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Large-Scale Optimization with Applications Part II: Optimal Design and Control, , , and . (1997)A Preconditioned Conjugate Gradient Approach to Linear Equality Constrained Minimization., and . Comput. Optim. Appl., 20 (1): 61-72 (2001)The Efficient Computation of Structured Gradients using Automatic Differentiation., and . SIAM J. Sci. Comput., 20 (4): 1430-1437 (1999)A Quasi-Newton Quadratic Penalty Method for Minimization Subject to Nonlinear Equality Constraints., , and . Comput. Optim. Appl., 15 (2): 103-123 (2000)Regularized robust optimization: the optimal portfolio execution case., , and . Comput. Optim. Appl., 55 (2): 341-377 (2013)Stable local volatility function calibration using spline kernel., , and . Comput. Optim. Appl., 55 (3): 675-702 (2013)Predicting fill for sparse orthogonal factorization., , and . J. ACM, 33 (3): 517-532 (1986)Software for estimating sparse Jacobian matrices., , and . ACM Trans. Math. Softw., 10 (3): 329-345 (1984)Solution of Nonlinear Least Squares Problems on a Multiprocessor., and . Shell Conference, volume 384 of Lecture Notes in Computer Science, page 44-60. Springer, (1988)A direct active set algorithm for large sparse quadratic programs with simple bounds., and . Math. Program., 45 (1-3): 373-406 (1989)