Publications


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

1. Edited Volumes

  • 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 = {Tam\'{a}s Terlaky and Frank E. Curtis},
    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}
    }

2. Review 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 6, page 201–225. Springer, 2020. [Bibtex]
    @incollection{BurkCurtLewiOverSimo20,
    author = {James V. Burke and Frank E. Curtis and Adrian S. Lewis and Michael L. Overton and Lucas E. A. Sim\~{o}es},
    title = {{Gradient Sampling Methods for Nonsmooth Optimization}},
    booktitle = {{Numerical Nonsmooth Optimization}},
    publisher = {Springer},
    chapter = {6},
    pages = {201--225},
    year = {2020},
    url = {http://links.springernature.com/f/a/W_m0yiRbZM08aNuyXdEWuQ~~/AABE5gA~/RgRgYIydP0QwaHR0cDovL3d3dy5zcHJpbmdlci5jb20vLS8yL0FYRWhkQmtVRGZ4blZWYnpaSGRIVwNzcGNCCgAAHVl_XopHwLVSGGZyYW5rLmUuY3VydGlzQGdtYWlsLmNvbVgEAAAG5w~~},
    papercite = {2. Review 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 = {L\'{e}on Bottou and Frank E. Curtis and Jorge Nocedal},
    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 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 = {Frank E. Curtis and Katya Scheinberg},
    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}
    }

3. Journal Articles

  • [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 = {Wenbo Gao and Donald Goldfarb and Frank E. Curtis},
    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}
    }
  • [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, 40(2):1154–1187, 2020. [Bibtex]
    @article{CurtRobiZhou20,
    author = {Frank E. Curtis and Daniel P. Robinson and Baoyu Zhou},
    title = {{A Self-Correcting Variable-Metric Algorithm Framework for Nonsmooth Optimization}},
    journal = {{IMA Journal of Numerical Analysis}},
    volume = {40},
    number = {2},
    pages = {1154--1187},
    year = {2020},
    url = {https://academic.oup.com/imajna/article/40/2/1154/5369122?guestAccessKey=b7a4f0fe-8dc4-4bd7-9418-8b1e3335813d},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis and Daniel P. Robinson. Regional Complexity Analysis of Algorithms for Nonconvex Smooth Optimization. Mathematical programming, 10.1007/s10107-020-01492-3, 2020. [Bibtex]
    @article{CurtRobi20,
    author = {Frank E. Curtis and Daniel P. Robinson},
    title = {{Regional Complexity Analysis of Algorithms for Nonconvex Smooth Optimization}},
    journal = {Mathematical Programming},
    volume = {10.1007/s10107-020-01492-3},
    number = {},
    pages = {},
    year = {2020},
    url = {https://rdcu.be/b3lVF},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis and Katya Scheinberg. Adaptive Stochastic Optimization. arXiv 2001.06699 (to appear in IEEE Signal Processing Magazine), 2020. [Bibtex]
    @unpublished{CurtSche20,
    author = {Frank E. Curtis and Katya Scheinberg},
    title = {{Adaptive Stochastic Optimization}},
    note = {arXiv 2001.06699 (to appear in IEEE Signal Processing Magazine)},
    year = {2020},
    url = {https://arxiv.org/abs/2001.06699},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis and Minhan Li. Gradient Sampling Methods with Inexact Subproblem Solutions and Gradient Aggregation. arXiv 2005.07822, 2020. [Bibtex]
    @unpublished{CurtLi20,
    author = {Frank E. Curtis and Minhan Li},
    title = {{Gradient Sampling Methods with Inexact Subproblem Solutions and Gradient Aggregation}},
    note = {arXiv 2005.07822},
    year = {2020},
    url = {https://arxiv.org/abs/2005.07822},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Frank E. Curtis, Yutong Dai, and Daniel P. Robinson. A Subspace Acceleration Method for Minimization Involving a Group Sparsity-Inducing Regularizer. arXiv 2007.14951, 2020. [Bibtex]
    @unpublished{CurtDaiRobi20,
    author = {Frank E. Curtis and Yutong Dai and Daniel P. Robinson},
    title = {{A Subspace Acceleration Method for Minimization Involving a Group Sparsity-Inducing Regularizer}},
    note = {arXiv 2007.14951},
    year = {2020},
    url = {https://arxiv.org/abs/2007.14951},
    papercite = {3. Journal Articles}
    }
  • [Download PDF] Albert S. Berahas, Frank E. Curtis, Daniel P. Robinson, and Baoyu Zhou. Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization. arXiv 2007.10525, 2020. [Bibtex]
    @unpublished{BeraCurtRobiZhou20,
    author = {Albert S. Berahas and Frank E. Curtis and Daniel P. Robinson and Baoyu Zhou},
    title = {{Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization}},
    note = {arXiv 2007.10525},
    year = {2020},
    url = {https://arxiv.org/abs/2007.10525},
    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 = {Frank E. Curtis and Katya Scheinberg and Rui Shi},
    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 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 = {Frank E. Curtis and Daniel P. Robinson},
    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, 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 = {Frank E. Curtis and Daniel P. Robinson and Mohammadreza Samadi},
    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] 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 = {Chenxin Ma and Martin Jaggi and Frank E. Curtis and Nathan Srebro and Martin Tak\'a\v{c}},
    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] 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 = {Frank E. Curtis and Daniel P. Robinson and Cl\'{e}ment W. Royer and Stephen J. Wright},
    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}
    }
  • [Download PDF] Frank E. Curtis and Rui Shi. A Fully Stochastic Second-Order Trust Region Method. arXiv 1911.06920, 2019. [Bibtex]
    @unpublished{CurtShi19,
    author = {Frank E. Curtis and Rui Shi},
    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}
    }
  • 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 = {Mertcan Yetkin and Sudharsan Kalidoss and Frank E. Curtis and Lawrence V. Snyder and Arindam Banerjee},
    title = {{Practical optimal control of a wave-energy converter in regular wave environments}},
    note = {},
    year = {2019},
    url = {},
    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 = {Albert Berahas and Frank E. Curtis and Baoyu Zhou},
    title = {{Limited-Memory BFGS with Displacement Aggregation}},
    note = {arXiv 1903.03471},
    year = {2019},
    url = {https://arxiv.org/abs/1903.03471},
    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 = {Frank E. Curtis and Andreas W\"{a}chter and Victor M. Zavala},
    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] 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 = {Tianyi Chen and Frank E. Curtis and Daniel P. Robinson},
    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 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 = {Frank E. Curtis and Wei Guo},
    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] 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 = {Frank E. Curtis and Zachary Lubberts and Daniel P. Robinson},
    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, 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 = {Frank E. Curtis and Daniel P. Robinson and Mohammadreza Samadi},
    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] 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 (to appear in SIAM Journal on Optimization), 2018. [Bibtex]
    @unpublished{BurkCurtWangWang18,
    author = {James V. Burke and Frank E. Curtis and Hao Wang and Jiashan Wang},
    title = {{A Dynamic Penalty Parameter Updating Strategy for Matrix-Free Sequential Quadratic Optimization}},
    note = {arXiv 1803.09224 (to appear in SIAM Journal on Optimization)},
    year = {2018},
    url = {https://arxiv.org/abs/1803.09224},
    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 = {Frank E. Curtis and Nicholas I. M. Gould and Daniel P. Robinson and Philippe L. Toint},
    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 = {Frank E. Curtis and Arvind U. Raghunathan},
    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] 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 = {Tianyi Chen and Frank E. Curtis and Daniel P. Robinson},
    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, 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 = {Frank E. Curtis and Daniel P. Robinson and Mohammadreza Samadi},
    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] 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 = {Frank E. Curtis and Tim Mitchell and Michael L. Overton},
    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 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 = {Frank E. Curtis and Wei Guo},
    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, 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 = {Frank E. Curtis and Nicholas I. M. Gould and Hao Jiang and Daniel P. Robinson},
    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 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 = {Frank E. Curtis and Zheng Han},
    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, 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 = {Frank E. Curtis and Zheng Han and Daniel P. Robinson},
    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] 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 = {James V. Burke and Frank E. Curtis and Hao Wang and Jiashan Wang},
    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, 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 = {Frank E. Curtis and Hao Jiang and Daniel P. Robinson},
    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 = {Frank E. Curtis and Xiaocun Que},
    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, 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 = {Frank E. Curtis and Travis Johnson and Daniel P. Robinson and Andreas W\"{a}chter},
    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}
    }
  • [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 = {James V. Burke and Frank E. Curtis and Hao Wang},
    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 and Xiaocun Que. An Adaptive Gradient Sampling Algorithm for Nonsmooth Optimization. Optimization Methods and Software, 28(6):1302–1324, 2013. [Bibtex]
    @article{CurtQue13,
    author = {Frank E. Curtis and Xiaocun Que},
    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}
    }
  • [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 = {Frank E. Curtis},
    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 = {Frank E. Curtis and Johannes Huber and Olaf Schenk and Andreas W\"{a}chter},
    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 = {Frank E. Curtis and Michael L. Overton},
    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}
    }
  • [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 = {Richard H. Byrd and Frank E. Curtis and Jorge Nocedal},
    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 = {Richard H. Byrd and Frank E. Curtis and Jorge Nocedal},
    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 = {Frank E. Curtis and Olaf Schenk and Andreas W\"{a}chter},
    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}
    }
  • [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 = {Frank E. Curtis and Jorge Nocedal and Andreas W\"{a}chter},
    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}
    }
  • [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 = {Richard H. Byrd and Frank E. Curtis and Jorge Nocedal},
    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 = {Frank E. Curtis and Jorge Nocedal},
    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}
    }
  • [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 = {Frank E. Curtis and Jorge Nocedal},
    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}
    }
  • [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 = {Frank E. Curtis and Rex Kincaid},
    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}
    }
  • [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 = {Frank E. Curtis and John Drew and Chi-Kwong Li and Daniel Pragel},
    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}
    }

4. Conference 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 = {Arvind U. Raghunathan and Frank E. Curtis and Yusuke Takaguchi and Hiroyuki Hashimoto},
    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] 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 = {Arvind U. Raghunathan and Frank E. Curtis and Yusuke Takaguchi and Hiroyuki Hashimoto},
    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}
    }
  • [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 = {Frank E. Curtis},
    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}
    }

5. Theses

  • [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 = {Frank E. Curtis},
    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. 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 = {Frank E. Curtis},
    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}
    }

6. Technical Reports

  • [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 = {Frank E. Curtis and Zheng Han},
    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}
    }