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Mathematical Programming, Volume 148

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Volume 148, Numbers 1-2, December 2014

Modern Convex Analysis

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  - journals/mp/CombettesHT14
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Patrick L. Combettes, Jean-Baptiste Hiriart-Urruty, Michel Théra:
Preface. 1-4
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Samir Adly, Tahar Haddad, Lionel Thibault:
Convex sweeping process in the framework of measure differential inclusions and evolution variational inequalities. 5-47
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  - journals/mp/ArtachoBMY14
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Francisco J. Aragón Artacho, Jonathan M. Borwein, Victoria Martín-Márquez, Liangjin Yao:
Applications of convex analysis within mathematics. 49-88
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  - journals/mp/dAspremontBG14
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Alexandre d'Aspremont, Francis R. Bach, Laurent El Ghaoui:
Approximation bounds for sparse principal component analysis. 89-110
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Guy Bouchitté, Ilaria Fragalà, Ilaria Lucardesi:
Shape derivatives for minima of integral functionals. 111-142
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Bruce Cox, Anatoli B. Juditsky, Arkadi Nemirovski:
Dual subgradient algorithms for large-scale nonsmooth learning problems. 143-180
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Darinka Dentcheva, Andrzej Ruszczynski:
Risk preferences on the space of quantile functions. 181-200
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Konstantin Emich, René Henrion, Werner Römisch:
Conditioning of linear-quadratic two-stage stochastic optimization problems. 201-221
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Alejandro Jofré, R. Tyrrell Rockafellar, Roger J.-B. Wets:
Convex analysis and financial equilibrium. 223-239
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Welington de Oliveira, Claudia A. Sagastizábal, Claude Lemaréchal:
Convex proximal bundle methods in depth: a unified analysis for inexact oracles. 241-277
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Teemu Pennanen:
Convex duality in optimal investment under illiquidity. 279-295
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R. Tyrrell Rockafellar, Johannes O. Royset:
Random variables, monotone relations, and convex analysis. 297-331

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