Papers and technical reports

Convexity proving in computational graphs

R. Fourer, C. Maheshwari, A. Neumaier, D. Orban and H. Schichl
In preparation.

 

The Squared Slacks Transformation in Nonlinear Programming

P. Armand and D. Orban, 2007.
Cahier du GERAD G-2007-62 PDF

 

Dr. Ampl—a meta-solver for optimization

R. Fourer and D. Orban, 2007.
Cahier du GERAD G-2007-10 PDF
See www.gerad.ca/~orban/drampl

 

Reduction of Beam-Hardening Artifacts in X-Ray CT

N. Menvielle, Y. Goussard, D. Orban and G. Soulez, 2005.
Proceedings of the 2005 IEEE Engineering in Medicine and Biology 27th Annual Conference, Shanghai, China, Sept. 1–4, 2005.

 

Interpretation of Nonlinear Interior Methods as Damped Newton Methods

P. Armand, J. Benoist and D. Orban, 2005.
Cahier du GERAD G-2005-80 PDF
To appear in Computational Optimization and Applications

 

An interior algorithm for nonlinear optimization that combines line search and trust region steps

J.-L. Morales, J. Nocedal, D. Orban and R. Waltz
Mathematical Programming 107(3), pp. 391—408, 2005.

 

Numerical Methods for Large-Scale Nonlinear Optimization

N.I.M. Gould, D. Orban and Ph.L. Toint,
Acta Numerica pp. 299—361, 2005.
Cahier du GERAD G-2004-85 PDF

 

Sensitivity of Trust-Region Algorithms on their Parameters

N.I.M. Gould, D. Orban, A. Sartenaer and Ph.L. Toint,
4OR 3(3), pp. 227—241, 2005.
Cahier du GERAD G-2004-86 PDF

 

Finding Optimal Algorithmic Parameters Using Derivative-Free Optimization

C. Audet and D. Orban
SIAM Journal on Optimization, 17(3), pp. 642—664, 2006.
Cahier du GERAD G-2004-96 PDF

 

An interior-point L1-penalty method for nonlinear optimization

N.I.M. Gould, D. Orban and Ph.L. Toint, 2003.
Rutherford Appleton Laboratory technical report RAL-TR-2003-022 PDF

 

Results from a numerical evaluation of LANCELOT B

N.I.M. Gould, D. Orban and Ph.L. Toint, 2002.
Rutherford Appleton Laboratory Numerical Analysis Group Internal Report NAGIR-2002-1 PDF

 

CUTEr (and SifDec), a Constrained and Unconstrained Testing Environment, revisited

N.I.M. Gould, D. Orban and Ph.L. Toint,
Transactions on Mathematical Software 29(4), pp. 373—394, 2003. PDF   PS

 

GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization

N.I.M. Gould, D. Orban and Ph.L. Toint,
Transations on Mathematical Software 29(4), pp. 353—372, 2003. PDF   PS

 

Componentwise fast convergence in the solution of full-rank systems of nonlinear equations.

N.I.M. Gould, D. Orban, A. Sartenaer and Ph.L. Toint,
Mathematical Programming 92(3), pp. 481—508, 2002. PDF   PS

 

Properties of the Log-Barrier Function on Degenerate Nonlinear Programs.

S.J. Wright and D. Orban,
Mathematics of Operations Research, 27(3), pp. 585—613, 2002. PDF   PS

 

Superlinear Convergence of Primal-Dual Interior Point Algorithms for Nonlinear Programming

N.I.M. Gould, D. Orban, A. Sartenaer and Ph.L. Toint,
SIAM Journal on Optimization, 11(4), pp. 974—1002, 2001. PDF   PS

 

A Primal-Dual Trust-Region Algorithm for Non-convex Nonlinear Programming.

A.R. Conn, N.I.M. Gould, D. Orban and Ph.L. Toint,
Mathematical Programming 87(2), pp. 215—249, 2000. PDF   PS

 

High rates of convergence of primal-dual interior point algorithms for nonlinear programming

N.I.M. Gould, D. Orban, A. Sartenaer and Ph.L. Toint,
CERFACS Tech Report TR/PA/00/63. Companion paper to TR/PA/00/20. PS