An interior trust region approach for nonlinear minimization subject to bounds TF Coleman, Y Li SIAM Journal on optimization 6 (2), 418-445, 1996 | 4389 | 1996 |
On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds TF Coleman, Y Li Mathematical programming 67 (1), 189-224, 1994 | 1871 | 1994 |
A subspace, interior, and conjugate gradient method for large-scale bound-constrained minimization problems MA Branch, TF Coleman, Y Li SIAM Journal on Scientific Computing 21 (1), 1-23, 1999 | 1303 | 1999 |
Optimization toolbox T Coleman, MA Branch, A Grace For Use with MATLAB. User’s Guide for MATLAB 5, Version 2, Relaese II, 1999 | 966 | 1999 |
A reflective Newton method for minimizing a quadratic function subject to bounds on some of the variables TF Coleman, Y Li SIAM Journal on Optimization 6 (4), 1040-1058, 1996 | 879 | 1996 |
Estimation of sparse Jacobian matrices and graph coloring blems TF Coleman, JJ Moré SIAM journal on Numerical Analysis 20 (1), 187-209, 1983 | 718 | 1983 |
Minimizing CVaR and VaR for a portfolio of derivatives S Alexander, TF Coleman, Y Li Journal of Banking & Finance 30 (2), 583-605, 2006 | 384 | 2006 |
Reconstructing the unknown local volatility function TF Coleman, Y Li, A Verma Quantitative Analysis In Financial Markets: Collected Papers of the New York …, 2001 | 245 | 2001 |
Estimation of sparse Hessian matrices and graph coloring problems TF Coleman, JJ Moré Mathematical programming 28, 243-270, 1984 | 223 | 1984 |
The null space problem I. Complexity TF Coleman, A Pothen SIAM Journal on Algebraic Discrete Methods 7 (4), 527-537, 1986 | 196 | 1986 |
Nonlinear programming via an exact penalty function: asymptotic analysis TF Coleman, AR Conn Mathematical programming 24 (1), 123-136, 1982 | 194 | 1982 |
Software for estimating sparse Jacobian matrices TF Coleman, BS Garbow, JJ Moré ACM Transactions on Mathematical Software (TOMS) 10 (3), 329-345, 1984 | 173 | 1984 |
On the local convergence of a quasi-Newton method for the nonlinear programming problem TF Coleman, AR Conn SIAM Journal on Numerical Analysis 21 (4), 755-769, 1984 | 171 | 1984 |
The null space problem II. Algorithms TF Coleman, A Pothen SIAM Journal on Algebraic Discrete Methods 8 (4), 544-563, 1987 | 164 | 1987 |
Auto insurance fraud detection using unsupervised spectral ranking for anomaly K Nian, H Zhang, A Tayal, T Coleman, Y Li The Journal of Finance and Data Science 2 (1), 58-75, 2016 | 160 | 2016 |
Handbook for matrix computations TF Coleman, C Van Loan Society for Industrial and Applied Mathematics, 1988 | 143 | 1988 |
A parallel triangular solver for a distributed-memory multiprocessor G Li, TF Coleman SIAM Journal on Scientific and Statistical Computing 9 (3), 485-502, 1988 | 142 | 1988 |
A new method for solving triangular systems on distributed-memory message-passing multiprocessors G Li, TF Coleman SIAM Journal on Scientific and Statistical Computing 10 (2), 382-396, 1989 | 133 | 1989 |
Optimization Toolbox User’s Guide, The MathWorks T Coleman, MA Branch, A Grace Inc., Natick, MA, 1999 | 128 | 1999 |
Hedging guarantees in variable annuities under both equity and interest rate risks TF Coleman, Y Li, MC Patron Insurance: Mathematics and Economics 38 (2), 215-228, 2006 | 127 | 2006 |