yusuke1997/dblp-id-title huggingface dataset:
Spectral Properties of Barzilai-Borwein Rules in Solving Singly Linearly Constrained Optimization Problems Subject to Lower and Upper Bounds
Condition Number Theorems in Optimization
Preservation of Prox-Regularity of Sets with Applications to Constrained Optimization
Subdifferential Determination of Essentially Directionally Smooth Functions in Banach Space
On the Complexity of an Inexact Restoration Method for Constrained Optimization
A Multiple-Cut Analytic Center Cutting Plane Method for Semidefinite Feasibility Problems
Convergence Theory of Nonlinear Newton-Krylov Algorithms
A Correlatively Sparse Lagrange Multiplier Expression Relaxation for Polynomial Optimization
Generalized Bayesian Nash Equilibrium with Continuous Type and Action Spaces
A Lagrangian Relaxation View of Linear and Semidefinite Hierarchies
A Global Linear and Local Quadratic Noninterior Continuation Method for Nonlinear Complementarity Problems Based on Chen-Mangasarian Smoothing Functions
On Representer Theorems and Convex Regularization
Solving the Trust-Region Subproblem using the Lanczos Method
Vertices of Spectrahedra arising from the Elliptope, the Theta Body, and Their Relatives
Zeroth-Order Stochastic Compositional Algorithms for Risk-Aware Learning
On Interior Logarithmic Smoothing and Strongly Stable Stationary Points
The Landweber Operator Approach to the Split Equality Problem
Characterizing Convexity of Images for Quadratic-Linear Mappings with Applications in Nonconvex Quadratic Optimization
Variational Analysis in Normed Spaces with Applications to Constrained Optimization
Accelerating Block-Decomposition First-Order Methods for Solving Composite Saddle-Point and Two-Player Nash Equilibrium Problems
Subdifferential Calculus Rules in Convex Analysis: A Unifying Approach Via Pointwise Supremum Functions
On the Solution of the Tikhonov Regularization of the Total Least Squares Problem
Adaptive, Limited-Memory BFGS Algorithms for Unconstrained Optimization
Higher-Order Karush-Kuhn-Tucker Conditions in Nonsmooth Optimization
Optimal k-Thresholding Algorithms for Sparse Optimization Problems
Generalized Benders Decomposition for one Class of MINLPs with Vector Conic Constraint
A Practical Interior-Point Method for Convex Programming
An Optimality Gap Test for a Semidefinite Relaxation of a Quadratic Program with Two Quadratic Constraints
First-Order Methods for Nonsmooth Nonconvex Functional Constrained Optimization with or without Slater Points
Conditional Gradient Sliding for Convex Optimization
Parallel Factorization of Structured Matrices Arising in Stochastic Programming
Superlinearly Convergent Algorithms for Solving Singular Equations and Smooth Reformulations of Complementarity Problems
Ekeland's Variational Principle for Set-Valued Functions
Convex Analysis in ℤ n and Applications to Integer Linear Programming
Policy Mirror Descent Inherently Explores Action Space
MINRES: From Negative Curvature Detection to Monotonicity Properties
A Sequential Minimization Technique for Elliptic Quasi-variational Inequalities with Gradient Constraints
The Unbounded Integrality Gap of a Semidefinite Relaxation of the Traveling Salesman Problem
Calculus Identities for Generalized Simplex Gradients: Rules and Applications
Parallel Variable Distribution
The Multiplier-Penalty Method for Generalized Nash Equilibrium Problems in Banach Spaces
Basic Convex Analysis in Metric Spaces with Bounded Curvature
Tracking and Regret Bounds for Online Zeroth-Order Euclidean and Riemannian Optimization
Exact Duality in Semidefinite Programming Based on Elementary Reformulations
Eigenvalue Bounds Versus Semidefinite Relaxations for the Quadratic Assignment Problem
A New SQP Algorithm for Large-Scale Nonlinear Programming
Auction Algorithms for Shortest Hyperpath Problems
Semidefinite Descriptions of the Convex Hull of Rotation Matrices
Improved Conic Reformulations for K-means Clustering
Equivalence of Complementarity Problems to Differentiable Minimization: A Unified Approach
Relative Entropy Relaxations for Signomial Optimization
Stochastic Approximation Methods for the Two-Stage Stochastic Linear Complementarity Problem
Amenable Cones Are Particularly Nice
Iterating Bregman Retractions
Using Sampling and Simplex Derivatives in Pattern Search Methods
A Note on the Nonemptiness and Compactness of Solution Sets of Weakly Homogeneous Variational Inequalities
On the Convergence of Augmented Lagrangian Methods for Constrained Global Optimization
Regularized Mathematical Programs with Stochastic Equilibrium Constraints: Estimating Structural Demand Models
General Semi-Infinite Programming: Symmetric Mangasarian-Fromovitz Constraint Qualification and the Closure of the Feasible Set
Necessary and Sufficient Optimality Conditions in DC Semi-infinite Programming
Stochastic Approximation for Optimization in Shape Spaces
Optimization Strategies for the Vulnerability Analysis of the Electric Power Grid
A Monotone+Skew Splitting Model for Composite Monotone Inclusions in Duality
Convergence of a Proximal Point Method in the Presence of Computational Errors in Hilbert Spaces
Short Steps with Karmarkar's Projective Algorithm for Linear Programming
A Generalized Simplex Method for Integer Problems Given by Verification Oracles
Differentiable Exact Penalty Functions for Nonlinear Second-Order Cone Programs
Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information
Fréchet Second-Order Subdifferentials of Lagrangian Functions and Optimality Conditions
Convergence Rate of Incremental Gradient and Incremental Newton Methods
Cyclic Coordinate Dual Averaging with Extrapolation
Stochastic Difference-of-Convex-Functions Algorithms for Nonconvex Programming
Proximal Decomposition Via Alternating Linearization
Sufficient Second-Order Optimality Conditions for an Elliptic Optimal Control Problem with Pointwise Control-State Constraints
Asymptotic Expansion of Penalty-Gradient Flows in Linear Programming
Weighted Geometric Mean, Minimum Mediated Set, and Optimal Simple Second-Order Cone Representation
Reweighted 1 -Minimization for Sparse Solutions to Underdetermined Linear Systems
Globally Solving the Trust Region Subproblem Using Simple First-Order Methods
A Moving Balls Approximation Method for a Class of Smooth Constrained Minimization Problems
Relaxing Nonconvex Quadratic Functions by Multiple Adaptive Diagonal Perturbations
Weak Sharp Solutions of Variational Inequalities
Tail Decay and Moment Estimates of a Condition Number for Random Linear Conic Systems
Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes
A Bundle Method for a Class of Bilevel Nonsmooth Convex Minimization Problems
Calmness and Error Bounds for Convex Constraint Systems
The Dual Normal CHIP and Linear Regularity for Infinite Systems of Convex Sets in Banach Spaces
An Accelerated Hybrid Proximal Extragradient Method for Convex Optimization and Its Implications to Second-Order Methods
Decision Rule Bounds for Two-Stage Stochastic Bilevel Programs
A New QP-Free, Globally Convergent, Locally Superlinearly Convergent Algorithm For Inequality Constrained Optimization
Strong Duality in Nonconvex Quadratic Optimization with Two Quadratic Constraints
Fenchel-Young Inequality with a Remainder and Applications to Convex Duality and Optimal Transport
A New Variational Result for Quasi-Newton Formulae
Riemannian Conjugate Gradient Methods: General Framework and Specific Algorithms with Convergence Analyses
Threading Homotopies and DC Operating Points of Nonlinear Circuits
Two-Step Algorithms for Nonlinear Optimization with Structured Applications
Solving Some Large Scale Semidefinite Programs via the Conjugate Residual Method
Convex Representatives of the Value Function and Aumann Integrals in Normed Spaces
An Efficient Sieving-Based Secant Method for Sparse Optimization Problems with Least-Squares Constraints
A Continuation Method for Nonlinear Complementarity Problems over Symmetric Cones
Characterizations of Strong Regularity for Variational Inequalities over Polyhedral Convex Sets
Extensions of the Kuhn--Tucker Constraint Qualification to Generalized Semi-infinite Programming
Semismooth Newton Methods for Operator Equations in Function Spaces
Numerical Experience with Lower Bounds for MIQP Branch-And-Bound
Symmetric Confidence Regions and Confidence Intervals for Normal Map Formulations of Stochastic Variational Inequalities
Monotonicity of Primal and Dual Objective Values in Primal-dual Interior-point Algorithms
Convergence Analysis of Sampling-Based Decomposition Methods for Risk-Averse Multistage Stochastic Convex Programs
Semidefinite Characterization of Sum-of-Squares Cones in Algebras
Characterization of Tilt Stability via Subgradient Graphical Derivative with Applications to Nonlinear Programming
Successive Linear Approximation Solution of Infinite-Horizon Dynamic Stochastic Programs
An Augmented Primal-Dual Method for Linear Conic Programs
Split-Douglas-Rachford Algorithm for Composite Monotone Inclusions and Split-ADMM
Exact Worst-Case Performance of First-Order Methods for Composite Convex Optimization
A Systematic Approach to Lyapunov Analyses of Continuous-Time Models in Convex Optimization
Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
Forward-Backward-Half Forward Algorithm for Solving Monotone Inclusions
Null Sets and Essentially Smooth Lipschitz Functions
An Inner-Outer Approximation Approach to Chance Constrained Optimization
Stability of Locally Optimal Solutions
Semidefinite Approximations of Projections and Polynomial Images of SemiAlgebraic Sets
Scaled, Inexact, and Adaptive Generalized FISTA for Strongly Convex Optimization
On the Polyhedrality of Closures of Multibranch Split Sets and Other Polyhedra with Bounded Max-Facet-Width
Convergence Properties of an Augmented Lagrangian Algorithm for Optimization with a Combination of General Equality and Linear Constraints
Primal-Dual First-Order Methods for Affinely Constrained Multi-block Saddle Point Problems
Reverse Auction and the Solution of Inequality Constrained Assignment Problems
Necessary and Sufficient Conditions for Optima in Reflexive Spaces
A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
The Resolvent Order: A Unification of the Orders by Zarantonello, by Loewner, and by Moreau
Consensus-Based Optimization Methods Converge Globally
Partial Proximal Minimization Algorithms for Convex Pprogramming
A Dynamic Adaptive Relaxation Scheme Applied to the Euclidean Steiner Minimal Tree Problem
Ellipsoidal Relaxations of the Stable Set Problem: Theory and Algorithms
Random Spectrahedra
Optimization under Rare Chance Constraints
Pessimistic Bilevel Optimization
Local Convergence of Exact and Inexact Augmented Lagrangian Methods under the Second-Order Sufficient Optimality Condition
Global Error Bounds for Systems of Convex Polynomials over Polyhedral Constraints
Sequential Quadratic Optimization for Stochastic Optimization with Deterministic Nonlinear Inequality and Equality Constraints
Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems
Equipping the Barzilai-Borwein Method with the Two Dimensional Quadratic Termination Property
Proximal Decomposition on the Graph of a Maximal Monotone Operator
A Generalized Proximal Point Algorithm and Its Convergence Rate
Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete
Stability Analysis of Discrete-Time Linear Complementarity Systems
Various Notions of Nonexpansiveness Coincide for Proximal Mappings of Functions
Error Bound and Reduced-Gradient Projection Algorithms for Convex Minimization over a Polyhedral Set
Jacobian Smoothing Methods for Nonlinear Complementarity Problems
Low-Rank Univariate Sum of Squares Has No Spurious Local Minima
A New Algorithm for Solving Strictly Convex Quadratic Programs
On Best Approximation by Nonconvex Sets and Perturbation of Nonconvex Inequality Systems in Hilbert Spaces
A Global Convergence Theory for General Trust-Region-Based Algorithms for Equality Constrained Optimization
Hybrid Algorithms for Finding a D-Stationary Point of a Class of Structured Nonsmooth DC Minimization
A Noninterior Continuation Method for Quadratic and Linear Programming
Certifying the Absence of Spurious Local Minima at Infinity
Mesh Adaptive Direct Search Algorithms for Constrained Optimization
Perturbation Analysis of Error Bounds for Systems of Conic Linear Inequalities in Banach Spaces
On the Global Convergence of Randomized Coordinate Gradient Descent for Nonconvex Optimization
Information Collection for Linear Programs with Uncertain Objective Coefficients
Linear Programming on the Stiefel Manifold
Ergodic Mirror Descent
Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation
Stability of Linear-Quadratic Minimization over Euclidean Balls
On the Realization of the Wolfe Conditions in Reduced Quasi-Newton Methods for Equality Constrained Optimization
Sum of Squares Approximation of Polynomials, Nonnegative on a Real Algebraic Set
On Tractable Approximations of Uncertain Linear Matrix Inequalities Affected by Interval Uncertainty
Semiconvex Regression for Metamodeling-Based Optimization
A Superlinearly Convergent Sequential Quadratically Constrained Quadratic Programming Algorithm for Degenerate Nonlinear Programming
Stochastic Simulation on Integer Constraint Sets
Nonlinear Gradient Mappings and Stochastic Optimization: A General Framework with Applications to Heavy-Tail Noise
Bilevel Optimal Control With Final-State-Dependent Finite-Dimensional Lower Level
Generalized Solutions of Semilinear Evolution Inclusions
Reoptimization With the Primal-Dual Interior Point Method
A Lagrangian Relaxation Algorithm for Multidimensional Assignment Problems Arising from Multitarget Tracking
The Vector-Valued Variational Principle in Banach Spaces Ordered by Cones with Nonempty Interiors
The Analytic Center Cutting Plane Method with Semidefinite Cuts
A New Constraint Qualification and Sharp Optimality Conditions for Nonsmooth Mathematical Programming Problems in Terms of Quasidifferentials
An Extended Fenchel-Lagrange Duality Approach and Optimality Conditions for Strong Bilevel Programming Problems
Decomposition Methods for Computing Directional Stationary Solutions of a Class of Nonsmooth Nonconvex Optimization Problems
On Geometrical Properties of Preconditioners in IPMs for Classes of Block-Angular Problems
The Semismooth Approach for Semi-Infinite Programming without Strict Complementarity
On Smoothing Exact Penalty Functions for Convex Constrained Optimization
Understanding a Class of Decentralized and Federated Optimization Algorithms: A Multirate Feedback Control Perspective
The Length of the Primal-Dual Path in Moreau-Yosida-Based Path-Following Methods for State Constrained Optimal Control
A Proximal Average for Nonconvex Functions: A Proximal Stability Perspective
Calm Minima in Parameterized Finite-Dimensional Optimization
Sum-of-Squares Optimization without Semidefinite Programming
Solving Mixed Integer Bilinear Problems Using MILP Formulations
Complexity and Approximability of Optimal Resource Allocation and Nash Equilibrium over Networks
Expressing Complementarity Problems in an Algebraic Modeling Language and Communicating Them to Solvers
A Copositive Framework for Analysis of Hybrid Ising-Classical Algorithms
An Extended Frank-Wolfe Method with "In-Face" Directions, and Its Application to Low-Rank Matrix Completion
On Smoothing Methods for the P[sub 0] Matrix Linear Complementarity Problem
The Multiple Subset Sum Problem
A Reduced Hessian Method for Large-Scale Constrained Optimization
A Note on Trust-Region Radius Update
Sensitivity Analysis for Convex Separable Optimization Over Integral Polymatroids
An Exact Method for Nonlinear Network Flow Interdiction Problems
Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
On the Global Convergence of the BFGS Method for Nonconvex Unconstrained Optimization Problems
A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective
Complexity of Zeroth- and First-Order Stochastic Trust-Region Algorithms
Improved Complexity for Maximum Volume Inscribed Ellipsoids
Qualification Conditions in Semialgebraic Programming
Strong Convex Nonlinear Relaxations of the Pooling Problem
Approximating Oracle Machines for Combinatorial Optimization
Dual Stochastic Dominance and Related Mean-Risk Models
Variational Analysis in Semi-Infinite and Infinite Programming, I: Stability of Linear Inequality Systems of Feasible Solutions
Nonlinear Conjugate Gradient Methods for Vector Optimization
On the Performance of Karmarkar's Algorithm over a Sequence of Iterations
Block Majorization-Minimization with Diminishing Radius for Constrained Nonsmooth Nonconvex Optimization
An Adaptive Scalarization Method in Multiobjective Optimization
Projected Newton Method for Large-Scale Bayesian Linear Inverse Problems
Relaxation of Stochastic Dominance Constraints via Optimal Mass Transport
Differentiable Piecewise Quadratic Exact Penalty Functions for Quadratic Programs with Simple Bound Constraints
Strong Duality in Robust Convex Programming: Complete Characterizations
The Derivatives of Sinkhorn-Knopp Converge
IMRO: A Proximal Quasi-Newton Method for Solving ℓ 1 -Regularized Least Squares Problems
Pointwise Broyden Methods
From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming
Optimality Conditions for Quasiconvex Programs
Minimizing Separable Convex Functions Subject to Simple Chain Constraints
Stochastic Trust-Region and Direct-Search Methods: A Weak Tail Bound Condition and Reduced Sample Sizing
Generic Spectrahedral Shadows
Simulated Annealing: Searching for an Optimal Temperature Schedule
Global Optimization of Nonlinear Network Design
A Nonlinear Lagrangian Approach to Constrained Optimization Problems
Distributed Variable Sample-Size Gradient-Response and Best-Response Schemes for Stochastic Nash Equilibrium Problems
A Randomized Coordinate Descent Method with Volume Sampling
A Hierarchy of Standard Polynomial Programming Formulations for the Maximum Clique Problem
Erratum: Validated Linear Relaxations and Preprocessing: Some Experiments
Optimum Problems with Certain Lower Semicontinuous Set-Valued Constraints
An Optimal Algorithm for Minimization of Quadratic Functions with Bounded Spectrum Subject to Separable Convex Inequality and Linear Equality Constraints
Riemannian Stochastic Variance Reduced Gradient Algorithm with Retraction and Vector Transport
Variational Principles in Analysis and Existence of Minimizers for Functions on Metric Spaces
Applying Metric Regularity to Compute a Condition Measure of a Smoothing Algorithm for Matrix Games
Computation of Graphical Derivative for a Class of Normal Cone Mappings under a Very Weak Condition
A Finitely Convergent Circumcenter Method for the Convex Feasibility Problem
On Long Step Path Following and SUMT for Linear and Quadratic Programming
Stochastic Order Relations and Lattices of Probability Measures
A Trust Region Interior Point Algorithm for Linearly Constrained Optimization
Exact Penalty Property in Optimization with Mixed Constraints via Variational Analysis
Acceleration and Parallelization of the Path-Following Interior Point Method for a Linearly Constrained Convex Quadratic Problem
Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball
An Improved Unconstrained Approach for Bilevel Optimization
Cutting Plane Generation through Sparse Principal Component Analysis
Smoothing and First Order Methods: A Unified Framework
A Globally and Locally Superlinearly Convergent Non--Interior-Point Algorithm for P[sub 0] LCPs
Generalized Newton Algorithms for Tilt-Stable Minimizers in Nonsmooth Optimization
Method of Alternating Contractions and Its Applications to Some Convex Optimization Problems
Grassmannian Optimization Is NP-Hard
Space Mapping for Optimal Control of Partial Differential Equations
An Error Analysis for Polynomial Optimization over the Simplex Based on the Multivariate Hypergeometric Distribution
A General-Purpose Parallel Algorithm for Unconstrained Optimization
Trading Accuracy for Sparsity in Optimization Problems with Sparsity Constraints
Cost Approximation: A Unified Framework of Descent Algorithms for Nonlinear Programs
Time-Varying Semidefinite Programming: Path Following a Burer-Monteiro Factorization
An Extension of the DQA Algorithm to Convex Stochastic Programs
Stochastic Quasi-Fejér Block-Coordinate Fixed Point Iterations with Random Sweeping
Parabolic Quasi-variational Inequalities with Gradient-Type Constraints
Greedy Quasi-Newton Methods with Explicit Superlinear Convergence
Constraint Qualifications and Strong Global Convergence Properties of an Augmented Lagrangian Method on Riemannian Manifolds
The Effective Energy Transformation Scheme as a Special Continuation Approach to Global Optimization with Application to Molecular Conformation
Critical Value Functions have Finite Modulus of Concavity
The Analytic Center Quadratic Cut Method for Strongly Monotone Variational Inequality Problems
On the Regularization of Sliding Modes
A Randomized Cutting Plane Method with Probabilistic Geometric Convergence
An Accelerated HPE-Type Algorithm for a Class of Composite Convex-Concave Saddle-Point Problems
Sensitivity Analysis for Mirror-Stratifiable Convex Functions
Network Design Using Cut Inequalities
GMRES-Accelerated ADMM for Quadratic Objectives
Hyperbolic Relaxation of $k$-Locally Positive Semidefinite Matrices
Abadie's Constraint Qualification, Metric Regularity, and Error Bounds for Differentiable Convex Inequalities
Complete Characterizations of Tilt Stability in Nonlinear Programming under Weakest Qualification Conditions
On the Dimension of the Set of Rim Perturbations for Optimal Partition Invariance
Nonmonotone Trust-Region Methods for Bound-Constrained Semismooth Equations with Applications to Nonlinear Mixed Complementarity Problems
Minimizing a Low-Dimensional Convex Function Over a High-Dimensional Cube
Mathematical Programming Problems Governed by Nonlinear Elliptic PDEs
Second-Order Analysis of Polyhedral Systems in Finite and Infinite Dimensions with Applications to Robust Stability of Variational Inequalities
Convergence Rate of Random Scan Coordinate Ascent Variational Inference Under Log-Concavity
Convergence Properties of the BFGS Algoritm
Smooth Optimization Approach for Sparse Covariance Selection
The Support of Integer Optimal Solutions
On a Differential Generalized Nash Equilibrium Problem with Mean Field Interaction
Measuring the Goodness of Orthogonal Array Discretizations for Stochastic Programming and Stochastic Dynamic Programming
Penalty/Barrier Multiplier Methods for Convex Programming Problems
Decomposition Methods for Global Solution of Mixed-Integer Linear Programs
Convex Quadratic Sets and the Complexity of Mixed Integer Convex Quadratic Programming
Tilt Stability, Uniform Quadratic Growth, and Strong Metric Regularity of the Subdifferential
A Simple Variant of the Mizuno-Todd-Ye Predictor-Corrector Algorithm and Its Objective-Function-Free Complexity
Rapid Source Inversion for Chemical/Biological Attacks, Part 1: The Steady-State Case
Fortified-Descent Simplicial Search Method: A General Approach
Fastest Mixing Markov Chain on Graphs with Symmetries
Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems
Probabilistic Combinatorial Optimization: Moments, Semidefinite Programming, and Asymptotic Bounds
Faster Algorithms for the Quickest Transshipment Problem
Degenerate Preconditioned Proximal Point Algorithms
A Feasible Active Set QP-Free Method for Nonlinear Programming
Quadratic Matrix Programming
Two Algorithms for the Minimum Enclosing Ball Problem
Restricted Step and Levenberg-Marquardt Techniques in Proximal Bundle Methods for Nonconvex Nondifferentiable Optimization
The Ordered Subsets Mirror Descent Optimization Method with Applications to Tomography
A Direct Search Algorithm for Optimization with Noisy Function Evaluations
Revisiting EXTRA for Smooth Distributed Optimization
A Smooth Perceptron Algorithm