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ORCIDMathematical Programming, Volume 174
Volume 174, Numbers 1-2, March 2019
- Johannes O. Royset:
Preface. 1-3 - Charles R. Doss
:
Concave regression: value-constrained estimation and likelihood ratio-based inference. 5-39 - Cheng Huang, Xiaoming Huo:
A distributed one-step estimator. 41-76 - Alexander Shapiro:
Statistical inference of semidefinite programming. 77-97 - Michael Lamm, Shu Lu:
Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities. 99-127 - Robert L. Bassett, Julio Deride:
Maximum a posteriori estimators as a limit of Bayes estimators. 129-144 - Bogdan Grechuk, Michael Zabarankin:
Regression analysis: likelihood, error and entropy. 145-166 - Abderrahim Hantoute, René Henrion, Pedro Pérez-Aros:
Subdifferential characterization of probability functions under Gaussian distribution. 167-194 - Maher Nouiehed, Jong-Shi Pang, Meisam Razaviyayn:
On the pervasiveness of difference-convexity in optimization and statistics. 195-222 - Maher Nouiehed, Jong-Shi Pang, Meisam Razaviyayn:
Correction to: On the pervasiveness of difference-convexity in optimization and statistics. 223-224 - Anil Aswani:
Statistics with set-valued functions: applications to inverse approximate optimization. 225-251 - Alejandro Jofré, Philip Thompson:
On variance reduction for stochastic smooth convex optimization with multiplicative noise. 253-292 - Farbod Roosta-Khorasani, Michael W. Mahoney:
Sub-sampled Newton methods. 293-326 - Man-Chung Yue, Zirui Zhou, Anthony Man-Cho So:
A family of inexact SQA methods for non-smooth convex minimization with provable convergence guarantees based on the Luo-Tseng error bound property. 327-358 - Aleksandr Y. Aravkin, James V. Burke, Dmitriy Drusvyatskiy, Michael P. Friedlander, Scott Roy:
Level-set methods for convex optimization. 359-390 - Hédy Attouch, Juan Peypouquet:
Convergence of inertial dynamics and proximal algorithms governed by maximally monotone operators. 391-432 - Patrick L. Combettes, Jean-Christophe Pesquet:
Stochastic quasi-Fejér block-coordinate fixed point iterations with random sweeping II: mean-square and linear convergence. 433-451 - R. Tyrrell Rockafellar, Jie Sun:
Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging. 453-471 - Shaoyan Guo, Huifu Xu:
Distributionally robust shortfall risk optimization model and its approximation. 473-498 - Martin Glanzer, Georg Ch. Pflug, Alois Pichler:
Incorporating statistical model error into the calculation of acceptability prices of contingent claims. 499-524 - Drew P. Kouri:
Spectral risk measures: the risk quadrangle and optimal approximation. 525-552 - Kimon Fountoulakis, Farbod Roosta-Khorasani, Julian Shun, Xiang Cheng, Michael W. Mahoney:
Variational perspective on local graph clustering. 553-573 - Matthew Norton, Stan Uryasev:
Maximization of AUC and Buffered AUC in binary classification. 575-612
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