Edit Profile (opens in new tab) Levy, Alejandro V. Co-Author Distance Author ID: levy.alejandro-v Published as: Levy, A. V.; Levy, Alejandro V. Documents Indexed: 34 Publications since 1969, including 13 Books Co-Authors: 11 Co-Authors with 27 Joint Publications 83 Co-Co-Authors all top 5 Co-Authors 0 single-authored 17 Miele, Angelo 8 Cragg, E. E. 4 Gómez, Susana 4 Heideman, J. C. 4 Iyer, Ramaswamy R. 3 Coggins, G. M. 3 Tietze, J. L. 2 Calderon, Apolinar 2 Moseley, P. E. 2 Naqvi, Shamim A. 1 Avellaneda, Marco 1 Para’s, Antonio 1 Well, Klaus H. Serials 12 Journal of Optimization Theory and Applications 1 Applied Mathematics and Computation 1 SIAM Journal on Scientific and Statistical Computing 1 Applied Mathematical Finance all top 5 Fields 21 Operations research, mathematical programming (90-XX) 15 Numerical analysis (65-XX) 8 Calculus of variations and optimal control; optimization (49-XX) 1 Operator theory (47-XX) 1 Computer science (68-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 27 Publications have been cited 321 times in 272 Documents Cited by ▼ Year ▼ The tunneling algorithm for the global minimization of functions. Zbl 0601.65050 Levy, A. V.; Montalvo, A. 120 1985 Pricing and hedging derivative securities in markets with uncertain volatilities. Zbl 1466.91323 Avellaneda, M.; Levy, A.; Parás, A. 112 1995 Study on a supermemory gradient method for the minimization of functions. Zbl 0172.19002 Cragg, E. E.; Levy, A. V. 32 1969 On the method of multipliers for mathematical programming problems. Zbl 0236.90063 Miele, A.; Moseley, P. E.; Levy, A. V.; Coggins, G. M. 30 1972 Numerical experiments on quadratically convergent algorithms for function minimization. Zbl 0187.40401 Huang, H. Y.; Levy, A. V. 16 1970 Topics in global optimization. Zbl 0473.65037 Levy, A. V.; Montalvo, A.; Gomez, S.; Calderon, A. 10 1982 Use of the augmented penalty function in mathematical programming problems. I. Zbl 0215.59102 Miele, A.; Cragg, E. E.; Iyer, R. R.; Levy, A. V. 10 1971 Modified quasilinearization and optimal initial choice of the multipliers. I: Mathematical programming problems. Zbl 0211.45803 Miele, A.; Levy, A. V. 9 1970 The tunneling method applied to global optimization. Zbl 0565.65036 Levy, Alejandro V.; Gomez, Susana 8 1985 Use of the augmented penalty function in mathematical programming problems. I: Ordinary gradient algorithm. Zbl 0208.45802 Miele, A.; Cragg, E. E.; Iyer, R. R.; Levy, A. V. 8 1971 Summary and comparison of several gradient-restoration algorithms for optimal control problems. Zbl 0233.49009 Miele, A.; Tietze, J. L.; Levy, A. V. 8 1972 Modifications and extensions of the conjugate gradient-restoration algorithm for mathematical programming problems. Zbl 0204.49502 Miele, A.; Levy, A. V.; Cragg, E. E. 8 1971 Use of the augmented penalty function in mathematical programming problems. II. Conjugate gradient-restoration algorithm. Zbl 0208.45803 Miele, A.; Cragg, E. E.; Levy, A. V. 7 1971 The tunnelling method for solving the constrained global optimization problem with several non-connected feasible regions. Zbl 0473.65038 Gomez, Susana; Levy, A. V. 7 1982 Comparison of several gradient algorithms for mathematical programming problems. Zbl 0276.65034 Miele, A.; Tietze, J. L.; Levy, A. V. 7 1972 Sequential conjugate gradient-restoration algorithm for optimal control problems. I: Theory. Zbl 0277.49012 Heideman, J. C.; Levy, A. V. 7 1975 Modifications and extensions of the conjugate gradient-restoration algorithm for mathematical programming problem. Zbl 0212.49101 Miele, A.; Levy, A. V.; Cragg, E. E. 6 1971 Numerical solution of nonlinear equations and nonlinear, two-point boundary-value problems. Zbl 0276.65042 Miele, A.; Naqvi, S.; Levy, A. V.; Iyer, R. R. 6 1971 Numerical experiments on quadratically convergent algorithms for function minimization. Zbl 0207.17501 Huang, H. Y.; Levy, A. V. 4 1969 Use of the augmented penalty function in mathematical programming problems. Part 2: Conjugate gradient-restoration algorithm. Zbl 0232.90055 Miele, A.; Cragg, E. E.; Levy, A. V. 4 1971 Sequential conjugate gradient-restoration algorithm for optimal control problems. II: Examples. Zbl 0277.49013 Heideman, J. C.; Levy, A. V. 4 1975 Updating rules for the penalty constant used in the penalty function method for mathematical programming problems. Zbl 0241.49015 Miele, A.; Coggins, G. M.; Levy, A. V. 3 1972 Modified quasilinearization method for solving nonlinear equations. Zbl 0277.65033 Miele, A.; Naqvi, S.; Levy, A. V. 2 1970 Sequential conjugate gradient-restoration algorithm for optimal control problems. Part 1: Theory. Zbl 0297.49028 Heideman, J. C.; Levy, A. V. 2 1974 Comparison of several gradient algorithms for optimal control problems. Zbl 0291.49025 Miele, A.; Tietze, J. L.; Levy, A. V. 1 1972 Sequential conjugate gradient-restoration algorithm for optimal control problems. Part 2: Examples. Zbl 0314.49015 Heideman, J. C.; Levy, A. V. 1 1974 On the optimization of constrained functions: Comparison of sequential gradient-restoration algorithm and gradient-projection algorithm. Zbl 0365.65042 Levy, A. V.; Guerra, V. 1 1976 Pricing and hedging derivative securities in markets with uncertain volatilities. Zbl 1466.91323 Avellaneda, M.; Levy, A.; Parás, A. 112 1995 The tunneling algorithm for the global minimization of functions. Zbl 0601.65050 Levy, A. V.; Montalvo, A. 120 1985 The tunneling method applied to global optimization. Zbl 0565.65036 Levy, Alejandro V.; Gomez, Susana 8 1985 Topics in global optimization. Zbl 0473.65037 Levy, A. V.; Montalvo, A.; Gomez, S.; Calderon, A. 10 1982 The tunnelling method for solving the constrained global optimization problem with several non-connected feasible regions. Zbl 0473.65038 Gomez, Susana; Levy, A. V. 7 1982 On the optimization of constrained functions: Comparison of sequential gradient-restoration algorithm and gradient-projection algorithm. Zbl 0365.65042 Levy, A. V.; Guerra, V. 1 1976 Sequential conjugate gradient-restoration algorithm for optimal control problems. I: Theory. Zbl 0277.49012 Heideman, J. C.; Levy, A. V. 7 1975 Sequential conjugate gradient-restoration algorithm for optimal control problems. II: Examples. Zbl 0277.49013 Heideman, J. C.; Levy, A. V. 4 1975 Sequential conjugate gradient-restoration algorithm for optimal control problems. Part 1: Theory. Zbl 0297.49028 Heideman, J. C.; Levy, A. V. 2 1974 Sequential conjugate gradient-restoration algorithm for optimal control problems. Part 2: Examples. Zbl 0314.49015 Heideman, J. C.; Levy, A. V. 1 1974 On the method of multipliers for mathematical programming problems. Zbl 0236.90063 Miele, A.; Moseley, P. E.; Levy, A. V.; Coggins, G. M. 30 1972 Summary and comparison of several gradient-restoration algorithms for optimal control problems. Zbl 0233.49009 Miele, A.; Tietze, J. L.; Levy, A. V. 8 1972 Comparison of several gradient algorithms for mathematical programming problems. Zbl 0276.65034 Miele, A.; Tietze, J. L.; Levy, A. V. 7 1972 Updating rules for the penalty constant used in the penalty function method for mathematical programming problems. Zbl 0241.49015 Miele, A.; Coggins, G. M.; Levy, A. V. 3 1972 Comparison of several gradient algorithms for optimal control problems. Zbl 0291.49025 Miele, A.; Tietze, J. L.; Levy, A. V. 1 1972 Use of the augmented penalty function in mathematical programming problems. I. Zbl 0215.59102 Miele, A.; Cragg, E. E.; Iyer, R. R.; Levy, A. V. 10 1971 Use of the augmented penalty function in mathematical programming problems. I: Ordinary gradient algorithm. Zbl 0208.45802 Miele, A.; Cragg, E. E.; Iyer, R. R.; Levy, A. V. 8 1971 Modifications and extensions of the conjugate gradient-restoration algorithm for mathematical programming problems. Zbl 0204.49502 Miele, A.; Levy, A. V.; Cragg, E. E. 8 1971 Use of the augmented penalty function in mathematical programming problems. II. Conjugate gradient-restoration algorithm. Zbl 0208.45803 Miele, A.; Cragg, E. E.; Levy, A. V. 7 1971 Modifications and extensions of the conjugate gradient-restoration algorithm for mathematical programming problem. Zbl 0212.49101 Miele, A.; Levy, A. V.; Cragg, E. E. 6 1971 Numerical solution of nonlinear equations and nonlinear, two-point boundary-value problems. Zbl 0276.65042 Miele, A.; Naqvi, S.; Levy, A. V.; Iyer, R. R. 6 1971 Use of the augmented penalty function in mathematical programming problems. Part 2: Conjugate gradient-restoration algorithm. Zbl 0232.90055 Miele, A.; Cragg, E. E.; Levy, A. V. 4 1971 Numerical experiments on quadratically convergent algorithms for function minimization. Zbl 0187.40401 Huang, H. Y.; Levy, A. V. 16 1970 Modified quasilinearization and optimal initial choice of the multipliers. I: Mathematical programming problems. Zbl 0211.45803 Miele, A.; Levy, A. V. 9 1970 Modified quasilinearization method for solving nonlinear equations. Zbl 0277.65033 Miele, A.; Naqvi, S.; Levy, A. V. 2 1970 Study on a supermemory gradient method for the minimization of functions. Zbl 0172.19002 Cragg, E. E.; Levy, A. V. 32 1969 Numerical experiments on quadratically convergent algorithms for function minimization. Zbl 0207.17501 Huang, H. Y.; Levy, A. V. 4 1969 all cited Publications top 5 cited Publications all top 5 Cited by 403 Authors 15 Miele, Angelo 13 Yang, Yongjian 12 Levy, Alejandro V. 11 Zhang, Liansheng 8 Shang, Youlin 7 Martínez, José Mario 6 Shen, Jie 6 Shi, Zhenjun 6 Zhang, Ying 5 Cragg, E. E. 5 Xu, Yingtao 4 Bai, Fusheng 4 Gao, Yuelin 4 Li, Duan 4 Lin, Hongwei 4 Locatelli, Marco 4 Schoen, Fabio 4 Wang, Yongjun 4 Wu, Zhiyou 3 Addis, Bernardetta 3 Birgin, Ernesto G. 3 Csendes, Tibor 3 Liu, Xian 3 O’Doherty, R. J. 3 Ozdamar, Linet 3 Tang, Qiuhua 3 Yuan, Liuyang 3 Zheng, Quan 3 Zhu, Wenxing 2 Ali, Montaz M. 2 Avriel, Mordecai 2 Betts, John T. 2 Byrd, Richard H. 2 Chambliss, J. P. 2 Ciarcià, Marco 2 Cloutier, James R. 2 Demirhan, Melek Basak 2 Du, Xuewu 2 El Mouatasim, Abdelkrim 2 Gaviano, Marco 2 Han, Boshun 2 Hansen, Pierre 2 Heideman, J. C. 2 Iyer, Ramaswamy R. 2 Jaumard, Brigitte 2 Lampariello, Francesco 2 Lera, Daniela 2 Li, Mingming 2 Liuzzi, Giampaolo 2 Lu, Shihui 2 Mishra, Shashi Kant 2 Mohan, Cruz 2 Narushima, Yasushi 2 Ng, Chikong 2 Pierson, Bion L. 2 Qu, Deqiang 2 Rockafellar, Ralph Tyrrell 2 Sahiner, Ahmet 2 Shanker, Kusum 2 Shoemaker, Christine A. 2 Sun, Qingying 2 Tapia, Richard A. 2 Teo, Kok Lay 2 Vázquez Cendón, Carlos 2 Wan, Zhongping 2 Wang, Chengjun 2 Wang, Wei 2 Wang, Weixiang 2 Wang, Xiaoli 2 Wang, Yuping 2 Wu, A. K. 2 Wu, Dan 2 Yang, Xinmin 2 Yilmaz, Nurullah 2 Yu, Zhensheng 2 Zhang, Jiangshe 1 Abdel-Ghaly, Abdalla A. 1 Abdel-Ghani, Magda M. 1 Adjiman, Claire S. 1 Adler, James H. 1 Ahmed, A. I. 1 Ahookhosh, Masoud 1 Aiyoshi, Eitaro 1 Arakawa, Masao 1 Arıkan, Orhan 1 Arora, Jasbir S. 1 Attia, Ahmed F. 1 Barhen, Jacob 1 Bartz-Beielstein, Thomas 1 Bazaraa, Mokhtar S. 1 Beiranvand, Vahid 1 Belegundu, Ashok D. 1 Bellagamba, Lorenzo 1 Bemporad, Alberto 1 Ben-Shahar, Ohad 1 Berger, Martin J. 1 Berthiau, Gérard 1 Bertsekas, Dimitri Panteli 1 Biegler-König, Friedrich W. 1 Bocek, Milos ...and 303 more Authors all top 5 Cited in 66 Serials 81 Journal of Optimization Theory and Applications 30 Applied Mathematics and Computation 23 Journal of Global Optimization 13 Journal of Computational and Applied Mathematics 6 Computers & Mathematics with Applications 6 International Journal of Systems Science 6 Computational Optimization and Applications 6 Journal of Applied Mathematics and Computing 5 Journal of Mathematical Analysis and Applications 5 Numerical Algorithms 5 Optimization Methods & Software 4 Computers & Operations Research 3 International Journal of Control 3 Acta Mathematicae Applicatae Sinica. English Series 3 Mathematical Programming. Series A. Series B 3 Optimization and Engineering 3 Journal of Industrial and Management Optimization 3 Journal of the Operations Research Society of China 2 Automatica 2 Journal of Soviet Mathematics 2 Kybernetika 2 Mathematical Programming 2 Mathematical and Computer Modelling 2 Annals of Operations Research 2 Applied Mathematical Modelling 2 International Journal of Computer Mathematics 2 Computational and Applied Mathematics 2 Mathematical Problems in Engineering 2 Journal of Systems Science and Complexity 2 Optimization Letters 1 Acta Mechanica 1 Computer Methods in Applied Mechanics and Engineering 1 Psychometrika 1 Mathematics of Computation 1 Chaos, Solitons and Fractals 1 Calcolo 1 Computing 1 Fuzzy Sets and Systems 1 Information Sciences 1 International Journal for Numerical Methods in Engineering 1 Mathematics and Computers in Simulation 1 Numerical Functional Analysis and Optimization 1 Theoretical Computer Science 1 Bulletin of the Iranian Mathematical Society 1 Optimization 1 Applied Mathematics Letters 1 Journal of Robotic Systems 1 Communications in Statistics. Theory and Methods 1 European Journal of Operational Research 1 Linear Algebra and its Applications 1 Journal of Mathematical Imaging and Vision 1 SIAM Journal on Scientific Computing 1 International Transactions in Operational Research 1 Parallel Algorithms and Applications 1 Nonlinear Dynamics 1 Journal of Shanghai University 1 Mechanism and Machine Theory 1 International Journal of Applied Mathematics and Computer Science 1 CEJOR. Central European Journal of Operations Research 1 RAIRO. Operations Research 1 Applied Mathematics E-Notes 1 Journal of Applied Mathematics 1 4OR 1 The Annals of Applied Statistics 1 Algorithms 1 Numerical Algebra, Control and Optimization all top 5 Cited in 21 Fields 219 Operations research, mathematical programming (90-XX) 117 Numerical analysis (65-XX) 56 Calculus of variations and optimal control; optimization (49-XX) 13 Systems theory; control (93-XX) 11 Computer science (68-XX) 5 Mechanics of particles and systems (70-XX) 4 Ordinary differential equations (34-XX) 3 Special functions (33-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 2 Approximations and expansions (41-XX) 2 Statistics (62-XX) 2 Fluid mechanics (76-XX) 2 Biology and other natural sciences (92-XX) 1 Real functions (26-XX) 1 Partial differential equations (35-XX) 1 Functional analysis (46-XX) 1 Mechanics of deformable solids (74-XX) 1 Geophysics (86-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Information and communication theory, circuits (94-XX) 1 Mathematics education (97-XX) Citations by Year