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Javier Peña 0001
Person information
- affiliation: Carnegie Mellon University, Tepper School of Business, Pittsburgh, PA, USA
Other persons with the same name
- Javier Peña — disambiguation page
- Javier Peña 0002 — Universidad de los Andes, Civil and Environmental Engineering Department, Bogota, Colombia
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2020 – today
- 2024
- [j49]Javier Peña
:
An easily computable upper bound on the Hoffman constant for homogeneous inequality systems. Comput. Optim. Appl. 87(1): 323-335 (2024) - 2023
- [j48]David H. Gutman
Perturbed Fenchel duality and first-order methods. Math. Program. 198(1): 443-469 (2023) - [j47]Javier Peña
Implementation of a projection and rescaling algorithm for second-order conic feasibility problems. Optim. Methods Softw. 38(1): 218-241 (2023) - [j46]Javier Peña
Affine Invariant Convergence Rates of the Conditional Gradient Method. SIAM J. Optim. 33(4): 2654-2674 (2023) - 2022
- [j45]Javier Peña
Projection and Rescaling Algorithm for Finding Maximum Support Solutions to Polyhedral Conic Systems. Math. Oper. Res. 47(4): 3304-3316 (2022) - 2021
- [j44]Javier Peña
New characterizations of Hoffman constants for systems of linear constraints. Math. Program. 187(1): 79-109 (2021) - [j43]David H. Gutman
The condition number of a function relative to a set. Math. Program. 188(1): 255-294 (2021) - [j42]Javier Peña
Computational performance of a projection and rescaling algorithm. Optim. Methods Softw. 36(5): 934-951 (2021) - 2020
- [j41]Javier Peña
A Data-Independent Distance to Infeasibility for Linear Conic Systems. SIAM J. Optim. 30(2): 1049-1066 (2020)
2010 – 2019
- 2019
- [j40]Javier Peña
Polytope Conditioning and Linear Convergence of the Frank-Wolfe Algorithm. Math. Oper. Res. 44(1): 1-18 (2019) - [j39]David H. Gutman
Convergence Rates of Proximal Gradient Methods via the Convex Conjugate. SIAM J. Optim. 29(1): 162-174 (2019) - 2017
- [j38]Javier Peña
Solving Conic Systems via Projection and Rescaling. Math. Program. 166(1-2): 87-111 (2017) - [j37]Javier Peña
Convergence of first-order methods via the convex conjugate. Oper. Res. Lett. 45(6): 561-564 (2017) - 2016
- [j36]Javier Peña
A deterministic rescaled perceptron algorithm. Math. Program. 155(1-2): 497-510 (2016) - [j35]Aaditya Ramdas, Javier Peña:
Towards a deeper geometric, analytic and algorithmic understanding of margins. Optim. Methods Softw. 31(2): 377-391 (2016) - [j34]Javier Peña
On the von Neumann and Frank-Wolfe Algorithms with Away Steps. SIAM J. Optim. 26(1): 499-512 (2016) - 2015
- [j33]Felipe Cucker
Solving second-order conic systems with variable precision. Math. Program. 150(2): 217-250 (2015) - [j32]Javier Peña, Juan Carlos Vera
Completely positive reformulations for polynomial optimization. Math. Program. 151(2): 405-431 (2015) - [j31]Qihang Lin, Xi Chen, Javier Peña:
A trade execution model under a composite dynamic coherent risk measure. Oper. Res. Lett. 43(1): 52-58 (2015) - [i3]Aaditya Ramdas, Javier Peña:
Margins, Kernels and Non-linear Smoothed Perceptrons. CoRR abs/1505.04123 (2015) - 2014
- [j30]Qihang Lin, Xi Chen, Javier Peña:
A sparsity preserving stochastic gradient methods for sparse regression. Comput. Optim. Appl. 58(2): 455-482 (2014) - [j29]Negar Soheili, Javier Peña:
A condition-based algorithm for solving polyhedral feasibility problems. J. Complex. 30(6): 673-682 (2014) - [j28]Irénée Briquel, Felipe Cucker
Fast computation of zeros of polynomial systems with bounded degree under finite-precision. Math. Comput. 83(287): 1279-1317 (2014) - [j27]Javier Peña, Vera Roshchina
Some preconditioners for systems of linear inequalities. Optim. Lett. 8(7): 2145-2152 (2014) - [j26]Qihang Lin, Xi Chen, Javier Peña:
A smoothing stochastic gradient method for composite optimization. Optim. Methods Softw. 29(6): 1281-1301 (2014) - [c4]Aaditya Ramdas, Javier Peña:
Margins, Kernels and Non-linear Smoothed Perceptrons. ICML 2014: 244-252 - [i2]Aaditya Ramdas, Javier Peña:
Towards A Deeper Geometric, Analytic and Algorithmic Understanding of Margins. CoRR abs/1406.5311 (2014) - 2013
- [j25]Javier Peña, Vera Roshchina
A complementarity partition theorem for multifold conic systems. Math. Program. 142(1-2): 579-589 (2013) - 2012
- [j24]Javier Peña, Juan Carlos Vera
Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads. Eur. J. Oper. Res. 222(2): 369-376 (2012) - [j23]Andrew Gilpin, Javier Peña, Tuomas Sandholm:
First-order algorithm with 𝒪(ln(1/ε)) convergence for ε-equilibrium in two-person zero-sum games. Math. Program. 133(1-2): 279-298 (2012) - [j22]Negar Soheili, Javier Peña:
A Smooth Perceptron Algorithm. SIAM J. Optim. 22(2): 728-737 (2012) - [c3]Xi Chen, Qihang Lin, Javier Peña:
Optimal Regularized Dual Averaging Methods for Stochastic Optimization. NIPS 2012: 404-412 - 2010
- [j21]Javier Peña, Xavier Saynac, Juan Carlos Vera, Luis Fernando Zuluaga:
Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition. Algorithmic Oper. Res. 5(2): 65-74 (2010) - [j20]Dennis Cheung, Felipe Cucker
On strata of degenerate polyhedral cones, II: Relations between condition measures. J. Complex. 26(2): 209-226 (2010) - [j19]Samid Hoda, Andrew Gilpin, Javier Peña, Tuomas Sandholm:
Smoothing Techniques for Computing Nash Equilibria of Sequential Games. Math. Oper. Res. 35(2): 494-512 (2010) - [j18]Javier Peña, Hristo S. Sendov:
Separable self-concordant spectral functions and a conjecture of Tunçel. Math. Program. 125(1): 101-122 (2010) - [j17]Boris S. Mordukhovich, Javier Peña, Vera Roshchina
Applying Metric Regularity to Compute a Condition Measure of a Smoothing Algorithm for Matrix Games. SIAM J. Optim. 20(6): 3490-3511 (2010) - [i1]Xi Chen, Qihang Lin, Seyoung Kim, Javier Peña, Jaime G. Carbonell, Eric P. Xing:
An Efficient Proximal-Gradient Method for Single and Multi-task Regression with Structured Sparsity. CoRR abs/1005.4717 (2010)
2000 – 2009
- 2009
- [j16]Dennis Cheung, Felipe Cucker
On strata of degenerate polyhedral cones I: Condition and distance to strata. Eur. J. Oper. Res. 198(1): 23-28 (2009) - [j15]Luis Fernando Zuluaga, Javier Peña, Donglei Du
Third-order extensions of Lo's semiparametric bound for European call options. Eur. J. Oper. Res. 198(2): 557-570 (2009) - 2008
- [j14]Javier Peña, Juan Carlos Vera
Exploiting equalities in polynomial programming. Oper. Res. Lett. 36(2): 223-228 (2008) - [j13]Dennis Cheung, Felipe Cucker
A Condition Number for Multifold Conic Systems. SIAM J. Optim. 19(1): 261-280 (2008) - [c2]Andrew Gilpin, Javier Peña, Tuomas Sandholm:
First-Order Algorithm with O(ln(1/e)) Convergence for e-Equilibrium in Two-Person Zero-Sum Games. AAAI 2008: 75-82 - 2007
- [j12]Juan Carlos Vera
A primal-dual symmetric relaxation for homogeneous conic systems. J. Complex. 23(2): 245-261 (2007) - [j11]Javier Peña, Juan Carlos Vera
Computing the Stability Number of a Graph Via Linear and Semidefinite Programming. SIAM J. Optim. 18(1): 87-105 (2007) - [c1]Andrew Gilpin, Samid Hoda, Javier Peña, Tuomas Sandholm:
Gradient-Based Algorithms for Finding Nash Equilibria in Extensive Form Games. WINE 2007: 57-69 - 2006
- [j10]Luis Fernando Zuluaga, Juan Carlos Vera
LMI Approximations for Cones of Positive Semidefinite Forms. SIAM J. Optim. 16(4): 1076-1091 (2006) - 2005
- [j9]Luis Fernando Zuluaga, Javier Peña:
A Conic Programming Approach to Generalized Tchebycheff Inequalities. Math. Oper. Res. 30(2): 369-388 (2005) - [j8]Javier Peña:
On the block-structured distance to non-surjectivity of sublinear mappings. Math. Program. 103(3): 561-573 (2005) - 2004
- [j7]Javier Peña:
Conic systems and sublinear mappings: equivalent approaches. Oper. Res. Lett. 32(5): 463-467 (2004) - 2003
- [j6]Dennis Cheung, Felipe Cucker
Unifying Condition Numbers for Linear Programming. Math. Oper. Res. 28(4): 609-624 (2003) - 2002
- [j5]Javier Peña:
Two properties of condition numbers for convex programs via implicitly defined barrier functions. Math. Program. 93(1): 55-75 (2002) - [j4]Felipe Cucker
A Primal-Dual Algorithm for Solving Polyhedral Conic Systems with a Finite-Precision Machine. SIAM J. Optim. 12(2): 522-554 (2002) - 2001
- [j3]Javier Peña:
Conditioning of Convex Programs from a Primal-Dual Perspective. Math. Oper. Res. 26(2): 206-220 (2001) - 2000
- [j2]Javier Peña, James Renegar:
Computing approximate solutions for convex conic systems of constraints. Math. Program. 87(3): 351-383 (2000) - [j1]Javier Peña:
Understanding the Geometry of Infeasible Perturbations of a Conic Linear System. SIAM J. Optim. 10(2): 534-550 (2000)
Coauthor Index
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