Name
Affiliation
Papers
FRANK E. CURTIS
frank.e.curtis@gmail.com
37
Collaborators
Citations 
PageRank 
39
432
25.71
Referers 
Referees 
References 
1054
610
507
Search Limit
1001000
Title
Citations
PageRank
Year
A SUBSPACE ACCELERATION METHOD FOR MINIMIZATION INVOLVING A GROUP SPARSITY-INDUCING REGULARIZER00.342022
Limited-memory BFGS with displacement aggregation00.342022
Trust-Region Newton-Cg With Strong Second-Order Complexity Guarantees For Nonconvex Optimization00.342021
Sequential Quadratic Optimization For Nonlinear Equality Constrained Stochastic Optimization10.362021
ADMM for multiaffine constrained optimization20.372020
Adaptive Stochastic Optimization: A Framework for Analyzing Stochastic Optimization Algorithms00.342020
Exploiting negative curvature in deterministic and stochastic optimization30.392019
A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints.50.402018
Complexity Analysis of a Trust Funnel Algorithm for Equality Constrained Optimization.10.352018
Optimization Methods for Large-Scale Machine Learning.2368.682018
FaRSA for ℓ1-regularized convex optimization: local convergence and numerical experience.00.342018
Concise complexity analyses for trust region methods.00.342018
A trust region algorithm with a worst-case iteration complexity of O(ϵ -3/2) for nonconvex optimization.00.342017
An interior-point trust-funnel algorithm for nonlinear optimization10.352017
Optimization Methods for Supervised Machine Learning: From Linear Models to Deep Learning.30.402017
A Reduced-Space Algorithm for Minimizing ℓ1-Regularized Convex Functions.00.342017
An Accelerated Communication-Efficient Primal-Dual Optimization Framework For Structured Machine Learning10.372017
Solving nearly-separable quadratic optimization problems as nonsmooth equations.10.372017
A BFGS-SQP method for nonsmooth, nonconvex, constrained optimization and its evaluation using relative minimization profiles60.512017
A Self-Correcting Variable-Metric Algorithm for Stochastic Optimization.50.432016
Adaptive augmented Lagrangian methods: algorithms and practical numerical experience20.362016
Globally Convergent Primal-Dual Active-Set Methods with Inexact Subproblem Solves.00.342016
A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees40.392015
Primal-Dual Active-Set Methods for Isotonic Regression and Trend Filtering00.342015
A globally convergent primal-dual active-set framework for large-scale convex quadratic optimization120.612015
An adaptive augmented Lagrangian method for large-scale constrained optimization.140.602015
An Inexact Sequential Quadratic Optimization Algorithm for Nonlinear Optimization.50.422014
An adaptive gradient sampling algorithm for non-smooth optimization90.522013
A Sequential Quadratic Programming Algorithm for Nonconvex, Nonsmooth Constrained Optimization.220.902012
A penalty-interior-point algorithm for nonlinear constrained optimization.40.402012
A note on the implementation of an interior-point algorithm for nonlinear optimization with inexact step computations.40.452012
An inexact Newton method for nonconvex equality constrained optimization160.772010
Infeasibility Detection and SQP Methods for Nonlinear Optimization221.032010
An Interior-Point Algorithm for Large-Scale Nonlinear Optimization with Inexact Step Computations170.752010
A Matrix-Free Algorithm for Equality Constrained Optimization Problems with Rank-Deficient Jacobians140.672009
An Inexact SQP Method for Equality Constrained Optimization201.022008
Central groupoids, central digraphs, and zero-one matrices A satisfying A 2 = J20.432004