, Daniel},
    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},
    papercite = {3. Journal Articles}
    }

2003

  • [Download PDF] Frank 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, Frank 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},
    papercite = {5. Theses}
    }