yusuke1997/dblp-id-title huggingface dataset:
On Minimizing the Spectral Width of Graph Laplacians and Associated Graph Realizations
Nonconvex Nonsmooth Multicomposite Optimization and Its Applications to Recurrent Neural Networks
On the Problem of Optimal Cutting
Accelerating Optimization of Parametric Linear Systems by Model Order Reduction
A Low Complexity Interior-Point Algorithm for Linear Programming
Orderings for Conjugate Gradient Preconditionings
Minimizing Convex Functions with Bounded Perturbations
On Steepest Descent Algorithms for Discrete Convex Functions
Global Complexity Bound of a Proximal ADMM for Linearly Constrained Nonseparable Nonconvex Composite Programming
Analysis of Generalized Pattern Searches
Subdifferential Convergence in Stochastic Programs
An Interior Point Algorithm for Large-Scale Nonlinear Programming
Near-Optimal Bounds for Phase Synchronization
Incremental Subgradient Methods for Nondifferentiable Optimization
Fair Packing and Covering on a Relative Scale
IQN: An Incremental Quasi-Newton Method with Local Superlinear Convergence Rate
Symmetric Tensor Approximation Hierarchies for the Completely Positive Cone
A Data-Independent Distance to Infeasibility for Linear Conic Systems
Approximate Gauss-Newton Methods for Nonlinear Least Squares Problems
A New Condition Measure, Preconditioners, and Relations Between Different Measures of Conditioning for Conic Linear Systems
Strong Stationarity for Optimal Control of the Obstacle Problem with Control Constraints
Active Set Identification for Linearly Constrained Minimization Without Explicit Derivatives
A Smoothing Newton Method for Minimizing a Sum of Euclidean Norms
Parallel Stochastic Asynchronous Coordinate Descent: Tight Bounds on the Possible Parallelism
A Regularized Smoothing Newton Method for Symmetric Cone Complementarity Problems
In SDP Relaxations, Inaccurate Solvers Do Robust Optimization
On the Moreau-Yosida Regularization of the Vector k-Norm Related Functions
Finding the Largest Low-Rank Clusters With Ky Fan 2-k-Norm and ℓ 1 -Norm
Convergent Semidefinite Programming Relaxations for Global Bilevel Polynomial Optimization Problems
Preference Robust Optimization for Choice Functions on the Space of CDFs
A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints
Operator Splitting Performance Estimation: Tight Contraction Factors and Optimal Parameter Selection
A Variational Principle for Problems with Functional Constraints
An Improved and Simplified Full-Newton Step O(n) Infeasible Interior-Point Method for Linear Optimization
Convergence and Approximation of Optimization Problems
Sequential Stopping Rules for Random Optimization Methods with Applications to Multistart Local Search
Randomized Sketching Algorithms for Low-Memory Dynamic Optimization
Commutation Principles for Nonsmooth Variational Problems on Euclidean Jordan Algebras
Robust Truss Topology Design via Semidefinite Programming
An Interior Point Method for Block Angular Optimization
Dual Applications of Proximal Bundle Methods, Including Lagrangian Relaxation of Nonconvex Problems
A Sequential Quadratic Programming Method With High-Probability Complexity Bounds for Nonlinear Equality-Constrained Stochastic Optimization
A Jacobi-Type Newton Method for Nash Equilibrium Problems with Descent Guarantees
Everything Is Possible: Constructing Spectrahedra with Prescribed Facial Dimensions
Randomized Douglas-Rachford Methods for Linear Systems: Improved Accuracy and Efficiency
Inclusion of Subdifferentials, Linear Well-Conditioning, and Steepest Descent Equation
Discrete Optimal Transport with Independent Marginals is #P-Hard
Semismooth Newton and Augmented Lagrangian Methods for a Simplified Friction Problem
A Large-Step Analytic Center Method for a Class of Smooth Convex Programming Problems
A New Method for Optimal Truss Topology Design
Barrier Methods for Optimal Control Problems with Convex Nonlinear Gradient State Constraints
On the Stability of Convex-valued Mappings and Their Relative Boundary and Extreme Points Set Mappings
A Douglas-Rachford Type Primal-Dual Method for Solving Inclusions with Mixtures of Composite and Parallel-Sum Type Monotone Operators
On Extension of Fenchel Duality and its Application
Global Descent Method for Global Optimization
A Linesearch-Based Derivative-Free Approach for Nonsmooth Constrained Optimization
Finding Low-rank Solutions of Sparse Linear Matrix Inequalities using Convex Optimization
An Optimization Problem for Predicting the Maximal Effect of Degradation of Mechanical Structures
On the Quadratic Convergence of the Cubic Regularization Method under a Local Error Bound Condition
Polynomial Convergence of Infeasible-Interior-Point Methods over Symmetric Cones
Parallel Random Coordinate Descent Method for Composite Minimization: Convergence Analysis and Error Bounds
Global Optimization of Polynomials Using the Truncated Tangency Variety and Sums of Squares
A Distributed ADMM-like Method for Resource Sharing over Time-Varying Networks
Trust Region Algorithms for Solving Nonsmooth Equations
On Subadditive Duality for Conic Mixed-integer Programs
Minimal Pairs of Convex Sets Which Share a Recession Cone
Approximating Semidefinite Packing Programs
Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs
A Semismooth Newton Stochastic Proximal Point Algorithm with Variance Reduction
Bregman Finito/MISO for Nonconvex Regularized Finite Sum Minimization without Lipschitz Gradient Continuity
Second-Order Cone Relaxations for Binary Quadratic Polynomial Programs
A Global Dual Error Bound and Its Application to the Analysis of Linearly Constrained Nonconvex Optimization
An Interior Point Method for Mathematical Programs with Complementarity Constraints (MPCCs)
Adaptive Sampling Strategies for Stochastic Optimization
Solving the Trust-Region Subproblem By a Generalized Eigenvalue Problem
Penalty Alternating Direction Methods for Mixed-Integer Optimization: A New View on Feasibility Pumps
A Stochastic Method for Constrained Global Optimization
Complexity of Variants of Tseng's Modified F-B Splitting and Korpelevich's Methods for Hemivariational Inequalities with Applications to Saddle-point and Convex Optimization Problems
On Generic One-Parametric Semi-Infinite Optimization
Incremental Stochastic Subgradient Algorithms for Convex Optimization
Subdifferentials of Marginal Functions in Semi-infinite Programming
On the Complexity of Local Search in Unconstrained Quadratic Binary Optimization
Subspace Accelerated Matrix Splitting Algorithms for Asymmetric and Symmetric Linear Complementarity Problems
LP Formulations for Polynomial Optimization Problems
An Iterative Solver-Based Infeasible Primal-Dual Path-Following Algorithm for Convex Quadratic Programming
A Class of Inexact Variable Metric Proximal Point Algorithms
The Lagrange Multiplier Rule in Set-Valued Optimization
Complexity-Optimal and Parameter-Free First-Order Methods for Finding Stationary Points of Composite Optimization Problems
A Cutting-Surface Method for Uncertain Linear Programs with Polyhedral Stochastic Dominance Constraints
On the Convergence of Decentralized Gradient Descent
An ε-Relaxation Method for Separable Convex Cost Network Flow Problems
A New Merit Function and a Successive Quadratic Programming Algorithm for Variational Inequality Problems
Iterative Methods for Solving Systems of Variational Inequalities in Reflexive Banach Spaces
On the Landscape of Synchronization Networks: A Perspective from Nonconvex Optimization
A Riemannian BFGS Method Without Differentiated Retraction for Nonconvex Optimization Problems
A New Type of Directional Regularity for Mappings and Applications to Optimization
Facets for Polyhedra Arising in the Design of Communication Networks with Low-Connectivity Constraints
Accelerated Iterative Regularization via Dual Diagonal Descent
Stationary Point Sets: Convex Quadratic Optimization Is Universal in Nonlinear Optimization
An Asynchronous Bundle-Trust-Region Method for Dual Decomposition of Stochastic Mixed-Integer Programming
Localized Solvability of Relaxed One-Sided Lipschitz Inclusions in Hilbert Spaces
Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming
On the Convergence of the Central Path in Semidefinite Optimization
On the Use of Product Structure in Secant Methods for Nonlinear Least Squares Problems
Benchmarking Derivative-Free Optimization Algorithms
Superlinear Convergence of Primal-Dual Interior Point Algorithms for Nonlinear Programming
A Two-Phase Gradient Method for Quadratic Programming Problems with a Single Linear Constraint and Bounds on the Variables
Stochastic Trust-Region Algorithm in Random Subspaces with Convergence and Expected Complexity Analyses
On Constraint Qualification for an Infinite System of Convex Inequalities in a Banach Space
Efficiency of the Accelerated Coordinate Descent Method on Structured Optimization Problems
An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter
On Integrality in Semidefinite Programming for Discrete Optimization
Finding Optimal Weight Vectors for Ridge Function Approximation in \(\boldsymbol{L}^{\boldsymbol{2}}\boldsymbol{(D)}\)
Decentralized Consensus Algorithm with Delayed and Stochastic Gradients
Double Bundle Method for finding Clarke Stationary Points in Nonsmooth DC Programming
A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization
Version-Independence and Nested Distributions in Multistage Stochastic Optimization
Second-Order Cone Programming Relaxation of Sensor Network Localization
Well-Posedness in Unconstrained Polynomial Optimization Problems
On the Global Linear Convergence of the ADMM with MultiBlock Variables
Multiscale Analysis of Accelerated Gradient Methods
The Lovász Theta Function for Recovering Planted Clique Covers and Graph Colorings
Multilevel Objective-Function-Free Optimization with an Application to Neural Networks Training
Stability and Continuity in Robust Optimization
An Interior-Point Approach to Sensitivity Analysis in Degenerate Linear Programs
Self-dual Regularization of Monotone Operators via the Resolvent Average
An Algorithm Model for Mixed Variable Programming
A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes
Dual Methods in Entropy Maximization. Application to Some Problems in Crystallography
Efficiency of the Analytic Center Cutting Plane Method for Convex Minimization
On the Minimum Volume Covering Ellipsoid of Ellipsoids
Some Nonlinear Maps and Renormings of Banach Spaces
A New Finite Continuation Algorithm for Linear Programming
On Extending Some Primal-Dual Interior-Point Algorithms From Linear Programming to Semidefinite Programming
Polynomial Programming: LP-Relaxations Also Converge
Free Material Optimization with Fundamental Eigenfrequency Constraints
Hybrid Jacobian and Gauss-Seidel Proximal Block Coordinate Update Methods for Linearly Constrained Convex Programming
Budget-Dependent Convergence Rate of Stochastic Approximation
Symmetric Strong Duality for a Class of Continuous Linear Programs with Constant Coefficients
Sensitivity Analysis of Optimal Value Functions of Convex Parametric Programs with Possibly Empty Solution Sets
Aubin Property and Strong Regularity Are Equivalent for Nonlinear Second-Order Cone Programming
A Fast Automatic Algorithm for Image Denoising by a Regularization Method
New Formulations for Optimization under Stochastic Dominance Constraints
Optimization of Polynomials on Compact Semialgebraic Sets
Identification and Elimination of Interior Points for the Minimum Enclosing Ball Problem
On Augmented Lagrangian Methods with General Lower-Level Constraints
A Spectral Bundle Method for Semidefinite Programming
Infeasibility and Error Bound Imply Finite Convergence of Alternating Projections
Fast Gradient Algorithm with Dry-like Friction and Nonmonotone Line Search for Nonconvex Optimization Problems
Distance Transformation for Network Design Problems
A Redistributed Proximal Bundle Method for Nonconvex Optimization
A Riemannian Gradient Sampling Algorithm for Nonsmooth Optimization on Manifolds
On the Primal-Dual Steepest Descent Algorithm for Extended Linear-Quadratic Programming
Structural Topology Optimization with Eigenvalues
On the Generalized Lanczos Trust-Region Method
Linear Convergence of Proximal Gradient Algorithm with Extrapolation for a Class of Nonconvex Nonsmooth Minimization Problems
Epiconvergence of Convexly Composite Functions in Banach Spaces
Consensus-Based Algorithms for Stochastic Optimization Problems
Quantitative Analysis for Perturbed Abstract Inequality Systems in Banach Spaces
On the Adaptivity of Stochastic Gradient-Based Optimization
Optimization-Based Algorithms for Tensor Decompositions: Canonical Polyadic Decomposition, Decomposition in Rank-(L r, L r, 1) Terms, and a New Generalization
MPCC: Critical Point Theory
An Interior-Point Method for Semidefinite Programming
Large-Scale Molecular Optimization from Distance Matrices by a D.C. Optimization Approach
On the Relationship Between the Curvature Integral and the Complexity of Path-Following Methods in Linear Programming
Some Regularity Results for the Pseudospectral Abscissa and Pseudospectral Radius of a Matrix
Universal Conditional Gradient Sliding for Convex Optimization
A New Relaxation Scheme for Mathematical Programs with Equilibrium Constraints
An Asymptotical O(√(n) L)-Iteration Path-Following Linear Programming Algorithm That Uses Wide Neighborhoods
The FM and BCQ Qualifications for Inequality Systems of Convex Functions in Normed Linear Spaces
An Infeasible-Interior-Point Method for Linear Complementarity Problems
A Linearly Convergent Variant of the Conditional Gradient Algorithm under Strong Convexity, with Applications to Online and Stochastic Optimization
Multiple Cuts in the Analytic Center Cutting Plane Method
Calmness and the Abadie CQ for Multifunctions and Linear Regularity for a Collection of Closed Sets
Spectral Relaxations and Branching Strategies for Global Optimization of Mixed-Integer Quadratic Programs
Transposition Theorems and Qualification-Free Optimality Conditions
A Distance For Multistage Stochastic Optimization Models
Stochastic Multilevel Composition Optimization Algorithms with Level-Independent Convergence Rates
Two-Stage Quadratic Games under Uncertainty and Their Solution by Progressive Hedging Algorithms
Shape Optimization in Contact Problems with Coulomb Friction
On the Lasserre Hierarchy of Semidefinite Programming Relaxations of Convex Polynomial Optimization Problems
A Family of Polynomial Affine Scaling Algorithms for Positive SemiDefinite Linear Complementarity Problems
Stability Properties for Parametric Linear Programs under Data Ambiguities
Composite Nonsmooth Programming with Gâteaux Differentiability
Derivative-Free Approaches for Chance-Constrained Problems with Right-Hand Side Uncertainty
A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm
A Characterization of Efficient and Weakly Efficient Points in Convex Vector Optimization
More Virtuous Smoothing
Criticality of Lagrange Multipliers in Variational Systems
On Sensitivity Analysis of Nonlinear Programs in Banach Spaces: The Approach via Composite Unconstrained Optimization
Rescaling and Stepsize Selection in Proximal Methods Using Separable Generalized Distances
Affine Relaxations of the Best Response Algorithm: Global Convergence in Ratio-Bounded Games
A Superlinearly Convergent Method for a Class of Complementarity Problems with Non-Lipschitzian Functions
Nonlinear Inexact Uzawa Algorithms for Linear and Nonlinear Saddle-point Problems
Large-Scale Nonconvex Optimization: Randomization, Gap Estimation, and Numerical Resolution
A Semismooth Newton Method with Multidimensional Filter Globalization for l 1 -Optimization
Discrete Monotonic Optimization with Application to a Discrete Location Problem
Linear Convergence of a Proximal Alternating Minimization Method with Extrapolation for \(\boldsymbol{\ell_1}\) -Norm Principal Component Analysis
"Efficient" Subgradient Methods for General Convex Optimization
Piecewise Polyhedral Relaxations of Multilinear Optimization
Partitioned Dynamic Programming for Optimal Control
Experiments with Conjugate Gradient Algorithms for Homotopy Curve Tracking
Sparsity Constrained Nonlinear Optimization: Optimality Conditions and Algorithms
Sparse Optimization with Least-Squares Constraints
Weak Sharp Minima for Semi-infinite Optimization Problems with Applications
On the Existence of Solutions to Differential Inclusions with Nonconvex Right-Hand Sides
Approximation of Minimal Functions by Extreme Functions
Rank-Sparsity Incoherence for Matrix Decomposition
Scenario Min-Max Optimization and the Risk of Empirical Costs
Structure of Solutions for Continuous Linear Programs with Constant Coefficients
A New Look at Nonnegativity on Closed Sets and Polynomial Optimization
The U-Lagrangian of the Maximum Eigenvalue Function
On an Analysis of the Strength of Mixed-Integer Cutting Planes from Multiple Simplex Tableau Rows
On Feasibility of Sample Average Approximation Solutions
Prox-Penalization and Splitting Methods for Constrained Variational Problems
On the Nesterov-Todd Direction in Semidefinite Programming
Newton's Method for Multiobjective Optimization
Relative Well-Posedness of Truncated Constrained Systems Accompanied by Variational Calculus
New Douglas-Rachford Algorithmic Structures and Their Convergence Analyses
Bounds for Multistage Mixed-Integer Distributionally Robust Optimization
Newton-like Method with Diagonal Correction for Distributed Optimization
Optimality Conditions for Optimization Problems with Complementarity Constraints
A Quadratically Convergent Polynomial Algorithm for Solving Entropy Optimization Problems
Mathematical Study of Very High Voltage Power Networks I: The Optimal DC Power Flow Problem
A Singular Value Thresholding Algorithm for Matrix Completion
Convex Relaxations of the Weighted Maxmin Dispersion Problem
On Directional Metric Subregularity and Second-Order Optimality Conditions for a Class of Nonsmooth Mathematical Programs
On the Convergence of Grid-Based Methods for Unconstrained Optimization
Solving Multiobjective Mixed Integer Convex Optimization Problems
A Complete Semidefinite Algorithm for Detecting Copositive Matrices and Tensors
Probability Gradient Estimation by Set-Valued Calculus and Applications in Network Design
An LQP-Based Decomposition Method for Solving a Class of Variational Inequalities
Affinely Adjustable Robust Linear Complementarity Problems
Augmented Lagrangians with Adaptive Precision Control for Quadratic Programming with Simple Bounds and Equality Constraints
Fixed-Width Sequential Stopping Rules for a Class of Stochastic Programs
Newton Methods For Large-Scale Linear Inequality-Constrained Minimization
On the Stability of the Feasible Set in Optimization Problems
A Two-Variable Approach to the Two-Trust-Region Subproblem
An Implementation of the Dual Affine Scaling Algorithm for Minimum-Cost Flow on Bipartite Uncapacitated Networks
Co-Coercivity and Its Role in the Convergence of Iterative Schemes for Solving Variational Inequalities
A Derivative-Free Algorithm for Least-Squares Minimization
Homogeneous Analytic Center Cutting Plane Methods for Convex Problems and Variational Inequalities
Implicit Regularity and Linear Convergence Rates for the Generalized Trust-Region Subproblem
Path Cover and Path Pack Inequalities for the Capacitated Fixed-Charge Network Flow Problem
Convergence Properties of a Second Order Augmented Lagrangian Method for Mathematical Programs with Complementarity Constraints
Analysis and Algorithms for Some Compressed Sensing Models Based on L1/L2 Minimization
A Finite Smoothing Algorithm for Linear l 1 Estimation
A Subspace Minimization Method for the Trust-Region Step
Convergent Lagrangian and Contour Cut Method for Nonlinear Integer Programming with a Quadratic Objective Function
Exact Regularization of Convex Programs
The Supporting Halfspace-Quadratic Programming Strategy for the Dual of the Best Approximation Problem
Constraint Qualifications for Extended Farkas's Lemmas and Lagrangian Dualities in Convex Infinite Programming
Sample Complexity of Sample Average Approximation for Conditional Stochastic Optimization
Polyhedral Boundary Projection
Serial and Parallel Multicategory Discrimination
Twice Epi-Differentiability of Extended-Real-Valued Functions with Applications in Composite Optimization
A Unifying Polyhedral Approximation Framework for Convex Optimization
Second-Order-Cone Constraints for Extended Trust-Region Subproblems
A Sufficient Condition for Exact Penalty in Constrained Optimization
Second Derivatives of a Convex Function and of Its Legendre-Fenchel Transformate
On the Choice of the Regularization Parameter in Nonlinear Inverse Problems
The Condition Number of Riemannian Approximation Problems
Ambiguous Risk Measures and Optimal Robust Portfolios
Rank Optimality for the Burer-Monteiro Factorization
A Subspace Acceleration Method for Minimization Involving a Group Sparsity-Inducing Regularizer
A Computationally Efficient Feasible Sequential Quadratic Programming Algorithm
Relatively Smooth Convex Optimization by First-Order Methods, and Applications
Subgradients of Marginal Functions in Parametric Control Problems of Partial Differential Equations
A Smooth Primal-Dual Optimization Framework for Nonsmooth Composite Convex Minimization
A Hybrid Proximal Extragradient Self-Concordant Primal Barrier Method for Monotone Variational Inequalities
Bend Minimization in Planar Orthogonal Drawings Using Integer Programming
Smooth Optimization with Approximate Gradient
Space Mapping for PDE Constrained Shape Optimization
New Sequential Lagrange Multiplier Conditions Characterizing Optimality without Constraint Qualification for Convex Programs
Optimal Learning for Nonlinear Parametric Belief Models Over Multidimensional Continuous Spaces
Projected Gradient Descent Accumulates at Bouligand Stationary Points
Generalized Optimistic Methods for Convex-Concave Saddle Point Problems
Accelerated and Inexact Forward-Backward Algorithms
Asymptotic Behavior of Continuous Trajectories for Primal-Dual Potential-Reduction Methods
Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function
Two Results on the Size of Spectrahedral Descriptions
A Probability-One Homotopy Algorithm for Nonsmooth Equations and Mixed Complementarity Problems
A Gradient Complexity Analysis for Minimizing the Sum of Strongly Convex Functions with Varying Condition Numbers
Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization, II: Shrinking Procedures and Optimal Algorithms
A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties
Universal Regularization Methods: Varying the Power, the Smoothness and the Accuracy
A New Class of Minimum Norm Duality Theorems
A Dynamical Approach to an Inertial Forward-Backward Algorithm for Convex Minimization
Dual Descent Augmented Lagrangian Method and Alternating Direction Method of Multipliers
A Class of Linear Generalized Equations
Primal-Dual Path-Following Algorithms for Semidefinite Programming
Regular Castaing Representations of Multifunctions with Applications to Stochastic Programming
Existence and Convergence of Optimal Points with Respect to Improvement Sets
Penalty Methods for the Solution of Generalized Nash Equilibrium Problems
Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk
Inexact High-Order Proximal-Point Methods with Auxiliary Search Procedure
Chaotic Behavior of the Affine Scaling Algorithm for Linear Programming
A Note on the Augmented Hessian When the Reduced Hessian is Semidefinite
Full Lipschitzian and Hölderian Stability in Optimization with Applications to Mathematical Programming and Optimal Control
Proximal Gradient \(\boldsymbol{\mathcal{VU}}\)-Method with Superlinear Convergence for Nonsmooth Convex Optimization
Solving Large-Scale Sparse Semidefinite Programs for Combinatorial Optimization
A Polynomial-Time Interior-Point Method for Conic Optimization, With Inexact Barrier Evaluations