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ORCIDSIAM Journal on Optimization, Volume 34
Volume 34, Number 1, March 2024
- Antonio Bellon, Mareike Dressler
, Vyacheslav Kungurtsev, Jakub Marecek, André Uschmajew:
Time-Varying Semidefinite Programming: Path Following a Burer-Monteiro Factorization. 1-26 - Nikita Doikov, Konstantin Mishchenko, Yurii E. Nesterov:
Super-Universal Regularized Newton Method. 27-56 - Cédric Josz, Lexiao Lai:
Sufficient Conditions for Instability of the Subgradient Method with Constant Step Size. 57-70 - Jérôme Bolte, Edouard Pauwels, Antonio Silveti-Falls:
Differentiating Nonsmooth Solutions to Parametric Monotone Inclusion Problems. 71-97 - Grigoriy Blekherman, Santanu S. Dey, Shengding Sun:
Aggregations of Quadratic Inequalities and Hidden Hyperplane Convexity. 98-126 - Zheng Qu, Xindong Tang:
A Correlatively Sparse Lagrange Multiplier Expression Relaxation for Polynomial Optimization. 127-162 - Alexandre d'Aspremont, Cristóbal Guzmán, Clément Lezane:
Optimal Algorithms for Stochastic Complementary Composite Minimization. 163-189 - Iskander Aliev, Martin Henk, Mark Hogan, Stefan Kuhlmann, Timm Oertel:
New Bounds for the Integer Carathéodory Rank. 190-200 - Weiwei Kong, Renato D. C. Monteiro:
Global Complexity Bound of a Proximal ADMM for Linearly Constrained Nonseparable Nonconvex Composite Programming. 201-224 - Christian Günther, Bahareh Khazayel, Christiane Tammer:
Nonlinear Cone Separation Theorems in Real Topological Linear Spaces. 225-250 - Camille Castera, Hédy Attouch, Jalal Fadili, Peter Ochs:
Continuous Newton-like Methods Featuring Inertia and Variable Mass. 251-277 - Anis Hamadouche, Yun Wu, Andrew M. Wallace, João F. C. Mota:
Sharper Bounds for Proximal Gradient Algorithms with Errors. 278-305 - Hanyang Li, Ying Cui:
A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions. 306-335 - Wenqing Ouyang, Yang Liu, Andre Milzarek:
Descent Properties of an Anderson Accelerated Gradient Method with Restarting. 336-365 - Adrian S. Lewis, Genaro López-Acedo, Adriana Nicolae:
Basic Convex Analysis in Metric Spaces with Bounded Curvature. 366-388 - Tianyi Liu, Yifan Lin, Enlu Zhou:
Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data. 389-418 - Nan Jiang, Weijun Xie:
Distributionally Favorable Optimization: A Framework for Data-Driven Decision-Making with Endogenous Outliers. 419-458 - David L. Applegate, Mateo Díaz, Haihao Lu, Miles Lubin:
Infeasibility Detection with Primal-Dual Hybrid Gradient for Large-Scale Linear Programming. 459-484 - Zhe Sun, Lei Wu:
Hybrid Algorithms for Finding a D-Stationary Point of a Class of Structured Nonsmooth DC Minimization. 485-506 - Tobia Marcucci, Jack Umenberger, Pablo A. Parrilo, Russ Tedrake:
Shortest Paths in Graphs of Convex Sets. 507-532 - Maël Forcier, Stéphane Gaubert, Vincent Leclère:
Exact Quantization of Multistage Stochastic Linear Problems. 533-562 - Xiaozhou Wang, Ting Kei Pong:
Convergence Rate Analysis of a Dykstra-Type Projection Algorithm. 563-589 - Sergio Cristancho, Mauricio Velasco:
Harmonic Hierarchies for Polynomial Optimization. 590-615 - Ulysse Marteau-Ferey, Francis R. Bach, Alessandro Rudi:
Second Order Conditions to Decompose Smooth Functions as Sums of Squares. 616-641 - Honglin Luo, Xianfu Wang, Xinmin Yang:
Various Notions of Nonexpansiveness Coincide for Proximal Mappings of Functions. 642-653 - Wutao Si, Pierre-Antoine Absil, Wen Huang, Rujun Jiang, Simon Vary:
A Riemannian Proximal Newton Method. 654-681 - Güzin Bayraksan, Francesca Maggioni, Daniel Faccini, Ming Yang:
Bounds for Multistage Mixed-Integer Distributionally Robust Optimization. 682-717 - Mengmeng Song, Yong Xia:
Linear Programming on the Stiefel Manifold. 718-741 - Leon Eifler, Ambros M. Gleixner:
Safe and Verified Gomory Mixed-Integer Cuts in a Rational Mixed-Integer Program Framework. 742-763 - Haoya Li, Hsiang-Fu Yu, Lexing Ying, Inderjit S. Dhillon:
Accelerating Primal-Dual Methods for Regularized Markov Decision Processes. 764-789 - Nadav Hallak:
A Path-Based Approach to Constrained Sparse Optimization. 790-816 - Walid Ben-Ameur:
Subset Selection and the Cone of Factor-Width-k Matrices. 817-843 - Johannes Milz, Michael Ulbrich:
Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization. 844-869 - Shaoning Han, Jong-Shi Pang:
Continuous Selections of Solutions to Parametric Variational Inequalities. 870-892 - Karl Welzel, Raphael A. Hauser:
Approximating Higher-Order Derivative Tensors Using Secant Updates. 893-917 - Nguyen Thi Van Hang, M. Ebrahim Sarabi:
A Chain Rule for Strict Twice Epi-Differentiability and Its Applications. 918-945 - Sihan Zeng, Thinh T. Doan, Justin Romberg:
A Two-Time-Scale Stochastic Optimization Framework with Applications in Control and Reinforcement Learning. 946-976 - Gábor Pataki, Aleksandr Touzov:
How Do Exponential Size Solutions Arise in Semidefinite Programming? 977-1005 - Yangyang Xu:
Decentralized Gradient Descent Maximization Method for Composite Nonconvex Strongly-Concave Minimax Problems. 1006-1044 - Deren Han, Yansheng Su, Jiaxin Xie:
Randomized Douglas-Rachford Methods for Linear Systems: Improved Accuracy and Efficiency. 1045-1070 - Frank de Meijer, Renata Sotirov:
On Integrality in Semidefinite Programming for Discrete Optimization. 1071-1096 - Xuan Zhang, Necdet Serhat Aybat, Mert Gürbüzbalaban:
Robust Accelerated Primal-Dual Methods for Computing Saddle Points. 1097-1130 - Zhuoqing Song, Lei Shi, Shi Pu, Ming Yan:
Provably Accelerated Decentralized Gradient Methods Over Unbalanced Directed Graphs. 1131-1156 - Andre Milzarek, Fabian Schaipp, Michael Ulbrich:
A Semismooth Newton Stochastic Proximal Point Algorithm with Variance Reduction. 1157-1185
Volume 34, Number 2, 2024
- Christoph Buchheim, Alexandra Grütering, Christian Meyer:
Parabolic Optimal Control Problems with Combinatorial Switching Constraints, Part I: Convex Relaxations. 1187-1205 - Kaizhao Sun, Mou Sun, Wotao Yin:
Decomposition Methods for Global Solution of Mixed-Integer Linear Programs. 1206-1235 - Sebastian Banert, Jevgenija Rudzusika, Ozan Öktem, Jonas Adler:
Accelerated Forward-Backward Optimization Using Deep Learning. 1236-1263 - Volker Krätschmer:
Nonasymptotic Upper Estimates for Errors of the Sample Average Approximation Method to Solve Risk-Averse Stochastic Programs. 1264-1294 - Christoph Buchheim, Alexandra Grütering, Christian Meyer:
Parabolic Optimal Control Problems with Combinatorial Switching Constraints, Part II: Outer Approximation Algorithm. 1295-1315 - Ying Lin, Scott B. Lindstrom, Bruno F. Lourenço, Ting Kei Pong:
Generalized Power Cones: Optimal Error Bounds and Automorphisms. 1316-1340 - Timotej Hrga, Igor Klep, Janez Povh:
Certifying Optimality of Bell Inequality Violations: Noncommutative Polynomial Optimization through Semidefinite Programming and Local Optimization. 1341-1373 - Nuozhou Wang, Shuzhong Zhang:
A Gradient Complexity Analysis for Minimizing the Sum of Strongly Convex Functions with Varying Condition Numbers. 1374-1401 - Marc Dambrine, Charles Dossal, Bénédicte Puig, Aude Rondepierre:
Stochastic Differential Equations for Modeling First Order Optimization Methods. 1402-1426 - Andrew D. McRae, Nicolas Boumal:
Benign Landscapes of Low-Dimensional Relaxations for Orthogonal Synchronization on General Graphs. 1427-1454 - Robin A. Brown, David Esteban Bernal Neira, Davide Venturelli, Marco Pavone:
A Copositive Framework for Analysis of Hybrid Ising-Classical Algorithms. 1455-1489 - Jie Wang:
Weighted Geometric Mean, Minimum Mediated Set, and Optimal Simple Second-Order Cone Representation. 1490-1514 - Roberto Andreani, María Laura Schuverdt, Leonardo D. Secchin:
On Enhanced KKT Optimality Conditions for Smooth Nonlinear Optimization. 1515-1539 - Sivaramakrishnan Ramani, Archis Ghate:
A Family of \(\boldsymbol{s}\)-Rectangular Robust MDPs: Relative Conservativeness, Asymptotic Analyses, and Finite-Sample Properties. 1540-1568 - Kristian Bredies, Enis Chenchene, Emanuele Naldi:
Graph and Distributed Extensions of the Douglas-Rachford Method. 1569-1594 - Martin Morin, Sebastian Banert, Pontus Giselsson:
Frugal Splitting Operators: Representation, Minimal Lifting, and Convergence. 1595-1621 - Avinash Bhardwaj, Vishnu Narayanan, Abhishek Pathapati:
Exact Augmented Lagrangian Duality for Mixed Integer Convex Optimization. 1622-1645 - Hoa T. Bui, Regina Sandra Burachik, Evgeni A. Nurminski, Matthew K. Tam:
Single-Projection Procedure for Infinite Dimensional Convex Optimization Problems. 1646-1678 - Kaizhao Sun, Xu Andy Sun:
Dual Descent Augmented Lagrangian Method and Alternating Direction Method of Multipliers. 1679-1707 - Didier Henrion, Milan Korda, Martin Kruzík, Rodolfo Rios-Zertuche:
Occupation Measure Relaxations in Variational Problems: The Role of Convexity. 1708-1731 - Minh Tùng Nguyen, Tien-Son Pham:
Clarke's Tangent Cones, Subgradients, Optimality Conditions, and the Lipschitzness at Infinity. 1732-1754 - E. Ruben van Beesten, Ward Romeijnders, David P. Morton:
Pragmatic Distributionally Robust Optimization for Simple Integer Recourse Models. 1755-1783 - Aris Daniilidis, Marc Quincampoix:
Extending the Rademacher Theorem to Set-Valued Maps. 1784-1798 - Roberto Andreani, Kelvin R. Couto, Orizon P. Ferreira, Gabriel Haeser:
Constraint Qualifications and Strong Global Convergence Properties of an Augmented Lagrangian Method on Riemannian Manifolds. 1799-1825 - Fabián Flores Bazán, Rubén López, Cristian Vera:
Vector Asymptotic Functions and Their Application to Multiobjective Optimization Problems. 1826-1851 - Yi-Shuai Niu, Hoai An Le Thi, Tao Pham Dinh:
On Difference-of-SOS and Difference-of-Convex-SOS Decompositions for Polynomials. 1852-1878 - Zi Xu, Ziqi Wang, Jingjing Shen, Yuhong Dai:
Derivative-Free Alternating Projection Algorithms for General Nonconvex-Concave Minimax Problems. 1879-1908 - Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara:
Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation. 1909-1936 - Zhaosong Lu, Sanyou Mei:
First-Order Penalty Methods for Bilevel Optimization. 1937-1969 - Olga Kuryatnikova, Juan C. Vera, Luis F. Zuluaga:
Reducing Nonnegativity over General Semialgebraic Sets to Nonnegativity over Simple Sets. 1970-2006 - Yuchen Fang, Sen Na, Michael W. Mahoney, Mladen Kolar:
Fully Stochastic Trust-Region Sequential Quadratic Programming for Equality-Constrained Optimization Problems. 2007-2037 - Qian Li, Defeng Sun, Yancheng Yuan:
An Efficient Sieving-Based Secant Method for Sparse Optimization Problems with Least-Squares Constraints. 2038-2066 - Francesco Rinaldi, Luís Nunes Vicente, Damiano Zeffiro:
Stochastic Trust-Region and Direct-Search Methods: A Weak Tail Bound Condition and Reduced Sample Sizing. 2067-2092 - Naoki Marumo, Akiko Takeda:
Parameter-Free Accelerated Gradient Descent for Nonconvex Minimization. 2093-2120 - Jannis Kurtz:
Approximation Guarantees for Min-Max-Min Robust Optimization and \({\boldsymbol{k}}\)-Adaptability Under Objective Uncertainty. 2121-2149 - Bowen Li, Bin Shi, Ya-xiang Yuan:
Linear Convergence of Forward-Backward Accelerated Algorithms without Knowledge of the Modulus of Strong Convexity. 2150-2168
Volume 34, Number 3, 2024
- Tianyun Tang, Kim-Chuan Toh:
A Feasible Method for General Convex Low-Rank SDP Problems. 2169-2200 - Zilai Si, Yucong Liu, Alexander Strang:
Path-Following Methods for Maximum a Posteriori Estimators in Bayesian Hierarchical Models: How Estimates Depend on Hyperparameters. 2201-2230 - Alejandro Carderera, Mathieu Besançon, Sebastian Pokutta:
Scalable Frank-Wolfe on Generalized Self-Concordant Functions via Simple Steps. 2231-2258 - Konstantin Sonntag, Sebastian Peitz:
Fast Convergence of Inertial Multiobjective Gradient-Like Systems with Asymptotic Vanishing Damping. 2259-2286 - Weiping Yan, Yu Tang, Gonglin Yuan:
Fast Optimization of Charged Particle Dynamics with Damping. 2287-2313 - Guozhi Dong, Michael Hintermüller, Kostas Papafitsoros:
A Descent Algorithm for the Optimal Control of ReLU Neural Network Informed PDEs Based on Approximate Directional Derivatives. 2314-2349 - Wenyu Chen, Rahul Mazumder:
Subgradient Regularized Multivariate Convex Regression at Scale. 2350-2377 - Yan Li, Liping Zhang:
A Novel Nonconvex Relaxation Approach to Low-Rank Matrix Completion of Inexact Observed Data. 2378-2410 - Billy Jin, Katya Scheinberg, Miaolan Xie:
High Probability Complexity Bounds for Adaptive Step Search Based on Stochastic Oracles. 2411-2439 - Waïss Azizian, Franck Iutzeler, Jérôme Malick, Panayotis Mertikopoulos:
The Rate of Convergence of Bregman Proximal Methods: Local Geometry Versus Regularity Versus Sharpness. 2440-2471 - Xiao Wang, Xiaojun Chen:
Complexity of Finite-Sum Optimization with Nonsmooth Composite Functions and Non-Lipschitz Regularization. 2472-2502 - Zikai Xiong, Robert M. Freund:
Using Taylor-Approximated Gradients to Improve the Frank-Wolfe Method for Empirical Risk Minimization. 2503-2534 - Roger Behling, Yunier Bello-Cruz, Alfredo N. Iusem, Di Liu, Luiz-Rafael Santos:
A Finitely Convergent Circumcenter Method for the Convex Feasibility Problem. 2535-2556 - Lien Thuy Nguyen, Andrew C. Eberhard, Xinghuo Yu, Chaojie Li:
Fast Gradient Algorithm with Dry-like Friction and Nonmonotone Line Search for Nonconvex Optimization Problems. 2557-2587 - Benjamin Grimmer:
Provably Faster Gradient Descent via Long Steps. 2588-2608 - Aaron Berk, Simone Brugiapaglia, Tim Hoheisel:
Square Root LASSO: Well-Posedness, Lipschitz Stability, and the Tuning Trade-Off. 2609-2637 - Wouter Jongeneel, Man-Chung Yue, Daniel Kuhn:
Small Errors in Random Zeroth-Order Optimization Are Imaginary. 2638-2670 - K. J. Dzahini, Stefan M. Wild:
Stochastic Trust-Region Algorithm in Random Subspaces with Convergence and Expected Complexity Analyses. 2671-2699 - Çagin Ararat, Firdevs Ulus, Muhammad Umer:
Convergence Analysis of a Norm Minimization-Based Convex Vector Optimization Algorithm. 2700-2728 - Semih Cayci, Niao He, R. Srikant:
Convergence of Entropy-Regularized Natural Policy Gradient with Linear Function Approximation. 2729-2755 - Pham Duy Khanh, V. V. H. Khoa, Boris S. Mordukhovich, Vo Thanh Phat:
Variational and Strong Variational Convexity in Infinite-Dimensional Variational Analysis. 2756-2787 - Andersen Ang, Hans De Sterck, Stephen Vavasis:
MGProx: A Nonsmooth Multigrid Proximal Gradient Method with Adaptive Restriction for Strongly Convex Optimization. 2788-2820 - Michael Hintermüller, Thomas M. Surowiec, Mike Theiß:
On a Differential Generalized Nash Equilibrium Problem with Mean Field Interaction. 2821-2855 - Taotao He, Mohit Tawarmalani:
MIP Relaxations in Factorable Programming. 2856-2882 - Yu-Hong Dai, Jiani Wang, Liwei Zhang:
Optimality Conditions and Numerical Algorithms for a Class of Linearly Constrained Minimax Optimization Problems. 2883-2916 - Jie Jiang, Hailin Sun, Xiaojun Chen:
Data-Driven Distributionally Robust Multiproduct Pricing Problems under Pure Characteristics Demand Models. 2917-2942 - Xinyi Luo, Andreas Wächter:
A Quadratically Convergent Sequential Programming Method for Second-Order Cone Programs Capable of Warm Starts. 2943-2972 - Massimo Fornasier, Timo Klock, Konstantin Riedl:
Consensus-Based Optimization Methods Converge Globally. 2973-3004 - Weiwei Kong:
Complexity-Optimal and Parameter-Free First-Order Methods for Finding Stationary Points of Composite Optimization Problems. 3005-3032 - Nizar Bousselmi, Julien M. Hendrickx, François Glineur:
Interpolation Conditions for Linear Operators and Applications to Performance Estimation Problems. 3033-3063 - Andrzej Ruszczynski, Shangzhe Yang:
A Functional Model Method for Nonconvex Nonsmooth Conditional Stochastic Optimization. 3064-3087 - Víctor Blanco, Miguel Martínez-Antón:
On Minimal Extended Representations of Generalized Power Cones. 3088-3111 - Christopher Thomas Ryan, Robert L. Smith, Marina A. Epelman:
Minimum Spanning Trees in Infinite Graphs: Theory and Algorithms. 3112-3135 - Pengfei Huang, Qingzhi Yang:
Newton-Based Alternating Methods for the Ground State of a Class of Multicomponent Bose-Einstein Condensates. 3136-3162
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