Faculty Directory
Jorge Nocedal

Walter P. Murphy Professor of Industrial Engineering and Management Sciences and (by courtesy) Engineering Sciences and Applied Mathematics

Director, Center for Optimization and Statistical Learning

Contact

2145 Sheridan Road
Tech E274
Evanston, IL 60208-3109

847-491-5038Email Jorge Nocedal

Website

Jorge Nocedal's Homepage

Departments

Industrial Engineering and Management Sciences

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Education

Ph.D. Mathematical Sciences, Rice University, Houston, TX

B.S. Physics, National University of Mexico, Mexico City, Mexico


Research Interests

Main area of research is optimization, with applications in machine learning, engineering design, and the physical sciences. Research activities range from the design of new algorithms, to their software implementation and mathematical analysis. Areas of emphasis include large scale problems (with millions of variables), optimization under uncertainty, and parallel computing.


Selected Publications

  • Oztoprak, Figen; Byrd, Richard; Nocedal, Jorge, CONSTRAINED OPTIMIZATION IN THE PRESENCE OF NOISE, SIAM Journal on Optimization (2023).
  • Shi, Hao Jun Michael; Qiming Xuan, Melody; Oztoprak, Figen; Nocedal, Jorge, On the numerical performance of finite-difference-based methods for derivative-free optimization, Optimization Methods and Software (2023).
  • Shi, Hao Jun Michael; Xie, Yuchen; Xuan, Melody Qiming; Nocedal, Jorge, ADAPTIVE FINITE-DIFFERENCE INTERVAL ESTIMATION FOR NOISY DERIVATIVE-FREE OPTIMIZATION, SIAM Journal on Scientific Computing (2022).
  • Shi, Hao Jun M.; Xie, Yuchen; Byrd, Richard; Nocedal, Jorge, A NOISE-TOLERANT QUASI-NEWTON ALGORITHM FOR UNCONSTRAINED OPTIMIZATION, SIAM Journal on Optimization (2022).
  • Berahas, Albert S.; Bollapragada, Raghu; Nocedal, Jorge, An investigation of Newton-Sketch and subsampled Newton methods, Optimization Methods and Software 35(4):661-680 (2020).
  • Xie, Yuchen; Byrd, Richard H.; Nocedal, Jorge, Analysis of the BFGS method with errors, SIAM Journal on Optimization 30(1):182-209 (2020).
  • Berahas, Albert S.; Byrd, Richard H.; Nocedal, Jorge, Derivative-free optimization of noisy functions via quasi-Newton methods, SIAM Journal on Optimization 29(2):965-993 (2019).
  • Bollapragada, Raghu; Byrd, Richard H.; Nocedal, Jorge, Exact and inexact subsampled Newton methods for optimization, IMA Journal of Numerical Analysis 39(2):545-548 (2019).