Journal: SIAM Journal on Optimization

Volume 30, Issue 4

2687 -- 2725Antonio Silveti-Falls, Cesare Molinari, Jalal Fadili. Generalized Conditional Gradient with Augmented Lagrangian for Composite Minimization
2726 -- 2749El Houcine Bergou, Eduard A. Gorbunov, Peter Richtárik. Stochastic Three Points Method for Unconstrained Smooth Minimization
2750 -- 2779Geovani Nunes Grapiglia, Yurii E. Nesterov. Tensor Methods for Minimizing Convex Functions with Hölder Continuous Higher-Order Derivatives
2780 -- 2808Haihao Lu, Rahul Mazumder. Randomized Gradient Boosting Machine
2809 -- 2840Jun Li 0012, Giandomenico Mastroeni. n and Applications to Integer Linear Programming
2841 -- 2865Daniel Duque, David P. Morton. Distributionally Robust Stochastic Dual Dynamic Programming
2866 -- 2896Quoc Tran-Dinh, Yuzixuan Zhu. Non-stationary First-Order Primal-Dual Algorithms with Faster Convergence Rates
2897 -- 2926Bo Jiang 0007, Tianyi Lin, Shuzhong Zhang. A Unified Adaptive Tensor Approximation Scheme to Accelerate Composite Convex Optimization
2927 -- 2955Wooseok Ha, Haoyang Liu, Rina Foygel Barber. An Equivalence between Critical Points for Rank Constraints Versus Low-Rank Factorizations
2956 -- 2982Eike Börgens, Christian Kanzow, Patrick Mehlitz, Gerd Wachsmuth. New Constraint Qualifications for Optimization Problems in Banach Spaces Based on Asymptotic KKT Conditions
2983 -- 2997Asteroide Santana, Santanu S. Dey. The Convex Hull of a Quadratic Constraint over a Polytope
2998 -- 3028Konstantin Usevich, Jianze Li, Pierre Comon. Approximate Matrix and Tensor Diagonalization by Unitary Transformations: Convergence of Jacobi-Type Algorithms
3029 -- 3068Amir Daneshmand, Gesualdo Scutari, Vyacheslav Kungurtsev. Second-Order Guarantees of Distributed Gradient Algorithms
3069 -- 3097Silvia Bonettini, Marco Prato, Simone Rebegoldi. Convergence of Inexact Forward-Backward Algorithms Using the Forward-Backward Envelope
3098 -- 3121Yuxin Chen 0002, Yuejie Chi, Jianqing Fan, Cong Ma, Yuling Yan. Noisy Matrix Completion: Understanding Statistical Guarantees for Convex Relaxation via Nonconvex Optimization
3122 -- 3145Marianna De Santis, Gabriele Eichfelder, Julia Niebling, Stefan Rocktäschel. Solving Multiobjective Mixed Integer Convex Optimization Problems
3146 -- 3169Nikita Doikov, Yurii E. Nesterov. Contracting Proximal Methods for Smooth Convex Optimization
3170 -- 3197Junzi Zhang, Brendan O'Donoghue, Stephen P. Boyd. Globally Convergent Type-I Anderson Acceleration for Nonsmooth Fixed-Point Iterations
3198 -- 3229Wei Wang, Huifu Xu. Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete
3230 -- 3251Aryan 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
3252 -- 3283Hédy Attouch, Szilárd Csaba László. Newton-like Inertial Dynamics and Proximal Algorithms Governed by Maximally Monotone Operators
3284 -- 3314Jelena Diakonikolas, Maryam Fazel, Lorenzo Orecchia. Fair Packing and Covering on a Relative Scale
3315 -- 3344Hamed Hassani, Amin Karbasi, Aryan Mokhtari, Zebang Shen. Stochastic Conditional Gradient++: (Non)Convex Minimization and Continuous Submodular Maximization
3345 -- 3358Felix Lieder. Solving Large-Scale Cubic Regularization by a Generalized Eigenvalue Problem
3359 -- 3386Weijun Xie 0001, Xinwei Deng. Scalable Algorithms for the Sparse Ridge Regression
3387 -- 3414Bruno F. Lourenço, Akiko Takeda. Generalized Subdifferentials of Spectral Functions over Euclidean Jordan Algebras

Volume 30, Issue 3

1777 -- 1794Tien Son Pham. Local Minimizers of Semi-Algebraic Functions from the Viewpoint of Tangencies
1795 -- 1821Huan Li, Zhouchen Lin. Revisiting EXTRA for Smooth Distributed Optimization
1822 -- 1849James V. Burke, Frank E. Curtis, Hao Wang 0045, Jiashan Wang. Inexact Sequential Quadratic Optimization with Penalty Parameter Updates within the QP Solver
1850 -- 1877Othmane Sebbouh, Charles Dossal, Aude Rondepierre. Convergence Rates of Damped Inertial Dynamics under Geometric Conditions and Perturbations
1878 -- 1904Anton Rodomanov, Dmitry Kropotov. A Randomized Coordinate Descent Method with Volume Sampling
1905 -- 1921Guoyong Gu, Junfeng Yang. Tight Sublinear Convergence Rate of the Proximal Point Algorithm for Maximal Monotone Inclusion Problems
1922 -- 1953Daniel Luft, Volker H. Schulz, Kathrin Welker. Efficient Techniques for Shape Optimization with Variational Inequalities Using Adjoints
1954 -- 1979Mehiddin Al-Baali, Andrea Caliciotti, Giovanni Fasano, Massimo Roma. A Class of Approximate Inverse Preconditioners Based on Krylov-Subspace Methods for Large-Scale Nonconvex Optimization
1980 -- 1995Jiulin Wang, Yong Xia. Closing the Gap between Necessary and Sufficient Conditions for Local Nonglobal Minimizer of Trust Region Subproblem
1996 -- 2025Johannes Milz, Michael Ulbrich. An Approximation Scheme for Distributionally Robust Nonlinear Optimization
2026 -- 2052Rui Peng Liu. On Feasibility of Sample Average Approximation Solutions
2053 -- 2082Etienne de Klerk, François Glineur, Adrien B. Taylor. Worst-Case Convergence Analysis of Inexact Gradient and Newton Methods Through Semidefinite Programming Performance Estimation
2083 -- 2102Alexander Shapiro, Lingquan Ding. Periodical Multistage Stochastic Programs
2103 -- 2133Yifan Hu, Xin Chen, Niao He. Sample Complexity of Sample Average Approximation for Conditional Stochastic Optimization
2134 -- 2162Samir Adly, Hédy Attouch. Finite Convergence of Proximal-Gradient Inertial Algorithms Combining Dry Friction with Hessian-Driven Damping
2163 -- 2196Constantin Christof, Juan Carlos de los Reyes, Christian Meyer 0001. A Nonsmooth Trust-Region Method for Locally Lipschitz Functions with Application to Optimization Problems Constrained by Variational Inequalities
2197 -- 2220Yangjing Zhang, Ning Zhang, Defeng Sun, Kim-Chuan Toh. A Proximal Point Dual Newton Algorithm for Solving Group Graphical Lasso Problems
2221 -- 2250Alejandra Peña-Ordieres, James R. Luedtke, Andreas Wächter. Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation
2251 -- 2271Ernest K. Ryu, Adrien B. Taylor, Carolina Bergeling, Pontus Giselsson. Operator Splitting Performance Estimation: Tight Contraction Factors and Optimal Parameter Selection
2272 -- 2302Jiawei Zhang, Zhi-Quan Luo. A Proximal Alternating Direction Method of Multiplier for Linearly Constrained Nonconvex Minimization
2303 -- 2336Olivier Beaude, Pascal Benchimol, Stéphane Gaubert, Paulin Jacquot, Nadia Oudjane. A Privacy-Preserving Method to Optimize Distributed Resource Allocation
2337 -- 2354Mohammad Farazmand. Multiscale Analysis of Accelerated Gradient Methods
2355 -- 2378Alexander S. Estes, Michael O. Ball. Facets of the Stochastic Network Flow Problem
2379 -- 2409Ashkan Mohammadi, M. Ebrahim Sarabi. Twice Epi-Differentiability of Extended-Real-Valued Functions with Applications in Composite Optimization
2410 -- 2440Xudong Li 0004, Defeng Sun, Kim-Chuan Toh. An Asymptotically Superlinearly Convergent Semismooth Newton Augmented Lagrangian Method for Linear Programming
2441 -- 2469Federico Bassetti, Stefano Gualandi, Marco Veneroni. On the Computation of Kantorovich-Wasserstein Distances Between Two-Dimensional Histograms by Uncapacitated Minimum Cost Flows
2470 -- 2500Immanuel M. Bomze, Francesco Rinaldi, Damiano Zeffiro. Active Set Complexity of the Away-Step Frank-Wolfe Algorithm
2501 -- 2529Maher Nouiehed, Meisam Razaviyayn. A Trust Region Method for Finding Second-Order Stationarity in Linearly Constrained Nonconvex Optimization
2530 -- 2558Junyi Liu, Ying Cui 0004, Jong-Shi Pang, Suvrajeet Sen. Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse
2559 -- 2576Heinz H. Bauschke, Walaa M. Moursi. On the Behavior of the Douglas-Rachford Algorithm for Minimizing a Convex Function Subject to a Linear Constraint
2577 -- 2602Irène Waldspurger, Alden Waters. Rank Optimality for the Burer-Monteiro Factorization
2603 -- 2627Maxim V. Dolgopolik. A New Constraint Qualification and Sharp Optimality Conditions for Nonsmooth Mathematical Programming Problems in Terms of Quasidifferentials
2628 -- 2658Zsolt Darvay, Tibor Illés, Janez Povh, Petra Renáta Rigó. * (κ)-Linear Complementarity Problems Based on a New Search Direction
2659 -- 2686Naoki Hamada, Kenta Hayano, Shunsuke Ichiki, Yutaro Kabata, Hiroshi Teramoto. Topology of Pareto Sets of Strongly Convex Problems

Volume 30, Issue 2

1049 -- 1066Javier Peña, Vera Roshchina. A Data-Independent Distance to Infeasibility for Linear Conic Systems
1067 -- 1093Philip E. Gill, Vyacheslav Kungurtsev, Daniel P. Robinson. A Shifted Primal-Dual Penalty-Barrier Method for Nonlinear Optimization
1094 -- 1118Yingjie Bi, Ao Tang. Duality Gap Estimation via a Refined Shapley-Folkman Lemma
1119 -- 1143Mishal Assif, Debasish Chatterjee, Ravi N. Banavar. Scenario Approach for Minmax Optimization with Emphasis on the Nonconvex Case: Positive Results and Caveats
1144 -- 1172Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag. On Stochastic and Deterministic Quasi-Newton Methods for Nonstrongly Convex Optimization: Asymptotic Convergence and Rate Analysis
1173 -- 1190Alberto Del Pia, Santanu S. Dey, Robert Weismantel. Subset Selection in Sparse Matrices
1191 -- 1222Jinlong Lei, Peng Yi, Guodong Shi, Brian D. O. Anderson. Distributed Algorithms with Finite Data Rates that Solve Linear Equations
1223 -- 1250Vincent Leclère, Pierre Carpentier, Jean-Philippe Chancelier, Arnaud Lenoir, François Pacaud. Exact Converging Bounds for Stochastic Dual Dynamic Programming via Fenchel Duality
1251 -- 1273Sunyoung Kim, Masakazu Kojima, Kim-Chuan Toh. A Geometrical Analysis on Convex Conic Reformulations of Quadratic and Polynomial Optimization Problems
1274 -- 1299Minglu Ye, Ting Kei Pong. A Subgradient-Based Approach for Finding the Maximum Feasible Subsystem with Respect to a Set
1300 -- 1326Serena 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
1327 -- 1338Aris Daniilidis, Dmitriy Drusvyatskiy. Pathological Subgradient Dynamics
1339 -- 1365Benjamin Müller 0002, Felipe Serrano, Ambros M. Gleixner. Using Two-Dimensional Projections for Stronger Separation and Propagation of Bilinear Terms
1366 -- 1390J. Chen, X. Wang, Chayne Planiden. A Proximal Average for Prox-Bounded Functions
1391 -- 1420Tuomo Valkonen. Inertial, Corrected, Primal-Dual Proximal Splitting
1421 -- 1450Bangti Jin, Zehui Zhou, Jun Zou. On the Convergence of Stochastic Gradient Descent for Nonlinear Ill-Posed Problems
1451 -- 1472Yura Malitsky, Matthew K. Tam. A Forward-Backward Splitting Method for Monotone Inclusions Without Cocoercivity
1473 -- 1500Lihua Lei, Michael I. Jordan. On the Adaptivity of Stochastic Gradient-Based Optimization
1501 -- 1526Thai Doan Chuong. Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty
1527 -- 1554Sen Na, Mihai Anitescu. Exponential Decay in the Sensitivity Analysis of Nonlinear Dynamic Programming
1555 -- 1581Andreas Fischer 0004, Alexey F. Izmailov, Wladimir Scheck. Adjusting Dual Iterates in the Presence of Critical Lagrange Multipliers
1582 -- 1609James R. Luedtke, Claudia D'Ambrosio, Jeff T. Linderoth, Jonas Schweiger. Strong Convex Nonlinear Relaxations of the Pooling Problem
1610 -- 1637Elias S. Helou, Sandra A. Santos, Lucas E. A. Simões. A New Sequential Optimality Condition for Constrained Nonsmooth Optimization
1638 -- 1663Francesco Caruso, Maria Carmela Ceparano, Jacqueline Morgan. An Inverse-Adjusted Best Response Algorithm for Nash Equilibria
1664 -- 1692Yangyang Xu. Primal-Dual Stochastic Gradient Method for Convex Programs with Many Functional Constraints
1693 -- 1723Ying Cui 0004, Ziyu He, Jong-Shi Pang. MultiComposite Nonconvex Optimization for Training Deep Neural Networks
1724 -- 1755Nguyen Thanh Qui, Daniel Wachsmuth. Subgradients of Marginal Functions in Parametric Control Problems of Partial Differential Equations
1756 -- 1775Yulan Liu, Shujun Bi, Shaohua Pan. Several Classes of Stationary Points for Rank Regularized Minimization Problems

Volume 30, Issue 1

1 -- 30Chao Zhang, Xiaojun Chen 0001. A Smoothing Active Set Method for Linearly Constrained Non-Lipschitz Nonconvex Optimization
31 -- 55Yun-Bin Zhao. Optimal k-Thresholding Algorithms for Sparse Optimization Problems
56 -- 79Amir Beck, Nadav Hallak. On the Convergence to Stationary Points of Deterministic and Randomized Feasible Descent Directions Methods
80 -- 101Luis Felipe Bueno, José Mario Martínez. On the Complexity of an Inexact Restoration Method for Constrained Optimization
102 -- 131Sebastian Banert, Axel Ringh, Jonas Adler, Johan Karlsson, Ozan Öktem. Data-Driven Nonsmooth Optimization
132 -- 148Xiao-Xiao Ma, Meng-Meng Zheng, Zheng-Hai Huang. A Note on the Nonemptiness and Compactness of Solution Sets of Weakly Homogeneous Variational Inequalities
149 -- 181Andreas Themelis, Panagiotis Patrinos. Douglas-Rachford Splitting and ADMM for Nonconvex Optimization: Tight Convergence Results
182 -- 209Yuchen Xie, Richard H. Byrd, Jorge Nocedal. Analysis of the BFGS Method with Errors
210 -- 239Shixiang Chen, Shiqian Ma, Anthony Man-Cho So, Tong Zhang. Proximal Gradient Method for Nonsmooth Optimization over the Stiefel Manifold
240 -- 261Igor Klep, Jiawang Nie. A Matrix Positivstellensatz with Lifting Polynomials
262 -- 289Vincent Roulet, Alexandre d'Aspremont. Sharpness, Restart, and Acceleration
290 -- 318Constantin Christof. Gradient-Based Solution Algorithms for a Class of Bilevel Optimization and Optimal Control Problems with a Nonsmooth Lower Level
319 -- 348A. Jourani, Francisco J. Silva. Existence of Lagrange Multipliers under Gâteaux Differentiable Data with Applications to Stochastic Optimal Control Problems
349 -- 376Courtney Paquette, Katya Scheinberg. A Stochastic Line Search Method with Expected Complexity Analysis
377 -- 406Johanna Burtscheidt, Matthias Claus, Stephan Dempe. Risk-Averse Models in Bilevel Stochastic Linear Programming
407 -- 438Vincent Guigues. Inexact Cuts in Stochastic Dual Dynamic Programming
439 -- 463Armin Eftekhari, Raphael A. Hauser. Principal Component Analysis by Optimization of Symmetric Functions has no Spurious Local Optima
464 -- 489Michel De Lara, Olivier Gossner. Payoffs-Beliefs Duality and the Value of Information
490 -- 512Xi Yin Zheng. Well-Posed Solvability of Convex Optimization Problems on a Differentiable or Continuous Closed Convex Set
513 -- 541Coralia Cartis, Nicholas I. M. Gould, Philippe L. Toint. Sharp Worst-Case Evaluation Complexity Bounds for Arbitrary-Order Nonconvex Optimization with Inexpensive Constraints
542 -- 584D. Russell Luke, Anna-Lena Martins. Convergence Analysis of the Relaxed Douglas-Rachford Algorithm
585 -- 603Eduardo Casas, Mariano Mateos. Critical Cones for Sufficient Second Order Conditions in PDE Constrained Optimization
604 -- 629Aram V. Arutyunov, Alexey F. Izmailov. Covering on a Convex Set in the Absence of Robinson's Regularity
630 -- 659Chao Ding, Defeng Sun, Jie Sun 0001, Kim-Chuan Toh. Spectral Operators of Matrices: Semismoothness and Characterizations of the Generalized Jacobian
660 -- 686Xiao Li, Zhihui Zhu, Anthony Man-Cho So, René Vidal. Nonconvex Robust Low-Rank Matrix Recovery
687 -- 716Zhengyuan Zhou, Panayotis Mertikopoulos, Nicholas Bambos, Stephen P. Boyd, Peter W. Glynn. On the Convergence of Mirror Descent beyond Stochastic Convex Programming
717 -- 751Necdet Serhat Aybat, Alireza Fallah 0001, Mert Gürbüzbalaban, Asuman E. Ozdaglar. Robust Accelerated Gradient Methods for Smooth Strongly Convex Functions
752 -- 780Johannes O. Royset. Stability and Error Analysis for Optimization and Generalized Equations
781 -- 797Xiaoyi Gu, Shabbir Ahmed 0001, Santanu S. Dey. Exact Augmented Lagrangian Duality for Mixed Integer Quadratic Programming
798 -- 822Monaldo Mastrolilli. High Degree Sum of Squares Proofs, Bienstock-Zuckerberg Hierarchy, and Chvátal-Gomory Cuts
823 -- 852Junyi Liu, Suvrajeet Sen. Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming
853 -- 884Warren Hare, Gabriel Jarry-Bolduc. Calculus Identities for Generalized Simplex Gradients: Rules and Applications
885 -- 914Seyed Rasoul Etesami. Complexity and Approximability of Optimal Resource Allocation and Nash Equilibrium over Networks
915 -- 932Rujun Jiang, Duan Li 0002. A Linear-Time Algorithm for Generalized Trust Region Subproblems
933 -- 959Konstantin Mishchenko, Franck Iutzeler, Jérôme Malick. A Distributed Flexible Delay-Tolerant Proximal Gradient Algorithm
960 -- 979Saeed Ghadimi, Andrzej Ruszczynski, Mengdi Wang. A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization
980 -- 1006Francisco J. Aragón Artacho, Phan T. Vuong. The Boosted Difference of Convex Functions Algorithm for Nonsmooth Functions
1007 -- 1032Daniel Porumbel. Projective Cutting-Planes
1033 -- 1047James Saunderson. Limitations on the Expressive Power of Convex Cones without Long Chains of Faces
1048 -- 0Dorit S. Hochbaum, Cheng Lu. Erratum: A Faster Algorithm Solving a Generalization of Isotonic Median Regression and a Class of Fused Lasso Problems