Matt Menickelly

Publication Activity (10 Years)

Years Active: 2016-2024
Publications (10 Years): 18

Top Topics

Robust Optimization

Optimization Methods

Top Venues

Publications

Jeffrey Larson, Matt Menickelly
Structure-aware methods for expensive derivative-free nonsmooth composite optimization. Math. Program. Comput. 16 (1) (2024)
Matt Menickelly, Stefan M. Wild
Stochastic average model methods. Comput. Optim. Appl. 88 (2) (2024)
Matt Menickelly, Yunsoo Ha, Matthew Otten
Latency considerations for stochastic optimizers in variational quantum algorithms. Quantum 7 (2023)
Robert Jackson, Rebecca Gjini, Sri Hari Krishna Narayanan, Matt Menickelly, Paul D. Hovland, Jan Hückelheim, Scott M. Collis
Improving PyDDA's atmospheric wind retrievals using automatic differentiation and Augmented Lagrangian methods. SciPy (2022)
Richard J. Clancy, Matt Menickelly, Jan Hückelheim, Paul D. Hovland, Prani Nalluri, Rebecca Gjini
TROPHY: Trust Region Optimization Using a Precision Hierarchy. ICCS (1) (2022)
Jeffrey Larson, Matt Menickelly, Baoyu Zhou
Manifold Sampling for Optimizing Nonsmooth Nonconvex Compositions. SIAM J. Optim. 31 (4) (2021)
Jed Brown, Yunhui He, Scott MacLachlan, Matt Menickelly, Stefan M. Wild
Tuning Multigrid Methods with Robust Optimization and Local Fourier Analysis. SIAM J. Sci. Comput. 43 (1) (2021)
Oktay Günlük, Jayant Kalagnanam, Minhan Li, Matt Menickelly, Katya Scheinberg
Optimal decision trees for categorical data via integer programming. J. Glob. Optim. 81 (1) (2021)
Dzung T. Phan, Matt Menickelly
-Constrained Sparse Inverse Covariance Estimation Problems. INFORMS J. Comput. 33 (2) (2021)
Sven Leyffer, Matt Menickelly, Todd S. Munson, Charlie Vanaret, Stefan M. Wild
A survey of nonlinear robust optimization. INFOR Inf. Syst. Oper. Res. 58 (2) (2020)
Jed Brown, Yunhui He, Scott MacLachlan, Matt Menickelly, Stefan M. Wild
Tuning Multigrid Methods with Robust Optimization. CoRR (2020)
Matt Menickelly, Stefan M. Wild
Derivative-free robust optimization by outer approximations. Math. Program. 179 (1) (2020)
Jeffrey Larson, Matt Menickelly, Stefan M. Wild
Derivative-free optimization methods. Acta Numer. 28 (2019)
Jose H. Blanchet, Coralia Cartis, Matt Menickelly, Katya Scheinberg
Convergence Rate Analysis of a Stochastic Trust-Region Method via Supermartingales. INFORMS J. Optim. 1 (2) (2019)
Ruobing Chen, Matt Menickelly, Katya Scheinberg
Stochastic optimization using a trust-region method and random models. Math. Program. 169 (2) (2018)
Dzung T. Phan, Tsuyoshi Idé, Jayant Kalagnanam, Matt Menickelly, Katya Scheinberg
A Novel l0-Constrained Gaussian Graphical Model for Anomaly Localization. ICDM Workshops (2017)
Matt Menickelly, Oktay Günlük, Jayant Kalagnanam, Katya Scheinberg
Optimal Generalized Decision Trees via Integer Programming. CoRR (2016)
Jeffrey Larson, Matt Menickelly, Stefan M. Wild
Nonconvex Optimization. SIAM J. Optim. 26 (4) (2016)