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ORCIDMathematical Programming, Volume 173
Volume 173, Numbers 1-2, January 2019
- James Renegar
:
Accelerated first-order methods for hyperbolic programming. 1-35 - Caihua Chen, Min Li, Xin Liu, Yinyu Ye:
Extended ADMM and BCD for nonseparable convex minimization models with quadratic coupling terms: convergence analysis and insights. 37-77 - Satoru Adachi, Yuji Nakatsukasa:
Eigenvalue-based algorithm and analysis for nonconvex QCQP with one constraint. 79-116 - Bruno F. Lourenço, Tomonari Kitahara, Masakazu Muramatsu, Takashi Tsuchiya:
An extension of Chubanov's algorithm to symmetric cones. 117-149 - Bowen Li, Ruiwei Jiang, Johanna L. Mathieu:
Ambiguous risk constraints with moment and unimodality information. 151-192 - Troels Martin Range, Lars Peter Østerdal:
First-order dominance: stronger characterization and a bivariate checking algorithm. 193-219 - Boris Houska, Benoît Chachuat:
Global optimization in Hilbert space. 221-249 - Bart P. G. Van Parys, Paul J. Goulart, Manfred Morari:
Distributionally robust expectation inequalities for structured distributions. 251-280 - Gábor Braun, Sebastian Pokutta, Daniel Zink:
Affine reductions for LPs and SDPs. 281-312 - Pranjal Awasthi, Vineet Goyal, Brian Y. Lu:
On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints. 313-352 - Somayeh Sojoudi, Salar Fattahi, Javad Lavaei:
Convexification of generalized network flow problem. 353-391 - Hamed Rahimian, Güzin Bayraksan, Tito Homem-de-Mello:
Identifying effective scenarios in distributionally robust stochastic programs with total variation distance. 393-430 - Saeed Ghadimi:
Conditional gradient type methods for composite nonlinear and stochastic optimization. 431-464 - Panayotis Mertikopoulos, Zhengyuan Zhou:
Learning in games with continuous action sets and unknown payoff functions. 465-507 - Frank Schöpfer, Dirk A. Lorenz:
Linear convergence of the randomized sparse Kaczmarz method. 509-536
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