Research Interests:

Interior-point methods for large-scale nonlinear nonconvex problems, derivative-free optimization, support vector machines

Education:

PhD, Mathematics, March 2005. Mathematics Department, UCSD
MA, Applied Mathematics, June 2001. Mathematics Department, UCSD
BA, Applied Mathematics (Scientific Programming), June 1999. Mathematics Department, UCSD

Upcoming papers:

• Asynchronous parallel generating set search for linearly-constrained optimization (with T. G. Kolda), Sandia National Laboratories Technical Report, in preparation.  
• Trust-region solvers for large-scale interior-point methods (with J. B. Erway and P. E. Gill), UC San Diego Department of Mathematics, Technical Report NA-06-02.  
• Iterative solution of augmented systems arising in interior methods (with A. Forsgren and P. E. Gill), submitted to SIAM Journal on Optimization, January 2006.  
• Support vector machine classifiers for large data sets (with M. E. Gertz), submitted to Computational Optimization and Applications Journal, October 2005.  

Recent Software:

• NAPPSPACK - A C++ derivative-free software package for nonlinearly constrained optimization using APPSPACK.  
• APPSPACK - A C++ derivative-free optimization package.  
• IOTR - An interior-point algorithm implemented in C++ for nonlinear nonconvex optimization problems.  
• SNOPT - A Fortran software package for large-scale nonlinear programming. Student version of mex interface available here.  
• SvmPcg- A C++ module to be used in conjunction with OOQP for solving large-scale support vector machine classifier problems.  

Conferences:

• Minisymposium talk: Parallel asynchronous derivative-free optimization with nonlinear constraints, INFORMS Annual Meeting , Pittsburgh, Pennsylvania, November 5--8, 2006
• Minisymposium talk: An asynchronous parallel derivative-free algorithm for handling general constraints, Second International Congress on Mathematical Software , Spain, September 1--3, 2006.
• Minisymposium talk: An asynchronous parallel derivative-free algorithm for handling general constraints, SIAM Annual Meeting , Boston, Massachusetts, July 10--14, 2006.
• Minisymposium talk: An asynchronous parallel derivative-free algorithm for handling general constraints, Ninth Copper Mountain Conference on Iterative Methods , Copper Mountain, Colorado, Apr. 2--7, 2006.
• Technical talk: A parallel, asynchronous method for derivative-free nonlinear programming, Seventh Bay Area Scientific Computing Day , Livermore, California, March 4, 2006.
• Minisymposium talk: Asynchronous parallel pattern search in the context of a globally convergent augmented lagrangian method, 12th SIAM Conference on Parallel Processing for Scientific Computing , San Francisco, California, February 22-24, 2006.
• Minisymposium talk: Trust-region methods for systems arising in interior-point methods, 8th SIAM conference on optimization , Stockholm, Sweden, May 15-19, 2005
• Contributed talk: Iterative methods for systems arising in interior point methods, International conference on continuous optimization (ICCOPT) I , Rensselaer Polytechnic Institute, New York, August 2-4, 2004.

Maintained by: Josh Griffin (jgriffi@sandia.gov).
Disclaimer and Acknowledgment.