Dr. Jennifer Erway

Professor of Mathematics

     

 

Dr. Erway’s

  • Ph.D., University of California at San Diego (UCSD), 2006
  • M.A., University of California at San Diego (UCSD), 1999
  • B.A., Claremont McKenna College, 1997
Numerical optimization, computational PDEs, numerical linear algebra, scientific computation
Publications

  •  Jennifer Erway, Joshua Griffin, Riadh Omheni, and Roummel Marcia, Trust-Region Algorithms for Training Responses: Machine Learning Methods Using Indefinite Hessian Approximations. Optimization Methods and Software, Volume 35, Number 3, pp 460-487 (2020).
  •  Johannes Brust*, Oleg Burdakov, Jennifer Erway, and Roummel Marcia, A Dense initialization for limited-memory quasi-Newton methods, Computational Optimization and Applications, Volume 74, Number 1, pp 121--142 (2019).
  •  Omar DeGuchy*, Jennifer Erway, and Roummel Marcia, Compact Representation of the full Broyden class of quasi-Newton updates. Numerical Linear Algebra with Applications, Volume 25, Issue 5, e2186 (2018).
  •  Johannes Brust*, Oleg Burdakov, Jennifer Erway, Roummel Marcia, and Ya-xiang Yuan, Algorithm xxx: SC-SR1: MATLAB software for solving shape-changing L-SR1 trust-region subproblems. Submitted for publication.
  •  Lasith Adhikari*, Jennifer Erway, Roummel Marcia, and Robert Plemmons, Trust-region methods for nonconvex sparse recovery optimization. Proceedings of the 2016 International Symposium on Information Theory and Its Applications (ISITA), 2016.
  •  Lasith Adhikari*, Jennifer Erway, Shelby Lockhart**, and Roummel Marcia, Limited-memory trust-region methods for sparse relaxation. Wavelets and Sparsity XVII, SPIE Optical Engineering + Applications, Volume 103940, 2017.
  •  Jennifer Erway and Roummel Marcia, On solving large-scale limited-memory quasi-Newton equations. Linear Algebra and its Applications, Volume 515 (2017), pp. 196-225.
  •  Johannes Brust*, Jennifer Erway, and Roummel Marcia, On solving L-SR1 trust-region subproblems. Computational Optimization and Applications, Volume 66, Issue 2, pp. 245-266, 2017.
  •  Jennifer Erway and Roummel Marcia, On efficiently computing the eigenvalues of limited-memory quasi-Newton matrices. SIAM Journal on Matrix Analaysis and Applications, 36(3) (2015), p.1338-1359.
  •  Jennifer Erway, Vibhor Jain**, and Roummel Marcia, Shifted limited-memory DFP systems, Proceedings of the Asilomar Conference on Signals, Systems, and Computers, Pacific Grove, CA, 2013.
  •  Jennifer Erway and Roummel Marcia, MSS: MATLAB software for L-BFGS trust-region subproblems for large-scale optimization. ACM Transactions on Mathematical Software, Volume 40, Number 4 (June 2014), pp. 28:1-28:12.
  •  Lasith Adhikari*,Jennifer Erway, and Roummel Marcia, Trust-region methods for nonconvex Poisson Intensity Recovery Optimization, in preparation.
  •  Jennifer Erway, Roummel Marcia, and Jesse Patsolic*, Numerical experience with memoryless quasi-Newton trust-region methods, in preparation.
  •  Jennifer Erway, Vibhor Jain**, and Roummel Marcia, Shifted L-BFGS systems. Optimization Methods and Software, Volume 29, Issue 5 (2014), pp. 992-1004.
  •  Jiani Zhang*, Jennifer Erway, Xiaofei Hu, Qiang Zhang, and Robert Plemmons, Randomized SVD methods in hyperspectral imaging. Journal of Electrical and Computer Engineering, Vol 2012, Article ID 409357, 15 pages, 2012.
  •  Jennifer Erway and Roummel Marcia, Solving limited-memory BFGS systems with generalized diagonal updates. Proceedings of the World Congress on Engineering 2012, London, UK.
  •  Jennifer Erway and Roummel Marcia, Limited-memory BFGS systems with diagonal updates. Linear Algebra and its Applications, Volume 437, Issue 1 (2012), pp 333-344.
  •  Jennifer Erway and Michael Holst, Barrier Methods for Critical Exponent Problems in Geometric Analysis and Mathematical Physics. [arXiv.math.NA/1107.0360]
  •  Jennifer Erway, Roummel Marcia, and Joseph Tyson*, Generalized diagonal pivoting methods for tridiagonal systems without interchanges. IAENG International Journal of Applied Mathematics, Volume 40, Issue 4 (2010), pp. 269-275.
  •  Jennifer Erway, Roummel Marcia, and Joseph Tyson*, On solving unsymmetric tridiagonal systems without interchanges. Proceedings of the World Congress on Engineering 2010, London, UK. (Best Paper Award)
  •  Jennifer Erway and Philip Gill, Methods for large-scale optimization based on iterative solvers. In M. Heinkenschloss, R. H. Hoppe, and V. Schulz, editors, Numerical Techniques for Optimization Problems with PDE Constraints, Oberwolfach Reports, pages 28-31. European Mathematical Society Publishing House, Zurich, 2009.
  •  Jennifer Erway and Roummel Marcia, A backward stability analysis of diagonal pivoting methods for solving unsymmetric tridiagonal systems without interchanges. Numerical Linear Algebra with Applications 18 (2011), pp. 41-54.
  •  Jennifer Erway and Phillip Gill, A subspace minimization method for the trust-region step. (Formerly titled: Interior methods for finding a trust-region step.) SIAM Journal on Optimization, 20 (2009), pp.1439-1461.
  •  Jennifer Erway and Phillip Gill, An interior-point subspace minimization method for the trust-region step. Report NA 08-1, Department of Mathematics, University of California, San Diego.
  •  Jennifer Erway, Phillip Gill, and Joshua Griffin, Iterative methods for finding a trust-region step. SIAM Journal on Optimization, 20 (2009), pp.1110-1131.
Reading, swimming, playing sports, working out, listening to music, relaxing at the beach, watching the changing of the seasons, watching sunsets

 

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