Name: Frank E. Curtis
Type: User
Company: Lehigh University
Bio: Mathematical optimization researcher, emphasis on continuous, nonconvex, and/or nonsmooth. Professor and Director of Graduate Studies.
Location: Bethlehem, PA, USA
Blog: https://coral.ise.lehigh.edu/frankecurtis/
Frank E. Curtis's Projects
Aggregated quasi-Newton
Example remote repository for ISE403 at Lehigh University.
NonOpt: Nonlinear/nonconvex/nonsmooth Optimizer
Penalty-Interior-Point Algorithm
Self-Correcting BFGS Algorithm for Stochastic Optimization
Sequential Linear or Quadratic Programming with Gradient Sampling
Software package for solving optimization problems involving a stochastic objective function and deterministic constraint functions.
Trust-Region Algorithm with Contractions and Expansions
Utilities for research projects