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SIAM Journal on Optimization, Volume 28
Volume 28, Number 1, 2018
- Juan S. Campos, Panos Parpas
:
A Multigrid Approach to SDP Relaxations of Sparse Polynomial Optimization Problems. 1-29 - Grigorii E. Ivanov
Infimal Convolution and Optimal Time Control Problem III: Minimal Time Projection Set. 30-44 - Raghu Pasupathy, Peter W. Glynn, Soumyadip Ghosh, Fatemeh Sadat Hashemi:
On Sampling Rates in Simulation-Based Recursions. 45-73 - Rien Quirynen, Sebastien Gros
Inexact Newton-Type Optimization with Iterated Sensitivities. 74-95 - Quoc Tran-Dinh, Olivier Fercoq, Volkan Cevher
A Smooth Primal-Dual Optimization Framework for Nonsmooth Composite Convex Minimization. 96-134 - Federico A. Ramponi:
Consistency of the Scenario Approach. 135-162 - Panayotis Mertikopoulos
On the Convergence of Gradient-Like Flows with Noisy Gradient Input. 163-197 - Ihsan Yanikoglu
Decision Rule Bounds for Two-Stage Stochastic Bilevel Programs. 198-222 - Donghwan Kim, Jeffrey A. Fessler:
Another Look at the Fast Iterative Shrinkage/Thresholding Algorithm (FISTA). 223-250 - Dmitriy Drusvyatskiy, Maryam Fazel, Scott Roy:
An Optimal First Order Method Based on Optimal Quadratic Averaging. 251-271 - Peter G. Stechlinski
Generalized Sensitivity Analysis of Nonlinear Programs. 272-301 - Bin Gao, Xin Liu, Xiaojun Chen, Ya-Xiang Yuan:
A New First-Order Algorithmic Framework for Optimization Problems with Orthogonality Constraints. 302-332 - Haihao Lu, Robert M. Freund, Yurii E. Nesterov:
Relatively Smooth Convex Optimization by First-Order Methods, and Applications. 333-354 - Santanu S. Dey
Improving the Randomization Step in Feasibility Pump. 355-378 - Wim van Ackooij
Incremental Bundle Methods using Upper Models. 379-410 - Yura Malitsky
A First-Order Primal-Dual Algorithm with Linesearch. 411-432 - Xudong Li
A Highly Efficient Semismooth Newton Augmented Lagrangian Method for Solving Lasso Problems. 433-458 - Benjamin Grimmer
Radial Subgradient Method. 459-469 - Wen Huang, Pierre-Antoine Absil, Kyle A. Gallivan:
A Riemannian BFGS Method Without Differentiated Retraction for Nonconvex Optimization Problems. 470-495 - Amir Beck, Nadav Hallak
Proximal Mapping for Symmetric Penalty and Sparsity. 496-527 - Adam Rahman, R. Wayne Oldford:
Euclidean Distance Matrix Completion and Point Configurations from the Minimal Spanning Tree. 528-550 - Vassilis Apidopoulos, Jean-François Aujol, Charles Dossal:
The Differential Inclusion Modeling FISTA Algorithm and Optimality of Convergence Rate in the Case b $\leq3$. 551-574 - Tsvetan Asamov, Warren B. Powell:
Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty. 575-595 - S. Hosseini, W. Huang, R. Yousefpour:
Line Search Algorithms for Locally Lipschitz Functions on Riemannian Manifolds. 596-619 - Barbara Kaltenbacher
Minimization Based Formulations of Inverse Problems and Their Regularization. 620-645 - Yangyang Xu:
Hybrid Jacobian and Gauss-Seidel Proximal Block Coordinate Update Methods for Linearly Constrained Convex Programming. 646-670 - Karthik Natarajan
Bounds for Random Binary Quadratic Programs. 671-692 - Arvind U. Raghunathan
LDLT Direction Interior Point Method for Semidefinite Programming. 693-734 - Utkan Onur Candogan, Venkat Chandrasekaran:
Finding Planted Subgraphs with Few Eigenvalues using the Schur-Horn Relaxation. 735-759 - Vaithilingam Jeyakumar
Exact Second-Order Cone Programming Relaxations for Some Nonconvex Minimax Quadratic Optimization Problems. 760-787 - Manish Bansal
Tight Second Stage Formulations in Two-Stage Stochastic Mixed Integer Programs. 788-819 - Phan Quoc Khanh
Higher-Order Karush-Kuhn-Tucker Conditions in Nonsmooth Optimization. 820-848 - Hédy Attouch, Alexandre Cabot:
Convergence Rates of Inertial Forward-Backward Algorithms. 849-874 - Ragheb Rahmaniani, Teodor Gabriel Crainic, Michel Gendreau, Walter Rei:
Accelerating the Benders Decomposition Method: Application to Stochastic Network Design Problems. 875-903 - Gennadiy Averkov, Amitabh Basu
Approximation of Corner Polyhedra with Families of Intersection Cuts. 904-929 - Frank E. Curtis
A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints. 930-958
Volume 28, Number 2, 2018
- Sean Skwerer, J. Scott Provan, J. S. Marron:
Relative Optimality Conditions and Algorithms for Treespace Fréchet Means. 959-988 - Yiqiao Zhong, Nicolas Boumal:
Near-Optimal Bounds for Phase Synchronization. 989-1016 - Cédric Josz, Daniel K. Molzahn:
Lasserre Hierarchy for Large Scale Polynomial Optimization in Real and Complex Variables. 1017-1048 - Alberto Del Pia
The Multilinear Polytope for Acyclic Hypergraphs. 1049-1076 - Alexander Mafusalov, Stan Uryasev
Buffered Probability of Exceedance: Mathematical Properties and Optimization. 1077-1103 - Glaydston de Carvalho Bento, João Xavier da Cruz Neto, Genaro López, Antoine Soubeyran, João Carlos de Oliveira Souza:
The Proximal Point Method for Locally Lipschitz Functions in Multiobjective Optimization with Application to the Compromise Problem. 1104-1120 - Daniel Bienstock, Gonzalo Muñoz
LP Formulations for Polynomial Optimization Problems. 1121-1150 - Weijun Xie
On Deterministic Reformulations of Distributionally Robust Joint Chance Constrained Optimization Problems. 1151-1182 - Xun Qian, Li-Zhi Liao, Jie Sun
The Convergent Generalized Central Paths for Linearly Constrained Convex Programming. 1183-1204 - Wenbo Gao, Donald Goldfarb:
Block BFGS Methods. 1205-1231 - Benjamin Sirb, Xiaojing Ye:
Decentralized Consensus Algorithm with Delayed and Stochastic Gradients. 1232-1254 - Dinh The Luc, Majid Soleimani-Damaneh
Semi-differentiability of the Marginal Mapping in Vector Optimization. 1255-1281 - N. Denizcan Vanli, Mert Gürbüzbalaban, Asuman E. Ozdaglar:
Global Convergence Rate of Proximal Incremental Aggregated Gradient Methods. 1282-1300 - Jiayi Guo, Adrian S. Lewis:
Nonsmooth Variants of Powell's BFGS Convergence Theorem. 1301-1311 - Natashia Boland
Combining Progressive Hedging with a Frank-Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming. 1312-1336 - Vincent Guigues, Volker Krätschmer, Alexander Shapiro:
A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs. 1337-1366 - Ernesto G. Birgin
On Regularization and Active-set Methods with Complexity for Constrained Optimization. 1367-1395 - Zhiping Chen, Jie Jiang
Stability Analysis of Optimization Problems with kth order stochastic and distributionally robust dominance constraints induced by full random recourse. 1396-1419 - Aryan Mokhtari
Surpassing Gradient Descent Provably: A Cyclic Incremental Method with Linear Convergence Rate. 1420-1447 - Clément W. Royer
Complexity Analysis of Second-Order Line-Search Algorithms for Smooth Nonconvex Optimization. 1448-1477 - Alvaro Maggiar, Andreas Wächter, Irina S. Dolinskaya, Jeremy Staum:
A Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance Sampling. 1478-1507 - Andrzej Cegielski
Regular Sequences of Quasi-Nonexpansive Operators and Their Applications. 1508-1532 - Frank E. Curtis
Complexity Analysis of a Trust Funnel Algorithm for Equality Constrained Optimization. 1533-1563 - Stephan Dempe
Optimality Conditions for Special Semidefinite Bilevel Optimization Problems. 1564-1587 - Di Wu, Helin Zhu, Enlu Zhou
A Bayesian Risk Approach to Data-driven Stochastic Optimization: Formulations and Asymptotics. 1588-1612 - Sylvain Arreckx, Dominique Orban:
A Regularized Factorization-Free Method for Equality-Constrained Optimization. 1613-1639 - Jong-Shi Pang, Min Tao:
Decomposition Methods for Computing Directional Stationary Solutions of a Class of Nonsmooth Nonconvex Optimization Problems. 1640-1669 - Aryan Mokhtari
IQN: An Incremental Quasi-Newton Method with Local Superlinear Convergence Rate. 1670-1698 - Samir Adly, Loïc Bourdin:
Sensitivity Analysis of Variational Inequalities via Twice Epi-differentiability and Proto-differentiability of the Proximity Operator. 1699-1725 - Matthew Norton, Alexander Mafusalov, Stan Uryasev
Cardinality of Upper Average and Its Application to Network Optimization. 1726-1750 - Yair Carmon, John C. Duchi, Oliver Hinder, Aaron Sidford:
Accelerated Methods for NonConvex Optimization. 1751-1772 - Omid Nohadani, Kartikey Sharma:
Optimization under Decision-Dependent Uncertainty. 1773-1795 - Tom-Lukas Kriel, Markus Schweighofer:
On the Exactness of Lasserre Relaxations for Compact Convex Basic Closed Semialgebraic Sets. 1796-1816 - Jianqiang Cheng, Richard Li-Yang Chen, Habib N. Najm, Ali Pinar, Cosmin Safta
Distributionally Robust Optimization with Principal Component Analysis. 1817-1841 - Xudong Li
On Efficiently Solving the Subproblems of a Level-Set Method for Fused Lasso Problems. 1842-1866 - Jérôme Bolte, Antoine Hochart, Edouard Pauwels:
Qualification Conditions in Semialgebraic Programming. 1867-1891 - Kaisa Joki
Double Bundle Method for finding Clarke Stationary Points in Nonsmooth DC Programming. 1892-1919 - Donghwan Kim
Generalizing the Optimized Gradient Method for Smooth Convex Minimization. 1920-1950
Volume 28, Number 3, 2018
- Amir Beck, Yakov Vaisbourd:
Globally Solving the Trust Region Subproblem Using Simple First-Order Methods. 1951-1967 - Peyman Mohajerin Esfahani
From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming. 1968-1998 - Chong Li, Li Meng, Lihui Peng, Yaohua Hu
Weak Sharp Minima for Convex Infinite Optimization Problems in Normed Linear Spaces. 1999-2021 - Christopher Thomas Ryan, Robert L. Smith, Marina A. Epelman
A Simplex Method for Uncapacitated Pure-supply Infinite Network Flow Problems. 2022-2048 - Tahar Zamène Boulmezaoud, Philippe Cieutat
Gradient Flows, Second-Order Gradient Systems and Convexity. 2049-2066 - Yaroslav Shitov:
Matrices of Bounded Psd Rank are Easy to Detect. 2067-2072 - Samuel C. Gutekunst, David P. Williamson:
The Unbounded Integrality Gap of a Semidefinite Relaxation of the Traveling Salesman Problem. 2073-2096 - Constantin Christof, Gerd Wachsmuth
No-Gap Second-Order Conditions via a Directional Curvature Functional. 2097-2130 - Jérôme Bolte, Shoham Sabach, Marc Teboulle
First Order Methods Beyond Convexity and Lipschitz Gradient Continuity with Applications to Quadratic Inverse Problems. 2131-2151 - Iskander Aliev, Jesús A. De Loera, Friedrich Eisenbrand, Timm Oertel
The Support of Integer Optimal Solutions. 2152-2157 - Heinz H. Bauschke
Projecting onto the Intersection of a Cone and a Sphere. 2158-2188 - James V. Burke, Yuan Gao, Tim Hoheisel:
Convex Geometry of the Generalized Matrix-Fractional Function. 2189-2200 - María Jesús Gisbert
Calmness of the Optimal Value in Linear Programming. 2201-2221 - Tobias Harks, Max Klimm, Britta Peis:
Sensitivity Analysis for Convex Separable Optimization Over Integral Polymatroids. 2222-2245 - Nguyen Huy Chieu
Characterization of Tilt Stability via Subgradient Graphical Derivative with Applications to Nonlinear Programming. 2246-2273 - Andreas Themelis
Forward-Backward Envelope for the Sum of Two Nonconvex Functions: Further Properties and Nonmonotone Linesearch Algorithms. 2274-2303 - Bruno F. Lourenço, Masakazu Muramatsu, Takashi Tsuchiya:
Facial Reduction and Partial Polyhedrality. 2304-2326 - Xinyu He, Warren B. Powell:
Optimal Learning for Stochastic Optimization with Nonlinear Parametric Belief Models. 2327-2359 - Manish Bansal
Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs. 2360-2383 - Alexandre d'Aspremont, Cristóbal Guzmán
Optimal Affine-Invariant Smooth Minimization Algorithms. 2384-2405 - Aleksandr Y. Aravkin
Foundations of Gauge and Perspective Duality. 2406-2434 - Paul Breiding, Nick Vannieuwenhoven
A Riemannian Trust Region Method for the Canonical Tensor Rank Approximation Problem. 2435-2465 - Thai Doan Chuong
Linear Matrix Inequality Conditions and Duality for a Class of Robust Multiobjective Convex Polynomial Programs. 2466-2488 - Denis Aßmann
Deciding Robust Feasibility and Infeasibility Using a Set Containment Approach: An Application to Stationary Passive Gas Network Operations. 2489-2517 - Teresa M. Lebair, Amitabh Basu
Approximation of Minimal Functions by Extreme Functions. 2518-2540 - Wanting Xu, Mihai Anitescu
Exponentially Accurate Temporal Decomposition for Long-Horizon Linear-Quadratic Dynamic Optimization. 2541-2573 - Roberto Andreani, Leonardo D. Secchin
Convergence Properties of a Second Order Augmented Lagrangian Method for Mathematical Programs with Complementarity Constraints. 2574-2600 - Xi Yin Zheng, Jiangxing Zhu
Fully Hölderian Stable Minimum with Respect to Both Tilt and Parameter Perturbations. 2601-2624 - Jian-Feng Cai, Tianming Wang, Ke Wei:
Spectral Compressed Sensing via Projected Gradient Descent. 2625-2653 - Mahyar Fazlyab
Analysis of Optimization Algorithms via Integral Quadratic Constraints: Nonstrongly Convex Problems. 2654-2689 - L. R. Lucambio Pérez, Leandro da Fonseca Prudente
Nonlinear Conjugate Gradient Methods for Vector Optimization. 2690-2720 - Jinglai Shen
Least Sparsity of p-Norm Based Optimization Problems with p>1. 2721-2751
Volume 28, Number 4, 2018
- Guanghui Lan, Yi Zhou:
Random Gradient Extrapolation for Distributed and Stochastic Optimization. 2753-2782 - Antonin Chambolle
Stochastic Primal-Dual Hybrid Gradient Algorithm with Arbitrary Sampling and Imaging Applications. 2783-2808 - Daniela di Serafino
A Two-Phase Gradient Method for Quadratic Programming Problems with a Single Linear Constraint and Bounds on the Variables. 2809-2838 - Luis M. Briceño-Arias
Forward-Backward-Half Forward Algorithm for Solving Monotone Inclusions. 2839-2871 - Chong Li, Kung Fu Ng:
Quantitative Analysis for Perturbed Abstract Inequality Systems in Banach Spaces. 2872-2901 - Jiawang Nie, Zi Yang
A Complete Semidefinite Algorithm for Detecting Copositive Matrices and Tensors. 2902-2921 - Yiling Zhang
Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information. 2922-2944 - Xinyu He, Yangzhou Hu, Warren B. Powell:
Optimal Learning for Nonlinear Parametric Belief Models Over Multidimensional Continuous Spaces. 2945-2974 - Jalal Fadili, Jérôme Malick, Gabriel Peyré:
Sensitivity Analysis for Mirror-Stratifiable Convex Functions. 2975-3000 - Kamil A. Khan, Jeffrey Larson
Manifold Sampling for Optimization of Nonconvex Functions That Are Piecewise Linear Compositions of Smooth Components. 3001-3024 - Richard Y. Zhang, Jacob K. White:
GMRES-Accelerated ADMM for Quadratic Objectives. 3025-3056 - Christian Grussler
Low-Rank Inducing Norms with Optimality Interpretations. 3057-3078 - Francisco Benita
Optimal Control Problems with Terminal Complementarity Constraints. 3079-3104 - Madhushini Narayana Prasad
Improved Conic Reformulations for K-means Clustering. 3105-3126 - Jean-Bernard Lasserre, Victor Magron:
Optimal Data Fitting: A Moment Approach. 3127-3144 - Sara Shashaani
ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization. 3145-3176 - Igor Klep, Janez Povh, Jurij Volcic
Minimizer Extraction in Polynomial Optimization Is Robust. 3177-3207 - Heinz H. Bauschke
Regularizing with Bregman-Moreau Envelopes. 3208-3228 - John C. Duchi, Feng Ruan:
Stochastic Methods for Composite and Weakly Convex Optimization Problems. 3229-3259 - Mohammad Tabatabaei, Alberto Lovison
ANOVA-MOP: ANOVA Decomposition for Multiobjective Optimization. 3260-3289 - Qihang Lin, Selvaprabu Nadarajah, Negar Soheili:
A Level-Set Method for Convex Optimization with a Feasible Solution Path. 3290-3311 - Raghu Bollapragada, Richard H. Byrd, Jorge Nocedal:
Adaptive Sampling Strategies for Stochastic Optimization. 3312-3343 - Ying Cui
Composite Difference-Max Programs for Modern Statistical Estimation Problems. 3344-3374 - Suhail Mohmad Shah, Vivek S. Borkar:
Distributed Stochastic Approximation with Local Projections. 3375-3401 - Lei Yang
A Nonmonotone Alternating Updating Method for a Class of Matrix Factorization Problems. 3402-3430
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