Publications and Conference
presentations
Journals.
- J. Castro,
New interior-point approach for one- and two-class linear
support vector machines using multiple variable splitting,
Journal of Optimization Theory and Applications, 202 (2024), 237-270.
Open access from https://doi.org/10.1007/s10957-022-02103-1.
- D. Baena, J. Castro,
The Chebyshev center as an
alternative to the analytic center in the feasibility pump,
Optimization Letters, 17 (2023), 1757-1790. Open access from
https://doi.org/10.1007/s11590-023-02018-4.
- J. Castro, L.F. Escudero, J.F. Monge,
On solving large-scale
multistage stochastic optimization problems with a new specialized
interior-point approach,
European Journal of Operational Research,
310 (2023), 268-285. Open
access from https://doi.org/10.1016/j.ejor.2023.03.042.
Previously appeared as
Research Report UPC-DEIO-JC-2021-02,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2021.
- J. Castro,
Thirty years of
optimization-based SDC methods for tabular data,
Transactions on Data Privacy, 16 (2023), 3-13.
Open access from this link.
- J. Castro, P. de la Lama,
A new interior-point approach for large separable convex quadratic
two-stage stochastic problems,
Optimization Methods & Software, 37 (2022), 801-829.
Limited number of free copies available
from this link.
Also available as
Research Report UPC-DEIO-JC-2020-01, Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2020.
- J. Castro, C. Gentile, E. Spagnolo-Arrizabalaga,
An algorithm for the microaggregation problem using column generation,
Computers & Operations Research, 144 (2022), 105817.
https://doi.org/10.1016/j.cor.2022.105817.
Also available as
Research Report RR 20-02,
Istituto di Analisi dei Sistemi ed Informatica "Antonio Ruberti",
Consiglio Nazionale delle Ricerche, Roma, Italia, 2020.
- J. Castro, F. Sarachaga,
An online optimization-based procedure for the assignment of airplane seats,
TOP, 29 (2021), 204-247.
Also available as
Research Report UPC-DEIO-JC-2020-02, Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2020.
- J. Castro, S. Nasini,
A specialized interior-point algorithm for huge minimum convex cost flows in bipartite networks,
European Journal of Operational Research, 290 (2021), 857-869.
Also available as
Research Report DR 2018/01, Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2018.
- G. Casanellas, J. Castro,
Using interior point solvers for optimizing progressive lens models with
spherical coordinates,
Optimization and Engineering, 21 (2020), 1389-1421.
Free view-only version available from this
link: https://rdcu.be/b8dmr .
Previously appeared as
Research Report DR 2019/01,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2019.
- D. Baena, J. Castro, A. Frangioni,
Stabilized Benders methods for large-scale combinatorial optimization, with application to data privacy,
Management Science, 66 (2020), 3051-3068.
Previously appeared as
Research Report DR 2017/03,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2017.
- J. Castro, J. A. González,
A linear optimization based method for data privacy in statistical tabular data,
Optimization Methods & Software, 34 (2019), 37-61.
Previously appeared as
Research Report DR 2017/02,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2017.
- J. Castro, S. Nasini,
On geometrical properties of preconditioners in IPMs for classes of
block-angular problems,
SIAM Journal on Optimization, 27 (2017), 1666-1693.
Previously appeared as
Research Report DR 2016/03,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2016.
- J. Castro, S. Nasini, F. Saldanha-da-Gama,
A cutting-plane approach for large-scale capacitated multi-period facility location
using a specialized interior-point method,
Mathematical Programming (series A), 163 (2017), 411-444.
Free view-only version available from this
link: http://rdcu.be/nkAz .
Previously appeared as
Research Report DR 2015/01,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2015.
- J. Castro,
Interior-point solver for convex separable block-angular problems,
Optimization Methods & Software, 31 (2016) 88-109.
Previously appeared as
Research Report DR 2014/03,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2014.
- J. Castro, S. Nasini,
Mathematical programming approaches for classes of random network
problems, European Journal of Operational Research, 245 (2015) 402-414.
Previously appeared as
Research Report DR 2013/01,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2013.
- D. Baena, J. Castro, J. A. González,
Fix-and-relax approaches for controlled tabular adjustment,
Computers & Operations Research, 58 (2015) 41-52.
Previously appeared as
Research Report DR 2013/02,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2013.
- S. Nasini, J. Castro, P. Fonseca,
A mathematical programming approach for different scenarios of bilateral
bartering, Statistics and
Operations Research Transactions - SORT, 39 (2015) 85-108.
Previously appeared as
Research Report DR 2013/07,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2013.
- J. Castro, A. Frangioni, C. Gentile,
Perspective reformulations of the CTA problem with L2 distances,
Operations Research, 62(4) (2014) 891-909.
Previously appeared as
Technical Report IASI CNR 11-19 2011.
Also available as
Research Report DR 2014/02,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2014.
- S. Bocanegra, J. Castro, A.R.L. Oliveira,
Improving an interior-point approach for large block-angular problems by hybrid
preconditioners,
European Journal of Operational Research, 231 (2013) 263-273.
Previously appeared as
Research Report DR 2012/06,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2012.
- J. Castro, J. Cuesta,
Solving $L_1$-CTA in 3D tables by an interior-point method for primal
block-angular problems, TOP , 21 (2013) 25-47.
Previously appeared as
Research Report DR 2011/01,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2011.
- J. Castro,
On assessing the disclosure risk of controlled adjustment methods for
statistical tabular data, International
Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 20 (2012)
921-941 .
Previously appeared as
Research Report DR 2012/07,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2012.
- J. Castro, J. Cuesta,
Improving an interior-point algorithm for multicommodity
flows by quadratic regularizations, Networks, 59 (2012) 117-131.
Previously appeared as
Research Report DR 2009/09,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2009.
- J. Castro,
Recent advances in optimization techniques for statistical
tabular data protection, European Journal of Operational Research,
216 (2012) 257-269.
Previously appeared as
Research Report DR 2011/03,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2011.
- D. Baena, J. Castro,
Using the analytic center in the feasibility pump,
Operations Research Letters, 39 (2011) 310-317.
Previously appeared as
Research Report DR 2010/03 ,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2010.
- J. Castro, J. Cuesta,
Quadratic regularizations in an interior-point method for primal
block-angular problems,
Mathematical Programming (series A), 130 (2011) 415-445.
Previously appeared as
Research Report DR 2008/07,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2008.
- J. Castro,
Extending controlled tabular adjustment for
non-additive tabular data with negative protection levels, Statistics and
Operations Research Transactions - SORT, 35 (2011) 3-20.
Previously appeared as
Research Report DR 2010/01,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2010.
- J. A. González, J. Castro,
A heuristic block coordinate descent approach for
controlled tabular adjustment, Computers & Operations Research, 38
(2011) 1826-1835.
Previously appeared as
Research Report DR 2010/06,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2010.
- J. Castro, J. Cuesta,
Existence, uniqueness and convergence of the regularized primal-dual central
path, Operations Research Letters, 38 (2010) 366-371.
Previously appeared as
Research Report DR 2009/08,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2009.
- A. Alabi, J. Castro,
A mathematical model of refinery operations characterised by complete horizontal
integration of subsystems from purchase to product distribution,
Hydrocarbon World, 4(2) (2009) 55-56.
- D. Rosas, J. Castro, L. Montero,
Using ACCPM in a simplicial decomposition algorithm for the
traffic assignment problem,
Computational Optimization and Applications, 44 (2009) 289-313.
Previously appeared as
Research Report DR 2002/04,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2002.
- A. Alabi, J. Castro,
Dantzig-Wolfe and block coordinate-descent decomposition in large-scale integrated refinery-planning,
Computers & Operations Research, 36 (2009) 2472-2483.
Previously appeared as
Research Report DR 2008/01,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2008.
- J. Castro,
A stochastic programming approach to cash management in banking,
European Journal of Operational Research, 192 (2009) 963-974.
Previously appeared as
Research Report DR 2004/14,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2004.
- J. Castro,
A shortest paths heuristic for statistical disclosure
control in positive tables, INFORMS Journal on Computing 19(4) (2007)
520-533 .
Previously appeared as
Research Report DR 2004/10
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2004.
- J. Castro,
An interior-point approach for primal block-angular
problems, Computational Optimization and
Applications, 36 (2007) 195-219.
- J. Castro,
Minimum-distance controlled perturbation methods for large-scale tabular data
protection,
European Journal of Operational Research, 171 (2006) 39-52.
An extended version previously appeared as
Research Report DR 2003/14,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2003.
- J. Castro,
Quadratic interior-point methods in statistical disclosure control
,
Computational Management Science, 2(2) (2005) 107-121.
- J. Castro,
Discussion on On self-regular IPMS by M. Salahi, R. Sotirov and T. Terlaky
,
TOP, 12(2) (2004) 276--277.
- J. Castro, J. A. González,
A nonlinear optimization package for long-term hydrothermal coordination
,
European Journal of Operational Research, 154 (2004) 641-658.
- J. Castro,
Solving difficult multicommodity problems through a specialized
interior-point algorithm,
Annals of Operations Research, 124 (2003), 35-48.
- J. Castro,
A specialized interior-point algorithm for multicommodity
network flows , SIAM Journal on Optimization, 10 (2000),
852-877.
- J. Castro,
An interior-point algorithm for quadratic programming
through separable equivalent problems
(in Spanish), Qüestiió, 22 (1998), 117-142.
- J. Castro,
An implementation of a higher-order primal-dual interior-point
algorithm using a predictor-corrector method for linear programming
(in Spanish), Qüestiió, 22 (1998), 103-116.
- J. Castro, N. Nabona,
An implementation of linear and nonlinear multicommodity network flows
,
European Journal of Operational
Research, 92 (1996), 37-53.
- J. Castro,
An implementation of a primal-dual interior-point
algorithm with upper-bounded variables
(in Catalan), Qüestiió, 19 (1995), 223-257.
- N. Nabona, J. Castro, J. A. González,
Optimum long-term hydrothermal coordination with fuel limits,
IEEE Transactions on Power Systems, 10(2) (1995), 1054-1062.
- A. Montes, J. Castro,
Solving the load flow problem using the Gröbner basis ,
SIGSAM Bulletin of the ACM, 1995, 29(1), 1-13.
- J. Castro, N. Nabona,
Nonlinear multicommodity network flows
through primal partitioning and comparison with alternative methods
, Lecture Notes in Control and Information Sciences
, 197 (1994), 875-884. Volume System Modelling and
Optimization, eds. J. Henry and J.-P. Yvon, Springer.
Books and book chapters.
- J. Castro, C. Gentile, E. Spagnolo-Arrizabalaga,
An optimization-based decomposition heuristic for the microaggregation problem,
Lecture Notes in Computer Science, 13463 (2022) 3-14,
eds. J. Domingo-Ferrer and M. Laurent, © Springer.
- D. Baena, J. Castro, J.A. González,
Symmetric vs asymmetric protection levels in SDC methods for tabular data,
Lecture Notes in Computer Science, 11126 (2018) 3-12,
eds. J. Domingo-Ferrer and F. Montes, © Springer.
- J. Castro, A. Via,
Revisiting interval protection, a.k.a. partial cell suppression, for tabular data,
Lecture Notes in Computer Science, 9867 (2016) 3-14,
eds. J. Domingo-Ferrer and M. Péjic-Bach, © Springer.
- G. Lesaja, J. Castro, A. Oganian,
A second order cone formulation of continuous CTA model,
Lecture Notes in Computer Science, 9867 (2016) 41-53,
eds. J. Domingo-Ferrer and M. Péjic-Bach, © Springer.
- J. Castro, J.A. González,
Assessing the information loss of controlled tabular adjustment in two-way tables,
Lecture Notes in Computer Science, 8744 (2014) 11-23,
eds. J. Domingo-Ferrer, © Springer.
- J. Castro,
A CTA model based on the Huber function,
Lecture Notes in Computer Science, 8744 (2014) 79-88,
eds. J. Domingo-Ferrer, © Springer.
- J. Castro,
A computational evaluation of optimization solvers for CTA,
Lecture Notes in Computer Science, 7556 (2012) 11-21,
eds. J. Domingo-Ferrer and I. Tinnirello, © Springer.
- J. Castro,
Comparing $L_1$ and $L_2$ distances for CTA,
Lecture Notes in Computer Science, 7556 (2012) 35-46,
eds. J. Domingo-Ferrer and I. Tinnirello, © Springer.
- J. Castro, J.A. González,
A tool for analyzing and fixing infeasible RCTA instances,
Lecture Notes in Computer Science, 6344 (2010) 17-28,
eds. J. Domingo-Ferrer and E. Magkos, © Springer.
- J. Castro, Statistical disclosure control in tabular data,
Privacy and Anonymity in Information
Management Systems: New Techniques for New Practical Problem, Springer
(2010), 113-131. ISBN 978-1849962377.
Previously appeared as
Research Report DR 2009/11 ,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2009.
- S. Giessing, A. Hundepool, J. Castro,
Rounding methods for protecting EU-aggregates,
in
Eurostat methodologies
and working papers. Worksession on statistical data confidentiality.
, Eurostat-Office for Official Publications of the
European Communities, Luxembourg, 2009, 255-264. ISBN 978-92-79-12055-8.
- J. Castro, D. Baena,
Using a Mathematical Programming Modeling Language for Optimal CTA,
Lecture Notes in Computer Science, 5262 (2008) 1-12,
eds. J. Domingo-Ferrer and Y. Saigin, © Springer.
- J. Castro, D. Baena,
Automatic structure detection in constraints of tabular data,
Lecture Notes in Computer Science, 4302 (2006) 12-24,
eds. J. Domingo-Ferrer and L. Franconi, © Springer.
- J. Castro, S. Giessing,
Testing variants of minimum distance controlled tabular adjustment,
in
Monographs of Official Statistics. Work session on Statistical
Data Confidentiality, Eurostat-Office for Official Publications of the
European Communities, Luxembourg, 2006, 333-343. ISBN 92-79-01108-1.
- J. Castro,
A fast network flows heuristic for cell suppression
in positive tables,
Lecture Notes in Computer Science, 3050 (2004), 136-148.
Volume Privacy in Statistical Databases,
eds. Josep Domingo-Ferrer and Vicenç Torra, © Springer.
- J. Castro,
Computational experiments with minimum-distance
controlled perturbation methods,
Lecture Notes in Computer Science, 3050 (2004), 73-86.
Volume Privacy in Statistical Databases,
eds. Josep Domingo-Ferrer and Vicenç Torra, © Springer.
- J. Castro,
Network flows heuristics for complementary cell suppression: an empirical
evaluation and extensions,
Lecture Notes in Computer Science, 2316 (2002), 59-73.
Volume Inference Control in Statistical Databases,
ed. Josep Domingo-Ferrer, © Springer.
.
- J. Castro,
Solving quadratic multicommodity problems through an interior-point
algorithm,
in System Modelling and Optimization XX ,
eds. E.W. Sachs and R. Tichatschke, Kluwer, Boston, 2003, 199-212.
ISBN 1-4020-7565-0. Previously appeared as
Research Report DR 2001/14, Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2001.
- J. Castro, A. Frangioni,
A parallel implementation of an interior-point algorithm for multicommodity
network flows ,
Lecture Notes in Computer Science, 1981 (2001), 301-315.
Volume Vector and Parallel Processing - VECPAR 2000, eds. J.M. Palma,
J. Dongarra and V. Hernández, © Springer.
- D. Rosas, J. Castro, L. Montero,
Using ACCPM in the master problem of a restricted simplicial decomposition
algorithm for the traffic assignment problem , in Preprints of TRISTAN IV
- Triennial Symposium on Transportation Analysis , 2001, 129-134.
- J. Castro,
Recent advances in the solution of the multicommodoty flow problem
(in Spanish), Proceedings of the Congreso sobre Técnicas de Ayuda
a la Decisión en la Defensa, 2001, 213-224, ISBN 84-7823-831-X.
Previously appeared as
Research Report DR 2000/23,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2000.
- J. Castro,
Computational experience with a parallel implementation of an interior-point
algorithm for multicommodity network flows ,
in System Modelling and Optimization. Methods, Theory and Applications,
eds. M.J.D. Powell and S. Scholtes, Kluwer, Boston, 2000, 75-95.
ISBN 0-7923-7881-4.
- J. Castro,
Efficient methods for the solution of multicommodity flow
problems (in Catalan), PhD thesis, Dept. of Statistics and Operations
Research, Universitat Politècnica de Catalunya, 1995. ISBN 84-688-8146-5.
- J. Castro, N. Nabona,
Primal-dual interior-point method for
multicommodity network flows with side constraints and comparison
with alternative methods ,
in System Modelling and Optimization, eds. J. Dolezal and J. Fidler,
Kluwer, Boston, 1996, 451-458. ISBN 0-412-71880-4.
- N. Nabona, J. Castro, J. A. González,
Long-term hydrothermal coordination of electricity generation with power
and energy constraints, in Numerical Methods in Engineering '92,
eds. Ch. Hirsch, O.C. Zienkiewicz and E. Oñate,
Elsevier Science, 1992, 445-452. ISBN 0-444-89794-1.
Technical and research reports.
- A. Tobar, J. Castro, C. Gentile,
A new mathematical optimization-based method for the m-invariance problem,
arXiv 2306.15371, 2023.
https://doi.org/10.48550/arXiv.2306.15371
- J. Castro, J.A. González, D. Baena,
User's and programmer's manual of the RCTA package,
Technical Report DR 2009/01,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2009.
- J. Castro,
User's and programmer's manual of the network flows
heuristic package for cell suppression in 1H2D tables,
Research Report DR 2004/06,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2004.
- J. Castro,
Minimum-distance controlled perturbation methods for large-scale tabular data
protection, Research Report DR 2003/14,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2003.
- J. Castro,
User's and programmer's manual of the network flows heuristics
package for cell suppression in 2D tables
, Technical Report DR 2003/07,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2003.
- D. Rosas, J. Castro, L. Montero,
Solving the traffic assignment problem using ACCPM
, Research Report DR 2002/18,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2002.
- J. Castro, F. J. Heredia,
Using modelling languages for the complementary cell suppression
problem through network flows
, Research Report DR 2001/03,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2001.
- J. Castro, J.A. González,
HTCOOR Program documentation , Technical Report DR 2000/12,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2000.
- J.A. González, J. Castro,
The long-term hydrothermal coordination model implemented in the HTCOOR
package , Research Report DR 2000/11,
Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 2000.
- J. Castro,
An introduction to the affine scaling algorithm for linear programming
(in Spanish), Research Report DR 2000/02, Dept. of Statistics and Operations
Research, Universitat Politècnica de Catalunya, 2000.
- N. Nabona, J.A. González, J. Castro, F.J. Heredia,
Optimum transmission and distribution network expansion at several
voltage levels through multicommodity network flows ,
Research Report DR 96/07, Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 1996.
- N. Nabona, J.A. González, J. Castro, F.J. Heredia,
Reference manual for the electric expansion codes
(in Spanish), Technical Report DR 96/06, Dept. of Statistics and Operations
Research, Universitat Politècnica de Catalunya, 1996.
- J. Castro,
PPRN 1.0, User's Guide , Technical Report DR 94/06,
Dept. of Statistics and Operations Research, Universitat Politècnica
de Catalunya, 1994.
- J. Castro, N. Nabona,
Computational tests of a nonlinear multicommodity
network flow code with linear side constraints through primal partitioning
, Research Report DR 94/05, Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 1994.
- J. Castro, N. Nabona,
Computational tests of a linear multicommodity
network flow code with linear side constraints through primal partitioning
, Research Report DR 94/02, Dept. of Statistics and Operations Research,
Universitat Politècnica de Catalunya, 1994.
- J. Castro,
Efficient computation and updating of the working matrix
of the primal partitioning method for multicommodity flow problems with
side constraints
(in Catalan), Research Report DR 93/03, Dept. of Statistics and Operations
Research, Universitat Politècnica de Catalunya, 1993.
Conference and seminar presentations and publications.
- J. Castro,
Specialized interior point method for support vector
machines based on variable splitting,
33rd European Conference on Operational Research-EURO 2024,
Technical University of Denmark-DTU, Copenhagen, Denmark, July 2024.
Invited presentation.
- J. Castro,
Interior Point Methods. Applications to Structured Problems,
Zinal Winter School on Data Science, Optimization and Operations Research,
Ecole Polytechnique Fédérale de Lausanne, Switzerland,
January 14-19, 2024. Invited speaker.
- J. Castro,
Variable splitting in interior point methods (or how to efficiently solve large problems),
Edinburgh Research Group in Optimization Seminar, School of Mathematics,
University of Edinburgh, 21 September 2023.
Invited presentation.
- J. Castro, C. Gentile, E. Spagnolo-Arrizabalaga,
An optimization-based decomposition heuristic for the microaggregation problem,
Privacy in Statistical Databases 2022,
Paris (France), September 2022.
- J. Castro, L. Escudero, J.F. Monge,
A new specialized interior-point method for large-scale multistage stochastic optimization,
Seventh Mathematical Optimization Society International Conference on
Continuous Optimization (ICCOPT 2022), Lehigh University, Bethlehem, PA,
USA, July 2022. Invited presentation.
- D. Baena, J. Castro,
The Chebyshev center as an alternative to the analytic center in the feasibility pump,
32nd European Conference on Operational Research-EURO 2022,
Aalto University, Helsinki, Finland, July 2022. Invited presentation.
- J. Castro, L. Escudero, J.F. Monge,
A new specialized interior-point method for large-scale multistage stochastic optimization problems,
32nd European Conference on Operational Research-EURO 2022,
Aalto University, Helsinki, Finland, July 2022. Invited presentation.
- J. Castro, L. Escudero, J.F. Monge,
A new specialized interior-point method for solving large-scale multistage
multiscale optimization problems under uncertainty,
39th Spanish Conference on Statistics and Operations Research,
Granada, June 2022.
- J. Castro,
A new interior-point optimization approach for support vector machines
for binary classification and outlier detection,
New Bridges between Mathematics and Data Science,
Universidad de Valladolid (Spain), November 2021. Invited presentation.
- J. Castro,
Interior-point method for 2-class and 1-class linear support vector machines
by multiple variable splitting,
United States Naval Academy Optimization and Operations Research Conference,
United States Naval Academy, Annapolis, MA (USA), June 2021. Virtual
conference. Invited presentation.
- J. Castro,
An interior-point solver for large block-angular problems and applications,
Seminar at the Center for Operations Research, Universitat Miguel Hernández,
Elx, Alacant (Spain), May 2021. Virtual seminar. Invited presentation.
- D. Baena, J. Castro, A. Frangioni,
Using a stabilized Benders algorithm for cell suppression,
Joint UNECE/Eurostat Work Session on Statistical Data Confidentiality,
Statistics Netherlands, The Hague (The Netherlands), October 2019. Invited presentation.
- J. Castro,
Optimization and support vector machines,
23th Latin American Summer School in Operations Research-ELAVIO XXIII,
Universitat de Lleida, Lleida (Catalonia), July 2019.
Invited course.
- J. Castro, S. Nasini,
A specialized interior-point algorithm for huge minimum convex cost flows in
bipartite networks,
Workshop in Advances in Linear Algebra and Huge-Scale Optimization,
University of Edinburgh, Edinburgh (Scotland, UK), July 2019.
Invited presentation.
- P. de la Lama, J. Castro,
A new interior-point approach for large two-stage stochastic problems,
30th European Conference on Operational Research-EURO 2019,
University College Dublin, Dublin (Ireland), July 2019.
Invited presentation.
- D. Baena, J. Castro, A. Frangioni,
Solving the cell suppression problem by a stabilized Benders method,
30th European Conference on Operational Research-EURO 2019,
University College Dublin, Dublin (Ireland), July 2019.
Invited presentation.
- D. Baena, J. Castro, J.A. González,
Symmetric vs asymmetric protection levels in SDC methods for tabular data,
Privacy in Statistical Databases 2018,
Valencia (Spain), September 2018.
- J. Castro,
An Interior-Point Solver for Large Block-Angular Optimization Problems and
Applications, Google Algorithms Tech Talk ,
Google, Manhattan, New York, USA, 14 August 2018. Invited presentation.
- J. Castro,
A new specialized interior-point method for support vector machines,
23rd International Symposium on Mathematical Programming ISMP 2018,
Bordeaux, France, July 2018. Invited presentation.
- J. Castro, S. Nasini,
A specialized interior-point algorithm for very large minimum cost flows in
bipartite networks,
23rd International Symposium on Mathematical Programming ISMP 2018,
Bordeaux, France, July 2018. Invited presentation.
- J. Castro, A. Oliveira, Organization of Stream on Interior-point Methods for Large-Scale Problems,
23rd International Symposium on Mathematical Programming ISMP 2018,
Bordeaux, France, July 2018.
- J. Castro,
Recent optimization approaches for tabular data protection,
Seminar at Hitotsubashi University,
Hitotsubashi University, Tokyo, Japan, 1 March 2018. Invited presentation.
- J. Castro,
Optimization models for tabular data protection,
Seminar at the National Statistics Center,
National Statistics Center, Tokyo, Japan, 28 February 2018. Invited presentation.
- G. Casanellas, J. Castro, P. Artús,
Design of progressive lenses by optimization techniques,
BGSMath Workshop Maths for Industry 4.0,
Universitat Pompeu Fabra, 19 February 2018. Invited presentation.
- J. Castro,
Interior-point method for support vector machines through multiple variable splitting,
4th Conference on Optimization Methods and Software,
Universidad de La Habana (Cuba), December 2017. Program Committee member and
invited presentation.
- D. Baena, J. Castro, A. Frangioni,
On using an improved Benders method for cell suppression.
Joint UNECE/Eurostat Work Session on Statistical Data Confidentiality,
Ministry of Foreign Affairs, Skopje (Macedonia), September 2017. Invited presentation.
- J. Castro, An interior-point method for multiple variable splitting decomposition with applications,
Seminar on Optimization Under Uncertainty. Applications in Agriculture,
Universitat de Lleida, LLeida (Catalonia), September 2017. Invited speaker.
- J. Castro, S. Nasini, F. Saldanha-da-Gama,
Specialized interior-points in cutting plane methods for huge discrete optimization: an
application to facility location,
Biannual Conference of the Spanish Royal Society of Mathematics ,
Zaragoza (Spain), February 2017. Invited presentation.
- J. Castro, A. Via,
Revisiting interval protection, a.k.a. partial cell suppression, for tabular data,
Privacy in Statistical Databases 2016,
Dubrovnik (Croatia), September 2016.
- G. Lesaja, J. Castro, A. Oganian,
A second order cone formulation of continuous CTA model,
Privacy in Statistical Databases 2016,
Dubrovnik (Croatia), September 2016.
- J. Castro, An interior-point solver for very large structured problems,
III Workshop on Optimization Under Uncertainty in Sustainable
Agriculture and Agrifood Industry ,
Universitat de Lleida, LLeida (Catalonia), September 2016. Invited keynote
speaker.
- J. Castro, S. Nasini, On the efficiency of preconditioners in BlockIP, an
interior point package for block-angular problems,
28th European Conference on Operational Research-EURO 2016,
Poznan University of Technology, Poznan (Poland), July 2016. Invited presentation.
- G. Casanellas, J. Castro, Modelling and optimization of progressive lenses,
28th European Conference on Operational Research-EURO 2016,
Poznan University of Technology, Poznan (Poland), July 2016. Invited presentation.
- J. Castro,
Interior point methods,
COST/MINO PhD School on Advanced Optimization Methods 2016,
Istituto di Analisi dei Sistemi ed Informatica "A. Ruberti"
Consiglio Nazionale delle Ricerche, Roma (Italia),
June 6-10, 2016. Invited course.
- J. Castro, S. Nasini, F. Saldanha-da-Gama,
Using an interior-point method for huge capacitated multiperiod facility
location,
VI International Workshop on Locational Analysis and related problems,
Universitat Politècnica de Catalunya, Barcelona, November 2015.
- J. Castro,
IPMs for huge MILPs? A successful approach for capacitated multiperiod
facility location,
Edinburgh Research Group in Optimization Seminar, School of Mathematics,
University of Edinburgh, 18 November 2015.
Invited presentation.
- J. Castro, J.A. González, A. Hundepool,
Using BCD-CTA for difficult tables: a practical experiment with a real
Eurostat table.
Joint UNECE/Eurostat Work Session on Statistical Data Confidentiality,
Statistics Finland, Helsinki (Finland), October 2015. Invited presentation.
- J. Castro, S. Nasini, F. Saldanha-da-Gama,
A specialized interior-point method for large-scale capacitated multiperiod facility location,
22nd International Symposium on Mathematical Programming ISMP 2015,
Pittsburgh, USA, July 2015. Invited presentation. (Also chairman of session:
Constraint integer programing.)
- J. Castro, BlockIP: an interior-point solver for convex separable structured optimization problems,
XXXV Congreso Nacional de Estadística e Investigación Operativa, Pamplona, Spain, May 2015.
- D. Baena, J. Castro, J.A. González, Fix-and-relax approaches for controlled tabular adjustment,
XXXV Congreso Nacional de Estadística e Investigación Operativa, Pamplona, Spain, May 2015.
- G. Casanellas, J. Castro, J.C. Dürsteler, Modelling and optimization of progressive addition lenses,
XXXV Congreso Nacional de Estadística e Investigación Operativa, Pamplona, Spain, May 2015.
- J. Castro,
Large-scale optimization with BlockIP, a specialized IP
solver for block-angular problems,
1st Brazilian Workshop on Interior Point Methods,
University of Campinas, Campinas (Brazil), April
2015. Invited keynote speaker.
- S. Bocanegra, J. Castro,
An adaptive preconditioner for primal block-angular problems by an interior
point method ,
1st Brazilian Workshop on Interior Point Methods,
University of Campinas, Campinas (Brazil), April 2015.
- J. Castro,
An interior-point solver for convex separable block-angular problem,
COST Workshop on Mathematical Models and Methods for Energy Optimization,
Budapest University of Technology and Economics, Budapest (Hungary), September
2014. Invited keynote speaker.
- J. Castro, J.A. González,
Assessing the information loss of controlled tabular adjustment in two-way tables,
Privacy in Statistical Databases 2014,
Eivissa (Balearic Islands, Spain), September 2014.
- J. Castro,
A CTA model based on the Huber function,
Privacy in Statistical Databases 2014,
Eivissa (Balearic Islands, Spain), September 2014.
- J. Castro, Tamás Terlaky, Organization of Stream on Interior Point
Methods and Conic Optimization,
20th Conference of the International Federation of Operational Research
Societies IFORS, Universitat Politècnica de Catalunya, Barcelona, July 2014.
- S. Nasini, J. Castro,
Specialized interior point methods for classes of random network problem,
20th Conference of the International Federation of Operational Research
Societies IFORS, Universitat Politècnica de Catalunya, Barcelona, July 2014.
Invited presentation.
- S. Bocanegra, J. Castro, A. Oliveira
Using hybrid preconditioners in an ipm for large block-angular problems,
20th Conference of the International Federation of Operational Research
Societies IFORS, Universitat Politècnica de Catalunya, Barcelona, July 2014.
Invited presentation.
- J. Castro, X. Jiménez,
BlockIP: An interior-point solver for block angular problems,
20th Conference of the International Federation of Operational Research
Societies IFORS, Universitat Politècnica de Catalunya, Barcelona, July 2014.
Invited presentation.
- S. Nasini, J. Castro,
Preconditioning IPMs for block-angular problems with "almost linearly dependent" constraints,
International Conference on Applied Mathematical Programming and
Modelling APMOD, University of Warwick (United Kingdom),
April 2014. Invited presentation.
- J. Castro,
Assessing the disclosure risk of CTA-like methods.
Joint UNECE/Eurostat Work Session on Statistical Data Confidentiality,
Statistics Canada, Ottawa (Canada), October 2013. Invited
presentation.
- J. Castro, J.A. González,
A fast CTA method without the complicating binary decisions.
Joint UNECE/Eurostat Work Session on Statistical Data Confidentiality,
Statistics Canada, Ottawa (Canada), October 2013. Invited
presentation.
- J. Castro, J. Cuesta,
Protecting three-dimensional tables of data: An application of interior-point methods to statistical disclosure control,
Fourth Mathematical Optimization Society International Conference on
Continuous Optimization (ICCOPT 2013),
Universidade Nova de Lisboa, Lisboa (Portugal), July 2013. Invited
presentation. (Also chairman of session: Applications in design problems.)
- S. Nasini, J. Castro,
Generating random networks by linear programming approaches,
Joint International 26th European Conference on Operational Research (EURO 2013)-INFORMS,
Roma, Italia, July 2013. Invited presentation.
- S. Nasini, J. Castro,
Generating conditional uniform random networks by optimization procedures,
International Network Optimization Conference 2013, Tenerife, Spain, May
2013.
- J. Castro,
Improving iterative solvers in IPMs: regularizations and hybrid preconditioners,
Edinburgh Research Group in Optimization Seminar, School of Mathematics,
University of Edinburgh, 10 October 2012.
Invited presentation.
- J. Castro,
A computational evaluation of optimization solvers for CTA,
Privacy in Statistical Databases 2012,
Palermo (Italia), September 2012.
- J. Castro,
Comparing $L_1$ and $L_2$ distances for CTA,
Privacy in Statistical Databases 2012,
Palermo (Italia), September 2012.
- J.A. González, J. Castro, Improving the solution of CTA through valid
inequalities, 25th
European Conference on Operational Research-EURO 2012,
Vilnius University, Vilnius (Lithuania), July 2012. Invited presentation.
- D. Baena, J. Castro, A fix and relax heuristic for controlled tabular
adjustment, 25th
European Conference on Operational Research-EURO 2012,
Vilnius University, Vilnius (Lithuania), July 2012. Invited presentation.
- J. Castro, A. Frangioni, C. Gentile, Solving $L_2$-CTA by perspective
reformulations, 25th
European Conference on Operational Research-EURO 2012,
Vilnius University, Vilnius (Lithuania), July 2012. Invited presentation.
- J. Cuesta, J. Castro, Solving $L_1$-CTA in 3D tables by an
interior-point method for block-angular problems, 25th
European Conference on Operational Research-EURO 2012,
Vilnius University, Vilnius (Lithuania), July 2012. Invited presentation.
- J. Castro, Organization of Stream on Data Confidentiality, 25th
European Conference on Operational Research-EURO 2012,
Vilnius University, Vilnius (Lithuania), July 2012.
- J. Castro. Workshop on Techniques for tabular data protection,
IDESCAT Workshop ,
IDESCAT, the National Statistical Institute of Catalonia, Barcelona, May 23 2012. Invited presentation.
- D. Baena, J. Castro, The analytic center feasibility pump,
XXXIII Congreso Nacional de
Estadística e Investigación Operativa, Madrid, Spain, April 2012.
- J. Castro (in collaboration with A. Frangioni, C. Gentile, and J.A. González),
MILP and MIQP optimization problems from the statistical disclosure control field.
Optimization, Theory, Algorithms and Applications in Economics. Workshop in
applications of Optimization in Engineering,
Centre de Recerca Matemàtica (CRM), Bellaterra (Catalonia), October 2011. Invited
presentation.
- J. Castro, J.A. González,
Present and future research on controlled tabular adjustment.
Joint UNECE/Eurostat Work Session on Statistical Data Confidentiality,
Universitat Rovira i Virgili, Tarragona (Catalonia), October 2011. Invited
presentation.
- C. Gentile, J. Castro, A. Frangioni, Minimum Euclidean distance controlled
adjustment problems by perspective reformulations, 42th Annual Conference
of the Italian Operational Research Society - AIRO 2011 , Brescia
(Italia), September 2011.
- J. Castro, Panel discussion Challenges and Applications of MINLP,
Exploratory Workshop on Mixed Integer Non-Linear Programming,
Mathematical Research Institute, Universidad de Sevilla (Spain), December
2010. Invited participant to panel discussion.
- J. Castro,
A class of interior-point methods for structured problems: theory and applications,
Conference on Numerical Optimization and Applications in Engineering,
Mathematical Research Center, Universitat Autonoma de Barcelona, Bellaterra
(Catalonia), October 2010. Invited presentation.
- J. Castro, J.A. González,
A tool for analyzing and fixing infeasible RCTA instances,
Privacy in Statistical Databases 2010,
Corfu (Greece), September 2010.
- J. Castro, J. Cuesta,
Existence, uniqueness and convergence of the regularized primal-dual central
path, XXXII Congreso Nacional de
Estadística e Investigación Operativa, A Coruña, Spain, September 2010.
- J. A. González, J. Castro,
Solving tough instances of the controlled tabular adjustment problem,
24th European Conference on Operational Research-EURO 2010, Session
on Large-scale Mixed Optimization Problems,
Universidade de Lisboa, Lisboa (Portugal), July 2010.
Invited presentation.
- J. Castro, J. Cuesta,
Improving a class of PCG-based interior-point methods by quadratic
regularizations, Joint SIMAI/SEMA Conference on Applied and Industrial
Mathematics, Minisimposium of Numerical Solution of Large Linear Systems
in Numerical Optimization, University of Cagliari, Cagliari (Italia), June 2010.
Invited presentation.
- J. Castro,
Statistical disclosure control in tabular data,
Research seminar, Department of Mathematics,
Universitat de Lleida, Lleida (Catalonia), 1 June 2010.
Invited presentation.
- J. Castro, J.A. González,
A package for $L_1$ controlled tabular adjustment.
Joint UNECE/Eurostat Work Session on Statistical Data Confidentiality,
Bilbao (Basque Country), December 2009. Invited presentation.
- J. Castro,
Advances on statistical disclosure control: tabular data protection of
business data.
IDESCAT seminar/technical session,
IDESCAT, the National Statistical Institute of Catalonia, Barcelona, July 17
2009. Invited presentation.
- J. Castro, J. Cuesta,
Improving an interior-point algorithm for multicommodity flows by quadratic regularizations,
International Network Optimization Conference 2009, Pisa, Italia, April
2009. Invited presentation.
- J. Castro, A. Ouorou,
An interior-point algorithm for routing in data telecommunications networks,
International Network Optimization Conference 2009, Pisa, Italia, April
2009. Invited presentation.
- J. Castro, J.A. González,
Métodos heurísticos y exactos para el problema de ajuste controlado de tablas,
XXXI Congreso Nacional de
Estadística e Investigación Operativa, Murcia, Spain, February 2009.
- J. Castro, J. Cuesta,
Mejora de métodos iterativos en algoritmos de punto interior a través de
regularizaciones cuadráticas, XXXI Congreso Nacional de
Estadística e Investigación Operativa, Murcia, Spain, February 2009.
- J. Castro,
A stochastic programming approach to cash management in banking,
Seminar of the Faculty of Mathematics,
Universidad de Sevilla, Sevilla (Spain), November 18, 2008.
Invited presentation.
- J. Castro,
Improving iterative solvers in IPMs for structured problems through quadratic
regularizations,
Research seminar of the Department of Statistics,
Universidad Carlos III de Madrid, Getafe (Spain), October 3, 2008.
Invited presentation.
- J. Castro, D. Baena,
Using a Mathematical Programming Modeling Language for Optimal CTA,
Privacy in Statistical Databases 2008,
Istanbul (Turkey), September 2008.
- J. Castro, J. Cuesta,
Improving iterative solvers in IPMs for structured problems through quadratic
regularizations,
International Conference on Applied Mathematical Programming and
Modelling APMOD, Bratislava (Slovak Republic),
May 2008. Invited presentation.
- J. Castro,
Iterative solvers in interior-point methods for structured problems,
Research seminar of The Computer and Automation Research Institute ,
Hungarian Academy of Sciences, Budapest (Hungary), April 17 2008.
Invited presentation.
- J. Castro
Interior point methods for LP, QP and convex problems: theory, implementation,
and applications,
First Intensive School on Mathematical Programming and Applications,
CIEM Castro-Urdiales (Spain), January 30-31 2008. Invited course.
- S. Giessing, A. Hundepool, J. Castro,
Rounding methods for protecting EU-aggregates,
Joint UNECE/Eurostat Work Session on Statistical Data Confidentiality,
Manchester (United Kingdom), December 2007. Invited presentation.
- J. Castro, A. Ouorou,
An interior-point approach for convex routing problems in data telecommunication networks,
Second Mathematical Programming Society International Conference on Continuous Optimization ,
McMaster University, Hamilton (Ontario, Canada), August 2007. Invited presentation.
- J. Castro, J. Cuesta,
Improving preconditioners in interior-point methods for optimization through quadratic regularizations,
2007 International Conference On Preconditioning Techniques For Large Sparse Matrix Problems In Scientific And Industrial Applications,
Toulouse (France), July 2007.
- J. Castro,
Statistical tables and privacy,
Summer School of the Universitat Rovira i Virgili,,
Tarragona, June 2007. Invited presentation.
- J. Castro, D. Baena,
Automatic structure detection in constraints of tabular data,
Privacy in Statistical Databases 2006,
Roma (Italia), December 2006.
- J. Cuesta, J. Castro,
Quadratic regularizations in an interior-point method based on
iterative solvers,
Applied Mathematical Programming and Modelling APMOD 2006,
Madrid (Spain), June 2006.
- J. Castro, S. Giessing,
Quality issues of minimum distance controlled tabular adjustment,
European Conference on Quality in Survey Statistics,
Cardiff (Wales, UK), April 2006.
- J. Castro, S. Giessing,
Testing variants of minimum distance controlled tabular adjustment,
UNECE Work Session on Statistical Data Confidentiality,
Geneva (Switzerland), November 2005. Invited presentation.
- J. Castro, A fast network flows heuristic for cell suppression
in positive tables, Privacy in Statistical
Databases, Barcelona (Catalonia), June 2004.
- J. Castro, Computational experiments with minimum-distance
controlled perturbation methods, Privacy in Statistical
Databases, Barcelona (Catalonia), June 2004.
- J. Castro, Large-scale optimization in statistical tabular data
protection, Computational Management Science Conference, Neuchatel (Switzerland),
April 2004. Chairman and organizer of session: Optimization methods and
applications.
- J. Castro, A perturbation method for statistical data protection by
interior-point algorithms, 27 Congreso Nacional de
Estadística e Investigación Operativa, Lleida (Catalonia),
April 2003.
- J. Castro, Un algoritmo de punto interior para flujos multiartículo
cuadráticos, 27 Congreso Nacional de Estadística e Investigación
Operativa, Lleida (Catalonia), April 2003.
- J. A. González, J. Castro, A multicommodity model for transport
network planning and combined flows, 27 Congreso Nacional de
Estadística e Investigación Operativa, Lleida (Catalonia),
April 2003.
- J. Castro, Quadratic interior-point methods in statistical disclosure control,
International Workshop on Computational Management Science, Economics,
Finance and Engineering , Limassol (Cyprus), March 2003. Invited
presentation.
- J. Castro, Network flows heuristics for complementary cell suppression:
an empirical evaluation and extensions, Statistical Disclosure Control:
from theory to practice, Eurostat, Luxembourg, December 2001. Invited
presentation.
- J. Castro, Solving quadratic multicommodity problems through
an interior-point algorithm, 20th IFIP TC7 Conference on System
Modelling and Optimization, Trier (Germany), July 2001.
- J.A. González, J. Castro, A nonlinear optimization package
for long-term hydrothermal coordination, EURO 2001 - European Operational
Research Conference, Rotterdam (Netherlands), July 2001.
- D. Rosas, J. Castro, L. Montero, Using ACCPM in the master problem
of a restricted simplicial decomposition algorithm for the traffic assignment
problem, TRISTAN IV - Triennial Symposium on Transportation Analysis,
Azores Islands (Portugal), June 2001.
- J. Castro, F.J. Heredia, Using modelling languages for the
complementary cell suppression problem through network flows,
2nd Joint UNECE/EUROSTAT Work Session on Statistical Data Confidentiality
, Skopje (Macedonia), March 2001.
- J. Castro, Recent advances in the solution of the multicommodity
flow problem, RIMO II Conference, Madrid (Spain), December 2000.
- J. Castro, A. Frangioni, A parallel implementation of an
interior-point algorithm for multicommodity network flows,
4th International Meeting on Vector and Parallel Processing VECPAR2000,
Faculdade de Engenharia da Universidade do Porto, Porto (Portugal), June 2000.
- J. Castro, Solving difficult multicommodity problems through a
specialized interior-point algorithm,
Applied Mathematical Programming and Modelling APMOD 2000,
Brunel University, Uxbridge, London (England), April 2000.
Invited presentation.
- J. Castro, Computational experience with a parallel implementation of
an interior-point algorithm for multicommodity flows,
19th IFIP TC7 Conference on System Modelling and
Optimization, Cambridge (England), July 1999.
- J. Castro, An interior-point algorithm for multicommodity network flows,
CORS-INFORMS Meeting, Montréal (Canada), April 1998.
Invited presentation.
- J. Castro, Using the normal equations in a quadratic interior-point
algorithm, Joint International Meeting EURO XV-INFORMS XXXIV,
Barcelona (Catalonia), July 1997. Invited presentation.
- J. Castro, A parallel implementation of a primal-dual interior-point
algorithm for multicommodity network flows, Joint International
Meeting EURO XV-INFORMS XXXIV, Barcelona (Catalonia), July 1997.
Invited presentation.
- J. Castro, Applying interior-point methods to the solution of the
short-term hydrothermal coordination problem, 23 Congreso Nacional de
Estadística e Investigación Operativa, Valencia (Spain),
March 1997.
- J. Castro, N. Nabona, Primal-dual interior-point method for
multicommodity network flows with side constraints and comparison with
alternative methods, 17th IFIP TC7 Conference on System Modelling and
Optimization, Prague (Czech Republic), July 1995.
- N. Nabona, J. Castro, J. A. González,
Optimum long-term hydrothermal coordination with fuel limits,
'94 IEEE Summer Meeting PWRS, San Francisco (U.S.), August 1994.
- J. Castro, N. Nabona, Nonlinear multicommodity network
flows through primal partitioning and comparison with alternative methods,
16th IFIP TC7 Conference on System Modelling and Optimization,
Compiègne (France), June 1993.
- N. Nabona, J. Castro, J. A. González,
Long-term hydrothermal coordination of electricity generation with power and
energy constraints, First European Conference on Numerical
Methods and Engineering, Bruxelles (Belgique), September 1992.