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SIAM Journal on Optimization, Volume 26
Volume 26, Number 1, 2016
- Yonghui Huang, Xianping Guo:

Minimum Average Value-at-Risk for Finite Horizon Semi-Markov Decision Processes in Continuous Time. 1-28 - Yunlong He, Renato D. C. Monteiro:

An Accelerated HPE-Type Algorithm for a Class of Composite Convex-Concave Saddle-Point Problems. 29-56 - Laurent Lessard

, Benjamin Recht, Andrew K. Packard:
Analysis and Design of Optimization Algorithms via Integral Quadratic Constraints. 57-95 - Roberto Andreani

, José Mario Martínez
, Alberto Ramos
, Paulo J. S. Silva
:
A Cone-Continuity Constraint Qualification and Algorithmic Consequences. 96-110 - R. Kipp Martin, Christopher Thomas Ryan, Matt Stern:

The Slater Conundrum: Duality and Pricing in Infinite-Dimensional Optimization. 111-138 - Yurii E. Nesterov, Levent Tunçel

:
Local Superlinear Convergence of Polynomial-Time Interior-Point Methods for Hyperbolicity Cone Optimization Problems. 139-170 - Yuning Yang, Yunlong Feng, Xiaolin Huang, Johan A. K. Suykens

:
Rank-1 Tensor Properties with Applications to a Class of Tensor Optimization Problems. 171-196 - Ion Necoara, Dragos N. Clipici:

Parallel Random Coordinate Descent Method for Composite Minimization: Convergence Analysis and Error Bounds. 197-226 - Janosch Rieger

, Tobias Weth:
Localized Solvability of Relaxed One-Sided Lipschitz Inclusions in Hilbert Spaces. 227-246 - Jean B. Lasserre

:
Convex Optimization and Parsimony of Lp-balls Representation. 247-273 - Xuan Vinh Doan, Stephen A. Vavasis:

Finding the Largest Low-Rank Clusters With Ky Fan 2-k-Norm and ℓ1-Norm. 274-312 - Shaozhe Tao, Daniel Boley, Shuzhong Zhang:

Local Linear Convergence of ISTA and FISTA on the LASSO Problem. 313-336 - Mingyi Hong, Zhi-Quan Luo, Meisam Razaviyayn:

Convergence Analysis of Alternating Direction Method of Multipliers for a Family of Nonconvex Problems. 337-364 - Drew P. Kouri

, Thomas M. Surowiec
:
Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk. 365-396 - Oleg P. Burdakov, Christian Kanzow, Alexandra Schwartz

:
Mathematical Programs with Cardinality Constraints: Reformulation by Complementarity-Type Conditions and a Regularization Method. 397-425 - Ward Romeijnders

, Rüdiger Schultz, Maarten H. van der Vlerk, Willem K. Klein Haneveld:
A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound. 426-447 - Samir Adly, Florent Nacry, Lionel Thibault:

Preservation of Prox-Regularity of Sets with Applications to Constrained Optimization. 448-473 - Yair Censor

, Rafiq Mansour:
New Douglas-Rachford Algorithmic Structures and Their Convergence Analyses. 474-487 - Daniel Bienstock:

A Note on Polynomial Solvability of the CDT Problem. 488-498 - Javier Peña

, Daniel Rodríguez, Negar Soheili:
On the von Neumann and Frank-Wolfe Algorithms with Away Steps. 499-512 - Dmitriy Drusvyatskiy, Alexander D. Ioffe, Adrian S. Lewis

:
Generic Minimizing Behavior in Semialgebraic Optimization. 513-534 - Xi Yin Zheng, Jiangxing Zhu

:
Generalized Metric Subregularity and Regularity with Respect to an Admissible Function. 535-563 - Francisco Benita

, Stephan Dempe
, Patrick Mehlitz
:
Bilevel Optimal Control Problems with Pure State Constraints and Finite-dimensional Lower Level. 564-588 - Mario Kummer

:
Two Results on the Size of Spectrahedral Descriptions. 589-601 - Sedi Bartz, Heinz H. Bauschke

, Sarah M. Moffat, Xianfu Wang:
The Resolvent Average of Monotone Operators: Dominant and Recessive Properties. 602-634 - Bamdev Mishra

, Rodolphe Sepulchre:
Riemannian Preconditioning. 635-660 - Boshi Yang, Samuel Burer:

A Two-Variable Approach to the Two-Trust-Region Subproblem. 661-680 - Mengdi Wang

, Dimitri P. Bertsekas:
Stochastic First-Order Methods with Random Constraint Projection. 681-717 - Francisco Benita

, Patrick Mehlitz
:
Bilevel Optimal Control With Final-State-Dependent Finite-Dimensional Lower Level. 718-752 - Vaithilingam Jeyakumar, Jean B. Lasserre

, Guoyin Li
, T. S. Pham:
Convergent Semidefinite Programming Relaxations for Global Bilevel Polynomial Optimization Problems. 753-780 - Marianna De Santis

, Stefano Lucidi, Francesco Rinaldi
:
A Fast Active Set Block Coordinate Descent Algorithm for ℓ1-Regularized Least Squares. 781-809 - Glaydston de Carvalho Bento, João Xavier da Cruz Neto, Jurandir O. Lopes, P. A. Soares Jr., Antoine Soubeyran:

Generalized Proximal Distances for Bilevel Equilibrium Problems. 810-830 - Francesca Maggioni

, Georg Ch. Pflug
:
Bounds and Approximations for Multistage Stochastic Programs. 831-855 - Sergei Chubanov:

A Polynomial-Time Descent Method for Separable Convex Optimization Problems with Linear Constraints. 856-889
Volume 26, Number 2, 2016
- Silvia Bonettini

, Ignace Loris
, Federica Porta
, Marco Prato
:
Variable Metric Inexact Line-Search-Based Methods for Nonsmooth Optimization. 891-921 - Min Li, Defeng Sun

, Kim-Chuan Toh:
A Majorized ADMM with Indefinite Proximal Terms for Linearly Constrained Convex Composite Optimization. 922-950 - Ernesto G. Birgin

, John Lenon Cardoso Gardenghi
, José Mario Martínez
, Sandra A. Santos
, Philippe L. Toint:
Evaluation Complexity for Nonlinear Constrained Optimization Using Unscaled KKT Conditions and High-Order Models. 951-967 - Heinz H. Bauschke

, Walaa M. Moursi
:
The Douglas-Rachford Algorithm for Two (Not Necessarily Intersecting) Affine Subspaces. 968-985 - Duong Thi Kim Huyen, Nguyen Dong Yen:

Coderivatives and the Solution Map of a Linear Constraint System. 986-1007 - Richard H. Byrd, S. L. Hansen, Jorge Nocedal, Yoram Singer:

A Stochastic Quasi-Newton Method for Large-Scale Optimization. 1008-1031 - Boris S. Mordukhovich, Tran T. A. Nghia:

Local Monotonicity and Full Stability for Parametric Variational Systems. 1032-1059 - N. T. T. Huong, Jen-Chih Yao, Nguyen Dong Yen:

Polynomial Vector Variational Inequalities under Polynomial Constraints and Applications. 1060-1071 - Defeng Sun

, Kim-Chuan Toh, Liuqin Yang:
An Efficient Inexact ABCD Method for Least Squares Semidefinite Programming. 1072-1100 - Boris Houska

, Janick V. Frasch, Moritz Diehl:
An Augmented Lagrangian Based Algorithm for Distributed NonConvex Optimization. 1101-1127 - Sadik Iliman, Timo de Wolff:

Lower Bounds for Polynomials with Simplex Newton Polytopes Based on Geometric Programming. 1128-1146 - Venkat Chandrasekaran, Parikshit Shah:

Relative Entropy Relaxations for Signomial Optimization. 1147-1173 - Shimrit Shtern

, Aharon Ben-Tal:
Computational Methods for Solving Nonconvex Block-Separable Constrained Quadratic Problems. 1174-1206 - Yaohua Hu, Chong Li, Xiaoqi Yang

:
On Convergence Rates of Linearized Proximal Algorithms for Convex Composite Optimization with Applications. 1207-1235 - Jiawang Nie, Xinzhen Zhang:

Positive Maps and Separable Matrices. 1236-1256 - Dávid Papp

:
On the Complexity of Local Search in Unconstrained Quadratic Binary Optimization. 1257-1261 - Kazufumi Ito, Karl Kunisch:

A Sequential Method for a Class of Stable Mathematical Programming Problems. 1262-1292 - Pirro Oppezzi, Anna Maria Rossi:

Existence and Convergence of Optimal Points with Respect to Improvement Sets. 1293-1311 - Rafael Correa, Abderrahim Hantoute, Pedro Pérez-Aros:

On the Klee-Saint Raymond's Characterization of Convexity. 1312-1321 - Thibaut Vidal

, Patrick Jaillet, Nelson Maculan:
A Decomposition Algorithm for Nested Resource Allocation Problems. 1322-1340 - Chayne Planiden, Shawn Xianfu Wang:

Strongly Convex Functions, Moreau Envelopes, and the Generic Nature of Convex Functions with Strong Minimizers. 1341-1364 - Ovidiu Cârja, T. Donchev, Alina I. Lazu:

Generalized Solutions of Semilinear Evolution Inclusions. 1365-1378 - Guanghui Lan, Yi Zhou:

Conditional Gradient Sliding for Convex Optimization. SIAM J. Optim. 26(2): 1379-1409 (2016)
Volume 26, Number 3, 2016
- Van Doat Dang, Huy Vui Ha, Tien Son Pham:

Well-Posedness in Unconstrained Polynomial Optimization Problems. 1411-1428 - Chungen Shen, Lei-Hong Zhang, Wei Hong Yang:

A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem. 1429-1464 - Xiaojun Chen

, Zhaosong Lu
, Ting Kei Pong
:
Penalty Methods for a Class of Non-Lipschitz Optimization Problems. 1465-1492 - Dan Garber, Elad Hazan

:
A Linearly Convergent Variant of the Conditional Gradient Algorithm under Strong Convexity, with Applications to Online and Stochastic Optimization. 1493-1528 - Mario Berta, Omar Fawzi

, Volkher B. Scholz
:
Quantum Bilinear Optimization. 1529-1564 - Shu Wang, Yong Xia:

On the Ball-Constrained Weighted Maximin Dispersion Problem. 1565-1588 - Anne Auger, Nikolaus Hansen

:
Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains. 1589-1624 - Daniel Blado, Weihong Hu, Alejandro Toriello

:
Semi-Infinite Relaxations for the Dynamic Knapsack Problem with Stochastic Item Sizes. 1625-1648 - Rujun Jiang, Duan Li

:
Simultaneous Diagonalization of Matrices and Its Applications in Quadratically Constrained Quadratic Programming. 1649-1668 - Shinsaku Sakaue, Yuji Nakatsukasa

, Akiko Takeda, Satoru Iwata:
Solving Generalized CDT Problems via Two-Parameter Eigenvalues. 1669-1694 - Christoph Buchheim

, Marianna De Santis
, Stefano Lucidi, Francesco Rinaldi
, Long Trieu:
A Feasible Active Set Method with Reoptimization for Convex Quadratic Mixed-Integer Programming. 1695-1714 - Georg Ch. Pflug

, Alois Pichler
:
From Empirical Observations to Tree Models for Stochastic Optimization: Convergence Properties. 1715-1740 - Silvia Bonettini

, Alessandro Benfenati
, Valeria Ruggiero:
Scaling Techniques for ε-Subgradient Methods. 1741-1772 - William W. Hager, Hongchao Zhang:

Projection onto a Polyhedron that Exploits Sparsity. 1773-1798 - Agostinho Agra

, Marcio Costa Santos
, Dritan Nace, Michael Poss
:
A Dynamic Programming Approach for a Class of Robust Optimization Problems. 1799-1823 - Hédy Attouch, Juan Peypouquet

:
The Rate of Convergence of Nesterov's Accelerated Forward-Backward Method is Actually Faster Than 1/k2. 1824-1834 - Kun Yuan, Qing Ling, Wotao Yin:

On the Convergence of Decentralized Gradient Descent. 1835-1854 - Jie Zhang

, Huifu Xu
, Liwei Zhang:
Quantitative Stability Analysis for Distributionally Robust Optimization with Moment Constraints. 1855-1882 - Frank Schöpfer:

Linear Convergence of Descent Methods for the Unconstrained Minimization of Restricted Strongly Convex Functions. 1883-1911 - Nguyen Hai Son, Bui Trong Kien, Arnd Rösch:

Second-Order Optimality Conditions for Boundary Control Problems with Mixed Pointwise Constraints. 1912-1943 - Etienne de Klerk

, Frank Vallentin:
On the Turing Model Complexity of Interior Point Methods for Semidefinite Programming. 1944-1961 - Hongbo Dong:

Relaxing Nonconvex Quadratic Functions by Multiple Adaptive Diagonal Perturbations. 1962-1985
Volume 26, Number 4, 2016
- Rohollah Garmanjani

, D. Júdice, Luís Nunes Vicente
:
Trust-Region Methods Without Using Derivatives: Worst Case Complexity and the NonSmooth Case. 1987-2011 - Andreas Fischer

, Markus Herrich, Alexey F. Izmailov
, Mikhail V. Solodov:
A Globally Convergent LP-Newton Method. 2012-2033 - Christian Kanzow, Daniel Steck

:
Augmented Lagrangian Methods for the Solution of Generalized Nash Equilibrium Problems. 2034-2058 - Shabbir Ahmed

, Qie He, Shi Li, George L. Nemhauser:
On the Computational Complexity of Minimum-Concave-Cost Flow in a Two-Dimensional Grid. 2059-2079 - Jeffrey Tsang, Rajesh Pereira

:
Taking All Positive Eigenvectors Is Suboptimal in Classical Multidimensional Scaling. 2080-2090 - Jörg Fliege

, A. Ismael F. Vaz
:
A Method for Constrained Multiobjective Optimization Based on SQP Techniques. 2091-2119 - Yue Xie, Uday V. Shanbhag:

On Robust Solutions to Uncertain Linear Complementarity Problems and their Variants. 2120-2159 - Helmut Gfrerer

, Jirí V. Outrata:
On Lipschitzian Properties of Implicit Multifunctions. 2160-2189 - Simone Sagratella:

Computing All Solutions of Nash Equilibrium Problems with Discrete Strategy Sets. 2190-2218 - Rafael Correa, Abderrahim Hantoute, Marco A. López:

Towards Supremum-Sum Subdifferential Calculus Free of Qualification Conditions. 2219-2234 - Pascal Bianchi:

Ergodic Convergence of a Stochastic Proximal Point Algorithm. 2235-2260 - Frank E. Curtis

, Zheng Han:
Globally Convergent Primal-Dual Active-Set Methods with Inexact Subproblem Solves. 2261-2283 - Bo Jiang, Ya-Feng Liu, Zaiwen Wen:

Lp-norm Regularization Algorithms for Optimization Over Permutation Matrices. 2284-2313 - Michal Kocvara

, Yurii E. Nesterov, Yu Xia
:
A Subgradient Method for Free Material Design. 2314-2354 - Nicolas Boumal:

Nonconvex Phase Synchronization. 2355-2377 - Shmuel Friedland, Lek-Heng Lim:

The Computational Complexity of Duality. 2378-2393 - Hao Jiang, Uday V. Shanbhag:

On the Solution of Stochastic Optimization and Variational Problems in Imperfect Information Regimes. 2394-2429 - Jie Lu, Mikael Johansson:

Convergence Analysis of Approximate Primal Solutions in Dual First-Order Methods. 2430-2467 - Vincent Guigues:

Convergence Analysis of Sampling-Based Decomposition Methods for Risk-Averse Multistage Stochastic Convex Programs. 2468-2494 - Steven H. Waldrip, Robert K. Niven

:
Maximum Entropy Derivation of Quasi-Newton Methods. 2495-2511 - Didier Henrion

, Simone Naldi
, Mohab Safey El Din:
Exact Algorithms for Linear Matrix Inequalities. 2512-2539 - Jeffrey Larson

, Matt Menickelly, Stefan M. Wild
:
Manifold Sampling for ℓ1 Nonconvex Optimization. 2540-2563 - Hou-Duo Qi

:
A Convex Matrix Optimization for the Additive Constant Problem in Multidimensional Scaling with Application to Locally Linear Embedding. 2564-2590 - Chin How Jeffrey Pang:

The Supporting Halfspace-Quadratic Programming Strategy for the Dual of the Best Approximation Problem. 2591-2619 - Vivak Patel:

Kalman-Based Stochastic Gradient Method with Stop Condition and Insensitivity to Conditioning. 2620-2648 - James Renegar:

"Efficient" Subgradient Methods for General Convex Optimization. 2649-2676 - César Gutiérrez

, Vicente Novo
, Juan Luis Ródenas-Pedregosa
, Tamaki Tanaka:
Nonconvex Separation Functional in Linear Spaces with Applications to Vector Equilibria. 2677-2695 - Jinhua Wang, Chong Li, Genaro López-Acedo, Jen-Chih Yao:

Proximal Point Algorithms on Hadamard Manifolds: Linear Convergence and Finite Termination. 2696-2729 - Maicon Marques Alves, Renato D. C. Monteiro, Benar Fux Svaiter

:
Regularized HPE-Type Methods for Solving Monotone Inclusions with Improved Pointwise Iteration-Complexity Bounds. 2730-2743 - Giampaolo Liuzzi

, Stefano Lucidi, Francesco Rinaldi
:
A Derivative-Free Approach to Constrained Multiobjective Nonsmooth Optimization. 2744-2774 - Alekh Agarwal, Animashree Anandkumar, Prateek Jain, Praneeth Netrapalli:

Learning Sparsely Used Overcomplete Dictionaries via Alternating Minimization. 2775-2799 - Volker H. Schulz

, Martin Siebenborn
, Kathrin Welker:
Efficient PDE Constrained Shape Optimization Based on Steklov-Poincaré-Type Metrics. 2800-2819 - Jane J. Ye

, Jinchuan Zhou:
First-Order Optimality Conditions for Mathematical Programs with Second-Order Cone Complementarity Constraints. 2820-2846 - A. Amini-Harandi, Majid Fakhar

, Hamid Reza Hajisharifi:
Some Generalizations of the Weierstrass Theorem. 2847-2862 - Frauke Liers

, Maximilian Merkert
:
Structural Investigation of Piecewise Linearized Network Flow Problems. 2863-2886

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