Nicholas I. M. Gould

Orcid: 0000-0002-1031-1588

Affiliations:
  • Scientific Computing Department, Rutherford Appleton Laboratory, UK


According to our database1, Nicholas I. M. Gould authored at least 94 papers between 1984 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
Approximating sparse Hessian matrices using large-scale linear least squares.
Numer. Algorithms, August, 2024

2023
GALAHAD 4.0: an open source library of Fortran packages with C and Matlab interfaces for continuous optimization.
J. Open Source Softw., 2023

2020
Sharp Worst-Case Evaluation Complexity Bounds for Arbitrary-Order Nonconvex Optimization with Inexpensive Constraints.
SIAM J. Optim., 2020

Error estimates for iterative algorithms for minimizing regularized quadratic subproblems.
Optim. Methods Softw., 2020

A concise second-order complexity analysis for unconstrained optimization using high-order regularized models.
Optim. Methods Softw., 2020

2019
Universal Regularization Methods: Varying the Power, the Smoothness and the Accuracy.
SIAM J. Optim., 2019

Optimality of orders one to three and beyond: Characterization and evaluation complexity in constrained nonconvex optimization.
J. Complex., 2019

Convergence and evaluation-complexity analysis of a regularized tensor-Newton method for solving nonlinear least-squares problems.
Comput. Optim. Appl., 2019

2018
Second-Order Optimality and Beyond: Characterization and Evaluation Complexity in Convexly Constrained Nonlinear Optimization.
Found. Comput. Math., 2018

2017
The State-of-the-Art of Preconditioners for Sparse Linear Least-Squares Problems.
ACM Trans. Math. Softw., 2017

Worst-case evaluation complexity of regularization methods for smooth unconstrained optimization using Hölder continuous gradients.
Optim. Methods Softw., 2017

An interior-point trust-funnel algorithm for nonlinear optimization.
Math. Program., 2017

Corrigendum: On the complexity of finding first-order critical points in constrained nonlinear optimization.
Math. Program., 2017

Improved second-order evaluation complexity for unconstrained nonlinear optimization using high-order regularized models.
CoRR, 2017

Evaluation complexity bounds for smooth constrained nonlinear optimisation using scaled KKT conditions, high-order models and the criticality measure $χ$.
CoRR, 2017

A dual gradient-projection method for large-scale strictly convex quadratic problems.
Comput. Optim. Appl., 2017

2016
A Note on Performance Profiles for Benchmarking Software.
ACM Trans. Math. Softw., 2016

Adaptive augmented Lagrangian methods: algorithms and practical numerical experience.
Optim. Methods Softw., 2016

A dimer-type saddle search algorithm with preconditioning and linesearch.
Math. Comput., 2016

2015
On the Evaluation Complexity of Constrained Nonlinear Least-Squares and General Constrained Nonlinear Optimization Using Second-Order Methods.
SIAM J. Numer. Anal., 2015

A Nonmonotone Filter SQP Method: Local Convergence and Numerical Results.
SIAM J. Optim., 2015

A note on "On fast trust region methods for quadratic models with linear constraints", by Michael J.D. Powell.
Math. Program. Comput., 2015

Branching and bounding improvements for global optimization algorithms with Lipschitz continuity properties.
J. Glob. Optim., 2015

CUTEst: a Constrained and Unconstrained Testing Environment with safe threads for mathematical optimization.
Comput. Optim. Appl., 2015

2014
Projected Krylov Methods for Saddle-Point Systems.
SIAM J. Matrix Anal. Appl., 2014

A Filter Method with Unified Step Computation for Nonlinear Optimization.
SIAM J. Optim., 2014

On the complexity of finding first-order critical points in constrained nonlinear optimization.
Math. Program., 2014

2013
On the Evaluation Complexity of Cubic Regularization Methods for Potentially Rank-Deficient Nonlinear Least-Squares Problems and Its Relevance to Constrained Nonlinear Optimization.
SIAM J. Optim., 2013

A note about the complexity of minimizing Nesterov's smooth Chebyshev-Rosenbrock function.
Optim. Methods Softw., 2013

Trajectory-following methods for large-scale degenerate convex quadratic programming.
Math. Program. Comput., 2013

A branch and bound algorithm for the global optimization of Hessian Lipschitz continuous functions.
J. Glob. Optim., 2013

2012
On the Oracle Complexity of First-Order and Derivative-Free Algorithms for Smooth Nonconvex Minimization.
SIAM J. Optim., 2012

Evaluation complexity of adaptive cubic regularization methods for convex unconstrained optimization.
Optim. Methods Softw., 2012

Erratum to: Nonlinear programming without a penalty function or a filter.
Math. Program., 2012

Complexity bounds for second-order optimality in unconstrained optimization.
J. Complex., 2012

Updating the regularization parameter in the adaptive cubic regularization algorithm.
Comput. Optim. Appl., 2012

How good are extrapolated bi-projection methods for linear feasibility problems?
Comput. Optim. Appl., 2012

2011
On the Evaluation Complexity of Composite Function Minimization with Applications to Nonconvex Nonlinear Programming.
SIAM J. Optim., 2011

Adaptive cubic regularisation methods for unconstrained optimization. Part II: worst-case function- and derivative-evaluation complexity.
Math. Program., 2011

Adaptive cubic regularisation methods for unconstrained optimization. Part I: motivation, convergence and numerical results.
Math. Program., 2011

2010
Preconditioning Saddle-Point Systems with Applications in Optimization.
SIAM J. Sci. Comput., 2010

Convergence of a Regularized Euclidean Residual Algorithm for Nonlinear Least-Squares.
SIAM J. Numer. Anal., 2010

A Second Derivative SQP Method: Local Convergence and Practical Issues.
SIAM J. Optim., 2010

A Second Derivative SQP Method: Global Convergence.
SIAM J. Optim., 2010

On the Complexity of Steepest Descent, Newton's and Regularized Newton's Methods for Nonconvex Unconstrained Optimization Problems.
SIAM J. Optim., 2010

On solving trust-region and other regularised subproblems in optimization.
Math. Program. Comput., 2010

Nonlinear programming without a penalty function or a filter.
Math. Program., 2010

2009
Spectral Analysis of Saddle Point Matrices with Indefinite Leading Blocks.
SIAM J. Matrix Anal. Appl., 2009

2008
How good are projection methods for convex feasibility problems?
Comput. Optim. Appl., 2008

2007
FILTRANE, a Fortran 95 filter-trust-region package for solving nonlinear least-squares and nonlinear feasibility problems.
ACM Trans. Math. Softw., 2007

A numerical evaluation of sparse direct solvers for the solution of large sparse symmetric linear systems of equations.
ACM Trans. Math. Softw., 2007

Using constraint preconditioners with regularized saddle-point problems.
Comput. Optim. Appl., 2007

2006
Implicit-Factorization Preconditioning and Iterative Solvers for Regularized Saddle-Point Systems.
SIAM J. Matrix Anal. Appl., 2006

2005
A Filter-Trust-Region Method for Unconstrained Optimization.
SIAM J. Optim., 2005

On the Convergence of Successive Linear-Quadratic Programming Algorithms.
SIAM J. Optim., 2005

Sensitivity of trust-region algorithms to their parameters.
4OR, 2005

2004
A numerical evaluation of HSL packages for the direct solution of large sparse, symmetric linear systems of equations.
ACM Trans. Math. Softw., 2004

A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares.
SIAM J. Optim., 2004

Preprocessing for quadratic programming.
Math. Program., 2004

Nonlinear programming: theory and practice.
Math. Program., 2004

An algorithm for nonlinear optimization using linear programming and equality constrained subproblems.
Math. Program., 2004

An Evaluation of Sparse Direct Symmetric Solvers: An Introduction and Preliminary Findings.
Proceedings of the Applied Parallel Computing, 2004

2003
CUTEr and SifDec: A constrained and unconstrained testing environment, revisited.
ACM Trans. Math. Softw., 2003

GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization.
ACM Trans. Math. Softw., 2003

2002
Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming.
SIAM J. Optim., 2002

Componentwise fast convergence in the solution of full-rank systems of nonlinear equations.
Math. Program., 2002

2001
On the Solution of Equality Constrained Quadratic Programming Problems Arising in Optimization.
SIAM J. Sci. Comput., 2001

Superlinear Convergence of Primal-Dual Interior Point Algorithms for Nonlinear Programming.
SIAM J. Optim., 2001

Global Convergence of a Hybrid Trust-Region SQP-Filter Algorithm for General Nonlinear Programming.
Proceedings of the System Modelling and Optimization XX, 2001

2000
Constraint Preconditioning for Indefinite Linear Systems.
SIAM J. Matrix Anal. Appl., 2000

A primal-dual trust-region algorithm for non-convex nonlinear programming.
Math. Program., 2000

Trust Region Methods
MOS-SIAM Series on Optimization, SIAM, ISBN: 978-0-89871-985-7, 2000

1999
Solving the Trust-Region Subproblem using the Lanczos Method.
SIAM J. Optim., 1999

On Modified Factorizations for Large-Scale Linearly Constrained Optimization.
SIAM J. Optim., 1999

Subspace-by-subspace preconditioners for structured linear systems.
Numer. Linear Algebra Appl., 1999

A note on the convergence of barrier algorithms to second-order necessary points.
Math. Program., 1999

SQP Methods for Large-Scale Nonlinear Programming.
Proceedings of the System Modelling and Optimization: Methods, 1999

1998
Sparse Approximate-Inverse Preconditioners Using Norm-Minimization Techniques.
SIAM J. Sci. Comput., 1998

1997
Element-by-Element Preconditioners for Large Partially Separable Optimization Problems.
SIAM J. Sci. Comput., 1997

A globally convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds.
Math. Comput., 1997

On the Number of Inner Iterations Per Outer Iteration of a Globally Convergent Algorithm for Optimization with General Nonlinear Inequality Constraints and Simple Bounds.
Comput. Optim. Appl., 1997

1996
Convergence Properties of Minimization Algorithms for Convex Constraints Using a Structured Trust Region.
SIAM J. Optim., 1996

Convergence Properties of an Augmented Lagrangian Algorithm for Optimization with a Combination of General Equality and Linear Constraints.
SIAM J. Optim., 1996

Numerical experiments with the LANCELOT package (Release A) for large-scale nonlinear optimization.
Math. Program., 1996

Preprocessing of Sparse Unassembled Linear Systems for Efficient Solution Using Element-by-Element Preconditioners.
Proceedings of the Euro-Par '96 Parallel Processing, 1996

1995
CUTE: Constrained and Unconstrained Testing Environment.
ACM Trans. Math. Softw., 1995

1994
A note on exploiting structure when using slack variables.
Math. Program., 1994

1993
Global Convergence of a Class of Trust Region Algorithms for Optimization Using Inexact Projections on Convex Constraints.
SIAM J. Optim., 1993

1991
Convergence of quasi-Newton matrices generated by the symmetric rank one update.
Math. Program., 1991

1990
Use of the P<sup>4</sup> and P<sup>5</sup> Algorithms for In-Core Factorization of Sparse Matrices.
SIAM J. Sci. Comput., 1990

1989
New crash procedures for large systems of linear constraints.
Math. Program., 1989

1987
An exact penalty function for semi-infinite programming.
Math. Program., 1987

1985
On practical conditions for the existence and uniqueness of solutions to the general equality quadratic programming problem.
Math. Program., 1985

1984
A weighted gram-schmidt method for convex quadratic programming.
Math. Program., 1984


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