Journal: SIAM Journal on Optimization

Volume 22, Issue 4

1177 -- 1205Aswin Kannan, Uday V. Shanbhag. Distributed Computation of Equilibria in Monotone Nash Games via Iterative Regularization Techniques
1206 -- 1223Frank Schöpfer. Exact Regularization of Polyhedral Norms
1224 -- 1257Michael Hintermüller, Carlos N. Rautenberg. A Sequential Minimization Technique for Elliptic Quasi-variational Inequalities with Gradient Constraints
1258 -- 1284Dinh Quoc Tran, Carlo Savorgnan, Moritz Diehl. Adjoint-Based Predictor-Corrector Sequential Convex Programming for Parametric Nonlinear Optimization
1285 -- 1308Paul T. Boggs, David M. Gay, Stewart K. Griffiths, Robert Michael Lewis, Kevin R. Long, Stephen G. Nash, Robert H. Nilson. Optimization Algorithms for Hierarchical Problems with Application to Nanoporous Materials
1309 -- 1343Stephan Dempe, Boris S. Mordukhovich, Alain B. Zemkoho. Sensitivity Analysis for Two-Level Value Functions with Applications to Bilevel Programming
1344 -- 1368Ilya O. Ryzhov, Warren B. Powell. Information Collection for Linear Programs with Uncertain Objective Coefficients
1369 -- 1393Amir Shahzad, Eric C. Kerrigan, George A. Constantinides. A Stable and Efficient Method for Solving a Convex Quadratic Program with Application to Optimal Control
1394 -- 1430Sin-Shuen Cheung, Anthony Man-Cho So, Kuncheng Wang. Linear Matrix Inequalities with Stochastically Dependent Perturbations and Applications to Chance-Constrained Semidefinite Optimization
1431 -- 1448Min Tao, Xiaoming Yuan. On the O(1/t) Convergence Rate of Alternating Direction Method with Logarithmic-Quadratic Proximal Regularization
1449 -- 1468C. D. Rodrigues, Dominique Quadri, Philippe Michelon, Serigne Gueye. 0-1 Quadratic Knapsack Problems: An Exact Approach Based on a t-Linearization
1469 -- 1492Saeed Ghadimi, Guanghui Lan. Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework
1493 -- 1517Carlos Eduardo Ferreira, Ute Günther, Alexander Martin. Mathematical Models and Polyhedral Studies for Integral Sheet Metal Design
1518 -- 1548Güzin Bayraksan, Péguy Pierre-Louis. Fixed-Width Sequential Stopping Rules for a Class of Stochastic Programs
1549 -- 1578John C. Duchi, Alekh Agarwal, Mikael Johansson, Michael I. Jordan. Ergodic Mirror Descent
1579 -- 1606Alexey F. Izmailov, Mikhail V. Solodov, E. I. Uskov. Global Convergence of Augmented Lagrangian Methods Applied to Optimization Problems with Degenerate Constraints, Including Problems with Complementarity Constraints
1607 -- 1633Ellen H. Fukuda, Paulo J. S. Silva, Masao Fukushima. Differentiable Exact Penalty Functions for Nonlinear Second-Order Cone Programs
1634 -- 1654Florian A. Potra. Weighted Complementarity Problems - A New Paradigm for Computing Equilibria
1655 -- 1684Guoyin Li, Boris S. Mordukhovich. Hölder Metric Subregularity with Applications to Proximal Point Method

Volume 22, Issue 3

739 -- 757Eldad Haber, Matthias Chung, Felix Herrmann. An Effective Method for Parameter Estimation with PDE Constraints with Multiple Right-Hand Sides
758 -- 771Xi Yin Zheng, Zhou Wei. Convergence of the Associated Sequence of Normal Cones of a Mosco Convergent Sequence of Sets
772 -- 794Roger Fletcher. A Sequential Linear Constraint Programming Algorithm for NLP
795 -- 820Eduardo Casas, Roland Herzog, Gerd Wachsmuth. 1 Cost Functional
821 -- 830Asen L. Dontchev. Generalizations of the Dennis-Moré Theorem
831 -- 861Natashia L. Boland, Andrew C. Eberhard, Faramroze G. Engineer, Angelos Tsoukalas. A New Approach to the Feasibility Pump in Mixed Integer Programming
862 -- 878Hideaki Iiduka. Iterative Algorithm for Triple-Hierarchical Constrained Nonconvex Optimization Problem and Its Application to Network Bandwidth Allocation
879 -- 898Laurent Sorber, Marc Van Barel, Lieven De Lathauwer. Unconstrained Optimization of Real Functions in Complex Variables
899 -- 913Marius Durea, Radu Strugariu. Chain Rules for Linear Openness in General Banach Spaces
914 -- 935Renato D. C. Monteiro, Benar Fux Svaiter. Iteration-Complexity of a Newton Proximal Extragradient Method for Monotone Variational Inequalities and Inclusion Problems
936 -- 952G. M. Lee, N. N. Tam, N. D. Yen. Stability of Linear-Quadratic Minimization over Euclidean Balls
953 -- 986Boris S. Mordukhovich, R. Tyrrell Rockafellar. Second-Order Subdifferential Calculus with Applications to Tilt Stability in Optimization
987 -- 1008Guanglu Zhou, Louis Caccetta, Kok Lay Teo, Soon-Yi Wu. Nonnegative Polynomial Optimization over Unit Spheres and Convex Programming Relaxations
1009 -- 1028Takayuki Okuno, Shunsuke Hayashi, Masao Fukushima. A Regularized Explicit Exchange Method for Semi-Infinite Programs with an Infinite Number of Conic Constraints
1029 -- 1041Dennis Amelunxen, Peter Bürgisser. A Coordinate-Free Condition Number for Convex Programming
1042 -- 1064Kaifeng Jiang, Defeng Sun, Kim-Chuan Toh. An Inexact Accelerated Proximal Gradient Method for Large Scale Linearly Constrained Convex SDP
1065 -- 1088Yun-Bin Zhao, Duan Li. 1-Minimization for Sparse Solutions to Underdetermined Linear Systems
1089 -- 1108E. N. Barron, R. Goebel, R. R. Jensen. Functions Which Are Quasiconvex under Linear Perturbations
1109 -- 1135Roberto Andreani, Gabriel Haeser, María Laura Schuverdt, Paulo J. S. Silva. Two New Weak Constraint Qualifications and Applications
1136 -- 1150Diego A. Morán R., Santanu S. Dey, Juan Pablo Vielma. A Strong Dual for Conic Mixed-Integer Programs
1151 -- 1176Lei Guo, Gui-Hua Lin, Jane J. Ye. Stability Analysis for Parametric Mathematical Programs with Geometric Constraints and Its Applications

Volume 22, Issue 2

281 -- 285Mert Gürbüzbalaban, Michael L. Overton. Some Regularity Results for the Pseudospectral Abscissa and Pseudospectral Radius of a Matrix
286 -- 312Vincent Guigues, Werner Römisch. Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures
313 -- 340Bingsheng He, Min Tao, Xiaoming Yuan. Alternating Direction Method with Gaussian Back Substitution for Separable Convex Programming
341 -- 362Yurii Nesterov. Efficiency of Coordinate Descent Methods on Huge-Scale Optimization Problems
363 -- 383Kristijan Cafuta, Igor Klep, Janez Povh. Constrained Polynomial Optimization Problems with Noncommuting Variables
384 -- 407D. Fernández, Mikhail V. Solodov. Local Convergence of Exact and Inexact Augmented Lagrangian Methods under the Second-Order Sufficient Optimality Condition
408 -- 428Jiawang Nie, Li Wang. Regularization Methods for SDP Relaxations in Large-Scale Polynomial Optimization
429 -- 459N. S. Aybat, Garud Iyengar. A First-Order Augmented Lagrangian Method for Compressed Sensing
460 -- 473Mehdi Ghasemi, Murray Marshall. Lower Bounds for Polynomials Using Geometric Programming
474 -- 500Frank E. Curtis, Michael L. Overton. A Sequential Quadratic Programming Algorithm for Nonconvex, Nonsmooth Constrained Optimization
501 -- 532Jeffrey C. Lagarias, Bjorn Poonen, Margaret H. Wright. Convergence of the Restricted Nelder-Mead Algorithm in Two Dimensions
533 -- 556Donald Goldfarb, Shiqian Ma. Fast Multiple-Splitting Algorithms for Convex Optimization
557 -- 580Amir Beck, Marc Teboulle. Smoothing and First Order Methods: A Unified Framework
581 -- 595Etienne de Klerk, Dmitrii V. Pasechnik. n via Semidefinite Programming
596 -- 627Wolfgang Ring, Benedikt Wirth. Optimization Methods on Riemannian Manifolds and Their Application to Shape Space
628 -- 648Dimitra Bampou, Daniel Kuhn. Polynomial Approximations for Continuous Linear Programs
649 -- 673Xiaojun Chen, Roger J.-B. Wets, Yanfang Zhang. Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations
674 -- 701John C. Duchi, Peter L. Bartlett, Martin J. Wainwright. Randomized Smoothing for Stochastic Optimization
702 -- 727Olivier Devolder, François Glineur, Yurii Nesterov. Double Smoothing Technique for Large-Scale Linearly Constrained Convex Optimization
728 -- 737Negar Soheili, Javier Peña. A Smooth Perceptron Algorithm

Volume 22, Issue 1

1 -- 23Georg Ch. Pflug, Alois Pichler. A Distance For Multistage Stochastic Optimization Models
24 -- 40Heinz H. Bauschke, Xianfu Wang, Calvin J. S. Wylie. Fixed Points of Averages of Resolvents: Geometry and Algorithms
41 -- 65Xi Yin Zheng, Zhou Wei. Perturbation Analysis of Error Bounds for Quasi-subsmooth Inequalities and Semi-infinite Constraint Systems
66 -- 86Coralia Cartis, Nicholas I. M. Gould, Philippe L. Toint. On the Oracle Complexity of First-Order and Derivative-Free Algorithms for Smooth Nonconvex Minimization
87 -- 107Bilian Chen, Simai He, Zhening Li, Shuzhong Zhang. Maximum Block Improvement and Polynomial Optimization
108 -- 134Amir Beck, Dror Pan. On the Solution of the GPS Localization and Circle Fitting Problems
135 -- 158Pierre-Antoine Absil, Jérôme Malick. Projection-like Retractions on Matrix Manifolds
159 -- 186Stephen J. Wright. Accelerated Block-coordinate Relaxation for Regularized Optimization
187 -- 211Zoumana Coulibaly, Dominique Orban. 1 Elastic Interior-Point Method for Mathematical Programs with Complementarity Constraints
212 -- 243Giorgio Gnecco, Marcello Sanguineti, Mauro Gaggero. Suboptimal Solutions to Team Optimization Problems with Stochastic Information Structure
244 -- 260Amir Beck, Aharon Ben-Tal, Luba Tetruashvili. A Sequential Ascending Parameter Method for Solving Constrained Minimization Problems
261 -- 279Eduardo Casas, Fredi Tröltzsch. Second Order Analysis for Optimal Control Problems: Improving Results Expected From Abstract Theory