Journal: SIAM Journal on Optimization

Volume 26, Issue 1

1 -- 28Yonghui Huang, Xianping Guo. Minimum Average Value-at-Risk for Finite Horizon Semi-Markov Decision Processes in Continuous Time
29 -- 56Yunlong He, Renato D. C. Monteiro. An Accelerated HPE-Type Algorithm for a Class of Composite Convex-Concave Saddle-Point Problems
57 -- 95Laurent Lessard, Benjamin Recht, Andrew Packard. Analysis and Design of Optimization Algorithms via Integral Quadratic Constraints
96 -- 110Roberto Andreani, José Mario Martínez, Alberto Ramos, Paulo J. S. Silva. A Cone-Continuity Constraint Qualification and Algorithmic Consequences
111 -- 138R. Kipp Martin, Christopher Thomas Ryan, Matt Stern. The Slater Conundrum: Duality and Pricing in Infinite-Dimensional Optimization
139 -- 170Yurii Nesterov, Levent Tunçel. Local Superlinear Convergence of Polynomial-Time Interior-Point Methods for Hyperbolicity Cone Optimization Problems
171 -- 196Yuning Yang, Yunlong Feng, Xiaolin Huang, Johan A. K. Suykens. Rank-1 Tensor Properties with Applications to a Class of Tensor Optimization Problems
197 -- 226Ion Necoara, Dragos N. Clipici. Parallel Random Coordinate Descent Method for Composite Minimization: Convergence Analysis and Error Bounds
227 -- 246Janosch Rieger, Tobias Weth. Localized Solvability of Relaxed One-Sided Lipschitz Inclusions in Hilbert Spaces
247 -- 273Jean B. Lasserre. p-balls Representation
274 -- 312Xuan Vinh Doan, Stephen A. Vavasis. 1-Norm
313 -- 336Shaozhe Tao, Daniel Boley, Shuzhong Zhang. Local Linear Convergence of ISTA and FISTA on the LASSO Problem
337 -- 364Mingyi Hong, Zhi-Quan Luo, Meisam Razaviyayn. Convergence Analysis of Alternating Direction Method of Multipliers for a Family of Nonconvex Problems
365 -- 396Drew P. Kouri, Thomas M. Surowiec. Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk
397 -- 425Oleg P. Burdakov, Christian Kanzow, Alexandra Schwartz. Mathematical Programs with Cardinality Constraints: Reformulation by Complementarity-Type Conditions and a Regularization Method
426 -- 447Ward Romeijnders, Rüdiger Schultz, Maarten H. van der Vlerk, Willem K. Klein Haneveld. A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound
448 -- 473Samir Adly, F. Nacry, L. Thibault. Preservation of Prox-Regularity of Sets with Applications to Constrained Optimization
474 -- 487Yair Censor, Rafiq Mansour. New Douglas-Rachford Algorithmic Structures and Their Convergence Analyses
488 -- 498Daniel Bienstock. A Note on Polynomial Solvability of the CDT Problem
499 -- 512Javier Peña, Daniel Rodríguez, Negar Soheili. On the von Neumann and Frank-Wolfe Algorithms with Away Steps
513 -- 534Dmitriy Drusvyatskiy, Alexander D. Ioffe, Adrian S. Lewis. Generic Minimizing Behavior in Semialgebraic Optimization
535 -- 563Xi Yin Zheng, Jiangxing Zhu. Generalized Metric Subregularity and Regularity with Respect to an Admissible Function
564 -- 588F. Benita, Stephan Dempe, Patrick Mehlitz. Bilevel Optimal Control Problems with Pure State Constraints and Finite-dimensional Lower Level
589 -- 601Mario Kummer. Two Results on the Size of Spectrahedral Descriptions
602 -- 634Sedi Bartz, Heinz H. Bauschke, Sarah M. Moffat, Xianfu Wang. The Resolvent Average of Monotone Operators: Dominant and Recessive Properties
635 -- 660Bamdev Mishra, Rodolphe Sepulchre. Riemannian Preconditioning
661 -- 680Boshi Yang, Samuel Burer. A Two-Variable Approach to the Two-Trust-Region Subproblem
681 -- 717Mengdi Wang, Dimitri P. Bertsekas. Stochastic First-Order Methods with Random Constraint Projection
718 -- 752F. Benita, P. Mehlitz. Bilevel Optimal Control With Final-State-Dependent Finite-Dimensional Lower Level
753 -- 780Vaithilingam Jeyakumar, Jean B. Lasserre, G. Li, T. S. Pham. Convergent Semidefinite Programming Relaxations for Global Bilevel Polynomial Optimization Problems
781 -- 809Marianna De Santis, Stefano Lucidi, Francesco Rinaldi. 1-Regularized Least Squares
810 -- 830Glaydston de Carvalho Bento, João X. Cruz Neto, Jurandir O. Lopes, P. A. Soares Jr., Antoine Soubeyran. Generalized Proximal Distances for Bilevel Equilibrium Problems
831 -- 855Francesca Maggioni, Georg Ch. Pflug. Bounds and Approximations for Multistage Stochastic Programs
856 -- 889Sergei Chubanov. A Polynomial-Time Descent Method for Separable Convex Optimization Problems with Linear Constraints