Journal: Math. Program.

Volume 173, Issue 1-2

1 -- 35James Renegar. Accelerated first-order methods for hyperbolic programming
37 -- 77Caihua Chen, Min Li, Xin Liu, Yinyu Ye. Extended ADMM and BCD for nonseparable convex minimization models with quadratic coupling terms: convergence analysis and insights
79 -- 116Satoru Adachi, Yuji Nakatsukasa. Eigenvalue-based algorithm and analysis for nonconvex QCQP with one constraint
117 -- 149Bruno F. Lourenço, Tomonari Kitahara, Masakazu Muramatsu, Takashi Tsuchiya. An extension of Chubanov's algorithm to symmetric cones
151 -- 192Bowen Li, Ruiwei Jiang, Johanna L. Mathieu. Ambiguous risk constraints with moment and unimodality information
193 -- 219Troels Martin Range, Lars Peter Østerdal. First-order dominance: stronger characterization and a bivariate checking algorithm
221 -- 249Boris Houska, Benoît Chachuat. Global optimization in Hilbert space
251 -- 280Bart P. G. Van Parys, Paul J. Goulart, Manfred Morari. Distributionally robust expectation inequalities for structured distributions
281 -- 312Gábor Braun, Sebastian Pokutta, Daniel Zink. Affine reductions for LPs and SDPs
313 -- 352Pranjal Awasthi, Vineet Goyal, Brian Y. Lu. On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints
353 -- 391Somayeh Sojoudi, Salar Fattahi, Javad Lavaei. Convexification of generalized network flow problem
393 -- 430Hamed Rahimian, Güzin Bayraksan, Tito Homem-de-Mello. Identifying effective scenarios in distributionally robust stochastic programs with total variation distance
431 -- 464Saeed Ghadimi. Conditional gradient type methods for composite nonlinear and stochastic optimization
465 -- 507Panayotis Mertikopoulos, Zhengyuan Zhou. Learning in games with continuous action sets and unknown payoff functions
509 -- 536Frank Schöpfer, Dirk A. Lorenz. Linear convergence of the randomized sparse Kaczmarz method