Difference between revisions of "Sven Leyffer's Publications"
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==== '''Published Papers''' ==== | ==== '''Published Papers''' ==== | ||
− | # S. Leyffer. [ | + | # S. Leyffer. [[ A Complementarity Constraint Formulation of Convex Multiobjective Optimization Problems]]. ''INFORMS Jounal on Computing'', 21(2):257-267, 2009. |
# M.P. Friedlander and S. Leyffer. [http://www.mcs.anl.gov/~leyffer/papers/qppal-01.pdf Global and Finite Termination of a Two-Phase Augmented Lagrangian Filter Method for General Quadratic Programs]. ''SIAM Journal on Scientific Computing'', 30(4):1706-1729, 2008. | # M.P. Friedlander and S. Leyffer. [http://www.mcs.anl.gov/~leyffer/papers/qppal-01.pdf Global and Finite Termination of a Two-Phase Augmented Lagrangian Filter Method for General Quadratic Programs]. ''SIAM Journal on Scientific Computing'', 30(4):1706-1729, 2008. | ||
# R. Fletcher, S. Leyffer and Ph. L. Toint. [http://www.mcs.anl.gov/~leyffer/papers/FilterANL.pdf A Brief History of Filter Methods]. ''SIAG/Optimization Views-and-News'', 18(1):2-12, 2007. | # R. Fletcher, S. Leyffer and Ph. L. Toint. [http://www.mcs.anl.gov/~leyffer/papers/FilterANL.pdf A Brief History of Filter Methods]. ''SIAG/Optimization Views-and-News'', 18(1):2-12, 2007. |
Revision as of 13:49, 18 May 2009
Published Papers
- S. Leyffer. A Complementarity Constraint Formulation of Convex Multiobjective Optimization Problems. INFORMS Jounal on Computing, 21(2):257-267, 2009.
- M.P. Friedlander and S. Leyffer. Global and Finite Termination of a Two-Phase Augmented Lagrangian Filter Method for General Quadratic Programs. SIAM Journal on Scientific Computing, 30(4):1706-1729, 2008.
- R. Fletcher, S. Leyffer and Ph. L. Toint. A Brief History of Filter Methods. SIAG/Optimization Views-and-News, 18(1):2-12, 2007.
- B. Addis and S. Leyffer. A trust-region algorithm for global optimization. Computational Optimization and Applications, 35(3):287-304, 2006.
- S. Leyffer, G. Lopez-Calva and J. Nocedal. Interior methods for mathematical programs with complementarity constraints. SIAM Journal on Optimization, 17(1): 52–77, 2006.
- Y. Chen, B. F. Hobbs, S. Leyffer, and T. S. Munson. Leader-follower equilibria for electric power and NOx allowances markets. Computational Management Science, 3(4):307-330, 2006.
- S. Leyffer. Complementarity constraints as nonlinear equations: Theory and numerical experience. In S. Dempe and V. Kalashnikov, editors, Optimization and Multivalued Mappings, pages 169–208. Springer, 2006.
- R. Fletcher, S. Leyffer, D. Ralph, and S. Scholtes. Local convergence of SQP methods for mathematical programs with equilibrium constraints. SIAM Journal Optimization, 17(1):259–286, 2006.
- S. Leyffer. The penalty interior point method fails to converge. Optimization Methods and Software, 20(4-5):559-568, 2005.
- N. I. M. Gould, S. Leyffer, and Ph. L. Toint. A multidimensional filter algorithm for nonlinear equations and nonlinear least squares. SIAM J. Optimization, 15:17–38, 2004.
- R. Fletcher and S. Leyffer. Solving mathematical program with complementarity constraints as nonlinear programs. Optimization Methods and Software, 19(1):15–40, 2004.
- J. S. Pang and S. Leyffer. On the global minimization of the value-at-risk. Optimization Methods and Software, 19(5):611–631, 2004.
- N. I. M. Gould and S. Leyffer. An introduction to algorithms for nonlinear optimization. In J. F. Blowey, A. W. Craig, and T. Shardlow, Frontiers in Numerical Analysis, pages 109-197. Springer Verlag, Berlin, 2003.
- A. Altay-Salih, M. C. Pinar, and S. Leyffer. Constrained nonlinear programming for volatility estimation with GARCH models. SIAM Review, 45(3):485 – 503, 2003.
- R. Fletcher and S. Leyffer. Filter-type algorithms for solving systems of algebraic equations and inequalities. In G. di Pillo and A. Murli, editors, High Performance Algorithms and Software for Nonlinear Optimization, pages 259–278. Kluwer, 2003.
- S. Leyffer. Mathematical programs with complementarity constraints. SIAG/OPTViews-and-News, 14(1):15–18, 2003.
- R. Fletcher, N. I. M. Gould, S. Leyffer, Ph. L. Toint, and A. W¨achter. Global convergence of trust-region SQP-filter algorithms for general nonlinear programming. SIAM J. Optimization, 13(3):635–659, 2002.
- R. Fletcher, S. Leyffer, and Ph. L. Toint. On the global convergence of a filter-SQP algorithm. SIAM J. Optimization, 13(1):44–59, 2002.
- R. Fletcher and S. Leyffer. Nonlinear programming without a penalty function. Mathematical Programming, 91:239–270, 2002.
- J.-P. Goux and S. Leyffer. Solving large MINLPs on computational grids. Optimization and Engineering, 3:327–346, 2002.
- S. Leyffer. Generalized outer approximation. In C. A. Floudas and P. M. Pardalos, editors, Encyclopedia of Optimization, volume 2, pages 247–254. Kluwer, 2001.
- S. Leyffer. Integrating SQP and branch-and-bound for mixed integer nonlinear programming. Computational Optimization & Applications, 18:295–309, 2001.
- H. Skrifvars, S. Leyffer and T. Westerlund. Comparison of Certain MINLP Algorithms When Applied to a Model Structure Determination and Parameter Estimation Problem, Computers & Chemical Engineering 22(12), pp. 1829-1835, 1998.
- R. Fletcher and S. Leyffer. Numerical Experience with lower bounds for MIQP branch--and--bound, SIAM J. Optimization 8(2), pp. 604-616, 1998.
- R. Fletcher A. Grothey and S. Leyffer. Computing sparse Hessian and Jacobian approximations with optimal hereditary properties, in Large-Scale Optimization with Applications, Part II: Optimal Design and Control, editors L.T. Biegler, T.F. Coleman, A.R. Conn and F.N. Santosa, 1997.
- R. Fletcher and S. Leyffer. Solving Mixed Integer Nonlinear Programs by outer approximation, Mathematical Programming 66, pages 327--349, 1994
Conference Proceedings
- J.P. Bardhan, J.H. Lee, M.D. Altman, S. Leyffer, S. Benson, B. Tidor and J.K. White. Biomolecule Electrostatic Optimization with an Implicit Hessian, Nanotech 2004 Vol. 1, 2004.
- S. Leyffer. The Return of the Active Set Method, Oberwolfach Reports 2(1), 2005.
Preprints
- Joana Maria, Tu T. Truong, Jimin Yao, Tae-Woo Lee, Ralph G. Nuzzo, Sven Leyffer, Stephen K. Gray, and John A. Rogers. Optimization of 3D Plasmonic Crystal Structures for Refractive Index Sensing. Journal of Physical Chemistry C. To appear 2009.
- Mine Altunay, Sven Leyffer, Jeffrey T. Linderoth, and Zhen Xie. Optimal Security Response to Attacks on Open Science Grids. Preprint ANL/MCS-P1593-0309, Argonne National Laboratory, Mathematics and Computer Science Division, March 2009.
- Sven Leyffer, Annick Sartenaer, and Emilie Wanufelle. Branch-and-Refine for Mixed-Integer Nonconvex Global Optimization. Preprint ANL/MCS-P1547-0908, Argonne National Laboratory, Mathematics and Computer Science Division, September 2008.
- Donald A. Hanson, Yaroslav Kryukov, Sven Leyffer, and Todd S. Munson. Optimal Control Model of Technology Penetration. Preprint ANL/MCS-P1544-0908, Argonne National Laboratory, Mathematics and Computer Science Division, September 2008.
- Sven Leyffer. A Filter Active-Set Trust-Region (FASTr) Framework. Technical Memorandum ANL/MCS-TM-298, Argonne National Laboratory, Mathematics and Computer Science Division, September 2007.
- Sven Leyffer and Todd S. Munson. A Globally Convergent Filter Method for MPECs. Preprint ANL/MCS-P1457-0907, Argonne National Laboratory, Mathematics and Computer Science Division, September 2007.
- Michael P. Friedlander, Nick I. M. Gould, Sven Leyffer, and Todd S. Munson. A Filter Active-Set Trust-Region Method. Preprint ANL/MCS-P1456-0907, Argonne National Laboratory, Mathematics and Computer Science Division, September 2007.
- Kumar Abhishek, Sven Leyffer, and Jeffrey T. Linderoth. Modeling without Categorical Variables: A Mixed-Integer Nonlinear Program for the Optimization of Thermal Insulation Systems. Preprint ANL/MCS-P1434-0607, Argonne National Laboratory, Mathematics and Computer Science Division, June 2007.
- Kumar Abhishek, Sven Leyffer, and Jeffrey T. Linderoth. FilMINT: An Outer-Approximation-Based Solver for Nonlinear Mixed Integer Programs. Preprint ANL/MCS-P1374-0906, Argonne National Laboratory, Mathematics and Computer Science Division, September 2006.
- S. Leyffer and T. S. Munson. Solving Multi-Leader-Follower Games. Preprint ANL/MCS-P1243-0405, Argonne National Laboratory, Mathematics and Computer Science Division, April 2005.
- R. Fletcher and S. Leyffer. A bundle filter method for nonsmooth nonlinear optimization, University of Dundee Numerical Analysis Report NA\195 , (December, 1999).
- A. Grothey, S. Leyffer, and K.I.M. McKinnon. A note on feasibility in Benders decomposition. University of Dundee Numerical Analysis Report NA\188, (January, 1999).
- R. Fletcher, S. Leyffer, and Ph.L. Toint , On the Global Convergence of an SLP-Filter Algorithm, Dundee Numerical Analysis Report NA/183, 1998.
- R. Fletcher and S. Leyffer. User manual for filterSQP, University of Dundee Numerical Analysis Report NA\181, (April, 1998).
- S. Leyffer. Deterministic Methods for Mixed Integer Nonlinear Programming. Ph.D. thesis, University of Dundee, Dundee, Scotland, UK, December 1993.
Edited Volumes
- S. Leyffer. SIAG/OPT Views-and-News 19(2), December, 2008, SIAM OP08
- S. Leyffer and J. Moré. Deterministic Global Optimization and Applications, Mathematical Programming, Series B (online first), 2005.
- N. I. M. Gould, S. Leyffer, and Ph. L. Toint. Large Scale Nonconvex Optimization Algorithms and Applications. Mathematical Programming, Series B 100(1), 2004.
- S. Leyffer and J. Nocedal. Large Scale Nonconvex Optimization, SIAG/Optimization Views-and-News 14(1), 2003.