2021

Technical Reports

  1. Aravkin, A., R. Baraldi, & Orban, D. (2021). A Proximal Quasi-Newton Trust-Region Method for Nonsmooth Regularized Optimization (Cahier Du GERAD No. G-2021-12). doi: 10.13140/RG.2.2.18509.15845/1
  2. Ma, D., Saunders, M. A., & Orban, D. (2021). A Julia Implementation of Algorithm NCL for Constrained Optimization (Cahier Du GERAD No. G-2021-02). doi: 10.13140/RG.2.2.29888.35841

2020

Journal Articles

  1. Mestdagh, G., Goussard, Y., & Orban, D. (2020). Scaled Projected-Direction Methods with Application to Transmission Tomography. Optimization and Engineering, 1–25. doi: 10.1007/s11081-020-09484-0
  2. R. Estrin, Friedlander, M. P., Orban, D., & Saunders, M. A. (2020). Implementing a Smooth Exact Penalty Function for Equality-Constrained Nonlinear Optimization. SIAM Journal on Scientific Computing, 42(3), A1809–A1835. doi: 10.1137/19M1238265
  3. R. Estrin, Friedlander, M. P., Orban, D., & Saunders, M. A. (2020). Implementing a Smooth Exact Penalty Function for General Constrained Nonlinear Optimization. SIAM Journal on Scientific Computing, 42(3), A1836–A1859. doi: 10.1137/19M1255069
  4. Orban, D., & Siqueira, A. S. (2020). A Regularization Method for Constrained Nonlinear Least Squares. Computational Optimization and Applications, 76, 961–989. doi: 10.1007/s10589-020-00201-2
  5. Montoison, A., & Orban, D. (2020). BiLQ: An Iterative Method for Nonsymmetric Linear Systems with a Quasi-Minimum Error Property. SIAM Journal on Matrix Analysis and Applications, 41(3), 1145–1166. doi: 10.1137/19M1290991

Conference Articles

  1. Lotfi, S., Bonniot de Ruisselet, T., Orban, D., & Lodi, A. (2020). Stochastic Damped L-BFGS with Controlled Norm of the Hessian Approximation. doi: 10.13140/RG.2.2.27851.41765/1

Technical Reports

  1. A Ghannad, Orban, D., & Saunders, M. A. (2020). A Symmetric Formulation of the Linear System Arising in Interior Methods for Convex Optimization with Bounded Condition Number (Cahier Du GERAD No. G-2020-37). doi: 10.13140/RG.2.2.17742.28483
  2. A. Montoison, & Orban, D. (2020). TriCG and TriMR: Two Iterative Methods for Symmetric Quasi-Definite Systems (Cahier Du GERAD No. G-2020-41). doi: 10.13140/RG.2.2.12344.16645

2019

Journal Articles

  1. M. Dehghani, A. Lambe, & Orban, D. (2019). A Regularized Interior-Point Method for Constrained Linear Least Squares. INFOR: Information Systems and Operational Research. doi: 10.1080/03155986.2018.1559428
  2. M.-A. Dahito, & Orban, D. (2019). The Conjugate Residual Method in Linesearch and Trust-Region Methods. SIAM Journal on Optimization, 29(3), 1988–2025. doi: 10.1137/18M1204255
  3. R. Estrin, Orban, D., & Saunders, M. A. (2019). Euclidean-norm error bounds for SYMMLQ and CG. SIAM Journal on Matrix Analysis, 40(1), 235–253. doi: 10.1137/16M1094816
  4. R. Estrin, Orban, D., & Saunders, M. A. (2019). LSLQ: An Iterative Method for Linear Least-Squares with an Error Minimization Property. SIAM Journal on Matrix Analysis, 40(1), 254–275. doi: 10.1137/17M1113552
  5. R. Estrin, Orban, D., & Saunders, M. A. (2019). LNLQ: An Iterative Method for Least-Norm Problems with an Error Minimization Property. SIAM Journal on Matrix Analysis, 40(3), 1102–1124. doi: 10.1137/18M1194948
  6. Buttari, A., Orban, D., Ruiz, D., & Titley-Peloquin, D. (2019). A Tridiagonalization Method for Symmetric Saddle-Point System. SIAM Journal on Scientific Computing, 41(5), S409–S432. doi: 10.1137/18M1194900

Technical Reports

  1. di Serafino, D., & Orban, D. (2019). Constraint-Preconditioned Krylov Solvers for Regularized Saddle-Point Systems (Cahier Du GERAD No. G-2019-72). doi: 10.5281/zenodo.3926751

2018

Journal Articles

  1. S. Arreckx, & Orban, D. (2018). A Regularized Factorization-Free Method for Equality-Constrained Optimization. SIAM Journal on Optimization, 28(2), 1613–1639. doi: 10.1137/16M1088570
  2. Orban, D. (2018). Introduction to Computation and Programming Using Python. Second Edition, with Application to Understanding Data. SIAM Review, 60(2), 483–485.

Conference Articles

  1. D. Ma, Judd, K., Orban, D., & Saunders, M. (2018). Stabilized optimization via an NCL algorithm. In M. Al-Baali, L. Grandinetti, & A. Purnama (Eds.), Numerical Analysis and Optimization (pp. 173–191). doi: 10.1007/978-3-319-90026-1_8

2017

Books

  1. Orban, D., & Arioli, M. (2017). Iterative Solution of Symmetric Quasi-Definite Linear Systems. doi: 10.1137/1.9781611974737

Technical Reports

  1. Côté, P., K. Demeester, Orban, D., & M. Towhidi. (2017). Numerical Methods for Stochastic Dynamic Programming with Application to Hydropower Optimization (Cahier Du GERAD No. G-2017-64). doi: 10.13140/RG.2.2.32660.81280
  2. Goussard, Y., M. McLaughlin, & Orban, D. (2017). Factorization-Free Methods for Computed Tomography (Cahier Du GERAD No. G-2017-65). doi: 10.13140/RG.2.2.17141.88808
  3. A.-S. Crélot, Beauthier, C., Orban, D., Sainvitu, C., & Sartenaer, A. (2017). Combining surrogate strategies with MADS for mixed-variable derivative-free optimization (Cahier Du GERAD No. G-2017-70). doi: 10.13140/RG.2.2.25690.24008

2016

Journal Articles

  1. A. Dehghani, Goffin, J.-L., & Orban, D. (2017). A Primal-Dual Regularized Interior-Point Method for Semidefinite Programming. Optimization Methods and Software, 32(1), 193–219. doi: 10.1080/10556788.2016.1235708

Technical Reports

  1. S. Arreckx, Orban, D., & N. van Omme. (2016). NLP.py: An Object-Oriented Environment for Large-Scale Optimization (Cahier Du GERAD No. G-2016-42). doi: 10.13140/RG.2.1.2846.6803

2015

Journal Articles

  1. S. Arreckx, A. Lambe, Martins, J. R. R. A., & Orban, D. (2016). A Matrix-Free Augmented Lagrangian Algorithm with Application to Large-Scale Structural Design Optimization. Optimization and Engineering, 17, 359–384. doi: 10.1007/s11081-015-9287-9
  2. Orban, D., & M. Towhidi. (2016). Customizing the solution Process of COIN-OR’s Linear Solvers with Python. Mathematical Programming Computation, 8(4), 377–391. doi: 10.1007/s12532-015-0094-2
  3. Gould, N. I. M., Orban, D., & Toint, P. L. (2015). CUTEst: a Constrained and Unconstrained Testing Environment with safe threads for Mathematical Optimization. Computational Optimization and Applications, 60, 545–557. doi: 10.1007/s10589-014-9687-3
  4. Orban, D. (2015). Limited-Memory $LDL^T$ Factorization of Symmetric Quasi-Definite Matrices with Application to Constrained Optimization. Numerical Algorithms, 70(1), 9–41. doi: 10.1007/s11075-014-9933-x

Conference Articles

  1. Gould, N. I. M., Orban, D., & Toint, P. L. (2015). An interior-point $\ell_1$-penalty method for nonlinear optimization. In M. Al-Baali, L. Grandinetti, & A. Purnama (Eds.), Recent Developments in Numerical Analysis and Optimization (pp. 117–150). doi: 10.1007/978-3-319-17689-5

Technical Reports

  1. Dussault, J.-P., & Orban, D. (2015). A Scalable Implementation of Adaptive Cubic Regularization Methods Using Shifted Linear Systems (Cahier Du GERAD No. G-2015-109). Montréal, QC, Canada: GERAD.
  2. Orban, D. (2015). A Collection of Linear Systems Arising from Interior-Point Methods for Quadratic Optimization (Cahier Du GERAD No. G-2015-117). Montréal, QC, Canada: GERAD.

2014

Journal Articles

  1. Greif, C., E. Moulding, & Orban, D. (2014). Bounds on the Eigenvalues of Matrices Arising from Interior-Point Methods. SIAM Journal on Optimization, 24(1), 49–83. doi: 10.1137/120890600
  2. Audet, C., C.-K. Dang, & Orban, D. (2014). Optimization of Algorithms with OPAL. Mathematical Programming Computation, 6(3), 233–254. doi: 10.1007/s12532-014-0067-x
  3. Gould, N. I. M., Orban, D., & Rees, T. (2014). Projected Krylov Methods for Saddle-Point Systems. SIAM Journal on Matrix Analysis and Applications, 35(4), 1329–1343. doi: 10.1137/130916394

Technical Reports

  1. Orban, D. (2014). The Projected Golub-Kahan Process for Constrained Linear Least-Squares Problems (Cahier Du GERAD No. G-2014-15). Montréal, QC, Canada: GERAD.

2013

Journal Articles

  1. Gould, N. I. M., Orban, D., & D. Robinson. (2013). Trajectory-Following Methods for Large-Scale Degenerate Convex Quadratic Programming. Mathematical Programming Computation, 5(2), 113–142. doi: 10.1007/s12532-012-0050-3
  2. J.-P. Harvey, Chartrand, P., Eriksson, G., & Orban, D. (2013). Global minimization of the Gibbs energy of multicomponent systems Involving the presence of order/disorder phase transitions. American Journal of Science, 313, 199–241. doi: 10.2475/03.2013.02

2012

Journal Articles

  1. Armand, P., Benoist, J., & Orban, D. (2012). From Global to Local Convergence of Interior Methods for Nonlinear Optimization. Optimization Methods and Software, 28(5), 1051–1080. doi: 10.1080/10556788.2012.668905
  2. Friedlander, M. P., & Orban, D. (2012). A Primal-Dual Regularized Interior-Point Method for Convex Quadratic Programs. Mathematical Programming Computation, 4(1), 71–107. doi: 10.1007/s12532-012-0035-2
  3. Z. Coulibaly, & Orban, D. (2012). An $\ell_1$ Elastic Interior-Point Method for Mathematical Programs with Complementarity Constraints. SIAM Journal on Optimization, 22(1), 187–211. doi: 10.1137/090777232
  4. Armand, P., & Orban, D. (2012). The Squared Slacks Transformation in Nonlinear Programming. Sultan Qaboos University Journal for Science, 17(1), 22–29.

Technical Reports

  1. Dehghani, A., Goffin, J.-L., & Orban, D. (2012). Solving Unconstrained Nonlinear Programs Using ACCPM (Cahier Du GERAD No. G-2012-02). Montréal, QC, Canada: GERAD.

Miscellaneous

  1. Orban, D. (2013). Numerical Optimization in the Python Ecosystem. Montréal, QC, Canada: GERAD Newsletter.

2011

Journal Articles

  1. Audet, C., C.-K. Dang, & Orban, D. (2011). Efficient use of parallelism in algorithmic parameter optimization applications. Optimization Letters, 7(3), 421–433. doi: 10.1007/s11590-011-0428-6

Technical Reports

  1. Orban, D. (2011). Templating and Automatic Code Generation for Performance with Python (Cahier Du GERAD No. G-2011-30). Montréal, QC, Canada: GERAD.
  2. Ayotte-Sauvé, E., M. Chugunova, Cortes, B., Lina, A., A. Majumdar, Orban, D., … Zalzal, V. (2011). On Equidistant Points on a Curve [Activity Report]. Montréal, QC, Canada: GERAD.

2010

Journal Articles

  1. Orban, D., V. Raymond, & Soumis, F. (2010). A New Version of the Improved Primal Simplex for Degenerate Linear Programs. Computers and Operations Research, 37(1), 91–98. doi: 10.1016/j.cor.2009.03.020
  2. Fourer, R., Maheshwari, C., Neumaier, A., Orban, D., & Schichl, H. (2010). Convexity and Concavity Detection in Computational Graphs. INFORMS Journal on Computing, 22, 26–43. doi: 10.1287/ijoc.1090.0321
  3. Fourer, R., & Orban, D. (2010). The DrAMPL Meta Solver for Optimization Problem Analysis. Computational Management Science, 7(4), 437–463. doi: 10.1007/s10287-009-0101-z

Book Chapters

  1. Audet, C., C.-K. Dang, & Orban, D. (2010). Algorithmic Parameter Optimization of the DFO Method with the OPAL Framework. In K. Naono, K. Teranishi, J. Cavazos, & R. Suda (Eds.), Software Automatic Tuning: From Concepts to State-of-the-Art Results (first, pp. 255–274). doi: 10.1007/978-1-4419-6935-4

Conference Articles

  1. J.-P. Harvey, Chartrand, P., Eriksson, G., & Orban, D. (2010). Gibbs energy minimization challenges using implicit variables solution models. TOFA: Discussion meeting on thermodynamics of alloys.

2009

Journal Articles

  1. Armand, P., A. Kiselev, Marcotte, O., & Orban, D. (2009). Self calibration of a pinhole camera. Mathematics-in-Industry Case Studies, 1, 81–98.

Technical Reports

  1. Orban, D. (2009). The Lightning AMPL Tutorial. A Guide for Nonlinear Optimization Users (Cahier Du GERAD No. G-2009-66). Montréal, QC, Canada: GERAD.

2008

Journal Articles

  1. Armand, P., Benoist, J., & Orban, D. (2008). Dynamic Updates of the Barrier Parameter in Primal-Dual Methods for Nonlinear Programming. Computational Optimization and Applications, 41(1), 1–25. doi: 10.1007/s10589-007-9095-z

Technical Reports

  1. Gould, N. I. M., Orban, D., & Toint, P. L. (2008). LANCELOT_SIMPLE: A Simple Interface for LANCELOT-B (Cahier Du GERAD No. G-2008-11). Montréal, QC, Canada: GERAD.
  2. Orban, D. (2008). Projected Krylov Methods for Unsymmetric Augmented Systems (Cahier Du GERAD No. G-2008-46). Montréal, QC, Canada: GERAD.

2006

Journal Articles

  1. Audet, C., & Orban, D. (2006). Finding Optimal Algorithmic Parameters Using the Mesh Adaptive Direct Search Algorithm. SIAM Journal on Optimization, 17(3), 642–664. doi: 10.1137/040620886
  2. Waltz, R. A., Morales, J. L., Nocedal, J., & Orban, D. (2006). An interior algorithm for nonlinear optimization that combines line search and trust region steps. Mathematical Programming, 107(3), 391–408. doi: 10.1007/s10107-004-0560-5

2005

Journal Articles

  1. Gould, N., Orban, D., & Toint, P. (2005). Numerical methods for large-scale nonlinear optimization. Acta Numerica, 14, 299–361. doi: 10.1017/S0962492904000248
  2. Gould, N. I. M., Orban, D., Sartenaer, A., & Toint, P. L. (2005). Sensitivity of trust-region algorithms to their parameters. 4OR, 3(3), 227–241. doi: 10.1007/s10288-005-0065-y

Conference Articles

  1. Menvielle, N., Goussard, Y., Orban, D., & Soulez, G. (2005). Reduction of Beam-Hardening Artifacts in X-Ray CT. Engineering in Medicine and Biology Society, 2005. 27th Annual International Conference of the IEEE-EMBS 2005., 1865–1868. doi: 10.1109/IEMBS.2005.1616814

2003

Journal Articles

  1. Gould, N. I. M., Orban, D., & Toint, P. L. (2003). CUTEr and SifDec: A Constrained and Unconstrained Testing Environment, Revisited. ACM Trans. Math. Softw., 29(4), 373–394. doi: 10.1145/962437.962439
  2. Gould, N. I. M., Orban, D., & Toint, P. L. (2003). GALAHAD, a Library of Thread-safe Fortran 90 Packages for Large-scale Nonlinear Optimization. ACM Trans. Math. Softw., 29(4), 353–372. doi: 10.1145/962437.962438

2002

Journal Articles

  1. Gould, N. I. M., Orban, D., Sartenaer, A., & Toint, P. L. (2002). Componentwise fast convergence in the solution of full-rank systems of nonlinear equations. Mathematical Programming, 92(3), 481–508. doi: 10.1007/s101070100287
  2. Wright, S. J., & Orban, D. (2002). Properties of the Log-Barrier Function on Degenerate Nonlinear Programs. Mathematics of Operations Research, 27(3), 585–613. doi: 10.1287/moor.27.3.585.312

Technical Reports

  1. Gould, N. I. M., Orban, D., & Toint, P. L. (2002). Results from a Numerical Evaluation of LANCELOT B (Internal Report No. NAGIR-2002-1). Chilton, UK: Rutherford Appleton Laboratory.

2001

Journal Articles

  1. Gould, N. I. M., Orban, D., Sartenaer, A., & Philippe L. Toint. (2001). Superlinear Convergence of Primal-Dual Interior Point Algorithms for Nonlinear Programming. SIAM Journal on Optimization, 11(4), 974–1002. doi: 10.1137/S1052623400370515

2000

Journal Articles

  1. Conn, A. R., Gould, N. I. M., Orban, D., & Toint, P. L. (2000). A primal-dual trust-region algorithm for non-convex nonlinear programming. Mathematical Programming, 87(2), 215–249. doi: 10.1007/s101070050112