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Convex and Nonsmooth Optimization Submissions - 2012

January 2012

Nonsmooth Optimization
Necessary optimality conditions in pessimistic bilevel programming
Stephan Dempe, Boris S. Mordukhovich, Alain B. Zemkoho

The Proximal Point Algorithm Is $\mathcal{O}(1/\epsilon)$
dong Yunda

Algorithms for Bilevel Pseudomonotone Variational Inequality Problems
Bui Van Dinh, Le Dung Muu

Convex Optimization
Algebraic Relaxations and Hardness Results in Polynomial Optimization and Lyapunov Analysis
Amir Ali Ahmadi

Convex Optimization
On non-ergodic convergence rate of Douglas-Rachford alternating direction method of multipliers
Bingsheng He, Xiaoming Yuan

Convex Optimization
Stochastic first order methods in smooth convex optimization.
Olivier Devolder

Nonsmooth Optimization
Augmented L1 and Nuclear-Norm Models with a Globally Linearly Convergent Algorithm
Ming-Jun Lai, Wotao Yin

Nonsmooth Optimization
Slopes of multifunctions and metric multi-regularity
Huynh Van Ngai, Alexander Y. Kruger, Michel Thera

Nonsmooth Optimization
Smoothing and Worst Case Complexity for Direct-Search Methods in Non-Smooth Optimization
R. Garmanjani, L. N. Vicente


February 2012

Nonsmooth Optimization
Subgradient methods for huge-scale optimization problems
Yurii Nesterov

Nonsmooth Optimization
Holder Metric Subregularity with Applications to Proximal Point Method
G Li, B.S. Mordukhovich

Bundle method for non-convex minimization with inexact subgradients and function values
Dominikus Noll

Convex Optimization
Warmstarting the Homogeneous and Self-Dual Interior Point Method for Linear and Conic Quadratic Problems
Anders Skajaa, Erling Andersen, Ye Yinyu

Convex Optimization
A Stochastic Gradient Method with an Exponential Convergence Rate for Strongly-Convex Optimization with Finite Training Sets
Nicolas Le Roux, Mark Schmidt, Francis Bach


March 2012

Nonsmooth Optimization
Reweighted $\ell_1$-Minimization for Sparse Solutions to Underdetermined Linear Systems
Yun-Bin Zhao, Duan Li

Level Bundle Methods for oracles with on-demand accuracy
Welington Oliveira, Claudia Sagastizábal

Nonsmooth Optimization
NONSMOOTH CONE-CONSTRAINED OPTIMIZATION WITH APPLICATIONS TO SEMI-INFINITE PROGRAMMING
Boris Mordukhovich, Nghia Tran

Nonsmooth Optimization
Learning how to play Nash, potential games and alternating minimization method for structured nonconvex problems on Riemannian manifolds
J.X. da Cruz Neto, P.R. Oliveira, P.A. Soares Jr., A. Soubeyran

A Proximal-Gradient Homotopy Method for the Sparse Least-Squares Problem
Lin Xiao, Tong Zhang


April 2012

Nonsmooth Optimization
Packing Ellipsoids with Overlap
Caroline Uhler, Stephen Wright

Convex Optimization
Atomic norm denoising with applications to line spectral estimation
Badri Bhaskar, Gongguo Tang, Benjamin Recht

Convex Optimization
Solution of monotone complementarity and general convex programming problems using modified potential reduction interior point method
Kuo-Ling Huang, Sanjay Mehrotra

On the Convergence Properties of Non-Euclidean Extragradient Methods for Variational Inequalities with Generalized Monotone Operators
Cong D. Dang, Guanghui Lan


May 2012

Convex Optimization
Extrapolation and Local Acceleration of an Iterative Process for Common Fixed Point Problems
Andrzej Cegielski, Yair Censor

Nonsmooth Optimization
Error Forgetting of Bregman Iteration
Wotao Yin, Stanley Osher

Convex Optimization
When is a gap function good for error bounds?
Joydeep Dutta

Nonsmooth Optimization
Tilt stability, uniform quadratic growth, and strong metric regularity of the subdifferential.
Dmitriy Drusvyatskiy, Adrian S. Lewis

Nonsmooth Optimization
Sparse Approximation via Penalty Decomposition Methods
Zhaosong Lu, Yong Zhang

Convex Optimization
Einstein-Hessian barriers on convex cones
Roland Hildebrand


June 2012

Convex Optimization
Convergence and Perturbation Resilience of Dynamic String-Averaging Projection Methods
Yair Censor, Alexander J. Zaslavski

Convex Optimization
Greedy approximation in convex optimization
Vladimir Temlyakov

Convex Optimization
Greedy expansions in convex optimization
Vladimir Temlyakov

Convex Optimization
Newton-Like Methods for Sparse Inverse Covariance Estimation
Peder Olsen, Figen Oztoprak, Jorge Nocedal, Stephen Rennie

Convex Optimization
Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization, II: Shrinking Procedures and Optimal Algorithms
Saeed Ghadimi, Guanghui Lan

Convex Optimization
A quasi-Newton proximal splitting method
Stephen Becker, Jalal Fadili

Convex Optimization
A primal-dual splitting algorithm for finding zeros of sums of maximally monotone operators
Radu Ioan Bot, Ernö Robert Csetnek, Andre Heinrich

A Family of Second-Order Methods for Convex L1-Regularized Optimization
Richard H Byrd, Gillian M Chin, Jorge Nocedal, Figen Oztoprak


July 2012

A Generalized Sylvester Problem and a Generalized Fermat-Torricelli Problem for Euclidean Balls
Nguyen Mau Nam, Nguyen Hoang, Nguyen Thai An

Convex Optimization
A variable smoothing algorithm for solving convex optimization problems
Radu Ioan Bot, Christopher Hendrich

Convex Optimization
An acceleration procedure for optimal first-order methods
Michel Baes, Michael Buergisser

Convex Optimization
Eliminating Duality Gap by Sigma Penalty
CAN KIZILKALE

Nonsmooth Optimization
Optimality, identifiability, and sensitivity
Dmitriy Drusvyatskiy, Adrian S. Lewis

A first-order block-decomposition method for solving two-easy-block structured semidefinite programs
Renato D. C. Monteiro, Camilo Ortiz, Benar F. Svaiter

Convex Optimization
A QCQP Approach to Triangulation
Chris Aholt, Sameer Agarwal, Rekha Thomas


August 2012

Nonsmooth Optimization
Complexity Analysis of Interior Point Algorithms for Non-Lipschitz and Nonconvex Minimization
Wei Bian, Xiaojun Chen, Yinyu Ye

Nonsmooth Optimization
Some criteria for error bounds in set optimization
Duc Ha Truong Xuan

Nonsmooth Optimization
An adaptive accelerated first-order method for convex optimization
Renato D. C. Monteiro, Camilo Ortiz, Benar F. Svaiter

Convex Optimization
Bounds on Eigenvalues of Matrices Arising from Interior-Point Methods
Chen Greif, Erin Moulding, Dominique Orban

Nonsmooth Optimization
CHARACTERIZATIONS OF FULL STABILITY IN CONSTRAINED OPTIMIZATION
Boris MORDUKHOVICH, Terry ROCKAFELLAR, Ebrahim SARABI

An Efficient Augmented Lagrangian Method with Applications to Total Variation Minimization
Chengbo Li, Wotao Yin, Hong Jiang, Yin Zhang

Convex Optimization
A Newton’s method for the continuous quadratic knapsack problem
Roberto Cominetti, Walter F. Mascarenhas, Paulo J. S. Silva

A Fair, Sequential Multiple Objective Optimization Algorithm
Can Kizilkale

Convex Optimization
On the Global and Linear Convergence of the Generalized Alternating Direction Method of Multipliers
Wei Deng, Wotao Yin

Convex Optimization
Fast global convergence of gradient methods for high-dimensional statistical recovery
Alekh Agarwal, Sahand Negahban, Martin Wainwright

Primal-dual subgradient method for Huge-Scale Linear Conic Problems
Yurii Nesterov, Sergey Shipirko

Epi-convergent Smoothing with Applications to Convex Composite Functions
James V. Burke, Tim Hoheisel


September 2012

Nonsmooth Optimization
On Stable Piecewise Linearization and Generalized Algorithmic Differentiation
Andreas Griewank

Erratum to: ``On the set-semidefinite representation of nonconvex quadratic programs over arbitrary feasible sets'' [Optim. Letters, 2012]
Peter J.C. Dickinson, Gabriele Eichfelder, Janez Povh

Nonsmooth Optimization
Second-order variational analysis and characterizations of tilt-stable optimal solutions in finite and infinite dimensions
Boris Mordukhovich, Nghia Tran

Gradient consistency for integral-convolution smoothing functions
James V. Burke, Tim Hoheisel, Christian Kanzow

Convex Optimization
Compressed Sensing Off the Grid
Gongguo Tang, Badri Narayan Bhaskar, Parikshit Shah, Benjamin Recht

Convex Optimization
Alternating Proximal Gradient Method for Convex Minimization
Shiqian Ma

Convex Optimization
Convergence rate and iteration complexity on the alternating direction method of multipliers with a substitution procedure for separable convex programming
Bingsheng He, Min Tao, Xiaoming Yuan

Nonsmooth Optimization
Iterative Reweighted Minimization Methods for $l_p$ Regularized Unconstrained Nonlinear Programming
Zhaosong Lu


October 2012

Convex Optimization
Inexact dual gradient methods with guaranteed primal feasibility: application to distributed MPC
Ion Necoara, Valentin Nedelcu

Nonsmooth Optimization
Sequential Convex Programming Methods for A Class of Structured Nonlinear Programming
Zhaosong Lu

Nonsmooth Optimization
Reducing the Number of Function Evaluations in Mesh Adaptive Direct Search Algorithms
Charles Audet, Andrea Ianni, Sébastien Le Digabel, Christophe Tribes

Metric regularity of composition set-valued mappings: metric setting and coderivative conditions
Marius Durea, Van Ngai Huynh, Huu Tron Nguyen, Radu Strugariu

Nonsmooth Optimization
Variational Analysis of the Spectral Abscissa at a Matrix with a Nongeneric Multiple Eigenvalue
Sara Grundel, M. L. Overton

Convex Optimization
Solving large scale polynomial convex problems on \ell_1/nuclear norm balls by randomized first-order algorithms
Aharon Ben-Tal, Arkadi Nemirovski

Nonsmooth Optimization
Iterative Hard Thresholding Methods for $l_0$ Regularized Convex Cone Programming
Zhaosong Lu


November 2012

AN INEXACT PERTURBED PATH-FOLLOWING METHOD FOR LAGRANGIAN DECOMPOSITION IN LARGE-SCALE SEPARABLE CONVEX OPTIMIZATION
Quoc Tran Dinh, Ion Necoara, Carlo Savorgnan, Moritz Diehl

COMPUTATIONAL COMPLEXITY OF INEXACT GRADIENT AUGMENTED LAGRANGIAN METHODS: APPLICATION TO CONSTRAINED MPC
Valentin Nedelcu, Ion Necoara, Quoc Tran Dinh

A random coordinate descent algorithm for optimization problems with composite objective function and linear coupled constraints
Ion Necoara, Andrei Patrascu

Convex Optimization
Efficient parallel coordinate descent algorithm for convex optimization problems with separable constraints: application to distributed MPC
Ion Necoara, Dragos Clipici

Convex Optimization
Convergence analysis for a primal-dual monotone + skew splitting algorithm with applications to total variation minimization
Radu Ioan Bot, Christopher Hendrich

Nonsmooth Optimization
Clarke subgradients for directionally Lipschitzian stratifiable functions
Dmitriy Drusvyatskiy, Adrian Lewis, Alexander Ioffe

Convex Optimization
Parallel Coordinate Descent Methods for Big Data Optimization
Peter Richtarik, Martin Takac

Convex Optimization
Convergence analysis of the Peaceman-Rachford splitting method for nonsmooth convex optimization
Deren Han, Xiaoming Yuan


December 2012

Convex Optimization
A Douglas-Rachford type primal-dual method for solving inclusions with mixtures of composite and parallel-sum type monotone operators
Radu Ioan Bot, Christopher Hendrich

Convex Optimization
Augmented Lagrangian and Alternating Direction Methods for Convex Optimization: A Tutorial and Some Illustrative Computational Results
Jonathan Eckstein

Convex Optimization
Tensor Principal Component Analysis via Convex Optimization
Bo Jiang, Shiqian Ma, Shuzhong Zhang

Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems
Wim van Ackooij, Claudia Sagastizábal

Trajectories of Descent
Dmitriy Drusvyatskiy, Alexander D. Ioffe, Adrian S. Lewis

Nonsmooth Optimization
Partial Second-Order Subdifferentials in Variational Analysis and Optimization
Boris Mordukhovich, Nguyen Mau Nam, Nguyen Thi Yen Nhi


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