Thomas F. Coleman

62 papers Misc 1Journal 53Unranked 6

Year	Rank	Type	Title / Venue / Authors
2020	J	`jnl`	Spectral ranking and unsupervised feature selection for point, collective, and contextual anomaly detection. Int. J. Data Sci. Anal. Haofan Zhang, Ke Nian, Thomas F. Coleman, Yuying Li
2018	J	`jnl`	Bounding the difference between RankRC and RankSVM and application to multi-level rare class kernel ranking. Data Min. Knowl. Discov. Aditya Tayal, Thomas F. Coleman, Yuying Li
2016	—	`book`	Automatic differentiation in MATLAB using ADMAT with applications. Thomas F. Coleman, Wei Xu
2016	J	`jnl`	Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy. Ann. Oper. Res. Somayeh Moazeni, Thomas F. Coleman, Yuying Li
2015	J	`jnl`	RankRC: Large-Scale Nonlinear Rare Class Ranking. IEEE Trans. Knowl. Data Eng. Aditya Tayal, Thomas F. Coleman, Yuying Li
2014	J	`jnl`	Primal explicit max margin feature selection for nonlinear support vector machines. Pattern Recognit. Aditya Tayal, Thomas F. Coleman, Yuying Li
2014	J	`jnl`	Solving nonlinear equations with the Newton-Krylov method based on automatic differentiation. Optim. Methods Softw. Wei Xu, Thomas F. Coleman
2013	J	`jnl`	Efficient (Partial) Determination of Derivative Matrices via Automatic Differentiation. SIAM J. Sci. Comput. Wei Xu, Thomas F. Coleman
2013	J	`jnl`	Regularized robust optimization: the optimal portfolio execution case. Comput. Optim. Appl. Somayeh Moazeni, Thomas F. Coleman, Yuying Li
2013	J	`jnl`	Stable local volatility function calibration using spline kernel. Comput. Optim. Appl. Thomas F. Coleman, Yuying Li, Cheng Wang
2012	J	`jnl`	A secant method for nonlinear least-squares minimization. Comput. Optim. Appl. Wei Xu, Thomas F. Coleman, Gang Liu
2010	J	`jnl`	Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters. SIAM J. Optim. Somayeh Moazeni, Thomas F. Coleman, Yuying Li
2009	J	`jnl`	Estimating a Hedge Fund Return Model Based on a Small Number of Samples. INFOR Inf. Syst. Oper. Res. Dmitriy Levchenkov, Thomas F. Coleman, Yuying Li
2008	J	`jnl`	Fast (Structured) Newton Computations. SIAM J. Sci. Comput. Thomas F. Coleman, Wei Xu
2007	—	`conf`	Parallelism in Structured Newton Computations. PARCO Thomas F. Coleman, Wei Xu
2005	Misc	`conf`	Financial Computations on Clusters Using Web Services. International Conference on Computational Science (2) Shirish Chinchalkar, Thomas F. Coleman, Peter Mansfield
2004	—	`conf`	Cluster Computing for Financial Engineering. PARA Shirish Chinchalkar, Thomas F. Coleman, Peter Mansfield
2003	—	`conf`	Hedging a portfolio of derivatives by modeling cost. CIFEr Katharyn A. Boyle, Thomas F. Coleman, Yuying Li
2002	J	`jnl`	A New Trust-Region Algorithm for Equality Constrained Optimization. Comput. Optim. Appl. Thomas F. Coleman, Jianguo Liu, Wei Yuan
2001	J	`jnl`	A Preconditioned Conjugate Gradient Approach to Linear Equality Constrained Minimization. Comput. Optim. Appl. Thomas F. Coleman, Arun Verma
2001	J	`jnl`	Segmentation of Pulmonary Nodule Images Using 1-Norm Minimization. Comput. Optim. Appl. Thomas F. Coleman, Yuying Li, Adrian Mariano
2000	J	`jnl`	A Quasi-Newton Quadratic Penalty Method for Minimization Subject to Nonlinear Equality Constraints. Comput. Optim. Appl. Thomas F. Coleman, Jianguo Liu, Wei Yuan
2000	J	`jnl`	A trust region and affine scaling interior point method for nonconvex minimization with linear inequality constraints. Math. Program. Thomas F. Coleman, Yuying Li
2000	J	`jnl`	ADMIT-1: automatic differentiation and MATLAB interface toolbox. ACM Trans. Math. Softw. Thomas F. Coleman, Arun Verma
2000	J	`jnl`	An Exterior Newton Method for Strictly Convex Quadratic Programming. Comput. Optim. Appl. Thomas F. Coleman, Jianguo Liu
1999	J	`jnl`	A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems. SIAM J. Sci. Comput. Mary Ann Branch, Thomas F. Coleman, Yuying Li
1999	J	`jnl`	An interior Newton method for quadratic programming. Math. Program. Thomas F. Coleman, Jianguo Liu
1999	J	`jnl`	The Efficient Computation of Structured Gradients using Automatic Differentiation. SIAM J. Sci. Comput. Thomas F. Coleman, Gudbjorn F. Jonsson
1998	J	`jnl`	The Efficient Computation of Sparse Jacobian Matrices Using Automatic Differentiation. SIAM J. Sci. Comput. Thomas F. Coleman, Arun Verma
1997	—	`conf`	pPCx: Parallel Software for Linear Programming. PP Thomas F. Coleman, Joseph Czyzyk, Chunguang Sun, Michael Wagner, Stephen J. Wright
1996	J	`jnl`	A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables. SIAM J. Optim. Thomas F. Coleman, Yuying Li
1996	J	`jnl`	An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds. SIAM J. Optim. Thomas F. Coleman, Yuying Li
1996	J	`jnl`	Parallel continuation-based global optimization for molecular conformation and protein folding. J. Glob. Optim. Thomas F. Coleman, Zhijun Wu
1995	J	`jnl`	An efficient trust region method for unconstrained discrete-time optimal control problems. Comput. Optim. Appl. Thomas F. Coleman, Aiping Liao
1995	J	`jnl`	Parallel structural optimization applied to bone remodeling on distributed memory machines. Comput. Optim. Appl. Shirish Chinchalkar, Thomas F. Coleman
1994	J	`jnl`	A parallel build-up algorithm for global energy minimizations of molecular clusters using effective energy simulated annealing. J. Glob. Optim. Thomas F. Coleman, David Shalloway, Zhijun Wu
1994	J	`jnl`	On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds. Math. Program. Thomas F. Coleman, Yuying Li
1993	J	`jnl`	A Globally and Superlinearly Convergent Algorithm for Convex Quadratic Programs with Simple Bbounds. SIAM J. Optim. Thomas F. Coleman, Laurie A. Hulbert
1993	J	`jnl`	Isotropic effective energy simulated annealing searches for low energy molecular cluster states. Comput. Optim. Appl. Thomas F. Coleman, David Shalloway, Zhijun Wu
1993	—	`conf`	Parallel Orthogonal Factorizations of Large Sparse Matrices on Distributed -Memory Multiprocessors. PPSC Thomas F. Coleman, Chunguang Sun
1992	J	`jnl`	A Parallel Nonlinear Least-Squares Solver: Theoretical Analysis and Numerical Results. SIAM J. Sci. Comput. Thomas F. Coleman, Paul E. Plassmann
1992	J	`jnl`	A globally and quadratically convergent affine scaling method for linear l Math. Program. Thomas F. Coleman, Yuying Li
1992	J	`jnl`	Partitioned quasi-Newton methods for nonlinear equality constrained optimization. Math. Program. Thomas F. Coleman, Peter A. Fenyes
1990	J	`jnl`	Computing a Trust Region Step for a Penalty Function. SIAM J. Sci. Comput. Thomas F. Coleman, Christian Hempel
1990	J	`jnl`	Solving Systems of Nonlinear Equations on a Message-Passing Multiprocessor. SIAM J. Sci. Comput. Thomas F. Coleman, Guangye Li
1989	J	`jnl`	A direct active set algorithm for large sparse quadratic programs with simple bounds. Math. Program. Thomas F. Coleman, Laurie A. Hulbert
1989	J	`jnl`	Direct Methods for Sparse Matrices (I. S. Duff, A. M. Erisman, and J. K Reid). SIAM Rev. Thomas F. Coleman, Earl Zmijewski
1988	J	`jnl`	A chordal preconditioner for large-scale optimization. Math. Program. Thomas F. Coleman
1988	—	`conf`	Solution of Nonlinear Least Squares Problems on a Multiprocessor. Shell Conference Thomas F. Coleman, Paul E. Plassmann
1986	J	`jnl`	Predicting fill for sparse orthogonal factorization. J. ACM Thomas F. Coleman, Anders Edenbrandt, John R. Gilbert
1985	J	`jnl`	Algorithm 636: FORTRAN Subroutines for Estimating Sparse Hessian Matrices. ACM Trans. Math. Softw. Thomas F. Coleman, Burton S. Garbow, Jorge J. Moré
1985	J	`jnl`	Software for Estimating Sparse Hessian Matrices. ACM Trans. Math. Softw. Thomas F. Coleman, Burton S. Garbow, Jorge J. Moré
1984	J	`jnl`	A note on the computation of an orthonormal basis for the null space of a matrix. Math. Program. Thomas F. Coleman, Danny C. Sorensen
1984	J	`jnl`	Algorithm 618: FORTRAN subroutines for estimating sparse Jacobian Matrices. ACM Trans. Math. Softw. Thomas F. Coleman, Burton S. Garbow, Jorge J. Moré
1984	J	`jnl`	Estimation of sparse hessian matrices and graph coloring problems. Math. Program. Thomas F. Coleman, Jorge J. Moré
1984	—	`book`	Large Sparse Numerical Optimization Thomas F. Coleman
1984	J	`jnl`	Software for estimating sparse Jacobian matrices. ACM Trans. Math. Softw. Thomas F. Coleman, Burton S. Garbow, Jorge J. Moré
1982	J	`jnl`	Nonlinear programming via an exact penalty function: Asymptotic analysis. Math. Program. Thomas F. Coleman, Andrew R. Conn
1982	J	`jnl`	Nonlinear programming via an exact penalty function: Global analysis. Math. Program. Thomas F. Coleman, Andrew R. Conn
1981	J	`jnl`	Erratum. Math. Program. Thomas F. Coleman, Andrew R. Conn
1980	J	`jnl`	Second-order conditions for an exact penalty function. Math. Program. Thomas F. Coleman, Andrew R. Conn
1978	J	`jnl`	A note on 'new algorithms for constrained minimax optimization'. Math. Program. Thomas F. Coleman