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SIAM Journal on Optimization, Volume 25
Volume 25, Number 1, 2015
- Mauricio Velasco
:
Linearization Functors on Real Convex Sets. 1-27 - Csaba I. Fábián, Christian Wolf, Achim Koberstein, Leena Suhl:
Risk-Averse Optimization in Two-Stage Stochastic Models: Computational Aspects and a Study. 28-52 - Xiaojun Chen
Regularized Mathematical Programs with Stochastic Equilibrium Constraints: Estimating Structural Demand Models. 53-75 - Boris S. Mordukhovich, Jirí V. Outrata, Héctor Ramírez Cabrera:
Second-Order Variational Analysis in Conic Programming with Applications to Optimality and Stability. 76-101 - Cornelis Roos:
An Improved and Simplified Full-Newton Step O(n) Infeasible Interior-Point Method for Linear Optimization. 102-114 - Francis R. Bach:
Duality Between Subgradient and Conditional Gradient Methods. 115-129 - Ward Romeijnders
Convex Approximations for Totally Unimodular Integer Recourse Models: A Uniform Error Bound. 130-158 - Samir Adly, Radek Cibulka
Newton's Method for Solving Inclusions Using Set-Valued Approximations. 159-184 - Amir Beck:
On the Convergence of Alternating Minimization for Convex Programming with Applications to Iteratively Reweighted Least Squares and Decomposition Schemes. 185-209 - Zhening Li
On Convergence of the Maximum Block Improvement Method. 210-233 - Philipp Hennig:
Probabilistic Interpretation of Linear Solvers. 234-260 - James V. Burke, Frank E. Curtis
Iterative Reweighted Linear Least Squares for Exact Penalty Subproblems on Product Sets. 261-294 - Marcel Kenji de Carli Silva, Levent Tunçel
Vertices of Spectrahedra arising from the Elliptope, the Theta Body, and Their Relatives. 295-316 - Nir Halman, Giacomo Nannicini, James B. Orlin
A Computationally Efficient FPTAS for Convex Stochastic Dynamic Programs. 317-350 - Ji Liu, Stephen J. Wright:
Asynchronous Stochastic Coordinate Descent: Parallelism and Convergence Properties. 351-376 - Feng Guo, Chu Wang, Lihong Zhi:
Semidefinite Representations of Noncompact Convex Sets. 377-395 - Matthias Claus
Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints. 396-415 - Xi Yin Zheng, Kung Fu Ng:
Hölder Stable Minimizers, Tilt Stability, and Hölder metric Regularity of Subdifferentials. 416-438 - Shuanghua Bai, Hou-Duo Qi
Constrained Best Euclidean Distance Embedding on a Sphere: A Matrix Optimization Approach. 439-467 - Kunal N. Chaudhury, Yuehaw Khoo, Amit Singer
Global Registration of Multiple Point Clouds Using Semidefinite Programming. 468-501 - Yu. V. Malitsky:
Projected Reflected Gradient Methods for Monotone Variational Inequalities. 502-520 - Huynh van Ngai:
Global Error Bounds for Systems of Convex Polynomials over Polyhedral Constraints. 521-539 - Manuel Gräf, Ralf Hielscher
Fast Global Optimization on the Torus, the Sphere, and the Rotation Group. 540-563 - Darinka Dentcheva, Eli Wolfhagen:
Optimization with Multivariate Stochastic Dominance Constraints. 564-588 - Marco Locatelli
Convex Envelopes of Some Quadratic Functions over the n-Dimensional Unit Simplex. 589-621 - Reinhold Schneider, André Uschmajew:
Convergence Results for Projected Line-Search Methods on Varieties of Low-Rank Matrices Via Łojasiewicz Inequality. 622-646 - Fabián Flores Bazán
Characterizing FJ and KKT Conditions in Nonconvex Mathematical Programming with Applications. 647-676 - Nicolas Gillis
Semidefinite Programming Based Preconditioning for More Robust Near-Separable Nonnegative Matrix Factorization. 677-698 - Alejandro Jofré, Abderrahim Jourani:
Characterizations of the Free Disposal Condition for Nonconvex Economies on Infinite Dimensional Commodity Spaces. 699-712 - Suvrit Sra
Conic Geometric Optimization on the Manifold of Positive Definite Matrices. 713-739
Volume 25, Number 2, 2015
- Christoph Buchheim
Ellipsoid Bounds for Convex Quadratic Integer Programming. 741-769 - Florian Kruse
A Self-Concordant Interior Point Approach for Optimal Control with State Constraints. 770-806 - Aram V. Arutyunov
Stability Theorems for Estimating the Distance to a Set of Coincidence Points. 807-828 - Julien Mairal:
Incremental Majorization-Minimization Optimization with Application to Large-Scale Machine Learning. 829-855 - Cong D. Dang, Guanghui Lan:
Stochastic Block Mirror Descent Methods for Nonsmooth and Stochastic Optimization. 856-881 - Defeng Sun
A Convergent 3-Block SemiProximal Alternating Direction Method of Multipliers for Conic Programming with 4-Type Constraints. 882-915 - Sen Yang, Zhaosong Lu
Fused Multiple Graphical Lasso. 916-943 - Wei Shi, Qing Ling, Gang Wu, Wotao Yin
EXTRA: An Exact First-Order Algorithm for Decentralized Consensus Optimization. 944-966 - Travis C. Johnson, Christian Kirches
An Active-Set Method for Quadratic Programming Based On Sequential Hot-Starts. 967-994 - Zi-Zong Yan
Connectivity of Quadratic Hypersurfaces and Its Applications in Optimization, Part I: General Theory. 995-1012 - Kai Kellner, Thorsten Theobald
A Semidefinite Hierarchy for Containment of Spectrahedra. 1013-1033 - Chek Beng Chua
A Superlinearly Convergent Smoothing Newton Continuation Algorithm for Variational Inequalities over Definable Sets. 1034-1063 - Heinz H. Bauschke
On Subgradient Projectors. 1064-1082 - Brian C. Dandurand
Distributed Computation of Pareto Sets. 1083-1109 - Yun-Bin Zhao, Michal Kocvara
A New Computational Method for the Sparsest Solutions to Systems of Linear Equations. 1110-1134 - James V. Burke, Tim Hoheisel:
Matrix Support Functionals for Inverse Problems, Regularization, and Learning. 1135-1159 - Dmitriy Drusvyatskiy, Gábor Pataki, Henry Wolkowicz:
Coordinate Shadows of Semidefinite and Euclidean Distance Matrices. 1160-1178 - R. Tyrrell Rockafellar
Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity. 1179-1208 - Rainer Sinn, Bernd Sturmfels:
Generic Spectrahedral Shadows. 1209-1220 - Patrick L. Combettes
Stochastic Quasi-Fejér Block-Coordinate Fixed Point Iterations with Random Sweeping. 1221-1248
Volume 25, Number 3, 2015
- Immanuel M. Bomze
Copositive Relaxation Beats Lagrangian Dual Bounds in Quadratically and Linearly Constrained Quadratic Optimization Problems. 1249-1275 - Evgeny Shindin
Structure of Solutions for Continuous Linear Programs with Constant Coefficients. 1276-1297 - Xiaoqin Hua, Nobuo Yamashita:
Iteration Complexity of a Block Coordinate Gradient Descent Method for Convex Optimization. 1298-1313 - James Saunderson
Semidefinite Descriptions of the Convex Hull of Rotation Matrices. 1314-1343 - Yongjia Song, James R. Luedtke:
An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse. 1344-1367 - Shuo Han, Molei Tao, Ufuk Topcu
Convex Optimal Uncertainty Quantification. 1368-1387 - Mengwei Xu, Jane J. Ye
Smoothing SQP Methods for Solving Degenerate Nonsmooth Constrained Optimization Problems with Applications to Bilevel Programs. 1388-1410 - Ashkan M. Jasour, Necdet S. Aybat, Constantino M. Lagoa
Semidefinite Programming For Chance Constrained Optimization Over Semialgebraic Sets. 1411-1440 - Minghui Liu, Gábor Pataki:
Exact Duality in Semidefinite Programming Based on Elementary Reformulations. 1441-1454 - Noam Goldberg
An Active-Set Method for Second-Order Conic-Constrained Quadratic Programming. 1455-1477 - Tianyi Lin, Shiqian Ma, Shuzhong Zhang:
On the Global Linear Convergence of the ADMM with MultiBlock Variables. 1478-1497 - Etienne de Klerk
An Error Analysis for Polynomial Optimization over the Simplex Based on the Multivariate Hypergeometric Distribution. 1498-1514 - Serge Gratton, Clément W. Royer
Direct Search Based on Probabilistic Descent. 1515-1541 - Tomás Bajbar, Oliver Stein
Coercive Polynomials and Their Newton Polytopes. 1542-1570 - Xin Liu, Zaiwen Wen, Yin Zhang:
An Efficient Gauss-Newton Algorithm for Symmetric Low-Rank Product Matrix Approximations. 1571-1608 - José M. Mazón, Julio D. Rossi, Julián Toledo:
Optimal Mass Transport on Metric Graphs. 1609-1632 - Philipp Hungerländer, Franz Rendl
A Feasible Active Set Method for Strictly Convex Quadratic Problems with Simple Bounds. 1633-1659 - Wen Huang
A Broyden Class of Quasi-Newton Methods for Riemannian Optimization. 1660-1685 - Yangyang Xu, Wotao Yin
Block Stochastic Gradient Iteration for Convex and Nonconvex Optimization. 1686-1716 - Wei Chen:
Optimality Conditions for the Minimization of Quadratic 0-1 Problems. 1717-1731 - Alfred Auslender:
An Exact Penalty Method for Nonconvex Problems Covering, in Particular, Nonlinear Programming, Semidefinite Programming, and Second-Order Cone Programming. 1732-1759 - Damek Davis:
Convergence Rate Analysis of the Forward-Douglas-Rachford Splitting Scheme. 1760-1786 - Stefania Bellavia, Valentina De Simone, Daniela di Serafino
Updating Constraint Preconditioners for KKT Systems in Quadratic Programming Via Low-Rank Corrections. 1787-1808 - Zhou Wei, M. Montaz Ali
Generalized Benders Decomposition for one Class of MINLPs with Vector Conic Constraint. 1809-1825 - Michael Hintermüller
Generalized Nash Equilibrium Problems in Banach Spaces: Theory, Nikaido-Isoda-Based Path-Following Methods, and Applications. 1826-1856 - Gregory J. Puleo, Olgica Milenkovic:
Correlation Clustering with Constrained Cluster Sizes and Extended Weights Bounds. 1857-1872 - Avinash Bhardwaj
Deciding Polyhedrality of Spectrahedra. 1873-1884 - Nicholas I. M. Gould
A Nonmonotone Filter SQP Method: Local Convergence and Numerical Results. 1885-1911 - Damek Davis:
Convergence Rate Analysis of Primal-Dual Splitting Schemes. 1912-1943 - Monia Giandomenico, Adam N. Letchford
Ellipsoidal Relaxations of the Stable Set Problem: Theory and Algorithms. 1944-1963
Volume 25, Number 4, 2015
- Renato D. C. Monteiro, Mauricio Romero Sicre
A Hybrid Proximal Extragradient Self-Concordant Primal Barrier Method for Monotone Variational Inequalities. 1965-1996 - Olivier Fercoq, Peter Richtárik:
Accelerated, Parallel, and Proximal Coordinate Descent. 1997-2023 - Amir Beck, Edouard Pauwels, Shoham Sabach:
The Cyclic Block Conditional Gradient Method for Convex Optimization Problems. 2024-2049 - Yasushi Terazono, Ayumu Matani
Continuity of Optimal Solution Functions and their Conditions on Objective Functions. 2050-2060 - Algo Carè
Scenario Min-Max Optimization and the Risk of Empirical Costs. 2061-2080 - Helmut Gfrerer
Complete Characterizations of Tilt Stability in Nonlinear Programming under Weakest Qualification Conditions. 2081-2119 - Caihua Chen, Shiqian Ma, Junfeng Yang:
A General Inertial Proximal Point Algorithm for Mixed Variational Inequality Problem. 2120-2142 - Victor Magron, Didier Henrion
Semidefinite Approximations of Projections and Polynomial Images of SemiAlgebraic Sets. 2143-2164 - Andrzej Cegielski
Application of Quasi-Nonexpansive Operators to an Iterative Method for Variational Inequality. 2165-2181 - Yunlong He, Renato D. C. Monteiro:
Accelerating Block-Decomposition First-Order Methods for Solving Composite Saddle-Point and Two-Player Nash Equilibrium Problems. 2182-2211 - Hamza Fawzi, James Saunderson
Equivariant Semidefinite Lifts and Sum-of-Squares Hierarchies. 2212-2243 - Qihang Lin, Zhaosong Lu
An Accelerated Randomized Proximal Coordinate Gradient Method and its Application to Regularized Empirical Risk Minimization. 2244-2273 - Bingsheng He, Liusheng Hou, Xiaoming Yuan:
On Full Jacobian Decomposition of the Augmented Lagrangian Method for Separable Convex Programming. 2274-2312 - Amitabh Basu
Operations that Preserve the Covering Property of the Lifting Region. 2313-2333 - Xiangmei Wang, Chong Li, Jinhua Wang, Jen-Chih Yao:
Linear Convergence of Subgradient Algorithm for Convex Feasibility on Riemannian Manifolds. 2334-2358 - Satoru Iwata, Yuji Nakatsukasa
Computing the Signed Distance Between Overlapping Ellipsoids. 2359-2384 - Hassan Mohy-ud-Din, Daniel P. Robinson:
A Solver for Nonconvex Bound-Constrained Quadratic Optimization. 2385-2407 - Jean-François Aujol, Charles Dossal:
Stability of Over-Relaxations for the Forward-Backward Algorithm, Application to FISTA. 2408-2433 - Guoyin Li
Global Convergence of Splitting Methods for Nonconvex Composite Optimization. 2434-2460 - Monique Laurent
Conic Approach to Quantum Graph Parameters Using Linear Optimization Over the Completely Positive Semidefinite Cone. 2461-2493 - Jesús A. De Loera, Raymond Hemmecke, Jon Lee:
On Augmentation Algorithms for Linear and Integer-Linear Programming: From Edmonds-Karp to Bland and Beyond. 2494-2511 - Krzysztof Kurdyka, Stanislaw Spodzieja
Convexifying Positive Polynomials and Sums of Squares Approximation. 2512-2536 - Shuxiong Wang, Yaxiang Yuan:
Feasible Method for Semi-Infinite Programs. 2537-2560 - Phan Quoc Khanh
An Induction Theorem and Nonlinear Regularity Models. 2561-2588 - Daniel Ralph, Yves Smeers:
Risk Trading and Endogenous Probabilities in Investment Equilibria. 2589-2611
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