yusuke1997/dblp-id-title huggingface dataset:
Accelerated Forward-Backward Optimization Using Deep Learning
A Complexity Reduction for the Long-Step Path-Following Algorithm for Linear Programming
Survey Descent: A Multipoint Generalization of Gradient Descent for Nonsmooth Optimization
Global Convergence of a Nonsmooth Newton Method for Control-State Constrained Optimal Control Problems
Analysis of the BFGS Method with Errors
An Implicit Filtering Algorithm for Optimization of Functions with Many Local Minima
Constraint Reduction for Linear Programs with Many Inequality Constraints
The Convergence of the Generalized Lanczos Trust-Region Method for the Trust-Region Subproblem
A First-Order Smoothing Technique for a Class of Large-Scale Linear Programs
An Approximation-Based Regularized Extra-Gradient Method for Monotone Variational Inequalities
The Mesh Adaptive Direct Search Algorithm for Granular and Discrete Variables
Global Linear Convergence of Evolution Strategies on More than Smooth Strongly Convex Functions
Error Bounds for Lower Semicontinuous Functions in Normed Spaces
An Explicit Equivalent Positive Semidefinite Program for Nonlinear 0-1 Programs
Manifold Sampling for Optimizing Nonsmooth Nonconvex Compositions
On the Solution of Large Quadratic Programming Problems with Bound Constraints
A Robust Primal-Dual Interior-Point Algorithm for Nonlinear Programs
Bounds on Eigenvalues of Matrices Arising from Interior-Point Methods
Stochastic Convex Optimization with Bandit Feedback
Stability and Error Analysis for Optimization and Generalized Equations
Simultaneous Diagonalization of Matrices and Its Applications in Quadratically Constrained Quadratic Programming
Computing the Signed Distance Between Overlapping Ellipsoids
Accelerated Stochastic Algorithms for Nonconvex Finite-Sum and Multiblock Optimization
Predictor-corrector Methods for a Class of Linear Complementarity Problems
Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
Generalized Proximal Distances for Bilevel Equilibrium Problems
Tubularity and Asymptotic Convergence of Penalty Trajectories in Convex Programming
On New Classes of Nonnegative Symmetric Tensors
Gauge Optimization and Duality
The Rate of Convergence of Bregman Proximal Methods: Local Geometry Versus Regularity Versus Sharpness
PDE-Constrained Optimization Subject to Pointwise Constraints on the Control, the State, and Its Derivative
Convex Optimization and Parsimony of L p -balls Representation
Provably Faster Gradient Descent via Long Steps
On the Convergence of Successive Linear-Quadratic Programming Algorithms
Solution Stability of Nonsmooth Continuous Systems with Applications to Cone-Constrained Optimization
Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach
Faster Lagrangian-Based Methods in Convex Optimization
Convergence of an Infeasible Interior-Point Algorithm from Arbitrary Positive Starting Points
On The Reduction of Duality Gap in Box Constrained Nonconvex Quadratic Program
Exact Convergence Rate of the Last Iterate in Subgradient Methods
Problem Formulation for Multidisciplinary Optimization
On Augmentation Algorithms for Linear and Integer-Linear Programming: From Edmonds-Karp to Bland and Beyond
Iterative Methods for Finding a Trust-region Step
Semidefinite Programs: New Search Directions, Smoothing-Type Methods, and Numerical Results
A Derivative-Free Algorithm for Inequality Constrained Nonlinear Programming via Smoothing of an l infty Penalty Function
Large Scale Parameter Estimation Using Sparse Nonlinear Programming Methods
An Extended Extremal Principle with Applications to Multiobjective Optimization
A Global Convergence Theory for Dennis, El-Alem, and Maciel's Class of Trust-Region Algorithms for Constrained Optimization without Assuming Regularity
Dynamic Stochastic Variational Inequalities and Convergence of Discrete Approximation
A Fuzzy Necessary Optimality Condition for Non-Lipschitz Optimization in Asplund Spaces
Convergence Rate for Linear Minimizer-Estimators in the Moment-Sum-of-Squares Hierarchy
Tighter Linear and Semidefinite Relaxations for Max-Cut Based on the Lov[a-acute]sz--Schrijver Lift-and-Project Procedure
An Efficient Algorithm for Large-Scale Nonlinear Programming Problems with Simple Bounds on the Variables
Barrier Methods for Optimal Control Problems with State Constraints
Global Convergence Rate Analysis of a Generic Line Search Algorithm with Noise
Reduced-Hessian Quasi-Newton Methods for Unconstrained Optimization
Second-Order Necessary Conditions for Nonlinear Optimization Problems with Abstract Constraints: The Degenerate Case
Primal-Dual Interior-Point Methods for Semidefinite Programming in Finite Precision
A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables
Black-Box Complexity of Local Minimization
On the Geometric Convergence of Byzantine-Resilient Distributed Optimization Algorithms
Application of Quasi-Nonexpansive Operators to an Iterative Method for Variational Inequality
A Novel Nonconvex Relaxation Approach to Low-Rank Matrix Completion of Inexact Observed Data
Constrained Polynomial Optimization Problems with Noncommuting Variables
On the Local Convergence of Pattern Search
Optimality Conditions for Convex Stochastic Optimization Problems in Banach Spaces with Almost Sure State Constraints
Convexification with Bounded Gap for Randomly Projected Quadratic Optimization
Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
Solving Large Scale Semidefinite Programs via an Iterative Solver on the Augmented Systems
Computational Experience with an Interior Point Cutting Plane Algorithm
Global Convergence of a Long-Step Affine Scaling Algorithm for Degenerate Linear Programming Problems
Discrete Transforms, Semidefinite Programming, and Sum-of-Squares Representations of Nonnegative Polynomials
Weak Continuity of Risk Functionals with Applications to Stochastic Programming
Two Symmetrized Coordinate Descent Methods Can Be O(n 2) Times Slower Than the Randomized Version
A Unified Analysis of Hoffman's Bound via Fenchel Duality
Optimization with Multivariate Stochastic Dominance Constraints
A Theoretical and Experimental Study of the Symmetric Rank-One Update
Semi-differentiability of the Marginal Mapping in Vector Optimization
An Inexact SQP Method for Equality Constrained Optimization
Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
Globally Convergent Inexact Newton Methods
Feasible Method for Semi-Infinite Programs
Embedded in the Shadow of the Separator
Towards Global Solutions for Nonconvex Two-Stage Stochastic Programs: A Polynomial Lower Approximation Approach
Strong CHIP for Infinite System of Closed Convex Sets in Normed Linear Spaces
Finite Convergence of Sum-of-Squares Hierarchies for the Stability Number of a Graph
Parallel Adaptive GMRES Implementations for Homotopy Methods
Minimizing Rational Functions: A Hierarchy of Approximations via Pushforward Measures
Generating Moment Matching Scenarios Using Optimization Techniques
Optimal Control Problems with Set-Valued Control and State Constraints
On Stochastic Subgradient Mirror-Descent Algorithm with Weighted Averaging
First-Order Optimality Conditions for Elliptic Mathematical Programs with Equilibrium Constraints via Variational Analysis
Solving Second Order Cone Programming via a Reduced Augmented System Approach
A T-Algebraic Approach to Primal-Dual Interior-Point Algorithms
Incorporating Condition Measures in the Context of Combinatorial Optimization
Determinant Maximization of a Nonsymmetric Matrix with Quadratic Constraints
Global Minimization of Normal Quartic Polynomials Based on Global Descent Directions
Exploiting Sparsity in SDP Relaxation for Sensor Network Localization
Weak Convergence of a Relaxed and Inertial Hybrid Projection-Proximal Point Algorithm for Maximal Monotone Operators in Hilbert Space
On Finitely Terminating Branch-and-Bound Algorithms for Some Global Optimization Problems
The Operator Psi for the Chromatic Number of a Graph
ADMM-Type Methods for Generalized Nash Equilibrium Problems in Hilbert Spaces
Minimizer Extraction in Polynomial Optimization Is Robust
The Alternating Descent Conditional Gradient Method for Sparse Inverse Problems
On the Relationship between the Convergence Rates of Iterative and Continuous Processes
Convergence of the Gauss-Newton Method for Convex Composite Optimization under a Majorant Condition
Fast Approximation Schemes for Convex Programs with Many Blocks and Coupling Constraints
Convergence of a Class of Semi-Implicit Time-Stepping Schemes for Nonsmooth Rigid Multibody Dynamics
Approximation Guarantees for Min-Max-Min Robust Optimization and \({\boldsymbol{k}}\)-Adaptability Under Objective Uncertainty
The Linear Nonconvex Generalized Gradient and Lagrange Multipliers
The Monotonic Diameter of the Perfect 2-matching Polytope
Fast Interior Point Methods for Bipartite Matching
A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
An Adaptive Linear Approximation Algorithm for Copositive Programs
On the SQAP-Polytope
A Sharp Lagrange Multiplier Rule for Nonsmooth Mathematical Programming Problems Involving Equality Constraints
Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains
Corrigendum: Critical Cones for Sufficient Second Order Conditions in PDE Constrained Optimization
A New Exchange Method for Convex Semi-Infinite Programming
A Branch-and-Bound Algorithm for Nonconvex Nash Equilibrium Problems
Primal-Dual Subgradient Method for Huge-Scale Linear Conic Problems
Convergence Analysis of an Inexact Feasible Interior Point Method for Convex Quadratic Programming
Corrector-Predictor Methods for Sufficient Linear Complementarity Problems in a Wide Neighborhood of the Central Path
Decomposition-Based Interior Point Methods for Two-Stage Stochastic Semidefinite Programming
Condition Numbers, the Barrier Method, and the Conjugate-Gradient Method
Tensor-GMRES Method for Large Systems of Nonlinear Equations
Two-Stage Stochastic Programs with Mixed Probabilities
On Some Properties of Quadratic Programs with a Convex Quadratic Constraint
A Stochastic Semismooth Newton Method for Nonsmooth Nonconvex Optimization
Stochastic Comparison Algorithm for Discrete Optimization with Estimation
A Use of Conjugate Gradient Direction for the Convex Optimization Problem over the Fixed Point Set of a Nonexpansive Mapping
A Linear-Time Algorithm for Globally Maximizing the Sum of a Generalized Rayleigh Quotient and a Quadratic Form on the Unit Sphere
An Average Curvature Accelerated Composite Gradient Method for Nonconvex Smooth Composite Optimization Problems
B- and Strong Stationarity for Optimal Control of Static Plasticity with Hardening
Error Bounds in Metric Spaces and Application to the Perturbation Stability of Metric Regularity
Adjoint-Based Predictor-Corrector Sequential Convex Programming for Parametric Nonlinear Optimization
New Results on Narrowing the Duality Gap of the Extended Celis-Dennis-Tapia Problem
Consistency of the Scenario Approach
Global Optimization of Polynomials Using Gradient Tentacles and Sums of Squares
Bilevel Optimal Control Problems with Pure State Constraints and Finite-dimensional Lower Level
An Efficient Gauss-Newton Algorithm for Symmetric Low-Rank Product Matrix Approximations
A Superlinearly Convergent Polynomial Primal-Dual Interior-Point Algorithm for Linear Programming
On the Local Convergence of Semismooth Newton Methods for Linear and Nonlinear Second-Order Cone Programs Without Strict Complementarity
Large Step Path-Following Methods for Linear Programming, Part II: Potential Reduction Method
On Uniqueness of Lagrange Multipliers in Optimization Problems Subject to Cone Constraints
Second-Order Guarantees of Distributed Gradient Algorithms
Integer Isotone Optimization
Convergence Properties of a Regularization Scheme for Mathematical Programs with Complementarity Constraints
Square-Root Metric Regularity and Related Stability Theorems for Smooth Mappings
Dini Derivatives of the Marginal Function of a Non-Lipschitzian Program
A Coordinate-Free Condition Number for Convex Programming
Variational Analysis in Semi-Infinite and Infinite Programming, II: Necessary Optimality Conditions
The Steiner Traveling Salesman Polytope and Related Polyhedra
Analysis of Optimization Algorithms via Integral Quadratic Constraints: Nonstrongly Convex Problems
Regularization of P[sub 0]-Functions in Box Variational Inequality Problems
Estimates for the Nash-Sofer Preconditioner for the Reduced Hessian for Some Elliptic Variational Inequalities
The Linear l 1 Estimator and the Huber M-Estimator
Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations
Quasi-Nonexpansive Iterations on the Affine Hull of Orbits: From Mann's Mean Value Algorithm to Inertial Methods
Stability Theorems for Estimating the Distance to a Set of Coincidence Points
Deciding Robust Feasibility and Infeasibility Using a Set Containment Approach: An Application to Stationary Passive Gas Network Operations
Constrained Optimization in the Presence of Noise
Vanishing Price of Decentralization in Large Coordinative Nonconvex Optimization
A Short Algebraic Proof of the Farkas Lemma
Positive Maps and Separable Matrices
Linear Convergence of Forward-Backward Accelerated Algorithms without Knowledge of the Modulus of Strong Convexity
Exact Recovery with Symmetries for Procrustes Matching
Validated Linear Relaxations and Preprocessing: Some Experiments
A Nonderivative Version of the Gradient Sampling Algorithm for Nonsmooth Nonconvex Optimization
An Optimal First Order Method Based on Optimal Quadratic Averaging
An Efficient Quadratic Programming Relaxation Based Algorithm for Large-Scale MIMO Detection
Weakly Convex Optimization over Stiefel Manifold Using Riemannian Subgradient-Type Methods
Scalable Algorithms for the Sparse Ridge Regression
On the Primal-Dual Geometry of Level Sets in Linear and Conic Optimization
Quasi-Slater and Farkas-Minkowski Qualifications for Semi-infinite Programming with Applications
Active Set Identification in Nonlinear Programming
Fenchel Duality and a Separation Theorem on Hadamard Manifolds
The Structure of Conservative Gradient Fields
New Reduction Techniques for the Group Steiner Tree Problem
Randomized Projection Methods for Convex Feasibility: Conditioning and Convergence Rates
Stability and Convergence of Euler's Method for State-Constrained Differential Inclusions
Convergence Conditions and Krylov Subspace--Based Corrections for Primal-Dual Interior-Point Method
AFPTAS Results for Common Variants of Bin Packing: A New Method for Handling the Small Items
On Primal and Dual Infeasibility Certificates in a Homogeneous Model for Convex Optimization
On Effectively Computing the Analytic Center of the Solution Set by Primal-Dual Interior-Point Methods
Stable and Total Fenchel Duality for DC Optimization Problems in Locally Convex Spaces
Error Bounds for Some Semidefinite Programming Approaches to Polynomial Minimization on the Hypercube
A Network Design Problem for a Distribution System with Uncertain Demands
Interior Point Trajectories and a Homogeneous Model for Nonlinear Complementarity Problems over Symmetric Cones
New Proximal Point Algorithms for Convex Minimization
On Mixing Inequalities: Rank, Closure, and Cutting-Plane Proofs
Construction of Multivariate Polynomial Approximation Kernels via Semidefinite Programming
Infeasible-Interior-Point Primal-Dual Potential-Reduction Algorithms for Linear Programming
Minimization of Error Functionals over Variable-Basis Functions
Min-Max-Min Optimization with Smooth and Strongly Convex Objectives
Lyapunov Stability of Complementarity and Extended Systems
On the Average Condition of Random Linear Programs
Newton's Method for Solving Inclusions Using Set-Valued Approximations
Kantorovich's Theorem on Newton's Method for Solving Strongly Regular Generalized Equation
From Calmness to Hoffman Constants for Linear Semi-infinite Inequality Systems
Matrix Support Functionals for Inverse Problems, Regularization, and Learning
Line Search Procedures for the Logarithmic Barrier Function
Continuous Newton-like Methods Featuring Inertia and Variable Mass
A Nonlinear Conjugate Gradient Algorithm with an Optimal Property and an Improved Wolfe Line Search
Analysis of a Cutting Plane Method That Uses Weighted Analytic Center and Multiple Cuts
The Variable Metric Forward-Backward Splitting Algorithm Under Mild Differentiability Assumptions
Finite Convergence of Proximal-Gradient Inertial Algorithms Combining Dry Friction with Hessian-Driven Damping
A Filter Method with Unified Step Computation for Nonlinear Optimization
Stability of Multistage Stochastic Programs
A Primal-Dual Splitting Algorithm for Finding Zeros of Sums of Maximal Monotone Operators
Line Search Filter Methods for Nonlinear Programming: Local Convergence
Preference Robust Modified Optimized Certainty Equivalent
Two Infeasible Interior-Point Predictor-Corrector Algorithms for Linear Programming
Sufficient Conditions for Error Bounds
Minimizing the Condition Number of a Gram Matrix
On the Classical Necessary Second-Order Optimality Conditions in the Presence of Equality and Inequality Constraints
Error Bounds and Multipliers in Constrained Optimization Problems with Tolerance
Gradient Descent Finds the Cubic-Regularized Nonconvex Newton Step
BFGS with Update Skipping and Varying Memory
Boundary Half-Strips and the Strong CHIP
Robust Accelerated Gradient Methods for Smooth Strongly Convex Functions
Directional Quasi-/Pseudo-Normality as Sufficient Conditions for Metric Subregularity
A New Degeneracy Method and Steepest-Edge-Based Conditioning for LP
The Lifted Newton Method and Its Application in Optimization
Facially Exposed Cones Are Not Always Nice
Convergent SDP-Relaxations in Polynomial Optimization with Sparsity
Several Classes of Stationary Points for Rank Regularized Minimization Problems
Distributionally Robust Stochastic Programming
Containment Problems for Polytopes and Spectrahedra
A New Conjugate Gradient Method with Guaranteed Descent and an Efficient Line Search
A Search-Free \({O(1/{k}^{3/2})}\) Homotopy Inexact Proximal-Newton Extragradient Algorithm for Monotone Variational Inequalities
An Efficient Inexact ABCD Method for Least Squares Semidefinite Programming
Constraint Qualification, the Strong CHIP, and Best Approximation with Convex Constraints in Banach Spaces
Proximal Newton-Type Methods for Minimizing Composite Functions
An Ellipsoidal Branch and Bound Algorithm for Global Optimization
Densities, Matchings, and Fractional Edge-Colorings
Asynchronous Stochastic Coordinate Descent: Parallelism and Convergence Properties
Computing Rational Points in Convex Semialgebraic Sets and Sum of Squares Decompositions
Convergence Analysis of Deflected Conditional Approximate Subgradient Methods
Complexity of Predictor-Corrector Algorithms for LCP Based on a Large Neighborhood of the Central Path
Convergent Network Approximation for the Continuous Euclidean Length Constrained Minimum Cost Path Problem
Monotonic Optimization: Problems and Solution Approaches
Accelerated Stochastic Approximation
An Inexact Proximal Path-Following Algorithm for Constrained Convex Minimization
Inertial, Corrected, Primal-Dual Proximal Splitting
Excessive Gap Technique in Nonsmooth Convex Minimization
Probability Distributions of Assets Inferred from Option Prices via the Principle of Maximum Entropy
A Truncated Newton Algorithm for Large Scale Box Constrained Optimization
Inertial Proximal Block Coordinate Method for a Class of Nonsmooth Sum-of-Ratios Optimization Problems
Approximation of the Stability Number of a Graph via Copositive Programming
Maximal Monotonicity for the Precomposition with a Linear Operator
Relating Homogeneous Cones and Positive Definite Cones via T-Algebras
Convergence Rate Analysis of Primal-Dual Splitting Schemes
Convergence of Best Entropy Estimates
A Derivative-Free Method Using a New Underdetermined Quadratic Interpolation Model
Another Look at the Fast Iterative Shrinkage/Thresholding Algorithm (FISTA)
Updating Constraint Preconditioners for KKT Systems in Quadratic Programming Via Low-Rank Corrections
Full Splitting Algorithms for Fractional Programs with Structured Numerators and Denominators
Ergodic Convergence of a Stochastic Proximal Point Algorithm
On Reducibility in Bilevel Problems
Sparse SOS Relaxations for Minimizing Functions that are Summations of Small Polynomials
Efficient PDE Constrained Shape Optimization Based on Steklov-Poincaré-Type Metrics
Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints
On Second-Order Subdifferentials and Their Applications
On the Continuity of the Solution Map in Linear Complementarity Problems
The Convex Envelope of (n--1)-Convex Functions
Convergence of a General Class of Algorithms for Separated Continuous Linear Programs
Minimization Based Formulations of Inverse Problems and Their Regularization
Local Linear Convergence of Alternating Projections in Metric Spaces with Bounded Curvature
Stochastic Saddle Point Problems with Decision-Dependent Distributions
The Approximate Duality Gap Technique: A Unified Theory of First-Order Methods
McCormick-Based Relaxations of Algorithms
Finding Best Approximation Pairs Relative to a Convex and Prox-Regular Set in a Hilbert Space
On the Identification of the Optimal Partition of Second Order Cone Optimization Problems
Constrained Best Euclidean Distance Embedding on a Sphere: A Matrix Optimization Approach
Exact Semidefinite Programming Bounds for Packing Problems
On the Complexity of Computing Critical Points with Gröbner Bases
Revisiting Landscape Analysis in Deep Neural Networks: Eliminating Decreasing Paths to Infinity
Ill-Posedness and the Complexity of Deciding Existence of Solutions to Linear Programs
The Iterated Kalman Smoother as a Gauss-Newton Method
Global Search Based on Efficient Diagonal Partitions and a Set of Lipschitz Constants
Minimizing Nonconvex Nonsmooth Functions via Cutting Planes and Proximity Control
Integer Programming Subject to Monomial Constraints
An SQP Augmented Lagrangian BFGS Algorithm for Constrained Optimization
Refinements of Stationary Points with Applications to Noncooperative Games and Economics
A Proximal Stochastic Gradient Method with Progressive Variance Reduction
Adaptive Approximations and Exact Penalization for the Solution of Generalized Semi-infinite Min-Max Problems
Convex Ternary Quartics Are SOS-Convex
A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds
A Method for Constrained Multiobjective Optimization Based on SQP Techniques
Evaluation Complexity for Nonlinear Constrained Optimization Using Unscaled KKT Conditions and High-Order Models
Various Lipschitz-like Properties for Functions and Sets I: Directional Derivative and Tangential Characterizations
Two Methods for Solving Optimization Problems Arising in Electronic Measurements and Electrical Engineering
Relaxation Analysis for the Dynamic Knapsack Problem with Stochastic Item Sizes
Super-Universal Regularized Newton Method
Optimizing over Consecutive 1's and Circular 1's Constraints
A High-Order Path-Following Method for Locating the Least 2-Norm Solution of Monotone LCPs
Shape Optimization Under Uncertainty---A Stochastic Programming Perspective
On a Semismooth* Newton Method for Solving Generalized Equations
Well-Posed Solvability of Convex Optimization Problems on a Differentiable or Continuous Closed Convex Set
Adaptive Partitioning for Chance-Constrained Problems with Finite Support
Fisher-Rao Gradient Flows of Linear Programs and State-Action Natural Policy Gradients
Global Analysis of the Dennis-Wolkowicz Least-Change Secant Algorithm
A Primal-Dual Algorithm with Line Search for General Convex-Concave Saddle Point Problems
A Randomized Incremental Subgradient Method for Distributed Optimization in Networked Systems
On the Conversion of Optimization Problems with Max-Min Constraints to Standard Optimization Problems