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 nonergodic convergence rate of DouglasRachford 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 NuclearNorm Models with a Globally Linearly Convergent Algorithm
MingJun Lai, Wotao Yin
Nonsmooth Optimization
Slopes of multifunctions and metric multiregularity
Huynh Van Ngai, Alexander Y. Kruger, Michel Thera
Nonsmooth Optimization
Smoothing and Worst Case Complexity for DirectSearch Methods in NonSmooth Optimization
R. Garmanjani, L. N. Vicente
February 2012
Nonsmooth Optimization
Subgradient methods for hugescale optimization problems
Yurii Nesterov
Nonsmooth Optimization
Holder Metric Subregularity with Applications to Proximal Point Method
G Li, B.S. Mordukhovich
Bundle method for nonconvex minimization with inexact subgradients and function values
Dominikus Noll
Convex Optimization
Warmstarting the Homogeneous and SelfDual 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 StronglyConvex 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
YunBin Zhao, Duan Li
Level Bundle Methods for oracles with ondemand accuracy
Welington Oliveira, Claudia Sagastizábal
Nonsmooth Optimization
NONSMOOTH CONECONSTRAINED OPTIMIZATION WITH APPLICATIONS TO SEMIINFINITE 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 ProximalGradient Homotopy Method for the Sparse LeastSquares 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
KuoLing Huang, Sanjay Mehrotra
On the Convergence Properties of NonEuclidean 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
EinsteinHessian barriers on convex cones
Roland Hildebrand
June 2012
Convex Optimization
Convergence and Perturbation Resilience of Dynamic StringAveraging 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
NewtonLike 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 quasiNewton proximal splitting method
Stephen Becker, Jalal Fadili
Convex Optimization
A primaldual splitting algorithm for finding zeros of sums of maximally monotone operators
Radu Ioan Bot, Ernö Robert Csetnek, Andre Heinrich
A Family of SecondOrder Methods for Convex L1Regularized Optimization
Richard H Byrd, Gillian M Chin, Jorge Nocedal, Figen Oztoprak
July 2012
A Generalized Sylvester Problem and a Generalized FermatTorricelli 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 firstorder 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 firstorder blockdecomposition method for solving twoeasyblock 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 NonLipschitz 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 firstorder method for convex optimization
Renato D. C. Monteiro, Camilo Ortiz, Benar F. Svaiter
Convex Optimization
Bounds on Eigenvalues of Matrices Arising from InteriorPoint 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 highdimensional statistical recovery
Alekh Agarwal, Sahand Negahban, Martin Wainwright
Primaldual subgradient method for HugeScale Linear Conic Problems
Yurii Nesterov, Sergey Shipirko
Epiconvergent 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 setsemidefinite representation of nonconvex quadratic programs over arbitrary feasible sets'' [Optim. Letters, 2012]
Peter J.C. Dickinson, Gabriele Eichfelder, Janez Povh
Nonsmooth Optimization
Secondorder variational analysis and characterizations of tiltstable optimal solutions in finite and infinite dimensions
Boris Mordukhovich, Nghia Tran
Gradient consistency for integralconvolution 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 setvalued 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 firstorder algorithms
Aharon BenTal, Arkadi Nemirovski
Nonsmooth Optimization
Iterative Hard Thresholding Methods for $l_0$ Regularized Convex Cone Programming
Zhaosong Lu
November 2012
AN INEXACT PERTURBED PATHFOLLOWING METHOD FOR LAGRANGIAN DECOMPOSITION IN LARGESCALE 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 primaldual 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 PeacemanRachford splitting method for nonsmooth convex optimization
Deren Han, Xiaoming Yuan
December 2012
Convex Optimization
A DouglasRachford type primaldual method for solving inclusions with mixtures of composite and parallelsum 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 SecondOrder Subdifferentials in Variational Analysis and Optimization
Boris Mordukhovich, Nguyen Mau Nam, Nguyen Thi Yen Nhi
