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thomas coleman
thomas coleman
professor of combinatorics and optimization, university of waterloo
Verified email at uwaterloo.ca - Homepage
Title
Cited by
Cited by
Year
An interior trust region approach for nonlinear minimization subject to bounds
TF Coleman, Y Li
SIAM Journal on optimization 6 (2), 418-445, 1996
42961996
On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds
TF Coleman, Y Li
Mathematical programming 67 (1), 189-224, 1994
18361994
A subspace, interior, and conjugate gradient method for large-scale bound-constrained minimization problems
MA Branch, TF Coleman, Y Li
SIAM Journal on Scientific Computing 21 (1), 1-23, 1999
12061999
Optimization toolbox
T Coleman, MA Branch, A Grace
For Use with MATLAB. User’s Guide for MATLAB 5, Version 2, Relaese II, 1999
9531999
A reflective Newton method for minimizing a quadratic function subject to bounds on some of the variables
TF Coleman, Y Li
SIAM Journal on Optimization 6 (4), 1040-1058, 1996
8621996
Estimation of sparse Jacobian matrices and graph coloring blems
TF Coleman, JJ Moré
SIAM journal on Numerical Analysis 20 (1), 187-209, 1983
7041983
Minimizing CVaR and VaR for a portfolio of derivatives
S Alexander, TF Coleman, Y Li
Journal of Banking & Finance 30 (2), 583-605, 2006
3672006
Reconstructing the unknown local volatility function
TF Coleman, Y Li, A Verma
Quantitative Analysis In Financial Markets: Collected Papers of the New York …, 2001
2402001
Estimation of sparse Hessian matrices and graph coloring problems
TF Coleman, JJ Moré
Mathematical programming 28, 243-270, 1984
2201984
The null space problem I. Complexity
TF Coleman, A Pothen
SIAM Journal on Algebraic Discrete Methods 7 (4), 527-537, 1986
1941986
Nonlinear programming via an exact penalty function: asymptotic analysis
TF Coleman, AR Conn
Mathematical programming 24 (1), 123-136, 1982
1931982
Software for estimating sparse Jacobian matrices
TF Coleman, BS Garbow, JJ Moré
ACM Transactions on Mathematical Software (TOMS) 10 (3), 329-345, 1984
1721984
On the local convergence of a quasi-Newton method for the nonlinear programming problem
TF Coleman, AR Conn
SIAM Journal on Numerical Analysis 21 (4), 755-769, 1984
1711984
The null space problem II. Algorithms
TF Coleman, A Pothen
SIAM Journal on Algebraic Discrete Methods 8 (4), 544-563, 1987
1631987
Auto insurance fraud detection using unsupervised spectral ranking for anomaly
K Nian, H Zhang, A Tayal, T Coleman, Y Li
The Journal of Finance and Data Science 2 (1), 58-75, 2016
1462016
A parallel triangular solver for a distributed-memory multiprocessor
G Li, TF Coleman
SIAM Journal on Scientific and Statistical Computing 9 (3), 485-502, 1988
1421988
Handbook for matrix computations
TF Coleman, C Van Loan
Society for Industrial and Applied Mathematics, 1988
1411988
A new method for solving triangular systems on distributed-memory message-passing multiprocessors
G Li, TF Coleman
SIAM Journal on Scientific and Statistical Computing 10 (2), 382-396, 1989
1321989
Optimization Toolbox User’s Guide, The MathWorks
T Coleman, MA Branch, A Grace
Inc., Natick, MA, 1999
1271999
Hedging guarantees in variable annuities under both equity and interest rate risks
TF Coleman, Y Li, MC Patron
Insurance: Mathematics and Economics 38 (2), 215-228, 2006
1262006
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