Thomas F. Coleman

Publication Activity (10 Years)

Years Active: 1978-2020
Publications (10 Years): 3

Top Topics

Optimal Portfolio

Feature Selection

Top Venues

Comput. Optim. Appl.

Pattern Recognit.

Ann. Oper. Res.

Optim. Methods Softw.

Publications

Haofan Zhang, Ke Nian, Thomas F. Coleman, Yuying Li
Spectral ranking and unsupervised feature selection for point, collective, and contextual anomaly detection. Int. J. Data Sci. Anal. 9 (1) (2020)
Aditya Tayal, Thomas F. Coleman, Yuying Li
Bounding the difference between RankRC and RankSVM and application to multi-level rare class kernel ranking. Data Min. Knowl. Discov. 32 (2) (2018)
Somayeh Moazeni, Thomas F. Coleman, Yuying Li
Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy. Ann. Oper. Res. 237 (1-2) (2016)
Aditya Tayal, Thomas F. Coleman, Yuying Li
RankRC: Large-Scale Nonlinear Rare Class Ranking. IEEE Trans. Knowl. Data Eng. 27 (12) (2015)
Aditya Tayal, Thomas F. Coleman, Yuying Li
Primal explicit max margin feature selection for nonlinear support vector machines. Pattern Recognit. 47 (6) (2014)
Wei Xu, Thomas F. Coleman
Solving nonlinear equations with the Newton-Krylov method based on automatic differentiation. Optim. Methods Softw. 29 (1) (2014)
Thomas F. Coleman, Yuying Li, Cheng Wang
Stable local volatility function calibration using spline kernel. Comput. Optim. Appl. 55 (3) (2013)
Somayeh Moazeni, Thomas F. Coleman, Yuying Li
Regularized robust optimization: the optimal portfolio execution case. Comput. Optim. Appl. 55 (2) (2013)
Wei Xu, Thomas F. Coleman
Efficient (Partial) Determination of Derivative Matrices via Automatic Differentiation. SIAM J. Sci. Comput. 35 (3) (2013)
Wei Xu, Thomas F. Coleman, Gang Liu
A secant method for nonlinear least-squares minimization. Comput. Optim. Appl. 51 (1) (2012)
Somayeh Moazeni, Thomas F. Coleman, Yuying Li
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters. SIAM J. Optim. 20 (3) (2010)
Dmitriy Levchenkov, Thomas F. Coleman, Yuying Li
Estimating a Hedge Fund Return Model Based on a Small Number of Samples. INFOR Inf. Syst. Oper. Res. 47 (1) (2009)
Thomas F. Coleman, Wei Xu
Fast (Structured) Newton Computations. SIAM J. Sci. Comput. 31 (2) (2008)
Thomas F. Coleman, Wei Xu
Parallelism in Structured Newton Computations. PARCO (2007)
Shirish Chinchalkar, Thomas F. Coleman, Peter Mansfield
Financial Computations on Clusters Using Web Services. International Conference on Computational Science (2) (2005)
Shirish Chinchalkar, Thomas F. Coleman, Peter Mansfield
Cluster Computing for Financial Engineering. PARA (2004)
Katharyn A. Boyle, Thomas F. Coleman, Yuying Li
Hedging a portfolio of derivatives by modeling cost. CIFEr (2003)
Thomas F. Coleman, Jianguo Liu, Wei Yuan
A New Trust-Region Algorithm for Equality Constrained Optimization. Comput. Optim. Appl. 21 (2) (2002)
Thomas F. Coleman, Arun Verma
A Preconditioned Conjugate Gradient Approach to Linear Equality Constrained Minimization. Comput. Optim. Appl. 20 (1) (2001)
Thomas F. Coleman, Yuying Li, Adrian Mariano
Segmentation of Pulmonary Nodule Images Using 1-Norm Minimization. Comput. Optim. Appl. 19 (3) (2001)
Thomas F. Coleman, Jianguo Liu
An Exterior Newton Method for Strictly Convex Quadratic Programming. Comput. Optim. Appl. 15 (1) (2000)
Thomas F. Coleman, Yuying Li
A trust region and affine scaling interior point method for nonconvex minimization with linear inequality constraints. Math. Program. 88 (1) (2000)
Thomas F. Coleman, Arun Verma
ADMIT-1: automatic differentiation and MATLAB interface toolbox. ACM Trans. Math. Softw. 26 (1) (2000)
Thomas F. Coleman, Jianguo Liu, Wei Yuan
A Quasi-Newton Quadratic Penalty Method for Minimization Subject to Nonlinear Equality Constraints. Comput. Optim. Appl. 15 (2) (2000)
Thomas F. Coleman, Jianguo Liu
An interior Newton method for quadratic programming. Math. Program. 85 (3) (1999)
Thomas F. Coleman, Gudbjorn F. Jonsson
The Efficient Computation of Structured Gradients using Automatic Differentiation. SIAM J. Sci. Comput. 20 (4) (1999)
Mary Ann Branch, Thomas F. Coleman, Yuying Li
A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems. SIAM J. Sci. Comput. 21 (1) (1999)
Thomas F. Coleman, Arun Verma
The Efficient Computation of Sparse Jacobian Matrices Using Automatic Differentiation. SIAM J. Sci. Comput. 19 (4) (1998)
Thomas F. Coleman, Joseph Czyzyk, Chunguang Sun, Michael Wagner, Stephen J. Wright
pPCx: Parallel Software for Linear Programming. PPSC (1997)
Thomas F. Coleman, Zhijun Wu
Parallel continuation-based global optimization for molecular conformation and protein folding. J. Glob. Optim. 8 (1) (1996)
Thomas F. Coleman, Yuying Li
A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables. SIAM J. Optim. 6 (4) (1996)
Thomas F. Coleman, Yuying Li
An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds. SIAM J. Optim. 6 (2) (1996)
Thomas F. Coleman, Aiping Liao
An efficient trust region method for unconstrained discrete-time optimal control problems. Comput. Optim. Appl. 4 (1) (1995)
Shirish Chinchalkar, Thomas F. Coleman
Parallel structural optimization applied to bone remodeling on distributed memory machines. Comput. Optim. Appl. 4 (4) (1995)
Thomas F. Coleman, Yuying Li
On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds. Math. Program. 67 (1994)
Thomas F. Coleman, David Shalloway, Zhijun Wu
A parallel build-up algorithm for global energy minimizations of molecular clusters using effective energy simulated annealing. J. Glob. Optim. 4 (2) (1994)
Thomas F. Coleman, David Shalloway, Zhijun Wu
Isotropic effective energy simulated annealing searches for low energy molecular cluster states. Comput. Optim. Appl. 2 (2) (1993)
Thomas F. Coleman, Chunguang Sun
Parallel Orthogonal Factorizations of Large Sparse Matrices on Distributed -Memory Multiprocessors. PPSC (1993)
Thomas F. Coleman, Laurie A. Hulbert
A Globally and Superlinearly Convergent Algorithm for Convex Quadratic Programs with Simple Bbounds. SIAM J. Optim. 3 (2) (1993)
Thomas F. Coleman, Paul E. Plassmann
A Parallel Nonlinear Least-Squares Solver: Theoretical Analysis and Numerical Results. SIAM J. Sci. Comput. 13 (3) (1992)
Thomas F. Coleman, Peter A. Fenyes
Partitioned quasi-Newton methods for nonlinear equality constrained optimization. Math. Program. 53 (1992)
Thomas F. Coleman, Yuying Li
problems. Math. Program. 56 (1992)
Thomas F. Coleman, Guangye Li
Solving Systems of Nonlinear Equations on a Message-Passing Multiprocessor. SIAM J. Sci. Comput. 11 (6) (1990)
Thomas F. Coleman, Christian Hempel
Computing a Trust Region Step for a Penalty Function. SIAM J. Sci. Comput. 11 (1) (1990)
Thomas F. Coleman, Earl Zmijewski
Direct Methods for Sparse Matrices (I. S. Duff, A. M. Erisman, and J. K Reid). SIAM Rev. 31 (3) (1989)
Thomas F. Coleman, Laurie A. Hulbert
A direct active set algorithm for large sparse quadratic programs with simple bounds. Math. Program. 45 (1-3) (1989)
Thomas F. Coleman
A chordal preconditioner for large-scale optimization. Math. Program. 40 (1-3) (1988)
Thomas F. Coleman, Paul E. Plassmann
Solution of Nonlinear Least Squares Problems on a Multiprocessor. Shell Conference (1988)
Thomas F. Coleman, Anders Edenbrandt, John R. Gilbert
Predicting fill for sparse orthogonal factorization. J. ACM 33 (3) (1986)
Thomas F. Coleman, Burton S. Garbow, Jorge J. Moré
Software for Estimating Sparse Hessian Matrices. ACM Trans. Math. Softw. 11 (4) (1985)
Thomas F. Coleman, Burton S. Garbow, Jorge J. Moré
Algorithm 636: FORTRAN Subroutines for Estimating Sparse Hessian Matrices. ACM Trans. Math. Softw. 11 (4) (1985)
Thomas F. Coleman, Burton S. Garbow, Jorge J. Moré
Algorithm 618: FORTRAN subroutines for estimating sparse Jacobian Matrices. ACM Trans. Math. Softw. 10 (3) (1984)
Thomas F. Coleman, Jorge J. Moré
Estimation of sparse hessian matrices and graph coloring problems. Math. Program. 28 (3) (1984)
Thomas F. Coleman, Burton S. Garbow, Jorge J. Moré
Software for estimating sparse Jacobian matrices. ACM Trans. Math. Softw. 10 (3) (1984)
Thomas F. Coleman, Danny C. Sorensen
A note on the computation of an orthonormal basis for the null space of a matrix. Math. Program. 29 (2) (1984)
Thomas F. Coleman, Andrew R. Conn
Nonlinear programming via an exact penalty function: Asymptotic analysis. Math. Program. 24 (1) (1982)
Thomas F. Coleman, Andrew R. Conn
Nonlinear programming via an exact penalty function: Global analysis. Math. Program. 24 (1) (1982)
Thomas F. Coleman, Andrew R. Conn
Erratum. Math. Program. 21 (1) (1981)
Thomas F. Coleman, Andrew R. Conn
Second-order conditions for an exact penalty function. Math. Program. 19 (1) (1980)
Thomas F. Coleman
A note on 'new algorithms for constrained minimax optimization'. Math. Program. 15 (1) (1978)