Faculdade

Departamento

Marcos Raydan

Investigador Principal
43
10837

Interesses Científicos

My research interests include Numerical Analysis and Continuous Optimization, with a special focus on the development of algorithms for large-scale computations. The motivation for my current algorithmic and theoretical research comes from applications in data analysis.

Publicações Representativas

Full list at -----> https://orcid.org/0000-0003-0417-7981 Most recent ones: -------------------------------------------------------------------------------------------------------------------------------------------- - Optimization schemes on manifolds for structured matrices with fixed eigenvalues, Computational Optimization and Applications, to appear, DOI : 10.1007/s10589-024-00630-3 (2025) (with Jean Paul Chehab and Harry Oviedo). -------------------------------------------------------------------------------------------------------------------------------------------- - SLiSeS: Subsampled Line Search Spectral Gradient Method for Finite Sums, Optimization Methods and Software, to appear (2025), (with S. Bellavia, N. Krejic, and N. Krklec Jerinkic). -------------------------------------------------------------------------------------------------------------------------------------------- -An assessment of numerical and geometrical quality of bases on surface fitting on Powell- Sabin triangulations, Mathematics and Computers in Simulation, Vol. 223, 642-653, Doi: 10.1016/j.matcom.2024.04.039 (2024), (with M. A. Fortes, M. L. Rodrguez, and A. M. Sajo-Castelli). -------------------------------------------------------------------------------------------------------------------------------------------- - A hybrid direct search and projected simplex gradient method for convex constrained minimization, Optimization Methods and Software, Vol 39(3), 534-568, Doi: 10.1080/10556788.2023.2263618 (2024), (with A. L. Custódio and E. Krulikovski). -------------------------------------------------------------------------------------------------------------------------------------------- - Derivative-free separable quadratic modeling and cubic regularization for unconstrained optimization, 4OR Q. J. Oper. Res., Vol. 22, 121-144, Doi: 10.1007/s10288-023-00541-9 (2024) (with A. L. Custódio and R. Garmanjani). ---------------------------------------------------------------------------------------------------------------------------------------- - An augmented Lagrangian approach for cardinality constrained minimization applied to variable selection problems, Applied Numerical Mathematics, Doi: 10.1016/j.apnum.2023.12.006 (2023), (with N. Krejic and E. Krulikovski). ---------------------------------------------------------------------------------------------------------------------------------------- - The Max-Out Min-In Problem: a Tool for Data Analysis, Computers and Operations Research, Vol. 154, 106218, Doi: 10.1016/j.cor.2023.106218 (2023) (with J. Orestes Cerdeira and M. João Martins). ------------------------------------------------------------------------------------------------------------------------------------------