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ORCIDSIAM Journal on Optimization, Volume 30
Volume 30, Number 1, 2020
- Chao Zhang, Xiaojun Chen:
A Smoothing Active Set Method for Linearly Constrained Non-Lipschitz Nonconvex Optimization. 1-30 - Yun-Bin Zhao:
Optimal k-Thresholding Algorithms for Sparse Optimization Problems. 31-55 - Amir Beck, Nadav Hallak
:
On the Convergence to Stationary Points of Deterministic and Randomized Feasible Descent Directions Methods. 56-79 - Luis Felipe Bueno, José Mario Martínez:
On the Complexity of an Inexact Restoration Method for Constrained Optimization. 80-101 - Sebastian Banert, Axel Ringh, Jonas Adler, Johan Karlsson, Ozan Öktem:
Data-Driven Nonsmooth Optimization. 102-131 - Xiao-Xiao Ma, Meng-Meng Zheng, Zheng-Hai Huang:
A Note on the Nonemptiness and Compactness of Solution Sets of Weakly Homogeneous Variational Inequalities. 132-148 - Andreas Themelis, Panagiotis Patrinos:
Douglas-Rachford Splitting and ADMM for Nonconvex Optimization: Tight Convergence Results. 149-181 - Yuchen Xie, Richard H. Byrd, Jorge Nocedal:
Analysis of the BFGS Method with Errors. 182-209 - Shixiang Chen, Shiqian Ma, Anthony Man-Cho So, Tong Zhang:
Proximal Gradient Method for Nonsmooth Optimization over the Stiefel Manifold. 210-239 - Igor Klep, Jiawang Nie:
A Matrix Positivstellensatz with Lifting Polynomials. 240-261 - Vincent Roulet, Alexandre d'Aspremont:
Sharpness, Restart, and Acceleration. 262-289 - Constantin Christof:
Gradient-Based Solution Algorithms for a Class of Bilevel Optimization and Optimal Control Problems with a Nonsmooth Lower Level. 290-318 - Abderrahim Jourani, Francisco J. Silva:
Existence of Lagrange Multipliers under Gâteaux Differentiable Data with Applications to Stochastic Optimal Control Problems. 319-348 - Courtney Paquette, Katya Scheinberg:
A Stochastic Line Search Method with Expected Complexity Analysis. 349-376 - Johanna Burtscheidt, Matthias Claus, Stephan Dempe:
Risk-Averse Models in Bilevel Stochastic Linear Programming. 377-406 - Vincent Guigues:
Inexact Cuts in Stochastic Dual Dynamic Programming. 407-438 - Armin Eftekhari, Raphael A. Hauser:
Principal Component Analysis by Optimization of Symmetric Functions has no Spurious Local Optima. 439-463 - Michel De Lara, Olivier Gossner:
Payoffs-Beliefs Duality and the Value of Information. 464-489 - Xi Yin Zheng:
Well-Posed Solvability of Convex Optimization Problems on a Differentiable or Continuous Closed Convex Set. 490-512 - Coralia Cartis, Nicholas I. M. Gould, Philippe L. Toint:
Sharp Worst-Case Evaluation Complexity Bounds for Arbitrary-Order Nonconvex Optimization with Inexpensive Constraints. 513-541 - D. Russell Luke, Anna-Lena Martins:
Convergence Analysis of the Relaxed Douglas-Rachford Algorithm. 542-584 - Eduardo Casas, Mariano Mateos:
Critical Cones for Sufficient Second Order Conditions in PDE Constrained Optimization. 585-603 - Aram V. Arutyunov, Alexey F. Izmailov:
Covering on a Convex Set in the Absence of Robinson's Regularity. 604-629 - Chao Ding, Defeng Sun, Jie Sun, Kim-Chuan Toh:
Spectral Operators of Matrices: Semismoothness and Characterizations of the Generalized Jacobian. 630-659 - Xiao Li, Zhihui Zhu, Anthony Man-Cho So, René Vidal:
Nonconvex Robust Low-Rank Matrix Recovery. 660-686 - Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos, Stephen P. Boyd, Peter W. Glynn:
On the Convergence of Mirror Descent beyond Stochastic Convex Programming. 687-716 - Necdet Serhat Aybat, Alireza Fallah, Mert Gürbüzbalaban, Asuman E. Ozdaglar:
Robust Accelerated Gradient Methods for Smooth Strongly Convex Functions. 717-751 - Johannes O. Royset:
Stability and Error Analysis for Optimization and Generalized Equations. 752-780 - Xiaoyi Gu, Shabbir Ahmed, Santanu S. Dey:
Exact Augmented Lagrangian Duality for Mixed Integer Quadratic Programming. 781-797 - Monaldo Mastrolilli:
High Degree Sum of Squares Proofs, Bienstock-Zuckerberg Hierarchy, and Chvátal-Gomory Cuts. 798-822 - Junyi Liu, Suvrajeet Sen:
Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming. 823-852 - Warren L. Hare, Gabriel Jarry-Bolduc:
Calculus Identities for Generalized Simplex Gradients: Rules and Applications. 853-884 - S. Rasoul Etesami:
Complexity and Approximability of Optimal Resource Allocation and Nash Equilibrium over Networks. 885-914 - Rujun Jiang, Duan Li:
A Linear-Time Algorithm for Generalized Trust Region Subproblems. 915-932 - Konstantin Mishchenko, Franck Iutzeler, Jérôme Malick:
A Distributed Flexible Delay-Tolerant Proximal Gradient Algorithm. 933-959 - Saeed Ghadimi, Andrzej Ruszczynski, Mengdi Wang:
A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization. 960-979 - Francisco J. Aragón Artacho, Phan Tu Vuong:
The Boosted Difference of Convex Functions Algorithm for Nonsmooth Functions. 980-1006 - Daniel Porumbel:
Projective Cutting-Planes. 1007-1032 - James Saunderson:
Limitations on the Expressive Power of Convex Cones without Long Chains of Faces. 1033-1047 - Dorit S. Hochbaum, Cheng Lu:
Erratum: A Faster Algorithm Solving a Generalization of Isotonic Median Regression and a Class of Fused Lasso Problems. 1048
Volume 30, Number 2, 2020
- Javier Peña, Vera Roshchina:
A Data-Independent Distance to Infeasibility for Linear Conic Systems. 1049-1066 - Philip E. Gill, Vyacheslav Kungurtsev, Daniel P. Robinson:
A Shifted Primal-Dual Penalty-Barrier Method for Nonlinear Optimization. 1067-1093 - Yingjie Bi, Ao Tang:
Duality Gap Estimation via a Refined Shapley-Folkman Lemma. 1094-1118 - Mishal Assif, Debasish Chatterjee, Ravi N. Banavar:
Scenario Approach for Minmax Optimization with Emphasis on the Nonconvex Case: Positive Results and Caveats. 1119-1143 - Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag:
On Stochastic and Deterministic Quasi-Newton Methods for Nonstrongly Convex Optimization: Asymptotic Convergence and Rate Analysis. 1144-1172 - Alberto Del Pia, Santanu S. Dey, Robert Weismantel:
Subset Selection in Sparse Matrices. 1173-1190 - Jinlong Lei, Peng Yi, Guodong Shi, Brian D. O. Anderson:
Distributed Algorithms with Finite Data Rates that Solve Linear Equations. 1191-1222 - Vincent Leclère, Pierre Carpentier, Jean-Philippe Chancelier, Arnaud Lenoir, François Pacaud:
Exact Converging Bounds for Stochastic Dual Dynamic Programming via Fenchel Duality. 1223-1250 - Sunyoung Kim, Masakazu Kojima, Kim-Chuan Toh:
A Geometrical Analysis on Convex Conic Reformulations of Quadratic and Polynomial Optimization Problems. 1251-1273 - Minglu Ye, Ting Kei Pong:
A Subgradient-Based Approach for Finding the Maximum Feasible Subsystem with Respect to a Set. 1274-1299 - Serena Crisci, Federica Porta, Valeria Ruggiero, Luca Zanni:
Spectral Properties of Barzilai-Borwein Rules in Solving Singly Linearly Constrained Optimization Problems Subject to Lower and Upper Bounds. 1300-1326 - Aris Daniilidis, Dmitriy Drusvyatskiy:
Pathological Subgradient Dynamics. 1327-1338 - Benjamin Müller, Felipe Serrano, Ambros M. Gleixner:
Using Two-Dimensional Projections for Stronger Separation and Propagation of Bilinear Terms. 1339-1365 - J. Chen, X. Wang, Chayne Planiden:
A Proximal Average for Prox-Bounded Functions. 1366-1390 - Tuomo Valkonen:
Inertial, Corrected, Primal-Dual Proximal Splitting. 1391-1420 - Bangti Jin, Zehui Zhou, Jun Zou:
On the Convergence of Stochastic Gradient Descent for Nonlinear Ill-Posed Problems. 1421-1450 - Yura Malitsky, Matthew K. Tam:
A Forward-Backward Splitting Method for Monotone Inclusions Without Cocoercivity. 1451-1472 - Lihua Lei, Michael I. Jordan:
On the Adaptivity of Stochastic Gradient-Based Optimization. 1473-1500 - Thai Doan Chuong:
Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty. 1501-1526 - Sen Na, Mihai Anitescu:
Exponential Decay in the Sensitivity Analysis of Nonlinear Dynamic Programming. 1527-1554 - Andreas Fischer, Alexey F. Izmailov, Wladimir Scheck:
Adjusting Dual Iterates in the Presence of Critical Lagrange Multipliers. 1555-1581 - James R. Luedtke, Claudia D'Ambrosio, Jeff T. Linderoth, Jonas Schweiger:
Strong Convex Nonlinear Relaxations of the Pooling Problem. 1582-1609 - Elias S. Helou, Sandra A. Santos, Lucas E. A. Simões:
A New Sequential Optimality Condition for Constrained Nonsmooth Optimization. 1610-1637 - Francesco Caruso, Maria Carmela Ceparano, Jacqueline Morgan:
An Inverse-Adjusted Best Response Algorithm for Nash Equilibria. 1638-1663 - Yangyang Xu:
Primal-Dual Stochastic Gradient Method for Convex Programs with Many Functional Constraints. 1664-1692 - Ying Cui, Ziyu He, Jong-Shi Pang:
MultiComposite Nonconvex Optimization for Training Deep Neural Networks. 1693-1723 - Nguyen Thanh Qui, Daniel Wachsmuth:
Subgradients of Marginal Functions in Parametric Control Problems of Partial Differential Equations. 1724-1755 - Yulan Liu, Shujun Bi, Shaohua Pan:
Several Classes of Stationary Points for Rank Regularized Minimization Problems. 1756-1775
Volume 30, Number 3, 2020
- Tien-Son Pham:
Local Minimizers of Semi-Algebraic Functions from the Viewpoint of Tangencies. 1777-1794 - Huan Li, Zhouchen Lin:
Revisiting EXTRA for Smooth Distributed Optimization. 1795-1821 - James V. Burke, Frank E. Curtis, Hao Wang, Jiashan Wang:
Inexact Sequential Quadratic Optimization with Penalty Parameter Updates within the QP Solver. 1822-1849 - Othmane Sebbouh, Charles Dossal, Aude Rondepierre:
Convergence Rates of Damped Inertial Dynamics under Geometric Conditions and Perturbations. 1850-1877 - Anton Rodomanov, Dmitry Kropotov:
A Randomized Coordinate Descent Method with Volume Sampling. 1878-1904 - Guoyong Gu, Junfeng Yang:
Tight Sublinear Convergence Rate of the Proximal Point Algorithm for Maximal Monotone Inclusion Problems. 1905-1921 - Daniel Luft, Volker H. Schulz, Kathrin Welker:
Efficient Techniques for Shape Optimization with Variational Inequalities Using Adjoints. 1922-1953 - Mehiddin Al-Baali, Andrea Caliciotti, Giovanni Fasano, Massimo Roma:
A Class of Approximate Inverse Preconditioners Based on Krylov-Subspace Methods for Large-Scale Nonconvex Optimization. 1954-1979 - Jiulin Wang, Yong Xia:
Closing the Gap between Necessary and Sufficient Conditions for Local Nonglobal Minimizer of Trust Region Subproblem. 1980-1995 - Johannes Milz, Michael Ulbrich:
An Approximation Scheme for Distributionally Robust Nonlinear Optimization. 1996-2025 - Rui Peng Liu:
On Feasibility of Sample Average Approximation Solutions. 2026-2052 - Etienne de Klerk, François Glineur, Adrien B. Taylor:
Worst-Case Convergence Analysis of Inexact Gradient and Newton Methods Through Semidefinite Programming Performance Estimation. 2053-2082 - Alexander Shapiro, Lingquan Ding:
Periodical Multistage Stochastic Programs. 2083-2102 - Yifan Hu, Xin Chen, Niao He:
Sample Complexity of Sample Average Approximation for Conditional Stochastic Optimization. 2103-2133 - Samir Adly, Hédy Attouch:
Finite Convergence of Proximal-Gradient Inertial Algorithms Combining Dry Friction with Hessian-Driven Damping. 2134-2162 - Constantin Christof, Juan Carlos de los Reyes, Christian Meyer:
A Nonsmooth Trust-Region Method for Locally Lipschitz Functions with Application to Optimization Problems Constrained by Variational Inequalities. 2163-2196 - Yangjing Zhang, Ning Zhang, Defeng Sun, Kim-Chuan Toh:
A Proximal Point Dual Newton Algorithm for Solving Group Graphical Lasso Problems. 2197-2220 - Alejandra Peña-Ordieres, James R. Luedtke, Andreas Wächter:
Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation. 2221-2250 - Ernest K. Ryu, Adrien B. Taylor, Carolina Bergeling, Pontus Giselsson:
Operator Splitting Performance Estimation: Tight Contraction Factors and Optimal Parameter Selection. 2251-2271 - Jiawei Zhang, Zhi-Quan Luo:
A Proximal Alternating Direction Method of Multiplier for Linearly Constrained Nonconvex Minimization. 2272-2302 - Olivier Beaude, Pascal Benchimol, Stéphane Gaubert, Paulin Jacquot, Nadia Oudjane:
A Privacy-Preserving Method to Optimize Distributed Resource Allocation. 2303-2336 - Mohammad Farazmand:
Multiscale Analysis of Accelerated Gradient Methods. 2337-2354 - Alexander S. Estes, Michael O. Ball:
Facets of the Stochastic Network Flow Problem. 2355-2378 - Ashkan Mohammadi, M. Ebrahim Sarabi:
Twice Epi-Differentiability of Extended-Real-Valued Functions with Applications in Composite Optimization. 2379-2409 - Xudong Li, Defeng Sun, Kim-Chuan Toh:
An Asymptotically Superlinearly Convergent Semismooth Newton Augmented Lagrangian Method for Linear Programming. 2410-2440 - Federico Bassetti, Stefano Gualandi, Marco Veneroni:
On the Computation of Kantorovich-Wasserstein Distances Between Two-Dimensional Histograms by Uncapacitated Minimum Cost Flows. 2441-2469 - Immanuel M. Bomze, Francesco Rinaldi, Damiano Zeffiro:
Active Set Complexity of the Away-Step Frank-Wolfe Algorithm. 2470-2500 - Maher Nouiehed, Meisam Razaviyayn:
A Trust Region Method for Finding Second-Order Stationarity in Linearly Constrained Nonconvex Optimization. 2501-2529 - Junyi Liu, Ying Cui, Jong-Shi Pang, Suvrajeet Sen:
Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse. 2530-2558 - Heinz H. Bauschke, Walaa M. Moursi:
On the Behavior of the Douglas-Rachford Algorithm for Minimizing a Convex Function Subject to a Linear Constraint. 2559-2576 - Irène Waldspurger, Alden Waters:
Rank Optimality for the Burer-Monteiro Factorization. 2577-2602 - Maxim V. Dolgopolik:
A New Constraint Qualification and Sharp Optimality Conditions for Nonsmooth Mathematical Programming Problems in Terms of Quasidifferentials. 2603-2627 - Zsolt Darvay, Tibor Illés, Janez Povh, Petra Renáta Rigó:
Feasible Corrector-Predictor Interior-Point Algorithm for P* (κ)-Linear Complementarity Problems Based on a New Search Direction. 2628-2658 - Naoki Hamada, Kenta Hayano, Shunsuke Ichiki, Yutaro Kabata, Hiroshi Teramoto:
Topology of Pareto Sets of Strongly Convex Problems. 2659-2686
Volume 30, Number 4, 2020
- Antonio Silveti-Falls, Cesare Molinari, Jalal Fadili:
Generalized Conditional Gradient with Augmented Lagrangian for Composite Minimization. 2687-2725 - El Houcine Bergou, Eduard Gorbunov, Peter Richtárik:
Stochastic Three Points Method for Unconstrained Smooth Minimization. 2726-2749 - Geovani Nunes Grapiglia, Yurii E. Nesterov:
Tensor Methods for Minimizing Convex Functions with Hölder Continuous Higher-Order Derivatives. 2750-2779 - Haihao Lu, Rahul Mazumder:
Randomized Gradient Boosting Machine. 2780-2808 - Jun Li, Giandomenico Mastroeni:
Convex Analysis in ℤn and Applications to Integer Linear Programming. 2809-2840 - Daniel Duque, David P. Morton:
Distributionally Robust Stochastic Dual Dynamic Programming. 2841-2865 - Quoc Tran-Dinh, Yuzixuan Zhu:
Non-stationary First-Order Primal-Dual Algorithms with Faster Convergence Rates. 2866-2896 - Bo Jiang, Tianyi Lin, Shuzhong Zhang:
A Unified Adaptive Tensor Approximation Scheme to Accelerate Composite Convex Optimization. 2897-2926 - Wooseok Ha, Haoyang Liu, Rina Foygel Barber:
An Equivalence between Critical Points for Rank Constraints Versus Low-Rank Factorizations. 2927-2955 - Eike Börgens, Christian Kanzow, Patrick Mehlitz, Gerd Wachsmuth:
New Constraint Qualifications for Optimization Problems in Banach Spaces Based on Asymptotic KKT Conditions. 2956-2982 - Asteroide Santana, Santanu S. Dey:
The Convex Hull of a Quadratic Constraint over a Polytope. 2983-2997 - Konstantin Usevich, Jianze Li, Pierre Comon:
Approximate Matrix and Tensor Diagonalization by Unitary Transformations: Convergence of Jacobi-Type Algorithms. 2998-3028 - Amir Daneshmand, Gesualdo Scutari, Vyacheslav Kungurtsev:
Second-Order Guarantees of Distributed Gradient Algorithms. 3029-3068 - Silvia Bonettini, Marco Prato, Simone Rebegoldi:
Convergence of Inexact Forward-Backward Algorithms Using the Forward-Backward Envelope. 3069-3097 - Yuxin Chen, Yuejie Chi, Jianqing Fan, Cong Ma, Yuling Yan:
Noisy Matrix Completion: Understanding Statistical Guarantees for Convex Relaxation via Nonconvex Optimization. 3098-3121 - Marianna De Santis, Gabriele Eichfelder, Julia Niebling, Stefan Rocktäschel:
Solving Multiobjective Mixed Integer Convex Optimization Problems. 3122-3145 - Nikita Doikov, Yurii E. Nesterov:
Contracting Proximal Methods for Smooth Convex Optimization. 3146-3169 - Junzi Zhang, Brendan O'Donoghue, Stephen P. Boyd:
Globally Convergent Type-I Anderson Acceleration for Nonsmooth Fixed-Point Iterations. 3170-3197 - Wei Wang, Huifu Xu:
Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete. 3198-3229 - Aryan Mokhtari, Asuman E. Ozdaglar, Sarath Pattathil:
Convergence Rate of 풪(1/k) for Optimistic Gradient and Extragradient Methods in Smooth Convex-Concave Saddle Point Problems. 3230-3251 - Hédy Attouch, Szilárd Csaba László:
Newton-like Inertial Dynamics and Proximal Algorithms Governed by Maximally Monotone Operators. 3252-3283 - Jelena Diakonikolas, Maryam Fazel, Lorenzo Orecchia:
Fair Packing and Covering on a Relative Scale. 3284-3314 - Hamed Hassani, Amin Karbasi, Aryan Mokhtari, Zebang Shen:
Stochastic Conditional Gradient++: (Non)Convex Minimization and Continuous Submodular Maximization. 3315-3344 - Felix Lieder:
Solving Large-Scale Cubic Regularization by a Generalized Eigenvalue Problem. 3345-3358 - Weijun Xie, Xinwei Deng:
Scalable Algorithms for the Sparse Ridge Regression. 3359-3386 - Bruno F. Lourenço, Akiko Takeda:
Generalized Subdifferentials of Spectral Functions over Euclidean Jordan Algebras. 3387-3414
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