yusuke1997/dblp-id-title huggingface dataset:
Extragradient Method with Variance Reduction for Stochastic Variational Inequalities
LMI Approximations for Cones of Positive Semidefinite Forms
Sion's Minimax Theorem in Geodesic Metric Spaces and a Riemannian Extragradient Algorithm
Improved Pointwise Iteration-Complexity of A Regularized ADMM and of a Regularized Non-Euclidean HPE Framework
The Resolvent Average of Monotone Operators: Dominant and Recessive Properties
On Weak Subdifferentials, Directional Derivatives, and Radial Epiderivatives for Nonconvex Functions
New Constraint Qualifications for Mathematical Programs with Equilibrium Constraints via Variational Analysis
Interpolation Conditions for Linear Operators and Applications to Performance Estimation Problems
Convergence of Newton's Method for Singular Smooth and Nonsmooth Equations Using Adaptive Outer Inverses
On the Convergence of the Mizuno-Todd-Ye Algorithm to the Analytic Center of the Solution Set
Convergence of Proximal-Like Algorithms
Stochastic Differential Equations for Modeling First Order Optimization Methods
Representation of Sets of Lattice Points
Generalized Leibniz Rules and Lipschitzian Stability for Expected-Integral Mappings
New Necessary Optimality Conditions for Bilevel Programs by Combining the MPEC and Value Function Approaches
A Sequential Linear Constraint Programming Algorithm for NLP
A Potential Reduction Algorithm Allowing Column Generation
Explicit Sensor Network Localization using Semidefinite Representations and Facial Reductions
An Active-Set Method for Second-Order Conic-Constrained Quadratic Programming
A Truncated Projected Newton-Type Algorithm for Large-Scale Semi-infinite Programming
A Nonconvex Duality with Zero Gap and Applications
Sparse Polynomial Optimization with Unbounded Sets
Condition Number Minimization in Euclidean Jordan Algebras
A Quadratically Convergent Infeasible-Interior-Point Algorithm for LCP with Polynomial Complexity
Convex Optimal Uncertainty Quantification
Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming
Duality Gap Estimation via a Refined Shapley-Folkman Lemma
Optimal Convergence Rates for Nesterov Acceleration
An Active Set Newton Algorithm for Large-Scale Nonlinear Programs with Box Constraints
MGProx: A Nonsmooth Multigrid Proximal Gradient Method with Adaptive Restriction for Strongly Convex Optimization
Stability of epsilon-approximate Solutions to Convex Stochastic Programs
The SECQ, Linear Regularity, and the Strong CHIP for an Infinite System of Closed Convex Sets in Normed Linear Spaces
On the Complexity of Matrix Putinar's Positivstellensätz
Randomized Block Proximal Damped Newton Method for Composite Self-Concordant Minimization
Condition-Measure Bounds on the Behavior of the Central Trajectory of a Semidefinite Program
Subgradient Regularized Multivariate Convex Regression at Scale
Well Posed Optimization Problems and Nonconvex Chebyshev Sets in Hilbert Spaces
Some Generalizations of the Weierstrass Theorem
A Block Lanczos Method for the Extended Trust-Region Subproblem
Parametric Nonlinear Programming Problems under the Relaxed Constant Rank Condition
Fully Hölderian Stable Minimum with Respect to Both Tilt and Parameter Perturbations
Characterizing and Testing Subdifferential Regularity in Piecewise Smooth Optimization
On Stability of Multistage Stochastic Programs
An Accelerated Inexact Proximal Point Method for Solving Nonconvex-Concave Min-Max Problems
Hölder Metric Subregularity with Applications to Proximal Point Method
Randomized Solutions to Convex Programs with Multiple Chance Constraints
Taking All Positive Eigenvectors Is Suboptimal in Classical Multidimensional Scaling
Transfer Method for Characterizing the Existence of Maximal Elements of Binary Relations on Compact or Noncompact Sets
Optimal Truss Design by Interior-Point Methods
A Newton-Based Method for Nonconvex Optimization with Fast Evasion of Saddle Points
A Numerical Study of the Limited Memory BFGS Method and the Truncated-Newton Method for Large Scale Optimization
Second-Order Variational Analysis of Parametric Constraint and Variational Systems
On the Quadratic Convergence of the Simplified Mizuno-Todd-Ye Algorithm for Linear Programming
Corrigendum: Convex Optimization Problems on Differentiable Sets
Nonlinear Conjugate Gradient Methods for PDE Constrained Shape Optimization Based on Steklov-Poincaré-Type Metrics
Multiobjective Optimization Through a Series of Single-Objective Formulations
An Augmented Lagrangian Based Algorithm for Distributed NonConvex Optimization
A New Class of Incremental Gradient Methods for Least Squares Problems
Suboptimal Solutions to Team Optimization Problems with Stochastic Information Structure
Weighted Complementarity Problems - A New Paradigm for Computing Equilibria
A Variational Approach to Weakly Continuous Relations in Banach Spaces
Curvilinear Stabilization Techniques for Truncated Newton Methods in Large Scale Unconstrained Optimization
Augmented Lagrangian Methods for the Solution of Generalized Nash Equilibrium Problems
Optimization of Convex Functions with Random Pursuit
On the Simplicity and Conditioning of Low Rank Semidefinite Programs
A Proximal Minimization Algorithm for Structured Nonconvex and Nonsmooth Problems
Variational Gram Functions: Convex Analysis and Optimization
On the Maximization of a Concave Quadratic Function with Box Constraints
Accelerated First-Order Methods for Convex Optimization with Locally Lipschitz Continuous Gradient
An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints
A Revised Modified Cholesky Factorization Algorithm
Approximate Primal Solutions and Rate Analysis for Dual Subgradient Methods
Two-Stage Distributionally Robust Conic Linear Programming over 1-Wasserstein Balls
Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints
Recovering Low-Rank and Sparse Components of Matrices from Incomplete and Noisy Observations
A Robust Trust-Region Algorithm with a Nonmonotonic Penalty Parameter Scheme for Constrained Optimization
Golden Ratio Primal-Dual Algorithm with Linesearch
Maximal Monotonicity and Cyclic Involutivity of Multiconjugate Convex Functions
An Optimal-Storage Approach to Semidefinite Programming Using Approximate Complementarity
Tight Error Bounds for the Sign-Constrained Stiefel Manifold
Stability Analysis of Two-Stage Stochastic Mathematical Programs with Complementarity Constraints via NLP Regularization
Finding Planted Subgraphs with Few Eigenvalues using the Schur-Horn Relaxation
Inexact Proximal Point Methods for Variational Inequality Problems
A Dimension Reduction Technique for Large-Scale Structured Sparse Optimization Problems with Application to Convex Clustering
Stability of Over-Relaxations for the Forward-Backward Algorithm, Application to FISTA
Separable Convex Optimization Problems with Linear Ascending Constraints
Jordan-Algebraic Approach to Convexity Theorems for Quadratic Mappings
The Computational Complexity of Duality
Polynomial Approximations for Continuous Linear Programs
An Algorithm for the Inequality-Constrained Discrete Min-Max Problem
A Chain Rule for Strict Twice Epi-Differentiability and Its Applications
Projection onto a Polyhedron that Exploits Sparsity
MultiLevel Composite Stochastic Optimization via Nested Variance Reduction
Pattern Search Methods for User-Provided Points: Application to Molecular Geometry Problems
On Stochastic and Deterministic Quasi-Newton Methods for Nonstrongly Convex Optimization: Asymptotic Convergence and Rate Analysis
Semidefinite Representations of Gauge Functions for Structured Low-Rank Matrix Decomposition
Tikhonov Regularization of a Perturbed Heavy Ball System with Vanishing Damping
Optimality Conditions for the Minimization of Quadratic 0-1 Problems
Characterizations of Full Stability in Constrained Optimization
Multicoordination Methods for Solving Convex Block-Angular Programs
A Globally Convergent Stabilized SQP Method
Corrigendum: Semidefinite Programs: New Search Directions, Smoothing-Type Methods, and Numerical Results
A Practical Algorithm for General Large Scale Nonlinear Optimization Problems
A Class of Methods for Projection on the Intersection of Several Ellipsoids
A New Infinity-Norm Path Following Algorithm for Linear Programming
Scalable Frank-Wolfe on Generalized Self-Concordant Functions via Simple Steps
Smoothing SQP Methods for Solving Degenerate Nonsmooth Constrained Optimization Problems with Applications to Bilevel Programs
Convexity in SemiAlgebraic Geometry and Polynomial Optimization
Strong Convergence of a Proximal-Type Algorithm in a Banach Space
The Mehrotra Predictor-Corrector Interior-Point Method As a Perturbed Composite Newton Method
Solving Generalized CDT Problems via Two-Parameter Eigenvalues
Existence and Approximation of Fixed Points of Firmly Nonexpansive-Type Mappings in Banach Spaces
A Structure-Exploiting Algorithm for Nonlinear Minimax Problems
Primal-Dual Interior Methods for Nonconvex Nonlinear Programming
A Riemannian Trust Region Method for the Canonical Tensor Rank Approximation Problem
A New Iteration-Complexity Bound for the MTY Predictor-Corrector Algorithm
Improved Convergence Rates for Lasserre-Type Hierarchies of Upper Bounds for Box-Constrained Polynomial Optimization
A New Unblocking Technique to Warmstart Interior Point Methods Based on Sensitivity Analysis
Fast Computation of Optimal Transport via Entropy-Regularized Extragradient Methods
A Proximal Point Algorithm for Log-Determinant Optimization with Group Lasso Regularization
Clarke's Tangent Cones, Subgradients, Optimality Conditions, and the Lipschitzness at Infinity
Sensitivity Analysis of Variational Inequalities via Twice Epi-differentiability and Proto-differentiability of the Proximity Operator
Coordinate Shadows of Semidefinite and Euclidean Distance Matrices
On the Convergence of the Multidirectional Search Algorithm
Semidefinite Programming: A Path-Following Algorithm for a Linear-Quadratic Functional
Error Bounds and Limiting Behavior of Weighted Paths Associated with the SDP Map X1/2SX1/2
On the Complexity of Steepest Descent, Newton's and Regularized Newton's Methods for Nonconvex Unconstrained Optimization Problems
Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty
A Support Function Based Algorithm for Optimization with Eigenvalue Constraints
Nonlinear Cone Separation Theorems in Real Topological Linear Spaces
Differentiability of Probability Functions Involving Star-Shaped Valued Set-Valued Maps
Systems of Structured Monotone Inclusions: Duality, Algorithms, and Applications
Lower Bounds for Polynomials Using Geometric Programming
Necessary Conditions for Constrained Optimization Problems in Smooth Banach Spaces and Applications
Difference-of-Convex Algorithms for a Class of Sparse Group $\ell_0$ Regularized Optimization Problems
Convergence Rate of 풪(1/k) for Optimistic Gradient and Extragradient Methods in Smooth Convex-Concave Saddle Point Problems
Solution of Mismatched Monotone+Lipschitz Inclusion Problems
Relaxation-Based Bounds for Semi-Infinite Programs
Variance-Reduced First-Order Methods for Deterministically Constrained Stochastic Nonconvex Optimization with Strong Convergence Guarantees
First-Order Optimality Conditions for Mathematical Programs with Second-Order Cone Complementarity Constraints
Fast Decentralized Nonconvex Finite-Sum Optimization with Recursive Variance Reduction
A Vectorization Scheme for Nonconvex Set Optimization Problems
Ill-Conditioning and Computational Error in Interior Methods for Nonlinear Programming
Adaptive Douglas-Rachford Splitting Algorithm from a Yosida Approximation Standpoint
A Sequential Convex Semidefinite Programming Algorithm with an Application to Multiple-Load Free Material Optimization
Interior Point Trajectories in Semidefinite Programming
Local Linear Convergence of ISTA and FISTA on the LASSO Problem
Duality and the Computation of Approximate Invariant Densities for Nonsingular Transformations
Convergence of the Momentum Method for Semialgebraic Functions with Locally Lipschitz Gradients
Inexact Sequential Quadratic Optimization with Penalty Parameter Updates within the QP Solver
Feasibility of Integer Knapsacks
A Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance Sampling
Existence and Uniqueness of Search Directions in Interior-Point Algorithms for the SDP and the Monotone SDLCP
Probabilistic Partial Set Covering with an Oracle for Chance Constraints
A Trust-Region Algorithm for Heterogeneous Multiobjective Optimization
LDL T Direction Interior Point Method for Semidefinite Programming
Exact Converging Bounds for Stochastic Dual Dynamic Programming via Fenchel Duality
A Proximal Alternating Direction Method of Multiplier for Linearly Constrained Nonconvex Minimization
On Mizuno's Rank-One Updating Algorithm for Linear Programming
On the Identification of Zero Variables in an Interior-Point Framework
Block-Iterative Algorithms with Underrelaxed Bregman Projections
A Sequential Semismooth Newton Method for the Nearest Low-rank Correlation Matrix Problem
A Newton Method for Convex Regression, Data Smoothing, and Quadratic Programming with Bounded Constraints
Integration of Fenchel Subdifferentials of Epi-Pointed Functions
Convexifying Positive Polynomials and Sums of Squares Approximation
A Unified Approach to Robust Farkas-Type Results with Applications to Robust Optimization Problems
Optimizing Condition Numbers
Analysis of Inexact Trust-Region SQP Algorithms
The Proximal Point Algorithm with Genuine Superlinear Convergence for the Monotone Complementarity Problem
Convex Approximations of Chance Constrained Programs
Computational Complexity of Sum-of-Squares Bounds for Copositive Programs
Split Cuts in the Plane
A Decomposition Augmented Lagrangian Method for Low-Rank Semidefinite Programming
A Newton Method for Shape-Preserving Spline Interpolation
Coordination in Coarse-Grained Decomposition
Robinson Stability of Parametric Constraint Systems via Variational Analysis
An Inexact Accelerated Proximal Gradient Method for Large Scale Linearly Constrained Convex SDP
On the Self-Concordance of the Universal Barrier Function
An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints
Improved Approximation Algorithms for Weighted Hypergraph Embedding in a Cycle
Complex Quadratic Optimization and Semidefinite Programming
A Note on the Local Convergence of a Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Based on the Alizadeh--Haeberly--Overton Search Direction
Globally Convergent Primal-Dual Active-Set Methods with Inexact Subproblem Solves
Erratum: An SQP Algorithm for Finely Discretized Continuous Minimax Problems and Other Minimax Problems with Many Objective Functions
On the Convergence of Stochastic Gradient Descent for Nonlinear Ill-Posed Problems
New Sequential and Parallel Derivative-Free Algorithms for Unconstrained Minimization
Convergence of Minimal Sets in Convex Vector Optimization
A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem
Generalizing the Optimized Gradient Method for Smooth Convex Minimization
KKT Solution and Conic Relaxation for Solving Quadratically Constrained Quadratic Programming Problems
Superlinearly Convergent O(√(n) L)-Iteration Interior-Point Algorithms for Linear Programming and the Monotone Linear Complementarity Problem
Coupling Forward-Backward with Penalty Schemes and Parallel Splitting for Constrained Variational Inequalities
Error Bounds for Linear Matrix Inequalities
A Stable and Efficient Method for Solving a Convex Quadratic Program with Application to Optimal Control
Differential Stability of Two-Stage Stochastic Programs
A Dynamic Smoothing Technique for a Class of Nonsmooth Optimization Problems on Manifolds
Distributionally Robust Stochastic Knapsack Problem
Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints
A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
Metric Regularity in Convex Semi-Infinite Optimization under Canonical Perturbations
An Explicit Exchange Algorithm For Linear Semi-Infinite Programming Problems With Second-Order Cone Constraints
Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points
Proximal Normal Cone Analysis on Smooth Banach Spaces and Applications
A Merit Function Approach for Direct Search
Regularity Conditions via Quasi-Relative Interior in Convex Programming
Hessian Barrier Algorithms for Linearly Constrained Optimization Problems
Variance-Based Extragradient Methods with Line Search for Stochastic Variational Inequalities
Characterizations of the Free Disposal Condition for Nonconvex Economies on Infinite Dimensional Commodity Spaces
Rigorous Lower and Upper Bounds in Linear Programming
Alternating Proximal-Gradient Steps for (Stochastic) Nonconvex-Concave Minimax Problems
Parallel Projected Aggregation Methods for Solving the Convex Feasibility Problem
Direct Multisearch for Multiobjective Optimization
Duality Results and Dual Bundle Methods Based on the Dual Method of Centers for Minimax Fractional Programs
The Continuous Newton--Raphson Method Can Look Ahead
A Riemannian Proximal Newton Method
Semidefinite Programming Based Preconditioning for More Robust Near-Separable Nonnegative Matrix Factorization
Linear Programming in O([n3/ln n]L) Operations
Stationarity Results for Generating Set Search for Linearly Constrained Optimization
On Stability of the Feasible Set of a Mathematical Problem with Complementarity Problems
On Minimal Extended Representations of Generalized Power Cones
Optimality Conditions and Numerical Algorithms for a Class of Linearly Constrained Minimax Optimization Problems
Locating the Least 2-Norm Solution of Linear Programs via a Path-Following Method
Low-Rank Matrix Completion by Riemannian Optimization
A First-Order Smoothed Penalty Method for Compressed Sensing
Mathematical Foundations of Distributionally Robust Multistage Optimization
A Two-Timescale Stochastic Algorithm Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Critic
Parallel Solution of Large-Scale, Block-Diagonal Concave Maximization Problems
An Infeasible-Interior-Point Predictor-Corrector Algorithm for Linear Programming
A Family of \(\boldsymbol{s}\)-Rectangular Robust MDPs: Relative Conservativeness, Asymptotic Analyses, and Finite-Sample Properties
On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic Programs
Optimum Problems with Measurable Set-Valued Constraints
Continuity of Optimal Solution Functions and their Conditions on Objective Functions
A Reduced-Space Algorithm for Minimizing ℓ 1 -Regularized Convex Functions
A Strong Dual for Conic Mixed-Integer Programs
Convergence of Broyden's Method in Banach Spaces
Convergence Rates of Proximal Gradient Methods via the Convex Conjugate
Rank-1 Tensor Properties with Applications to a Class of Tensor Optimization Problems
A New Regularization Method for Mathematical Programs with Complementarity Constraints with Strong Convergence Properties
Incremental Bundle Methods using Upper Models
On Borwein--Wiersma Decompositions of Monotone Linear Relations
Incremental Subgradients for Constrained Convex Optimization: A Unified Framework and New Methods
A Semidefinite Relaxation Scheme for Multivariate Quartic Polynomial Optimization with Quadratic Constraints
Model Construction for Convex-Constrained Derivative-Free Optimization
Convergence of a Weighted Barrier Decomposition Algorithm for Two-Stage Stochastic Programming with Discrete Support
A Necessary and Sufficient Condition for a Constrained Minimum
A Sequential Quadratic Programming Method Without A Penalty Function or a Filter for Nonlinear Equality Constrained Optimization
An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints: Erratum
Tightness of a New and Enhanced Semidefinite Relaxation for MIMO Detection
Variational Convergence of Bifunctions: Motivating Applications
A Bundle Method for Solving Variational Inequalities
Fast Optimization of Charged Particle Dynamics with Damping
Manifold Structure of the Karush-Kuhn-Tucker Stationary Solution Set with Two Parameters
A Positive Algorithm for the Nonlinear Complementarity Problem
The Lagrange Multiplier Rule for Multifunctions in Banach Spaces
High Degree Sum of Squares Proofs, Bienstock-Zuckerberg Hierarchy, and Chvátal-Gomory Cuts
Approximating Nonnegative Polynomials via Spectral Sparsification
First-Order Penalty Methods for Bilevel Optimization
A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees
Primal-Dual Extragradient Methods for Nonlinear Nonsmooth PDE-Constrained Optimization
Convergence Analysis of Alternating Direction Method of Multipliers for a Family of Nonconvex Problems
Approximation Bounds for Quadratic Optimization with Homogeneous Quadratic Constraints
On the Aubin Property of Critical Points to Perturbed Second-Order Cone Programs
Adaptive FISTA for Nonconvex Optimization
Accelerating the Benders Decomposition Method: Application to Stochastic Network Design Problems
The N-k Problem in Power Grids: New Models, Formulations, and Numerical Experiments
Global Convergence Rate of Proximal Incremental Aggregated Gradient Methods
Quadratic Convergence of Smoothing Newton's Method for 0/1 Loss Optimization
Inexact Bundle Methods for Two-Stage Stochastic Programming
Inexact Newton-Type Optimization with Iterated Sensitivities
The Splitting Algorithms by Ryu, by Malitsky-Tam, and by Campoy Applied to Normal Cones of Linear Subspaces Converge Strongly to the Projection onto the Intersection
Majorizing Functions and Convergence of the Gauss--Newton Method for Convex Composite Optimization
Scenario Approach for Minmax Optimization with Emphasis on the Nonconvex Case: Positive Results and Caveats
Computational Experience and the Explanatory Value of Condition Measures for Linear Optimization
Convex Relaxations of Integral Variational Problems: Pointwise Dual Relaxation and Sum-of-Squares Optimization
Stochastic Model-Based Minimization of Weakly Convex Functions
A Distributed Boyle-Dykstra-Han Scheme
Concrete Structure Design using Mixed-Integer Nonlinear Programming with Complementarity Constraints
An Infeasible Path-Following Method for Monotone Complementarity Problems
Manifold Sampling for Optimization of Nonconvex Functions That Are Piecewise Linear Compositions of Smooth Components
Nonmonotone Spectral Projected Gradient Methods on Convex Sets
Robust Accelerated Primal-Dual Methods for Computing Saddle Points
The Quasi-Cauchy Relation and Diagonal Updating
Optimal Primal-Dual Methods for a Class of Saddle Point Problems
A Nonmonotone Alternating Updating Method for a Class of Matrix Factorization Problems
Bicriterion Single Machine Scheduling with Resource Dependent Processing Times
Optimal Control Problems with Terminal Complementarity Constraints
Coderivatives and the Solution Map of a Linear Constraint System
On the Convergence of Mirror Descent beyond Stochastic Convex Programming
Efficient Sparse Semismooth Newton Methods for the Clustered Lasso Problem
The Adaptive Projected Subgradient Method Constrained by Families of Quasi-nonexpansive Mappings and Its Application to Online Learning
On the Connections between Optimization Algorithms, Lyapunov Functions, and Differential Equations: Theory and Insights
A Simplex Method for Uncapacitated Pure-supply Infinite Network Flow Problems
Solving Karush--Kuhn--Tucker Systems via the Trust Region and the Conjugate Gradient Methods
Approximate 1-Norm Minimization and Minimum-Rank Structured Sparsity for Various Generalized Inverses via Local Search
Error Bounds for Abstract Linear Inequality Systems
Self-concordance and Decomposition-based Interior Point Methods for the Two-stage Stochastic Convex Optimization Problem
Fixed Points of Averages of Resolvents: Geometry and Algorithms