Dominique Orban

Computational Mathematician

Classic Paper in Optimization

An interior algorithm for nonlinear optimization that combines line search and trust region steps

Posted on June 15, 2017

Google announced today that my paper An interior algorithm for nonlinear optimization that combines line search and trust region steps is among the top cited papers published in 2006 in optimization. The paper appeared in Mathematical Programming and concerns extensions of the frighteningly effective KNITRO solver, now known... [Read More]

New Book

Iterative Solution of Symmetric Quasi-Definite Linear Systems

Posted on April 13, 2017

SIAM just announced the publication of my book Iterative Solution of Symmetric Quasi-Definite Linear Systems in their Spotlights series, written with Mario Arioli. The book is suitable for a graduate course on iterative methods for linear systems with applications to optimization and fluid... [Read More]