yusuke1997/dblp-id-title huggingface dataset:
On the Nonasymptotic Convergence of Cyclic Coordinate Descent Methods
Multilevel Stochastic Gradient Methods for Nested Composition Optimization
A New Unconstrained Differentiable Merit Function for Box Constrained Variational Inequality Problems and a Damped Gauss-Newton Method
Numerical Algebraic Geometry for Optimal Control Applications
Higher-Order Optimality Conditions and Higher-Order Tangent Sets
An Effective Method for Parameter Estimation with PDE Constraints with Multiple Right-Hand Sides
Optimizing Hypergraph-Based Polynomials Modeling Job-Occupancy in Queuing with Redundancy Scheduling
Sparse Approximation via Penalty Decomposition Methods
Abstract Newtonian Frameworks and Their Applications
Multivariate Nonnegative Quadratic Mappings
Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints
Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint
Full Stability of Locally Optimal Solutions in Second-Order Cone Programs
Inexact Restoration Method for Derivative-Free Optimization with Smooth Constraints
Payoffs-Beliefs Duality and the Value of Information
Estimating Bounds for Quadratic Assignment Problems Associated with Hamming and Manhattan Distance Matrices Based on Semidefinite Programming
The Boosted Difference of Convex Functions Algorithm for Nonsmooth Functions
Adaptive Barrier Update Strategies for Nonlinear Interior Methods
Regular Policies in Abstract Dynamic Programming
Mathematical Programs with Cardinality Constraints: Reformulation by Complementarity-Type Conditions and a Regularization Method
Perturbation Bounds of P-Matrix Linear Complementarity Problems
Constraint Qualifications for Convex Inequality Systems with Applications in Constrained Optimization
A Unified Approach and Optimality Conditions for Approximate Solutions of Vector Optimization Problems
Duality of Ellipsoidal Approximations via Semi-Infinite Programming
The Sample Average Approximation Method for Stochastic Discrete Optimization
Robust Non-Zenoness of Piecewise Affine Systems with Applications to Linear Complementarity Systems
On the Solution of Stochastic Optimization and Variational Problems in Imperfect Information Regimes
An SQP Algorithm for Finely Discretized Continuous Minimax Problems and Other Minimax Problems with Many Objective Functions
A Bilevel Programming Method for Pipe Network Optimization
Stable Set Polytopes for a Class of Circulant Graphs
Solving LP Problems via Weighted Centers
Gradient Method for Optimization on Riemannian Manifolds with Lower Bounded Curvature
On the Finite Convergence of the Douglas-Rachford Algorithm for Solving (Not Necessarily Convex) Feasibility Problems in Euclidean Spaces
An Efficient Algorithm for Minimizing a Sum of Euclidean Norms with Applications
Viscosity Solutions of Minimization Problems
Block Stochastic Gradient Iteration for Convex and Nonconvex Optimization
Computing the Local-Nonglobal Minimizer of a Large Scale Trust-Region Subproblem
Pattern Search Algorithms for Mixed Variable Programming
Potential Transformation Methods for Large-Scale Global Optimization
Solving Multicommodity Flow Problems by an Approximation Scheme
Diagonal Matrix Scaling and Linear Programming
A Smoothing Active Set Method for Linearly Constrained Non-Lipschitz Nonconvex Optimization
Global Hölderian Error Bound for Nondegenerate Polynomials
Convex Quartic Problems: Homogenized Gradient Method and Preconditioning
Euclidean Distance Degree in Manifold Optimization
A Path-Following Projective Interior Point Method for Linear Programming
A Comparative Study of Kernel Functions for Primal-Dual Interior-Point Algorithms in Linear Optimization
On the Global Convergence of Derivative-Free Methods for Unconstrained Optimization
Existence, Uniqueness, and Computation of Robust Nash Equilibria in a Class of Multi-Leader-Follower Games
Efficient Line Search Methods for Convex Functions
New Second-Order Optimality Conditions for Directional Optimality of a General Set-Constrained Optimization Problem
An Optimization Approach for Radiosurgery Treatment Planning
On Dual Convergence and the Rate of Primal Convergence of Bregman's Convex Programming Method
Frank-Wolfe Methods with an Unbounded Feasible Region and Applications to Structured Learning
On a Class of Minimax Stochastic Programs
Backtracking Strategies for Accelerated Descent Methods with Smooth Composite Objectives
Rank-Two Relaxation Heuristics for MAX-CUT and Other Binary Quadratic Programs
A New Notion of Weighted Centers for Semidefinite Programming
Error Bounds of Generalized D-Gap Functions for Nonsmooth and Nonmonotone Variational Inequality Problems
A Structured Quasi-Newton Algorithm for Optimizing with Incomplete Hessian Information
Smoothing Functions for Second-Order-Cone Complementarity Problems
Limitations on the Expressive Power of Convex Cones without Long Chains of Faces
Consistency of Sample-Based Stationary Points for Infinite-Dimensional Stochastic Optimization
An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints
Optimal Signal Sets for Non-Gaussian Detectors
Hadamard and Strong Well-Posedness for Convex Programs
Sharper Bounds for Proximal Gradient Algorithms with Errors
A Self-Concordant Interior Point Approach for Optimal Control with State Constraints
A Method of Centers with Approximate Subgradient Linearizations for Nonsmooth Convex Optimization
Stochastic First-Order Methods with Random Constraint Projection
On the Convergence Theory of Trust-Region-Based Algorithms for Equality-Constrained Optimization
A Bilevel Approach for Identifying the Worst Contingencies for Nonconvex Alternating Current Power Systems
Strongly Nonexpansive Mappings Revisited: Uniform Monotonicity and Operator Splitting
Partially-Finite Programming in L 1 and the Existence of Maximum Entropy Estimates
An Exact Algorithm for Nonconvex Quadratic Integer Minimization Using Ellipsoidal Relaxations
Surpassing Gradient Descent Provably: A Cyclic Incremental Method with Linear Convergence Rate
Sharp and Fast Bounds for the Celis-Dennis-Tapia Problem
A New Proof of Superlinear Convergence for Broyden's Method in Hilbert Space
Optimization with Reference-Based Robust Preference Constraints
Quantitative Stability of Variational Systems II. A Framework for Nonlinear Conditioning
Escaping Unknown Discontinuous Regions in Blackbox Optimization
Convergence Rates for Projective Splitting
Simultaneous Data Perturbations and Analytic Center Convergence
On Sampling Rates in Simulation-Based Recursions
Convergence of Inexact Forward-Backward Algorithms Using the Forward-Backward Envelope
Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance
Robust Solutions of MultiObjective Linear Semi-Infinite Programs under Constraint Data Uncertainty
A Note on K -Best Solutions to the Chinese Postman Problem
An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse
Approximating Min-Mean-Cycle for Low-Diameter Graphs in Near-Optimal Time and Memory
Distributionally Favorable Optimization: A Framework for Data-Driven Decision-Making with Endogenous Outliers
The Differential Inclusion Modeling FISTA Algorithm and Optimality of Convergence Rate in the Case b $\leq3$
A Primal-Dual Method for Large-Scale Image Reconstruction in Emission Tomography
PolyCD: Optimization via Cycling through the Vertices of a Polytope
Cardinality of Upper Average and Its Application to Network Optimization
Spectral Compressed Sensing via Projected Gradient Descent
Generalized Sensitivity Analysis of Nonlinear Programs
Weak Sharp Minima on Riemannian Manifolds
Manifold Sampling for ℓ 1 Nonconvex Optimization
A Truly Globally Convergent Newton-Type Method for the Monotone Nonlinear Complementarity Problem
Randomized Iterative Methods for Generalized Absolute Value Equations: Solvability and Error Bounds
Constraint Nondegeneracy, Strong Regularity, and Nonsingularity in Semidefinite Programming
Weak Sharp Solutions of Variational Inequalities in Hilbert Spaces
On the Complexity of Solving Feasible Linear Programs Specified with Approximate Data
On the Uniqueness and Numerical Approximations for a Matching Problem
On a Class of Superlinearly Convergent Polynomial Time Interior Point Methods for Sufficient LCP
On the Solution of the GPS Localization and Circle Fitting Problems
Practical Aspects of the Moreau-Yosida Regularization: Theoretical Preliminaries
Difference-of-Convex Learning: Directional Stationarity, Optimality, and Sparsity
On Structure and Computation of Generalized Nash Equilibria
Dual Characterization and Scalarization for Benson Proper Efficiency
A Sequential Optimality Condition Related to the Quasi-normality Constraint Qualification and Its Algorithmic Consequences
Local Monotonicity and Full Stability for Parametric Variational Systems
Rate of Convergence Analysis of Decomposition Methods Based on the Proximal Method of Multipliers for Convex Minimization
An Augmented Lagrangian Function with Improved Exactness Properties
Riemannian Hamiltonian Methods for Min-Max Optimization on Manifolds
Nonmonotone Enhanced Proximal DC Algorithms for a Class of Structured Nonsmooth DC Programming
A Scalable Bounding Method for Multistage Stochastic Programs
Some Global Uniqueness and Solvability Results for Linear Complementarity Problems Over Symmetric Cones
The Standard Pessimistic Bilevel Problem
Large-Scale, Nonlinearly Constrained Optimization on a 1024-Processor nCUBE
A Sequential Quadratic Programming Algorithm Using an Incomplete Solution of the Subproblem
Generalized Nash Equilibrium Problems in Banach Spaces: Theory, Nikaido-Isoda-Based Path-Following Methods, and Applications
Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods
DIMIX: Diminishing Mixing for Sloppy Agents
A Time-Stepping Complementarity Approach for Frictionless Systems of Rigid Bodies
Existence and Regularity of Solutions to a Variational Problem of Mumford and Shah: A Constructive Approach
Semidefinite Approximations for Global Unconstrained Polynomial Optimization
Combining NP-Hard Reduction Techniques and Strong Heuristics in an Exact Algorithm for the Maximum-Weight Connected Subgraph Problem
No-Gap Second-Order Conditions via a Directional Curvature Functional
Computing the Moore-Penrose Inverse for the Covariance Matrix in Constrained Nonlinear Estimation
Primal-Dual Affine Scaling Interior Point Methods for Linear Complementarity Problems
A Sequential Quadratically Constrained Quadratic Programming Method for Differentiable Convex Minimization
A Forward-Backward Splitting Method for Monotone Inclusions Without Cocoercivity
Universal Confidence Sets for Solutions of Optimization Problems
Convex Envelopes of Some Quadratic Functions over the n-Dimensional Unit Simplex
Ellipsoid Bounds for Convex Quadratic Integer Programming
Iteration-Complexity of First-Order Augmented Lagrangian Methods for Convex Conic Programming
On Handling Free Variables in Interior-Point Methods for Conic Linear Optimization
Partial Smoothness and Constant Rank
On the Complexity of the Hybrid Proximal Extragradient Method for the Iterates and the Ergodic Mean
Toward Breaking the Curse of Dimensionality: An FPTAS for Stochastic Dynamic Programs with Multidimensional Actions and Scalar States
Intrinsic Formulation of KKT Conditions and Constraint Qualifications on Smooth Manifolds
Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function
Limiting Average Criteria For Nonstationary Markov Decision Processes
Nonsmooth Algorithms and Nesterov's Smoothing Technique for Generalized Fermat-Torricelli Problems
Strict Complementarity in Semidefinite Optimization with Elliptopes Including the MaxCut SDP
Discontinuous but Well-Posed Optimization Problems
An Interior Point Method with a Primal-Dual Quadratic Barrier Penalty Function for Nonlinear Optimization
Second Order Optimality Conditions Based on Parabolic Second Order Tangent Sets
Linearization Functors on Real Convex Sets
Trust-Region Methods for the Derivative-Free Optimization of Nonsmooth Black-Box Functions
The Sequential Knapsack Polytope
Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates
On Saddle Points of Augmented Lagrangians for Constrained Nonconvex Optimization
A Primal-Dual Exterior Point Method for Nonlinear Optimization
Two New Weak Constraint Qualifications and Applications
Complementarity Constraint Qualification via the Theory of 2-Regularity
On the Divergence of Decentralized Nonconvex Optimization
Homotopy Methods for Convex Optimization
Unifying Abstract Inexact Convergence Theorems and Block Coordinate Variable Metric iPiano
Pivot Rules for Circuit-Augmentation Algorithms in Linear Optimization
Convergence Analysis of Approximate Primal Solutions in Dual First-Order Methods
An 1 Elastic Interior-Point Method for Mathematical Programs with Complementarity Constraints
Model-Based Derivative-Free Methods for Convex-Constrained Optimization
Improving the Global Convergence of Inexact Restoration Methods for Constrained Optimization Problems
An Infinite-Dimensional Convergence Theory for Reduced SQP Methods in Hilbert Space
A Symmetric Reduction of the NT Direction
Constrained, Global Optimization of Unknown Functions with Lipschitz Continuous Gradients
Classical Optimality Conditions under Weaker Assumptions
A Convergent Incremental Gradient Method with a Constant Step Size
A New Verified Optimization Technique for the "Packing Circles in a Unit Square" Problems
Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems
On the Complexity of Nonnegative Matrix Factorization
Accelerating Preconditioned ADMM via Degenerate Proximal Point Mappings
A Logarithmic Barrier Function Algorithm for Quadratically Constrained Convex Quadratic Programming
On Graphs with Finite-Time Consensus and Their Use in Gradient Tracking
Parameter-Free FISTA by Adaptive Restart and Backtracking
Optimal Distribution of Larvicide in Running Waters
Minimizing Continuous Extensions of Discrete Convex Functions with Linear Inequality Constraints
Active Set Complexity of the Away-Step Frank-Wolfe Algorithm
Analysis of the SiMPL Method for Density-Based Topology Optimization
Convergence Rates of the Heavy Ball Method for Quasi-strongly Convex Optimization
On The Behavior of Subgradient Projections Methods for Convex Feasibility Problems in Euclidean Spaces
Limiting Normal Cones to the Union of Two Convex Sets and M-Stationarity: Local Uniqueness and Stability in Mathematical Programming
Lattice Reformulation Cuts
Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse
Approximating Higher-Order Derivative Tensors Using Secant Updates
A Sample Approximation Approach for Optimization with Probabilistic Constraints
On the Resolution of Linearly Constrained Convex Minimization Problems
Splitting the Conditional Gradient Algorithm
A Polynomial Predictor-Corrector Trust-Region Algorithm for Linear Programming
The Analytic Solutions of a Class of Constrained Matrix Minimization and Maximization Problems with Applications
Entropic Approximation for Mathematical Programs with Robust Equilibrium Constraints
Radial Subgradient Method
Locating Theorems of Differential Inclusions Governed by Maximally Monotone Operators
A Fast Active Set Block Coordinate Descent Algorithm for ℓ 1 -Regularized Least Squares
Stochastic Optimization Over Proximally Smooth Sets
Sharp Worst-Case Evaluation Complexity Bounds for Arbitrary-Order Nonconvex Optimization with Inexpensive Constraints
Global Optimization with Polynomials and the Problem of Moments
An Analytic Center Based Column Generation Algorithm for Convex Quadratic Feasibility Problems
On the Computational Complexity of Minimum-Concave-Cost Flow in a Two-Dimensional Grid
Solving Large-Scale Cubic Regularization by a Generalized Eigenvalue Problem
A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions
A Geodesic Interior-Point Method for Linear Optimization over Symmetric Cones
Strong Duality for the CDT Subproblem: A Necessary and Sufficient Condition
Generalized Hessian Properties of Regularized Nonsmooth Functions
Optimality Conditions for Special Semidefinite Bilevel Optimization Problems
Quadratic Growth and Strong Metric Subregularity of the Subdifferential via Subgradient Graphical Derivative
Existence Results for Generalized Nash Equilibrium Problems under Continuity-Like Properties of Sublevel Sets
A Regularized Smoothing Newton Method for Box Constrained Variational Inequality Problems with P0-Functions
A Truncated SQP Method Based on Inexact Interior-Point Solutions of Subproblems
A Global and Local Superlinear Continuation-Smoothing Method for P 0 and R 0 NCP or Monotone NCP
Saddle Points of Obstacles for an Elliptic Variational Inequality
Ample Parameterization of Variational Inclusions
Sharp Global Guarantees for Nonconvex Low-Rank Recovery in the Noisy Overparameterized Regime
Local Minimizers of Semi-Algebraic Functions from the Viewpoint of Tangencies
Complexity Analysis of Second-Order Line-Search Algorithms for Smooth Nonconvex Optimization
Semidefinite Approximation for Mixed Binary Quadratically Constrained Quadratic Programs
Convergence Rate Analysis for Averaged Fixed Point Iterations in Common Fixed Point Problems
First Order and Second Order Characterizations of Metric Subregularity and Calmness of Constraint Set Mappings
A Nonlinear Analytic Center Cutting Plane Method for a Class of Convex Programming Problems
On the Exactness of Lasserre Relaxations for Compact Convex Basic Closed Semialgebraic Sets
Penalty Methods for a Class of Non-Lipschitz Optimization Problems
Theta Bodies for Polynomial Ideals
Minimax Results on Dense Sets and Dense Families of Functionals
A Trust Region Method for Finding Second-Order Stationarity in Linearly Constrained Nonconvex Optimization
On the Convergence Analysis of the Decentralized Projected Gradient Descent Method
Mesh Independence for Nonlinear Least Squares Problems with Norm Constraints
A Successive Approach to Compute the Bounded Pareto Front of Practical Multiobjective Optimization Problems
Random Gradient Extrapolation for Distributed and Stochastic Optimization
A Faster Algorithm Solving a Generalization of Isotonic Median Regression and a Class of Fused Lasso Problems
A New Approach to the Feasibility Pump in Mixed Integer Programming
Identifying Activity
Improved Lower Bounds for the 2-Page Crossing Numbers of K m, n and K n via Semidefinite Programming
Simple and Optimal Methods for Stochastic Variational Inequalities, I: Operator Extrapolation
Stochastic Three Points Method for Unconstrained Smooth Minimization
Subdeterminants and Concave Integer Quadratic Programming
Sums of Squares and Semidefinite Program Relaxations for Polynomial Optimization Problems with Structured Sparsity
Moderate Deviations and Invariance Principles for Sample Average Approximations
Regular Lagrange Multipliers for Control Problems with Mixed Pointwise Control-State Constraints
A Proximal-Projection Bundle Method for Lagrangian Relaxation, Including Semidefinite Programming
Newton-Based Alternating Methods for the Ground State of a Class of Multicomponent Bose-Einstein Condensates
Strong Lipschitz Stability of Stationary Solutions for Nonlinear Programs and Variational Inequalities
Semidefinite Representations of Noncompact Convex Sets
On Lov[a-acute]sz--Schrijver Lift-and-Project Procedures on the Dantzig--Fulkerson--Johnson Relaxation of the TSP
Superlinear Convergence of a Symmetric Primal-Dual Path Following Algorithm for Semidefinite Programming
Sampling Algebraic Varieties for Sum of Squares Programs
Forward-Backward Algorithms Devised by Graphs
Normal-Boundary Intersection: A New Method for Generating the Pareto Surface in Nonlinear Multicriteria Optimization Problems
A Study on the Computational Complexity of the Bilevel Knapsack Problem
Coderivative Analysis of Quasi-variational Inequalities with Applications to Stability and Optimization
Generalized Momentum-Based Methods: A Hamiltonian Perspective
On the Iteration Complexity of Cyclic Coordinate Gradient Descent Methods
Fast Multiple-Splitting Algorithms for Convex Optimization
Statistical Quasi-Newton: A New Look at Least Change
On Minimizing and Critical Sequences in Nonsmooth Optimization
Second-Order Behavior of Pattern Search
Global Registration of Multiple Point Clouds Using Semidefinite Programming
A Generalized Proximal Point Algorithm for the Variational Inequality Problem in a Hilbert Space
Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations
Solving Quadratic Programming by Cutting Planes
Computing the Best Approximation over the Intersection of a Polyhedral Set and the Doubly Nonnegative Cone
Convergence Analysis of Generalized Iteratively Reweighted Least Squares Algorithms on Convex Function Spaces
Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty
On the Complexity of Selecting Disjunctions in Integer Programming
Kurdyka-Łojasiewicz Exponent via Hadamard Parametrization
Stochastic (Approximate) Proximal Point Methods: Convergence, Optimality, and Adaptivity
Block Policy Mirror Descent
Local Convergence of SQP Methods in Semi-Infinite Programming
Pitchfork Bifurcations in Nonlinear Least Squares Problems--Applications to TOA Geolocation
On the Simulation and Control of Some Friction Constrained Motions
Additive Bounding, Worst-Case Analysis, and the Breakpoint Median Problem
Frugal Splitting Operators: Representation, Minimal Lifting, and Convergence
Mathematical Programs with Geometric Constraints in Banach Spaces: Enhanced Optimality, Exact Penalty, and Sensitivity
Sharp Primal Superlinear Convergence Results for Some Newtonian Methods for Constrained Optimization
Nonconvex Robust Low-Rank Matrix Recovery
Recursive Trust-Region Methods for Multiscale Nonlinear Optimization
Regularizing with Bregman-Moreau Envelopes
Distributed Computation of Pareto Sets
Algorithms for Constrained and Weighted Nonlinear Least Squares
Deciding Polyhedrality of Spectrahedra
An O(\sqrtn L) Iteration Primal-dual Path-following Method, Based on Wide Neighborhoods and Large Updates, for Monotone LCP
Projective Cutting-Planes
Generic Consistency for Approximate Stochastic Programming and Statistical Problems
Self-Correcting Geometry in Model-Based Algorithms for Derivative-Free Unconstrained Optimization
Riemannian Optimization on the Symplectic Stiefel Manifold
Distributionally Robust Stochastic Dual Dynamic Programming
Reducing the Number of Function Evaluations in Mesh Adaptive Direct Search Algorithms
Efficient Search of First-Order Nash Equilibria in Nonconvex-Concave Smooth Min-Max Problems
Convergence of the Associated Sequence of Normal Cones of a Mosco Convergent Sequence of Sets
A Strictly Contractive Peaceman-Rachford Splitting Method for Convex Programming
A Second Derivative SQP Method: Global Convergence
Minimization of a Large-Scale Quadratic FunctionSubject to a Spherical Constraint
Primal-Dual Stochastic Gradient Method for Convex Programs with Many Functional Constraints
Towards a Practical Volumetric Cutting Plane Method for Convex Programming
A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints
Openness, Hölder Metric Regularity, and Hölder Continuity Properties of Semialgebraic Set-Valued Maps
Scaling Techniques for ε-Subgradient Methods
An Inexact \({q}\)-Order Regularized Proximal Newton Method for Nonconvex Composite Optimization
The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs
A Globally and Superlinearly Convergent Algorithm for Nonsmooth Convex Minimization
MIP Relaxations in Factorable Programming
A Proximal Average for Prox-Bounded Functions
Branch-and-Cut for the Maximum Feasible Subsystem Problem
An Efficient Algorithm for Minimizing a Sum of p-Norms
Problems of Hierarchical Optimization in Finite Dimensions
An Unconstrained ℓ q Minimization with 0<q≤1 for Sparse Solution of Underdetermined Linear Systems