José Luis Morales

José Luis Morales
Departamento de Matemáticas
Instituto Tecnológico Autónomo de México
jmorales -at- itam.mx

Áreas de interés en investigación:
Google Scholar Citations profile
- Optimización continua.
- Desarrollo de software de uso científico.
- Análisis numérico.
- Matemáticas computacionales.
Artículos y reportes técnicos recientes:
- A Sequential Quadratic Programming Algorithm with an Additional Equality Constrained Phase (2012). Institute of Mathematics and its Applications. Journal of Numerical Analysis. 32, 2, pp. 553-579 DOI: 10.1093/imanum/drq037. Con Jorge Nocedal y Yuchen Wu.
- Remark on Algorithm 778: L-BFGS-B: Fortran Subroutines for Large-Scale Bound Constrained Optimization (2011). ACM Transactions on Mathematical Software, 38, 1. DOI.acm.org/10.1145/2049662.2049669. Con Jorge Nocedal.
- On the Solution of Complementarity Problems Arising in American Options Pricing (2011). Optimization Methods and Software. 26(4-5), pp. 813-825 DOI:10.1080/10556788.2010.514341 Con Liming Feng, Vadim Linetsky and Jorge Nocedal.
- On the Use of Iterative LCP Solvers for Dry Frictional Contacts in Grasping (2009). Proceedings of the 14th International Conference on Advanced Robotics. Munich, Germany . IEEEXplore. Con G. Arechavaleta y E. López-Damián.
- Robust and Efficient Density Fitting (2009). The Journal of Chemical Physics. DOI:10.1063/1.3216476. 131, 124102. Con V. D. Domínguez, G. Geudtner, P. Calaminici and A. Köster.
- On the Geometry Phase in Model-Based Algorithms for Derivative-Free Optimization (2009): Optimization Methods and Software. DOI: 10.1080/10556780802409296. 24, 1, pp. 145-154. Con Giovanni Fasano y Jorge Nocedal.
- An Algorithm for the Fast Solution of Symmetric Linear Complementarity Problems (2008): Numerische Mathematik. DOI: 10.1007/s00211-008-0183-5. 111, 2, pp 251-266. Con Jorge Nocedal y Mikhail Smelyanskiy.
- An Interior Algorithm for Nonlinear Optimization that Combines Line Search and Trust Region Steps (2005): Mathematical Programming Series A, 107, 3, pp. 391-408. Published Online First, 25 November 2005. Con Richard Waltz, Jorge Nocedal y Dominique Orban.
- Assessing the Potential of Interior Methods for Nonlinear Optimization (2003): Large-Scale PDE-Constrained Optimization. L.T. Biegler, O. Ghattas, M. Heinkenschloss, and B. van Bloemen Wanders (Eds.) Series: Lecture Notes in Computational Science and Engineering. Volume. 30, pp 167-183. Springer-Verlag. Heidelberg. Con Jorge Nocedal, Richard Waltz, Guanghui Liu y Jean-Pierre Goux.
- Enriched Methods for Large-Scale Unconstrained Optimization (2002): Computational Optimization and Applications (COAP), 21, 2, pp. 143-154, con Jorge Nocedal.
- A Numerical Study of Limited Memory BFGS Methods (2002): Applied Mathematics Letters, 15, 4, pp. 481-487.
- Algorithm 809: PREQN: Fortran 77 Subroutines for Preconditioning the Conjugate Gradient Method (2001): ACM Transactions on Mathematical Software, 27, 1, pp. 83-91, con Jorge Nocedal.
- Automatic Preconditioning by Limited Memory Quasi-Newton Updates (2000): SIAM, Journal on Optimization, 10, 4, pp. 1079-1096, con Jorge Nocedal.
Software:
Los siguientes paquetes de programas se pueden usar para fines educativos, de investigación, y comerciales. Sin embargo, esperamos que los artículos de investigación que utilicen los paquetes hagan referencia a las publicaciones que describen nuestro software.
- PREQN: . Subrutinas Fortran para precondicionar el método de gradiente conjugado. En colaboración con J. Nocedal.
  Referencias
  - J.L. Morales and J. Nocedal, Automatic Preconditioning by Limited Memory Quasi-Newton Updating SIAM Journal on Optimization, 10, 4,pp. 1079-1096 (2000).
  - J.L. Morales and J. Nocedal, Algorithm PREQN: FORTRAN Subroutines for Preconditioning the Conjugate Gradient Method ACM Transactions on Mathematical Software, 27, 1, pp 83-91 (2001).
- L-BFGS-B: Versión Lbfgsb.3.0, subrutinas Fortran para resolver problemas de optimización a gran escala con cotas simples en las variables. En colaboración con: C. Zhu, R. Byrd y J. Nocedal.
  
  Referencias
  - R. H. Byrd, P. Lu and J. Nocedal. A Limited Memory Algorithm for Bound Constrained Optimization, (1995), SIAM Journal on Scientific and Statistical Computing , 16, 5, pp. 1190-1208.
  - C. Zhu, R. H. Byrd and J. Nocedal. L-BFGS-B: Algorithm 778: L-BFGS-B, FORTRAN routines for large scale bound constrained optimization (1997), ACM Transactions on Mathematical Software, Vol 23, Num. 4, pp. 550 - 560.
  - J.L. Morales and J. Nocedal. L-BFGS-B: Remark on Algorithm 778: L-BFGS-B, FORTRAN routines for large scale bound constrained optimization (2011), to appear in ACM Transactions on Mathematical Software.
Última actualización: 30 de mayo, 2012.

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