Sven Leyffer's Publications
Published Papers
- M.P. Friedlander and S. 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. [papers/FilterANL.pdf A Brief History of Filter Methods]. SIAG/Optimization Views-and-News, 18(1):2-12, 2007.
- B. Addis and S. Leyffer. [papers/globaltr.pdf A trust-region algorithm for global optimization]. Computational Optimization and Applications, 35(3):287-304, 2006.
- S. Leyffer, G. Lopez-Calva and J. Nocedal. [papers/mpec-ipm.pdf 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. [papers/power-05.pdf Leader-follower equilibria for electric power and NOx allowances markets]. Computational Management Science, 3(4):307-330, 2006.
- S. Leyffer. [papers/MPEC-NCP-04.pdf 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. [papers/MPEC-SQP-15.pdf Local convergence of SQP methods for mathematical programs with equilibrium constraints]. SIAM Journal Optimization, 17(1):259–286, 2006.
- S. Leyffer. [papers/PIPA-Ex-03.pdf 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. [papers/ow-05.pdf The Return of the Active Set Method], Oberwolfach Reports 2(1), 2005.
Preprints
- Sven Leyffer, Annick Sartenaer, and Emilie Wanufelle. [papers/SOS-OA-ANL.pdf 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. [papers/OptTechPen.pdf Optimal Control Model of Technology Penetration]. Preprint ANL/MCS-P1544-0908, Argonne National Laboratory, Mathematics and Computer Science Division, September 2008.
- Sven Leyffer. [papers/manual.pdf 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. [papers/slpec.pdf 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. [papers/fastr.pdf 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. [papers/lbti.pdf 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. [papers/fm.pdf 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. [papers/moop-01.pdf A Note on Multiobjective Optimization and Complementarity Constraints]. Preprint ANL/MCS-P1290-0905, Argonne National Laboratory, Mathematics and Computer Science Division, September 2005.
- S. Leyffer and T. S. Munson. File:EPEC-02.pdf. Preprint ANL/MCS-P1243-0405, Argonne National Laboratory, Mathematics and Computer Science Division, April 2005.
- R. Fletcher and S. Leyffer. [papers/nsfilter.pdf 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. [papers/gbd_feas.pdf 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 , [papers/NA183_RF_SL_PT.pdf On the Global Convergence of an SLP-Filter Algorithm,] Dundee Numerical Analysis Report NA/183, 1998.
- R. Fletcher and S. Leyffer. [papers/SQP_manual.pdf User manual for filterSQP], University of Dundee Numerical Analysis Report NA\181, (April, 1998).
- S. Leyffer. [papers/thesis.pdf Deterministic Methods for Mixed Integer Nonlinear Programming]. Ph.D. thesis, University of Dundee, Dundee, Scotland, UK, December 1993.
Edited Volumes
- 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.