Field(s) of Expertise/Research Area(s)

Nonlinear optimization, mixed integer nonlinear programming, software and applications in finance and engineering

Courses

450-2  Mathematical Programming II

Biography

Professor Nocedals research focuses on the development of methods for optimization and in their application in practice. He is especially interested in large problems and in problems that exhibit a nonlinear behavior. Among the areas of application that interest him are chemical process analysis, oil prospecting and airplane design. He teaches courses in nonlinear optimization, numerical analysis, programming languages and high-performance scientific computing.

Research

Jorge Nocedal, A. Watson, I. Duff., 1997, Large Scale Unconstrained Optimization, The State of the Art in Numerical Analysis, ,311-338

Jorge Nocedal, Loyce Adams, J.L. Nazareth, 1996, Conjugate Gradient Methods and Nonlinear Optimization, Linear and Nonlinear Conjugate Gradient-Related Methods, ,9-23

Jorge Nocedal, L. Biegler, C. Schmid, 1995, A Reduced Hessian Method for Large Scale Constrained Optimization, SIAM Journal on Optimization, 5,314-347

Jorge Nocedal, R.H. Byrd, P. Lu, 1995, A Limited Memory Algorithm for Bound Constrained Optimization, SIAM Journal on Scientific and Statistical Computing, 16,1190-1208

Honors and Awards

• ISI Highly Cited Researcher (Mathematics category)
• Harris Professor of Teaching Excellence, 1998
• Invited Speaker, International Congress of Mathematicians, 1998
• Co-Editor, Mathematical Programming, 1995