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Volume 1, Number 1, February, 1991William C. Davidon Variable metric method for minimization 1--17 R. Fletcher A new variational result for quasi-Newton formulae . . . . . . . . . 18--21 Kurt M. Anstreicher On the performance of Karmarkar's algorithm over a sequence of iterations 22--29 V. Jeyakumar Composite nonsmooth programming with Gateaux differentiability . . . . . . . 30--41 John R. Engels and Héctor J. Martínez Local and superlinear convergence for partially known quasi-Newton methods . . 42--56 Jong-Shi Pang and Shih-Ping Han and Narayan Rangaraj Minimization of locally Lipschitzian functions . . . . . . . . . . . . . . . 57--82 Jiu Ding and Tien-Yien Li A polynomial-time predictor-corrector algorithm for a class of linear complementarity problems . . . . . . . . 83--92 Jorge J. Moré and Gerardo Toraldo On the solution of large quadratic programming problems with bound constraints . . . . . . . . . . . . . . 93--113 O. L. Mangasarian Convergence of iterates of an inexact matrix splitting algorithm for the symmetric monotone linear complementarity problem . . . . . . . . 114--122 Virginia Torczon On the convergence of the multidirectional search algorithm . . . 123--145 C. T. Kelley and E. W. Sachs A new proof of superlinear convergence for Broyden's method in Hilbert space 146--150
Y. Dai and G. van der Laan and A. J. J. Talman and Y. Yamamoto A simplicial algorithm for the nonlinear stationary point problem on an unbounded polyhedron . . . . . . . . . . . . . . . 151--165 L. Lovász and A. Schrijver Cones of matrices and set-functions and $0$-$1$ optimization . . . . . . . . . . 166--190 J. M. Borwein and A. S. Lewis Convergence of best entropy estimates 191--205 Bing Yang and Lin Gao An efficient implementation of Merrill's method for sparse or partially separable systems of nonlinear equations . . . . . 206--221 Kashmira M. Irani and Manohar P. Kamat and Calvin J. Ribbens and Homer F. Walker and Layne T. Watson Experiments with conjugate gradient algorithms for homotopy curve tracking 222--251 Donald Goldfarb and Shu Cheng Liu and Si Yun Wang A logarithmic barrier function algorithm for quadratically constrained convex quadratic programming . . . . . . . . . 252--267 Clovis C. Gonzaga Large step path-following methods for linear programming. I. Barrier function method . . . . . . . . . . . . . . . . . 268--279 Clovis C. Gonzaga Large step path-following methods for linear programming. II. Potential reduction method . . . . . . . . . . . . 280--292
Robert B. Schnabel and Ta-Tung Chow Tensor methods for unconstrained optimization using second derivatives 293--315 J. L. Nazareth The homotopy principle and algorithms for linear programming . . . . . . . . . 316--332 J. E. Dennis, Jr. and N. Echebest and M. T. Guardarucci and J. M. Martínez and H. D. Scolnik and C. Vacchino A curvilinear search using tridiagonal secant updates for unconstrained optimization . . . . . . . . . . . . . . 333--357 Stephen G. Nash and Jorge Nocedal A numerical study of the limited memory BFGS method and the truncated-Newton method for large scale optimization . . 358--372 Stavros A. Zenios and Yair Censor Massively parallel row-action algorithms for some nonlinear transportation problems . . . . . . . . . . . . . . . . 373--400 Alfredo N. Iusem On dual convergence and the rate of primal convergence of Bregman's convex programming method . . . . . . . . . . . 401--423
Dimitri P. Bertsekas An auction algorithm for shortest paths 425--447 J. E. Dennis, Jr. and Virginia Torczon Direct search methods on parallel machines . . . . . . . . . . . . . . . . 448--474 L. C. W. Dixon On the impact of automatic differentiation on the relative performance of parallel truncated Newton and variable metric algorithms . . . . . 475--486 M. C. Ferris and O. L. Mangasarian Parallel constraint distribution . . . . 487--500 J. H. Glick and R. S. Maier and J. B. Rosen Parallel solution of large-scale, block-diagonal concave maximization problems . . . . . . . . . . . . . . . . 501--514 Prasanna Jog and Jung Y. Suh and Dirk Van Gucht Parallel generic algorithms applied to the traveling salesman problem . . . . . 515--529 Stephen G. Nash and Ariela Sofer A general-purpose parallel algorithm for unconstrained optimization . . . . . . . 530--547 Yu. Nesterov and A. Nemirovsky Acceleration and parallelization of the path-following interior point method for a linearly constrained convex quadratic problem . . . . . . . . . . . . . . . . 548--564 James M. Ortega Orderings for conjugate gradient preconditionings . . . . . . . . . . . . 565--582 Gary L. Schultz and Robert R. Meyer An interior point method for block angular optimization . . . . . . . . . . 583--602 Paul Tseng On the rate of convergence of a partially asynchronous gradient projection algorithm . . . . . . . . . . 603--619 Stephen J. Wright Partitioned dynamic programming for optimal control . . . . . . . . . . . . 620--642 Stavros A. Zenios On the fine-grain decomposition of multicommodity transportation problems 643--669
Stefan Schäffler Classification of critical stationary points in unconstrained optimization . . 1--6 Yinyu Ye A potential reduction algorithm allowing column generation . . . . . . . . . . . 7--20 Jean Charles Gilbert and Jorge Nocedal Global convergence properties of conjugate gradient methods for optimization . . . . . . . . . . . . . . 21--42 Zhi-Quan Luo and Paul Tseng Error bound and convergence analysis of matrix splitting algorithms for the affine variational inequality problem 43--54 D. den Hertog and C. Roos and T. Terlaky A large-step analytic center method for a class of smooth convex programming problems . . . . . . . . . . . . . . . . 55--70 D. den Hertog and C. Roos and J.-Ph. Vial A complexity reduction for the long-step path-following algorithm for linear programming . . . . . . . . . . . . . . 71--87 Michael L. Overton Large-scale optimization of eigenvalues 88--120 Helga Schramm and Jochem Zowe A version of the bundle idea for minimizing a nonsmooth function: conceptual idea, convergence analysis, numerical results . . . . . . . . . . . 121--152 Tilo Staib Necessary optimality conditions for nonsmooth multicriterial optimization problems . . . . . . . . . . . . . . . . 153--171
Andrée Decarreau and Danielle Hilhorst and Claude Lemaréchal and Jorge Navaza Dual methods in entropy maximization. Application to some problems in crystallography . . . . . . . . . . . . 173--197 Michael J. Todd A low complexity interior-point algorithm for linear programming . . . . 198--209 R. H. Byrd and R. A. Tapia and Yin Zhang An SQP augmented Lagrangian BFGS algorithm for constrained optimization 210--241 Andrew R. Conn and Yuying Li A structure-exploiting algorithm for nonlinear minimax problems . . . . . . . 242--263 Alain Chalifour and Michel C. Delfour Optimal distribution of larvicide in running waters . . . . . . . . . . . . . 264--303 Yin Zhang and Richard A. Tapia and John E. Dennis, Jr. On the superlinear and quadratic convergence of primal-dual interior point linear programming algorithms . . 304--324 James V. Burke A robust trust region method for constrained nonlinear programming problems . . . . . . . . . . . . . . . . 325--347
C. C. Gonzaga and M. J. Todd An $O(\sqrt[n]{L})$-iteration large-step primal-dual affine algorithm for linear programming . . . . . . . . . . . . . . 349--359 Jianxin Zhou and Guo Qiang Tian Transfer method for characterizing the existence of maximal elements of binary relations on compact or noncompact sets 360--375 K. Ito and K. Kunisch On the choice of the regularization parameter in nonlinear inverse problems 376--404 Alberto Seeger Second derivatives of a convex function and of its Legendre--Fenchel transformate . . . . . . . . . . . . . . 405--424 Paul Tseng On the convergence of the products of firmly nonexpansive mappings . . . . . . 425--434 Irvin J. Lustig and Roy E. Marsten and David F. Shanno On implementing Mehrotra's predictor-corrector interior-point method for linear programming . . . . . 435--449 Stephen J. Wright An interior-point algorithm for linearly constrained optimization . . . . . . . . 450--473 Martin Grötschel and Clyde L. Monma and Mechthild Stoer Facets for polyhedra arising in the design of communication networks with low-connectivity constraints . . . . . . 474--504 D. M. Hwang and C. T. Kelley Convergence of Broyden's method in Banach spaces . . . . . . . . . . . . . 505--532
Richard H. Byrd and Dong C. Liu and Jorge Nocedal On the behavior of Broyden's class of quasi-Newton methods . . . . . . . . . . 533--557 Stefano Lucidi New results on a continuously differentiable exact penalty function 558--574 Sanjay Mehrotra On the implementation of a primal-dual interior point method . . . . . . . . . 575--601 Achiya Dax On regularized least norm problems . . . 602--618 M. Seetharama Gowda On the continuity of the solution map in linear complementarity problems . . . . 619--634 Uriel G. Rothblum Linear inequality scaling problems . . . 635--648 Osman Güler New proximal point algorithms for convex minimization . . . . . . . . . . . . . . 649--664 J. Warga A necessary and sufficient condition for a constrained minimum . . . . . . . . . 665--667 Leonid Khachiyan and Bahman Kalantari Diagonal matrix scaling and linear programming . . . . . . . . . . . . . . 668--672
H. Fayez Khalfan and R. H. Byrd and R. B. Schnabel A theoretical and experimental study of the symmetric rank-one update . . . . . 1--24 N. Ascheuer and L. F. Escudero and M. Grötschel and M. Stoer A cutting plane approach to the sequential ordering problem (with applications to job scheduling in manufacturing) . . . . . . . . . . . . . 25--42 Zhi-Quan Luo and Paul Tseng Error bound and reduced-gradient projection algorithms for convex minimization over a polyhedral set . . . 43--59 Stephen A. Vavasis Black-box complexity of local minimization . . . . . . . . . . . . . . 60--80 Matthias Heinkenschloss Mesh independence for nonlinear least squares problems with norm constraints 81--117 Yin Zhang and Richard A. Tapia A superlinearly convergent polynomial primal-dual interior-point algorithm for linear programming . . . . . . . . . . . 118--133 Bruce N. Lundberg and Aubrey B. Poore Numerical continuation and singularity detection methods for parametric nonlinear programming . . . . . . . . . 134--154 Wu Li Remarks on convergence of the matrix splitting algorithm for the symmetric linear complementarity problem . . . . . 155--163 A. R. Conn and Nick Gould and A. Sartenaer and Ph. L. Toint Global convergence of a class of trust region algorithms for optimization using inexact projections on convex constraints . . . . . . . . . . . . . . 164--221
Kaj Madsen and Hans Bruun Nielsen A finite smoothing algorithm for linear $l_1$ estimation . . . . . . . . . . . . 223--235 Lakshman S. Thakur Uniformly extremal solutions in Sobolev function spaces for the quadratic case: characterization and applications . . . 236--247 J. M. Borwein and A. S. Lewis Partially-finite programming in $L_1$ and the existence of maximum entropy estimates . . . . . . . . . . . . . . . 248--267 Dimitri P. Bertsekas and David A. Castañon and Haralampos Tsaknakis Reverse auction and the solution of inequality constrained assignment problems . . . . . . . . . . . . . . . . 268--297 Thomas F. Coleman and Laurie A. Hulbert A globally and superlinearly convergent algorithm for convex quadratic programs with simple bounds . . . . . . . . . . . 298--321 Aharon Ben-Tal and Martin P. Bendsòe A new method for optimal truss topology design . . . . . . . . . . . . . . . . . 322--358 Hédy Attouch and Roger J.-B. Wets Quantitative stability of variational systems. II. A framework for nonlinear conditioning . . . . . . . . . . . . . . 359--381 Donald Goldfarb and Si Yun Wang Partial-update Newton methods for unary, factorable, and partially separable optimization . . . . . . . . . . . . . . 382--397 Masakazu Kojima and Yoshifumi Kurita and Shinji Mizuno Large-step interior point algorithms for linear complementarity problems . . . . 398--412 Yin Zhang and Richard Tapia and Florian Potra On the superlinear convergence of interior-point algorithms for a general class of problems . . . . . . . . . . . 413--422 C. T. Kelley and E. W. Sachs Pointwise Broyden methods . . . . . . . 423--441
Jong-Shi Pang and Li Qun Qi Nonsmooth equations: motivation and algorithms . . . . . . . . . . . . . . . 443--465 Wu Li and John Swetits A Newton method for convex regression, data smoothing, and quadratic programming with bounded constraints . . 466--488 J. C. Dunn Second-order multiplier update calculations for optimal control problems and related large scale nonlinear programs . . . . . . . . . . . 489--502 Bintong Chen and Patrick T. Harker A noninterior continuation method for quadratic and linear programming . . . . 503--515 Mauricio G. C. Resende and Geraldo Veiga An implementation of the dual affine scaling algorithm for minimum-cost flow on bipartite uncapacitated networks . . 516--537 Gong Chen and Marc Teboulle Convergence analysis of a proximal-like minimization algorithm using Bregman functions . . . . . . . . . . . . . . . 538--543 Aubrey B. Poore and Nenad Rijavec A Lagrangian relaxation algorithm for multidimensional assignment problems arising from multitarget tracking . . . 544--563 Ryuichi Hirabayashi and Masayuki Shida and Susumu Shindoh Manifold structure of the Karush--Kuhn--Tucker stationary solution set with two parameters . . . . . . . . 564--581 X. Zou and I. M. Navon and M. Berger and K. H. Phua and T. Schlick and F.-X. Le Dimet Numerical experience with limited-memory quasi-Newton and truncated Newton methods . . . . . . . . . . . . . . . . 582--608 Yuying Li A globally convergent method for $l_p$ problems . . . . . . . . . . . . . . . . 609--629 J. C. Lagarias A collinear scaling interpretation of Karmarkar's linear programming algorithm 630--636 Marucha Lalee and Jorge Nocedal Automatic column scaling strategies for quasi-Newton methods . . . . . . . . . . 637--653 Joanna Rakowska and Raphael T. Haftka and Layne T. Watson Multi-objective control-structure optimization via homotopy methods . . . 654--667
A. Auslender and R. Cominetti and J.-P. Crouzeix Convex functions with unbounded level sets and applications to duality theory 669--687 Francisco Barahona Reducing matching to polynomial size linear programming . . . . . . . . . . . 688--695 Tamra J. Carpenter and Irvin J. Lustig and John M. Mulvey and David F. Shanno Higher-order predictor-corrector interior point methods with application to quadratic objectives . . . . . . . . 696--725 Yasufumi Saruwatari and Tomomi Matsui A note on $K$-best solutions to the Chinese postman problem . . . . . . . . 726--733 E. A. Boyd Generating Fenchel cutting planes for knapsack polyhedra . . . . . . . . . . . 734--750 Ci You Zhu and R. T. Rockafellar Primal-dual projected gradient algorithms for extended linear-quadratic programming . . . . . . . . . . . . . . 751--783 Chuang Yin Dang The $D^*_2$-triangulation for continuous deformation algorithms to compute solutions of nonlinear equations . . . . 784--799 J.-E. Martínez-Legaz and S. Romano-Rodríguez $\alpha$-lower subdifferentiable functions . . . . . . . . . . . . . . . 800--825 Immanuel M. Bomze and Gabriele Danninger A global optimization algorithm for concave quadratic programming problems 826--842 Florian Potra and Yinyu Ye A quadratically convergent polynomial algorithm for solving entropy optimization problems . . . . . . . . . 843--860 Robert A. Bosch On Mizuno's rank-one updating algorithm for linear programming . . . . . . . . . 861--867 Bernard Delyon and Anatoli Juditsky Accelerated stochastic approximation . . 868--881 Ubaldo García Palomares Parallel projected aggregation methods for solving the convex feasibility problem . . . . . . . . . . . . . . . . 882--900 K. O. Kortanek and Hoon No A central cutting plane algorithm for convex semi-infinite programming problems . . . . . . . . . . . . . . . . 901--918
Alexander Ioffe On sensitivity analysis of nonlinear programs in Banach spaces: the approach via composite unconstrained optimization 1--43 Phan Thiên Th\dach A nonconvex duality with zero gap and applications . . . . . . . . . . . . . . 44--64 Dong X. Shaw and Donald Goldfarb A path-following projective interior point method for linear programming . . 65--85 Michael D. Grigoriadis and Leonid G. Khachiyan Fast approximation schemes for convex programs with many blocks and coupling constraints . . . . . . . . . . . . . . 86--107 J. Huschens On the use of product structure in secant methods for nonlinear least squares problems . . . . . . . . . . . . 108--129 Alexander Shapiro Existence and differentiability of metric projections in Hilbert spaces . . 130--141 Shmuel Onn Approximating oracle machines for combinatorial optimization . . . . . . . 142--145 J. M. Borwein and A. S. Lewis Strong rotundity and optimization . . . 146--158 José Mario Martínez Local minimizers of quadratic functions on Euclidean balls and spheres . . . . . 159--176 Ana Friedlander and José Mario Martínez On the maximization of a concave quadratic function with box constraints 177--192 J.-L. Goffin and J.-Ph. Vial Short steps with Karmarkar's projective algorithm for linear programming . . . . 193--207 Yin Zhang On the convergence of a class of infeasible interior-point methods for the horizontal linear complementarity problem . . . . . . . . . . . . . . . . 208--227
Walter Murray and Margaret H. Wright Line search procedures for the logarithmic barrier function . . . . . . 229--246 Kevin McShane Superlinearly convergent $O(\sqrt[n]{L})$-iteration interior-point algorithms for linear programming and the monotone linear complementarity problem . . . . . . . . 247--261 Paul T. Boggs and Jon W. Tolle Convergence properties of a class of rank-two updates . . . . . . . . . . . . 262--287 Per S. Laursen Can parallel branch and bound without communication be effective . . . . . . . 288--296 Peter N. Brown and Youcef Saad Convergence theory of nonlinear Newton--Krylov algorithms . . . . . . . 297--330 Ana Friedlander and José Mario Martínez and Sandra A. Santos On the resolution of linearly constrained convex minimization problems 331--339 Ji\vrí V. Outrata On optimization problems with variational inequality constraints . . . 340--357 J. E. Dennis, Jr. and José Mario Martínez and Xiaodong Zhang Triangular decomposition methods for solving reducible nonlinear systems of equations . . . . . . . . . . . . . . . 358--382 Xiao-Dong Luo and Zhi-Quan Luo Extension of Hoffman's error bound to polynomial systems . . . . . . . . . . . 383--392 Stanley C. Eisenstat and Homer F. Walker Globally convergent inexact Newton methods . . . . . . . . . . . . . . . . 393--422 John E. Mitchell An interior point column generation method for linear programming using shifted barriers . . . . . . . . . . . . 423--440 Sanjay Mehrotra and Robert A. Stubbs Predictor-corrector methods for a class of linear complementarity problems . . . 441--453
Fred J. Rispoli The monotonic diameter of the perfect $2$-matching polytope . . . . . . . . . 455--460 Chaya Gurwitz Local convergence of a two-piece update of a projected Hessian matrix . . . . . 461--485 Mustafa Ç. Pinar and Stavros A. Zenios On smoothing exact penalty functions for convex constrained optimization . . . . 486--511 Jun Ji and Yinyu Ye A complexity analysis for interior-point algorithms based on Karmarkar's potential function . . . . . . . . . . . 512--520 Ruoxin Zhang Problems of hierarchical optimization in finite dimensions . . . . . . . . . . . 521--536 Zvi Artstein and Roger J.-B. Wets Stability results for stochastic programs and sensors, allowing for discontinuous objective functions . . . 537--550 Dimitri P. Bertsekas and Paul Tseng Partial proximal minimization algorithms for convex programming . . . . . . . . . 551--572 James V. Burke and Jorge J. Moré Exposing constraints . . . . . . . . . . 573--595 Aharon Ben-Tal and Arkadii Nemirovskii Potential reduction polynomial time method for truss topology design . . . . 596--612 Shinji Mizuno and Michael J. Todd and Levent Tunçel Monotonicity of primal and dual objective values in primal-dual interior-point algorithms . . . . . . . 613--625 Bradley M. Bell The iterated Kalman smoother as a Gauss--Newton method . . . . . . . . . . 626--636 Hubertus Th. Jongen and Jan-J. Rückmann and Gerd-Wilhelm Weber One-parametric semi-infinite optimization: on the stability of the feasible set . . . . . . . . . . . . . . 637--648 J.-P. Crouzeix and A. Hassouni Quasimonotonicity of separable operators and monotonicity indices . . . . . . . . 649--658 Mohammed Moussaoui and Alberto Seeger Sensitivity analysis of optimal value functions of convex parametric programs with possibly empty solution sets . . . 659--675 David Hartvigsen and W. R. Pulleyblank Outer-facial graphs and the traveling salesman problem . . . . . . . . . . . . 676--689
J. H. Glick and J. B. Rosen Large-scale, nonlinearly constrained optimization on a $1024$-processor nCUBE 691--707 Brett M. Averick and Jorge J. Moré Evaluation of large-scale optimization problems on vector and parallel architectures . . . . . . . . . . . . . 708--721 Kristin P. Bennett and O. L. Mangasarian Serial and parallel multicategory discrimination . . . . . . . . . . . . . 722--734 Adam J. Berger and John M. Mulvey and Andrzej Ruszczy\'nski An extension of the DQA algorithm to convex stochastic programs . . . . . . . 735--753 Evin J. Cramer and J. E. Dennis, Jr. and Paul D. Frank and Robert Michael Lewis and Gregory R. Shubin Problem formulation for multidisciplinary optimization . . . . . 754--776 R. De Leone and R. R. Meyer and S. Kontogiorgis and A. Zakarian and G. Zakeri Coordination in coarse-grained decomposition . . . . . . . . . . . . . 777--793 Jonathan Eckstein Parallel branch-and-bound algorithms for general mixed integer programming on the CM-$5$ . . . . . . . . . . . . . . . . . 794--814 M. C. Ferris and O. L. Mangasarian Parallel variable distribution . . . . . 815--832 Elizabeth R. Jessup and Dafeng Yang and Stavros A. Zenios Parallel factorization of structured matrices arising in stochastic programming . . . . . . . . . . . . . . 833--846 Linda Kaufman and Garrett S. Sylvester and Margaret H. Wright Structured linear least-squares problems in system identification and separable nonlinear data fitting . . . . . . . . . 847--871 Jong-Shi Pang Serial and parallel computation of Karush--Kuhn--Tucker points via nonsmooth equations . . . . . . . . . . 872--893 Klaus Ritter and Stefan Schäffler A stochastic method for constrained global optimization . . . . . . . . . . 894--904
Margaret H. Wright Why a pure primal Newton barrier step may be infeasible . . . . . . . . . . . 1--12 Farid Alizadeh Interior point methods in semidefinite programming with applications to combinatorial optimization . . . . . . . 13--51 Shinji Mizuno and Masakazu Kojima and Michael J. Todd Infeasible-interior-point primal-dual potential-reduction algorithms for linear programming . . . . . . . . . . . 52--67 J. M. Borwein and W. Z. Huang A fast heuristic method for polynomial moment problems with Boltzmann--Shannon entropy . . . . . . . . . . . . . . . . 68--99 Robert J. Vanderbei Symmetric quasidefinite matrices . . . . 100--113 Ci You Zhu On the primal-dual steepest descent algorithm for extended linear-quadratic programming . . . . . . . . . . . . . . 114--128 Renato D. C. Monteiro and Jong-Shi Pang and Tao Wang A positive algorithm for the nonlinear complementarity problem . . . . . . . . 129--148 Florian Jarre and Michael A. Saunders A practical interior-point method for convex programming . . . . . . . . . . . 149--171 Henry Wolkowicz and Qing Zhao An all-inclusive efficient region of updates for least change secant methods 172--191 R. Fletcher An optimal positive definite update for sparse Hessian matrices . . . . . . . . 192--218 Li Qun Qi Trust region algorithms for solving nonsmooth equations . . . . . . . . . . 219--230
Dianne P. O'Leary Why Broyden's nonsymmetric method terminates on linear equations . . . . . 231--235 Kurt M. Anstreicher and Robert A. Bosch A new infinity-norm path following algorithm for linear programming . . . . 236--246 Robert M. Freund A potential reduction algorithm with user-specified phase I--phase II balance for solving a linear program from an infeasible warm start . . . . . . . . . 247--268 P. Gilmore and C. T. Kelley An implicit filtering algorithm for optimization of functions with many local minima . . . . . . . . . . . . . . 269--285 Ronald J. Stern and Henry Wolkowicz Indefinite trust region subproblems and nonsymmetric eigenvalue perturbations 286--313 Lorenz T. Biegler and Jorge Nocedal and Claudia Schmid A reduced Hessian method for large-scale constrained optimization . . . . . . . . 314--347 Mahmoud El-Alem A robust trust-region algorithm with a nonmonotonic penalty parameter scheme for constrained optimization . . . . . . 348--378 A. Sartenaer A class of trust region methods for nonlinear network optimization problems 379--407 Sylvia C. Boyd and William H. Cunningham and Maurice Queyranne and Yaoguang Wang Ladders for travelling salesmen . . . . 408--420 E. Andrew Boyd On the convergence of Fenchel cutting planes in mixed-integer programming . . 421--435 John R. Birge and Li Qun Qi Subdifferential convergence in stochastic programs . . . . . . . . . . 436--453 Philippe Mahey and Said Oualibouch and Pham Dinh Tao Proximal decomposition on the graph of a maximal monotone operator . . . . . . . 454--466
Svatopluk Poljak and Franz Rendl Nonpolyhedral relaxations of graph-bisection problems . . . . . . . . 467--487 Bennett L. Fox Faster simulated annealing . . . . . . . 488--505 James Renegar Incorporating condition measures into the complexity theory of linear programming . . . . . . . . . . . . . . 506--524 Takashi Tsuchiya and Masakazu Muramatsu Global convergence of a long-step affine scaling algorithm for degenerate linear programming problems . . . . . . . . . . 525--551 Alexander Shapiro and Michael K. H. Fan On eigenvalue optimization . . . . . . . 552--569 Mike P. McKenna and Jill P. Mesirov and Stavros A. Zenios Data parallel quadratic programming on box-constrained problems . . . . . . . . 570--589 Walter Murray and Francisco J. Prieto A sequential quadratic programming algorithm using an incomplete solution of the subproblem . . . . . . . . . . . 590--640 G. Gramlich and R. Hettich and E. W. Sachs Local convergence of SQP methods in semi-infinite programming . . . . . . . 641--658 \Dbarinh Th\cface L\duc Taylor's formula for $C^{k,1}$ functions 659--669 Jay S. Treiman The linear nonconvex generalized gradient and Lagrange multipliers . . . 670--680 Roland Glowinski and Anthony J. Kearsley On the simulation and control of some friction constrained motions . . . . . . 681--694
M. J. D. Powell Some convergence properties of the modified log barrier method for linear programming . . . . . . . . . . . . . . 695--739 Lov K. Grover Fast interior point methods for bipartite matching . . . . . . . . . . . 740--769 Hiroshi Yabe and Naokazu Yamaki Convergence of a factorized Broyden-like family for nonlinear least squares problems . . . . . . . . . . . . . . . . 770--791 J. F. Bonnans and G. Launay Sequential quadratic programming with penalization of the displacement . . . . 792--812 Y. Jiang and W. R. Smith and G. R. Chapman Global optimality conditions and their geometric interpretation for the chemical and phase equilibrium problem 813--834 Bruce Hendrickson The molecule problem: exploiting structure in global optimization . . . . 835--857 Yaroslav D. Sergeyev An information global optimization algorithm with local tuning . . . . . . 858--870 Jack W. Rogers, Jr. and Robert A. Donnelly Potential transformation methods for large-scale global optimization . . . . 871--891 Yang Wang Existence and regularity of solutions to a variational problem of Mumford and Shah: a constructive approach . . . . . 892--913
R. D. C. Monteiro and S. J. Wright A superlinear infeasible-interior-point affine scaling algorithm for LCP . . . . 1--18 Florian A. Potra An infeasible-interior-point predictor-corrector algorithm for linear programming . . . . . . . . . . . . . . 19--32 Kurt M. Anstreicher On long step path following and SUMT for linear and quadratic programming . . . . 33--46 R. Tapia and Y. Zhang and M. Saltzman and A. Weiser The Mehrotra predictor-corrector interior-point method as a perturbed composite Newton method . . . . . . . . 47--56 Gongyun Zhao On the relationship between the curvature integral and the complexity of path-following methods in linear programming . . . . . . . . . . . . . . 57--73 Knud D. Andersen An efficient Newton barrier method for minimizing a sum of Euclidean norms . . 74--95 Kazufumi Ito and Karl Kunisch Augmented Lagrangian--SQP-methods in Hilbert spaces and application to control in the coefficients problems . . 96--125 F.-S. Kupfer An infinite-dimensional convergence theory for reduced SQP methods in Hilbert space . . . . . . . . . . . . . 126--163 A. S. Lewis Convex analysis on the Hermitian matrices . . . . . . . . . . . . . . . . 164--177 Simon Di Classical optimality conditions under weaker assumptions . . . . . . . . . . . 178--197 D. E. Ward Dini derivatives of the marginal function of a non-Lipschitzian program 198--211 Phan Thiên Th\dach and Masakazu Kojima A generalized convexity and variational inequality for quasi-convex minimization 212--226 Krzysztof C. Kiwiel Restricted step and Levenberg--Marquardt techniques in proximal bundle methods for nonconvex nondifferentiable optimization . . . . . . . . . . . . . . 227--249 Dorit S. Hochbaum and Sung-Pil Hong On the complexity of the production-transportation problem . . . 250--264
James V. Burke and Paul Tseng A unified analysis of Hoffman's bound via Fenchel duality . . . . . . . . . . 265--282 A. Melman A linesearch procedure in barrier methods for some convex programming problems . . . . . . . . . . . . . . . . 283--298 Wu Li Differentiable piecewise quadratic exact penalty functions for quadratic programs with simple bound constraints . . . . . 299--315 Stephen C. Billups and Michael C. Ferris Convergence of an infeasible interior-point algorithm from arbitrary positive starting points . . . . . . . . 316--325 Christian Kanzow Global convergence properties of some iterative methods for linear complementarity problems . . . . . . . . 326--341 Christoph Helmberg and Franz Rendl and Robert J. Vanderbei and Henry Wolkowicz An interior-point method for semidefinite programming . . . . . . . . 342--361 B. M. Glover and Y. Ishizuka and V. Jeyakumar and H. D. Tuan Complete characterizations of global optimality for problems involving the pointwise minimum of sublinear functions 362--372 Matthias Heinkenschloss Projected sequential quadratic programming methods . . . . . . . . . . 373--417 Thomas F. Coleman and Yuying Li An interior trust region approach for nonlinear minimization subject to bounds 418--445 Paul Tseng and Nobuo Yamashita and Masao Fukushima Equivalence of complementarity problems to differentiable minimization: a unified approach . . . . . . . . . . . . 446--460 Jian L. Zhou and André L. Tits An SQP algorithm for finely discretized continuous minimax problems and other minimax problems with many objective functions . . . . . . . . . . . . . . . 461--487 Daniel Ralph A parallel method for unconstrained discrete-time optimal control problems 488--512 Sigrún Andradóttir A global search method for discrete stochastic optimization . . . . . . . . 513--530 Werner Römisch and Rüdiger Schultz Lipschitz stability for stochastic programs with complete recourse . . . . 531--547
Jorge R. Vera Ill-posedness and the complexity of deciding existence of solutions to linear programs . . . . . . . . . . . . 549--569 Pi-Fang Hung and Yinyu Ye An Asymptotical $O(\sqrt[n]{L})$-Iteration Path-Following Linear Programming Algorithm That Uses Wide Neighborhoods 570--586 Jianming Miao Two Infeasible Interior-Point Predictor-Corrector Algorithms for Linear Programming . . . . . . . . . . . 587--599 Kaj Madsen and Hans Bruun Nielsen and Mustafa Ç. Pinar A New Finite Continuation Algorithm for Linear Programming . . . . . . . . . . . 600--616 Aharon Ben-Tal and Marc Teboulle A Conjugate Duality Scheme Generating a New Class of Differentiable Duals . . . 617--625 Ciyou Zhu Asymptotic convergence analysis of some inexact proximal point algorithms for minimization . . . . . . . . . . . . . . 626--637 Jean-Louis Goffin and Zhi-Quan Luo and Yinyu Ye Complexity Analysis of an Interior Cutting Plane Method for Convex Feasibility Problems . . . . . . . . . . 638--652 Dan Feng and Robert B. Schnabel Tensor Methods for Equality Constrained Optimization . . . . . . . . . . . . . . 653--673 A. R. Conn and N. Gould and A. Sartenaer and Ph. L. Toint Convergence Properties of an Augmented Lagrangian Algorithm for Optimization with a Combination of General Equality and Linear Constraints . . . . . . . . . 674--703 Kouichi Taji and Masao Fukushima A New Merit Function and a Successive Quadratic Programming Algorithm for Variational Inequality Problems . . . . 704--713 D. L. Zhu and P. Marcotte Co-Coercivity and Its Role In the Convergence of Iterative Schemes For Solving Variational Inequalities . . . . 714--726 Wolfgang M. Hartmann and Robert E. Hartwig Computing the Moore--Penrose Inverse for the Covariance Matrix in Constrained Nonlinear Estimation . . . . . . . . . . 727--747 Zhijun Wu The Effective Energy Transformation Scheme as a Special Continuation Approach to Global Optimization with Application to Molecular Conformation 748--768 Hedy Attouch Viscosity Solutions of Minimization Problems . . . . . . . . . . . . . . . . 769--806 Dimitri P. Bertsekas Incremental Least Squares Methods and the Extended Kalman Filter . . . . . . . 807--822 Francisco Barahona Network Design Using Cut Inequalities 823--837 Jianzhong Zhang and Detong Zhu A Bilevel Programming Method for Pipe Network Optimization . . . . . . . . . . 838--857 C. E. Ferreira and A. Martin and R. Weismantel Solving Multiple Knapsack Problems by Cutting Planes . . . . . . . . . . . . . 858--877
James Renegar Condition Numbers, the Barrier Method, and the Conjugate-Gradient Method . . . 879--912 Michael D. Grigoriadis and Leonid G. Khachiyan An Interior Point Method for Bordered Block-Diagonal Linear Programs . . . . . 913--932 Aiping Liao and Michael J. Todd Solving LP Problems via Weighted Centers 933--960 Robert Entriken Parallel Decomposition: Results for Staircase Linear Programs . . . . . . . 961--977 Kevin A. McShane On the Superlinear Convergence of an $O(n^3L)$ Interior-Point Algorithm for the Monotone LCP . . . . . . . . . . . . 978--993 S. R. Mohan and S. K. Neogy Algorithms For The Generalized Linear Complementarity Problem With a Vertical Block $Z$-Matrix . . . . . . . . . . . . 994--1006 Leonid Faybusovich Semidefinite Programming: a Path-Following Algorithm for a Linear--Quadratic Functional . . . . . . 1007--1024 Richard H. Byrd and Humaid Fayez Khalfan and Robert B. Schnabel Analysis of a Symmetric Rank-One Trust Region Method . . . . . . . . . . . . . 1025--1039 Thomas F. Coleman and Yuying Li A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on some of the Variables . . . 1040--1058 A. R. Conn and Nick Gould and A. Sartenaer and Ph. L. Toint Convergence Properties of Minimization Algorithms for Convex Constraints Using a Structured Trust Region . . . . . . . 1059--1086 A. L. Dontchev and R. T. Rockafellar Characterizations of Strong Regularity for Variational Inequalities over Polyhedral Convex Sets . . . . . . . . . 1087--1105 Masao Fukushima and Liqun Qi A Globally and Superlinearly Convergent Algorithm for Nonsmooth Convex Minimization . . . . . . . . . . . . . . 1106--1120 R. A. Poliquin and R. T. Rockafellar Generalized Hessian Properties of Regularized Nonsmooth Functions . . . . 1121--1137 Rüdiger Schultz Rates of Convergence in Stochastic Programs with Complete Integer Recourse 1138--1152 E. Boros and F. K. Hwang Optimality of Nested Partitions and Its Application to Cluster Analysis . . . . 1153--1162
Virginia Torczon On the Convergence of Pattern Search Algorithms . . . . . . . . . . . . . . . 1--25 Marcos Raydan The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem . . . . . . . . . . 26--33 Walter F. Mascarenhas The affine scaling algorithm fails for stepsize $0.999$ . . . . . . . . . . . . 34--46 Clovis C. Gonzaga and Richard A. Tapia On the Convergence of the Mizuno--Todd--Ye Algorithm to the Analytic Center of the Solution Set . . 47--65 Clovis C. Gonzaga and Richard A. Tapia On the Quadratic Convergence of the Simplified Mizuno--Todd--Ye Algorithm for Linear Programming . . . . . . . . . 66--85 Masakazu Kojima and Susumu Shindoh and Shinji Hara Interior-Point Methods for the Monotone Semidefinite Linear Complementarity Problem in Symmetric Matrices . . . . . 86--125 B. Jansen and C. Roos and T. Terlaky A Family of Polynomial Affine Scaling Algorithms for Positive Semidefinite Linear Complementarity Problems . . . . 126--140 D. C. Sorensen Minimization of a Large-Scale Quadratic Function Subject to a Spherical Constraint . . . . . . . . . . . . . . . 141--161 Anders Forsgren and Walter Murray Newton Methods For Large-Scale Linear Inequality-Constrained Minimization . . 162--176 J. E. Dennis, Jr. and Mahmoud El-Alem and Maria C. Maciel A Global Convergence Theory for General Trust-Region-Based Algorithms for Equality Constrained Optimization . . . 177--207 Mårten Gulliksson and Inge Söderkvist and Per-Åke Wedin Algorithms for Constrained and Weighted Nonlinear Least Squares . . . . . . . . 208--224 Francisco Facchinei and João Soares A New Merit Function For Nonlinear Complementarity Problems And a Related Algorithm . . . . . . . . . . . . . . . 225--247 Thomas L. Magnanti and Georgia Perakis The Orthogonality Theorem and the Strong-$f$-Monotonicity Condition for Variational Inequality Algorithms . . . 248--273 Sien Deng Computable Error Bounds For Convex Inequality Systems In Reflexive Banach Spaces . . . . . . . . . . . . . . . . . 274--279 P. M. Pardalos and K. G. Ramakrishnan and M. G. C. Resende and Y. Li Implementation of a Variance Reduction-Based Lower Bound in a Branch-and-Bound Algorithm for the Quadratic Assignment Problem . . . . . . 280--294
Osman Güler On the Self-Concordance of the Universal Barrier Function . . . . . . . . . . . . 295--303 Rongqin Sheng and Florian A. Potra A Quadratically Convergent Infeasible-Interior-Point Algorithm for LCP with Polynomial Complexity . . . . . 304--317 Florian A. Potra and Rongqin Sheng A Large-Step Infeasible-Interior-Point Method for the $P_*$-Matrix LCP . . . . 318--335 Krzysztof C. Kiwiel Efficiency of the Analytic Center Cutting Plane Method for Convex Minimization . . . . . . . . . . . . . . 336--346 Aharon Ben-Tal and Michael Zibulevsky Penalty/Barrier Multiplier Methods for Convex Programming Problems . . . . . . 347--366 Claude Lemaréchal and Claudia Sagastizábal Practical Aspects of the Moreau--Yosida Regularization: Theoretical Preliminaries . . . . . . . . . . . . . 367--385 Paul Tseng An Infeasible Path-Following Method for Monotone Complementarity Problems . . . 386--402 Bintong Chen and Patrick T. Harker Smooth Approximations to Nonlinear Complementarity Problems . . . . . . . . 403--420 George H.-G. Chen and R. T. Rockafellar Convergence Rates in Forward--Backward Splitting . . . . . . . . . . . . . . . 421--444 Xiaojun Chen and Zuhair Nashed and Liqun Qi Convergence of Newton's Method for Singular Smooth and Nonsmooth Equations Using Adaptive Outer Inverses . . . . . 445--462 Defeng Sun and Jiye Han Newton and Quasi-Newton Methods for a Class of Nonsmooth Equations and Related Problems . . . . . . . . . . . . . . . . 463--480 J. J. Ye and D. L. Zhu and Q. J. Zhu Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems . . . . . . 481--507 Alexander Shapiro On Uniqueness of Lagrange Multipliers in Optimization Problems Subject to Cone Constraints . . . . . . . . . . . . . . 508--518 Julian P. Revalski Hadamard and Strong Well-Posedness for Convex Programs . . . . . . . . . . . . 519--526 Tuvia Kotzer and Nir Cohen and Joseph Shamir A Projection-Based Algorithm for Consistent and Inconsistent Constraints 527--546 T. C. Edwin Cheng and Mikhail Y. Kovalyov and Bertrand M.-T. Lin Single Machine Scheduling to Minimize Batch Delivery and Job Earliness Penalties . . . . . . . . . . . . . . . 547--559 Franco Blanchini and Franca Rinaldi and Walter Ukovich A Network Design Problem for a Distribution System with Uncertain Demands . . . . . . . . . . . . . . . . 560--578
Ji-Ming Peng and Ya-Xiang Yuan Optimality Conditions for the Minimization of a Quadratic with Two Quadratic Constraints . . . . . . . . . 579--594 Wu Li and John Swetits A New Algorithm for Solving Strictly Convex Quadratic Programs . . . . . . . 595--619 Evangelia M. Simantiraki and David F. Shanno An Infeasible-Interior-Point Method for Linear Complementarity Problems . . . . 620--640 Motakuri V. Ramana and Levent Tunçel and Henry Wolkowicz Strong Duality for Semidefinite Programming . . . . . . . . . . . . . . 641--662 Renato D. C. Monteiro Primal--Dual Path-Following Algorithms for Semidefinite Programming . . . . . . 663--678 Alberto Seeger Convex Analysis of Spectrally Defined Matrix Functions . . . . . . . . . . . . 679--696 Zhi-Quan Luo Analysis of a Cutting Plane Method That Uses Weighted Analytic Center and Multiple Cuts . . . . . . . . . . . . . 697--716 J. Frédéric Bonnans and Cecilia Pola A Trust Region Interior Point Algorithm for Linearly Constrained Optimization 717--731 Ali Bouaricha Tensor Methods for Large, Sparse Unconstrained Optimization . . . . . . . 732--756 Dan Feng and Thomas H. Pulliam Tensor-GMRES Method for Large Systems of Nonlinear Equations . . . . . . . . . . 757--779 Jean Charles Gilbert On the realization of the Wolfe conditions in reduced quasi-Newton methods for equality constrained optimization . . . . . . . . . . . . . . 780--813 Jorge J. Moré and Zhijun Wu Global Continuation for Distance Geometry Problems . . . . . . . . . . . 814--836 T. Rautert and E. W. Sachs Computational Design of Optimal Output Feedback Controllers . . . . . . . . . . 837--852 Dimitri P. Bertsekas and Lazaros C. Polymenakos and Paul Tseng An $\epsilon$-Relaxation Method for Separable Convex Cost Network Flow Problems . . . . . . . . . . . . . . . . 853--870 Zden\vek Dostál Box Constrained Quadratic Programming with Proportioning and Projections . . . 871--887
Malcolm C. Pullan A Study of General Dynamic Network Programs with Arc Time-Delays . . . . . 889--912 Dimitri P. Bertsekas A New Class of Incremental Gradient Methods for Least Squares Problems . . . 913--926 J. E. Dennis and Luís N. Vicente On the Convergence Theory of Trust-Region-Based Algorithms for Equality-Constrained Optimization . . . 927--950 Paul Tseng Alternating Projection-Proximal Methods for Convex Programming and Variational Inequalities . . . . . . . . . . . . . . 951--965 Wu Li Abadie's Constraint Qualification, Metric Regularity, and Error Bounds for Differentiable Convex Inequalities . . . 966--978 J. Frédéric Bonnans Mathematical study of very high voltage power networks. I. The optimal DC power flow problem . . . . . . . . . . . . . . 979--990 A. Ben-Tal and A. Nemirovski Robust Truss Topology Design via Semidefinite Programming . . . . . . . . 991--1016 Guoliang Xue and Yinyu Ye An Efficient Algorithm for Minimizing a Sum of Euclidean Norms with Applications 1017--1036 François Chapeau-Blondeau and Fabrice Janez and Jean-Louis Ferrier A Dynamic Adaptive Relaxation Scheme Applied to the Euclidean Steiner Minimal Tree Problem . . . . . . . . . . . . . . 1037--1053 J. F. Weng Shortest Networks for Smooth Curves . . 1054--1068 Marc Teboulle Convergence of Proximal-Like Algorithms 1069--1083 Krzysztof C. Kiwiel and Bo\.zena \Lopuch Surrogate Projection Methods for Finding Fixed Points of Firmly Nonexpansive Mappings . . . . . . . . . . . . . . . . 1084--1102 H. Th. Jongen and O. Stein On Generic One-Parametric Semi-Infinite Optimization . . . . . . . . . . . . . . 1103--1137 M. A. Goberna and M. A. López and M. I. Todorov Stability theory for linear inequality systems. II. Upper semicontinuity of the solution set mapping . . . . . . . . . . 1138--1151 Ming-Hong Liu and Vasant A. Ubhaya Integer Isotone Optimization . . . . . . 1152--1159
María D. González-Lima and Richard A. Tapia and Florian A. Potra On Effectively Computing the Analytic Center of the Solution Set by Primal-Dual Interior-Point Methods . . . 1--25 Renato D. C. Monteiro and Takashi Tsuchiya Global Convergence of the Affine Scaling Algorithm for Convex Quadratic Programming . . . . . . . . . . . . . . 26--58 Zhi-Quan Luo and Jos F. Sturm and Shuzhong Zhang Superlinear Convergence of a Symmetric Primal-Dual Path Following Algorithm for Semidefinite Programming . . . . . . . . 59--81 Dominikus Noll Reconstruction with Noisy Data: An Approach via Eigenvalue Optimization . . 82--104 Stefano Lucidi and Laura Palagi and Massimo Roma On Some Properties of Quadratic Programs with a Convex Quadratic Constraint . . . 105--122 Jie Sun and Gongyun Zhao Global Linear and Local Quadratic Convergence of a Long-Step Adaptive-Mode Interior Point Method for Some Monotone Variational Inequality Problems . . . . 123--139 Houyuan Jiang and Masao Fukushima and Liqun Qi and Defeng Sun A Trust Region Method for Solving Generalized Complementarity Problems . . 140--157 Francisco Facchinei and Joaquim Júdice and João Soares An Active Set Newton Algorithm for Large-Scale Nonlinear Programs with Box Constraints . . . . . . . . . . . . . . 158--186 Michael V. Solodov On the Convergence of Constrained Parallel Variable Distribution Algorithms . . . . . . . . . . . . . . . 187--196 Regina S. Burachik and Alfredo N. Iusem A Generalized Proximal Point Algorithm for the Variational Inequality Problem in a Hilbert Space . . . . . . . . . . . 197--216 Pierre L'Ecuyer and George Yin Budget-Dependent Convergence Rate of Stochastic Approximation . . . . . . . . 217--247 Y. Pochet and R. Weismantel The Sequential Knapsack Polytope . . . . 248--264 Berc Rustem and Quoc Nguyen An Algorithm for the Inequality-Constrained Discrete Min--Max Problem . . . . . . . . . . . . . . . . 265--283 Jian L. Zhou and André L. Tits Erratum: ``An SQP Algorithm for Finely Discretized Continuous Minimax Problems and Other Minimax Problems with Many Objective Functions'' [SIAM J. Optim. (1996), no. 2, 461--487; MR 97a:90101] 284--285
R. A. Poliquin and R. T. Rockafellar Tilt Stability of a Local Minimum . . . 287--299 Jonathan M. Borwein and Warren B. Moors A Chain Rule for Essentially Smooth Lipschitz Functions . . . . . . . . . . 300--308 Jonathan M. Borwein and Warren B. Moors Null Sets and Essentially Smooth Lipschitz Functions . . . . . . . . . . 309--323 Yu. E. Nesterov and M. J. Todd Primal-Dual Interior-Point Methods for Self-Scaled Cones . . . . . . . . . . . 324--364 Yin Zhang On Extending Some Primal--Dual Interior-Point Algorithms From Linear Programming to Semidefinite Programming 365--386 Masayuki Shida and Susumu Shindoh and Masakazu Kojima Existence and Uniqueness of Search Directions in Interior-Point Algorithms for the SDP and the Monotone SDLCP . . . 387--396 Gongyun Zhao Interior Point Algorithms For Linear Complementarity Problems Based On Large Neighborhoods Of The Central Path . . . 397--413 Anders Klarbring and Jong-Shi Pang Existence of Solutions to Discrete Semicoercive Frictional Contact Problems 414--442 Chih-Jen Lin and Shu-Cherng Fang and Soon-Yi Wu An Unconstrained Convex Programming Approach to Linear Semi-Infinite Programming . . . . . . . . . . . . . . 443--456 W. Li and J. J. Swetits The linear $l_1$ estimator and the Huber ${M}$-estimator . . . . . . . . . . . . 457--475 Pham Dinh Tao and Le Thi Hoai An A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem . . 476--505 Paul Tseng An Incremental Gradient(-Projection) Method with Momentum Term and Adaptive Stepsize Rule . . . . . . . . . . . . . 506--531 R. Pytlak An Efficient Algorithm for Large-Scale Nonlinear Programming Problems with Simple Bounds on the Variables . . . . . 532--560 Michael Patriksson Cost Approximation: a Unified Framework of Descent Algorithms for Nonlinear Programs . . . . . . . . . . . . . . . . 561--582 Robert Mifflin and Defeng Sun and Liqun Qi Quasi-Newton Bundle-Type Methods for Nondifferentiable Convex Optimization 583--603 Roger Fletcher and Sven Leyffer Numerical Experience with Lower Bounds for MIQP Branch-And-Bound . . . . . . . 604--616 T. C. Edwin Cheng and Adam Janiak and Mikhail Y. Kovalyov Bicriterion Single Machine Scheduling with Resource Dependent Processing Times 617--630
Indraneel Das and J. E. Dennis Normal-Boundary Intersection: a New Method for Generating the Pareto Surface in Nonlinear Multicriteria Optimization Problems . . . . . . . . . . . . . . . . 631--657 Masao Fukushima Parallel Variable Transformation in Unconstrained Optimization . . . . . . . 658--672 Masao Fukushima and Jong-Shi Pang Some Feasibility Issues in Mathematical Programs with Equilibrium Constraints 673--681 Marucha Lalee and Jorge Nocedal and Todd Plantenga On the Implementation of an Algorithm for Large-Scale Equality Constrained Optimization . . . . . . . . . . . . . . 682--706 Zsolt Páles and Vera Zeidan Optimum Problems with Certain Lower Semicontinuous Set-Valued Constraints 707--727 J. Sun and H. Kuo Applying a Newton Method to Strictly Convex Separable Network Quadratic Programs . . . . . . . . . . . . . . . . 728--745 Farid Alizadeh and Jean-Pierre A. Haeberly and Michael L. Overton Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results 746--768 M. J. Todd and K. C. Toh and R. H. Tütüncü On the Nesterov--Todd Direction in Semidefinite Programming . . . . . . . . 769--796 Renato D. C. Monteiro Polynomial convergence of primal-dual algorithms for semidefinite programming based on the Monteiro and Zhang family of directions . . . . . . . . . . . . . 797--812 Lixing Han and Guanghui Liu Global Analysis of the Dennis--Wolkowicz Least-Change Secant Algorithm . . . . . 813--832 Stephen G. Nash and Ariela Sofer On the Complexity of a Practical Interior-Point Method . . . . . . . . . 833--849 Francisco Facchinei and Andreas Fischer and Christian Kanzow Regularity Properties of a Semismooth Reformulation of Variational Inequalities . . . . . . . . . . . . . . 850--869
D. Goldfarb and K. Scheinberg Interior Point Trajectories in Semidefinite Programming . . . . . . . . 871--886 C. Kirjner-Neto and E. Polak On the Conversion of Optimization Problems with Max-Min Constraints to Standard Optimization Problems . . . . . 887--915 Stefano Lucidi and Francesco Rochetich and Massimo Roma Curvilinear Stabilization Techniques for Truncated Newton Methods in Large Scale Unconstrained Optimization . . . . . . . 916--939 J. Frédéric Bonnans and Alexander Shapiro Nondegeneracy and Quantitative Stability of Parameterized Optimization Problems with Multiple Solutions . . . . . . . . 940--946 Richard D. McBride Progress Made in Solving the Multicommodity Flow Problem . . . . . . 947--955 Eithan Schweitzer An Interior Random Vector Algorithm for Multistage Stochastic Linear Programs 956--972 Onésimo Hernández-Lerma and Jean B. Lasserre Approximation Schemes for Infinite Linear Programs . . . . . . . . . . . . 973--988 Abderrahmane Habbal Nonsmooth Shape Optimization Applied to Linear Acoustics . . . . . . . . . . . . 989--1006 Florian A. Potra and Rongqin Sheng A Superlinearly Convergent Primal-Dual Infeasible-Interior-Point Algorithm for Semidefinite Programming . . . . . . . . 1007--1028 B. Lemaire Duality in Reverse Convex Optimization 1029--1037 Roger Fletcher A New Degeneracy Method and Steepest-Edge--Based Conditioning for LP 1038--1059 Tamara G. Kolda and Dianne P. O'Leary and Larry Nazareth BFGS with Update Skipping and Varying Memory . . . . . . . . . . . . . . . . . 1060--1083 Florian Jarre and Michal Ko\vcvara and Jochem Zowe Optimal Truss Design by Interior-Point Methods . . . . . . . . . . . . . . . . 1084--1107 F. Sharifi Mokhtarian and J. L. Goffin A Nonlinear Analytic Center Cutting Plane Method for a Class of Convex Programming Problems . . . . . . . . . . 1108--1131 Anders Forsgren and Philip E. Gill Primal-Dual Interior Methods for Nonconvex Nonlinear Programming . . . . 1132--1152
Moshe Doljansky and Marc Teboulle An Interior Proximal Algorithm and the Exponential Multiplier Method for Semidefinite Programming . . . . . . . . 1--13 Francisco Facchinei and Andreas Fischer and Christian Kanzow On the Accurate Identification of Active Constraints . . . . . . . . . . . . . . 14--32 Laurent El Ghaoui and François Oustry and Hervé Lebret Robust Solutions to Uncertain Semidefinite Programs . . . . . . . . . 33--52 I. H. Dinwoodie Stochastic Simulation on Integer Constraint Sets . . . . . . . . . . . . 53--61 Kaj Madsen and Hans Bruun Nielsen and Mustafa Çelebi Pinar A Finite Continuation Algorithm for Bound Constrained Quadratic Programming 62--83 Margaret H. Wright Ill-Conditioning and Computational Error in Interior Methods for Nonlinear Programming . . . . . . . . . . . . . . 84--111 Jeffrey C. Lagarias and James A. Reeds and Margaret H. Wright and Paul E. Wright Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions . . . . . . . . . . . . . . . 112--147 K. I. M. McKinnon Convergence of the Nelder--Mead Simplex Method to a Nonstationary Point . . . . 148--158 Ross Geoghegan and Jeffrey C. Lagarias and Robert C. Melville Threading Homotopies and DC Operating Points of Nonlinear Circuits . . . . . . 159--178 Patrice Marcotte and Daoli Zhu Weak Sharp Solutions of Variational Inequalities . . . . . . . . . . . . . . 179--189 Kurt M. Anstreicher Towards a Practical Volumetric Cutting Plane Method for Convex Programming . . 190--206 Harvey J. Greenberg and Allen G. Holder and Kees Roos and Tamás Terlaky On the dimension of the set of Rim perturbations for optimal partition invariance . . . . . . . . . . . . . . . 207--216 Zhi-Quan Luo and Jie Sun An Analytic Center Based Column Generation Algorithm for Convex Quadratic Feasibility Problems . . . . . 217--235 Ralf Borndörfer and Carlos E. Ferreira and Alexander Martin Decomposing Matrices into Blocks . . . . 236--269 William E. Hart Sequential Stopping Rules for Random Optimization Methods with Applications to Multistart Local Search . . . . . . . 270--290
J. E. Dennis, Jr. and Mahmoud El-Alem and Karen Williamson A Trust-Region Approach to Nonlinear Systems of Equalities and Inequalities 291--315 Mark S. Gockenbach and Anthony J. Kearsley Optimal signal sets for non-Gaussian detectors . . . . . . . . . . . . . . . 316--326 T. D. Choi and C. T. Kelley Estimates for the Nash--Sofer Preconditioner for the Reduced Hessian for Some Elliptic Variational Inequalities . . . . . . . . . . . . . . 327--341 Christian Kanzow and Heiko Pieper Jacobian Smoothing Methods for Nonlinear Complementarity Problems . . . . . . . . 342--373 J. J. Ye Optimality Conditions for Optimization Problems with Complementarity Constraints . . . . . . . . . . . . . . 374--387 Defeng Sun and Robert S. Womersley A New Unconstrained Differentiable Merit Function for Box Constrained Variational Inequality Problems and a Damped Gauss--Newton Method . . . . . . . . . . 388--413 Christoph Stangl Optimal Sizing for a Class of Nonlinearly Elastic Materials . . . . . 414--443 Masakazu Kojima and Masayuki Shida and Susumu Shindoh A Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Using the Alizadeh--Haeberly--Overton Search Direction . . . . . . . . . . . . . . . 444--465 J. Frédéric Bonnans and Roberto Cominetti and Alexander Shapiro Second Order Optimality Conditions Based on Parabolic Second Order Tangent Sets 466--492 Geir Dahl Stable Set Polytopes for a Class of Circulant Graphs . . . . . . . . . . . . 493--503 Nicholas I. M. Gould and Stefano Lucidi and Massimo Roma and Philippe L. Toint Solving the Trust-Region Subproblem using the Lanczos Method . . . . . . . . 504--525 François Oustry The $\mathcal{U}$-Lagrangian of the Maximum Eigenvalue Function . . . . . . 526--549
Renato D. C. Monteiro and Takashi Tsuchiya Polynomial Convergence of a New Family of Primal-Dual Algorithms for Semidefinite Programming . . . . . . . . 551--577 Y. F. Xie and R. H. Byrd Practical Update Criteria for Reduced Hessian SQP: Global Analysis . . . . . . 578--604 Bintong Chen and Naihua Xiu A Global Linear and Local Quadratic Noninterior Continuation Method for Nonlinear Complementarity Problems Based on Chen--Mangasarian Smoothing Functions 605--623 Bintong Chen and Xiaojun Chen A Global and Local Superlinear Continuation-Smoothing Method for $P_0$ and $R_0$ NCP or Monotone NCP . . . . . 624--645 Jianzhong Zhang and Chengxian Xu A Class of Indefinite Dogleg Path Methods for Unconstrained Minimization 646--667 Krzysztof C. Kiwiel and Charles H. Rosa and Andrzej Ruszczy\'nski Proximal Decomposition Via Alternating Linearization . . . . . . . . . . . . . 668--689 Didier Aussel and Jean-Noël Corvellec and Marc Lassonde Nonsmooth Constrained Optimization and Multidirectional Mean Value Inequalities 690--706 Yu. Nesterov and J.-Ph. Vial Homogeneous Analytic Center Cutting Plane Methods for Convex Problems and Variational Inequalities . . . . . . . . 707--728 Renato D. C. Monteiro and Jong-Shi Pang A Potential Reduction Newton Method for Constrained Equations . . . . . . . . . 729--754 Paul T. Boggs and Anthony J. Kearsley and Jon W. Tolle A Practical Algorithm for General Large Scale Nonlinear Optimization Problems 755--778 Harry Cohn and Mark Fielding Simulated Annealing: Searching for an Optimal Temperature Schedule . . . . . . 779--802
K. M. Anstreicher Linear Programming in $O([n^3/\ln n]L)$ Operations . . . . . . . . . . . . . . . 803--812 A. Ben-Tal and M. Ko\vcvara and A. Nemirovski and J. Zowe Free Material Design via Semidefinite Programming: The Multiload Case with Contact Conditions . . . . . . . . . . . 813--832 Paul T. Boggs and Anthony J. Kearsley and Jon W. Tolle A global convergence analysis of an algorithm for large-scale nonlinear optimization problems . . . . . . . . . 833--862 Nathan Brixius and Florian A. Potra and Rongqin Sheng Nonsymmetric Search Directions for Semidefinite Programming . . . . . . . . 863--876 Richard H. Byrd and Mary E. Hribar and Jorge Nocedal An Interior Point Algorithm for Large-Scale Nonlinear Programming . . . 877--900 H. Cheng and V. Rokhlin and N. Yarvin Nonlinear Optimization, Quadrature, and Interpolation . . . . . . . . . . . . . 901--923 Andrew R. Conn and Luís N. Vicente and Chandu Visweswariah Two-Step Algorithms for Nonlinear Optimization with Structured Applications . . . . . . . . . . . . . . 924--947 Steven J. Cox and Paul X. Uhlig Where Best to Hold a Drum Fast . . . . . 948--964 Mahmoud El-Alem A Global Convergence Theory for Dennis, El-Alem, and Maciel's Class of Trust-Region Algorithms for Constrained Optimization without Assuming Regularity 965--990 Michael C. Ferris and Robert Fourer and David M. Gay Expressing Complementarity Problems in an Algebraic Modeling Language and Communicating Them to Solvers . . . . . 991--1009 Sharon Filipowski On the Complexity of Solving Feasible Linear Programs Specified with Approximate Data . . . . . . . . . . . . 1010--1040 Nicholas Ian Mark Gould On Modified Factorizations for Large-Scale Linearly Constrained Optimization . . . . . . . . . . . . . . 1041--1063 C. T. Kelley and E. W. Sachs A Trust Region Method for Parabolic Boundary Control Problems . . . . . . . 1064--1081 Robert Michael Lewis and Virginia Torczon Pattern Search Algorithms for Bound Constrained Minimization . . . . . . . . 1082--1099 Chih-Jen Lin and Jorge J. Moré Newton's Method for Large Bound-Constrained Optimization Problems 1100--1127 O. L. Mangasarian Polyhedral Boundary Projection . . . . . 1128--1134 Robert B. Schnabel and Elizabeth Eskow A Revised Modified Cholesky Factorization Algorithm . . . . . . . . 1135--1148 Maria Sosonkina and Donald C. S. Allison and Layne T. Watson Parallel Adaptive GMRES Implementations for Homotopy Methods . . . . . . . . . . 1149--1158 Stephen J. Wright Modified Cholesky Factorizations in Interior-Point Algorithms for Linear Programming . . . . . . . . . . . . . . 1159--1191 M. Zhu and J. L. Nazareth and H. Wolkowicz The Quasi-Cauchy Relation and Diagonal Updating . . . . . . . . . . . . . . . . 1192--1204 Michael L. Overton and Robert B. Schnabel Dedication . . . . . . . . . . . . . . . vii--viii
Ya. D. Sergeyev and P. Daponte and D. Grimaldi and A. Molinaro Two Methods for Solving Optimization Problems Arising in Electronic Measurements and Electrical Engineering 1--21 Guoliang Xue and Theodore P. Lillys and David E. Dougherty Computing the Minimum Cost Pipe Network Interconnecting One Sink and Many Sources . . . . . . . . . . . . . . . . 22--42 C. T. Kelley Detection and Remediation of Stagnation in the Nelder--Mead Algorithm Using a Sufficient Decrease Condition . . . . . 43--55 Linda Kaufman Reduced Storage, Quasi-Newton Trust Region Approaches to Function Optimization . . . . . . . . . . . . . . 56--69 Frank K. Hwang and Shmuel Onn and Uriel G. Rothblum A Polynomial Time Algorithm for Shaped Partition Problems . . . . . . . . . . . 70--81 M. J. Cánovas and M. A. López and J. Parra and M. I. Todorov Stability and Well-Posedness in Linear Semi-Infinite Programming . . . . . . . 82--98 G. Yin Rates of Convergence for a Class of Global Stochastic Optimization Algorithms . . . . . . . . . . . . . . . 99--120 R. R. Meyer and G. Zakeri Multicoordination Methods for Solving Convex Block-Angular Programs . . . . . 121--131 Dexuan Xie and Tamar Schlick Efficient Implementation of the Truncated-Newton Algorithm for Large-Scale Chemistry Applications . . . 132--154 Robert M. Freund and Jorge R. Vera Condition-Based Complexity of Convex Optimization in Conic Linear Form via the Ellipsoid Algorithm . . . . . . . . 155--176 Y. H. Dai and Y. Yuan A Nonlinear Conjugate Gradient Method with a Strong Global Convergence Property . . . . . . . . . . . . . . . . 177--182 Clovis C. Gonzaga Complexity of Predictor-Corrector Algorithms for LCP Based on a Large Neighborhood of the Central Path . . . . 183--194 Jun Ji and Florian A. Potra and Rongqin Sheng On the Local Convergence of a Predictor-Corrector Method for Semidefinite Programming . . . . . . . . 195--210 A. Auslender Penalty and Barrier Methods: a Unified Framework . . . . . . . . . . . . . . . 211--230 G. R. Schreiber and O. C. Martin Cut Size Statistics of Graph Bisection Heuristics . . . . . . . . . . . . . . . 231--251 Frank Deutsch and Wu Li and Joseph D. Ward Best Approximation from the Intersection of a Closed Convex Set and a Polyhedron in Hilbert Space, Weak Slater Conditions, and the Strong Conical Hull Intersection Property . . . . . . . . . 252--268 Paul Tseng Fortified-Descent Simplicial Search Method: a General Approach . . . . . . . 269--288 A. M. Rubinov and B. M. Glover and X. Q. Yang Decreasing Functions with Applications to Penalization . . . . . . . . . . . . 289--313
Hou-Duo Qi A Regularized Smoothing Newton Method for Box Constrained Variational Inequality Problems with $P_0$-Functions 315--330 Arnulf Götz and Johannes Jahn The Lagrange Multiplier Rule in Set-Valued Optimization . . . . . . . . 331--344 Yuhong Dai and Jiye Han and Guanghui Liu and Defeng Sun and Hongxia Yin and Ya-Xiang Yuan Convergence Properties of Nonlinear Conjugate Gradient Methods . . . . . . . 345--358 Xiongda Chen and Ya-Xiang Yuan On Local Solutions of the Celis--Dennis--Tapia Subproblem . . . . 359--383 Wei-Bo Gong and Yu-Chi Ho and Wengang Zhai Stochastic Comparison Algorithm for Discrete Optimization with Estimation 384--404 S. E. Wright A General Primal-Dual Envelope Method for Convex Programming Problems . . . . 405--414 Hans-Jakob Lüthi and Benno Büeler The Analytic Center Quadratic Cut Method for Strongly Monotone Variational Inequality Problems . . . . . . . . . . 415--426 Harvey J. Greenberg Simultaneous Primal-Dual Right-Hand-Side Sensitivity Analysis from a Strictly Complementary Solution of a Linear Program . . . . . . . . . . . . . . . . 427--442 Steven J. Benson and Yinyu Ye and Xiong Zhang Solving Large-Scale Sparse Semidefinite Programs for Combinatorial Optimization 443--461 Ming Gu Primal-Dual Interior-Point Methods for Semidefinite Programming in Finite Precision . . . . . . . . . . . . . . . 462--502 Manfred Laumen Newton's Method for a Class of Optimal Shape Design Problems . . . . . . . . . 503--533 Javier Peña Understanding the Geometry of Infeasible Perturbations of a Conic Linear System 534--550 Guoliang Xue and Yinyu Ye An Efficient Algorithm for Minimizing a Sum of $p$-Norms . . . . . . . . . . . . 551--579 A. B. Levy and R. A. Poliquin and R. T. Rockafellar Stability of Locally Optimal Solutions 580--604 M. V. Solodov and B. F. Svaiter A Truly Globally Convergent Newton-Type Method for the Monotone Nonlinear Complementarity Problem . . . . . . . . 605--625
Dimitri P. Bertsekas and John N. Tsitsiklis Gradient Convergence in Gradient methods with Errors . . . . . . . . . . . . . . 627--642 Golbon Zakeri and Andrew B. Philpott and David M. Ryan Inexact cuts in Benders decomposition 643--657 Michael J. Best and Nilotpal Chakravarti and Vasant A. Ubhaya Minimizing Separable Convex Functions Subject to Simple Chain Constraints . . 658--672 C. Helmberg and F. Rendl A Spectral Bundle Method for Semidefinite Programming . . . . . . . . 673--696 Stefan Feltenmark and Krzysztof C. Kiwiel Dual Applications of Proximal Bundle Methods, Including Lagrangian Relaxation of Nonconvex Problems . . . . . . . . . 697--721 Malcolm C. Pullan Convergence of a General Class of Algorithms for Separated Continuous Linear Programs . . . . . . . . . . . . 722--731 Darinka Dentcheva Regular Castaing representations of multifunctions with applications to stochastic programming . . . . . . . . . 732--749 Masakazu Kojima and Levent Tunçel Cones of Matrices and Successive Convex Relaxations of Nonconvex Sets . . . . . 750--778 Houyuan Jiang and Daniel Ralph Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints . . . . . . . . . . . . . . 779--808 Teemu Pennanen Dualization of Generalized Equations of Maximal Monotone Type . . . . . . . . . 809--835 Shuzhong Zhang Global Error Bounds for Convex Conic Problems . . . . . . . . . . . . . . . . 836--851 Jordi Castro A Specialized Interior-Point Algorithm for Multicommodity Network Flows . . . . 852--877 Roberto Andreani and José Mario Martínez Reformulation of Variational Inequalities on a Simplex and Compactification of Complementarity Problems . . . . . . . . . . . . . . . . 878--895 Kazufumi Ito and Karl Kunisch Newton's Method for a Class of Weakly Singular Optimal Control Problems . . . 896--916 Robert Michael Lewis and Virginia Torczon Pattern Search Methods for Linearly Constrained Minimization . . . . . . . . 917--941 Patrice Marcotte and Daoli Zhu Erratum: ``Weak sharp solutions of variational inequalities'' [SIAM J. Optim. 9 (1999), no. 1, 179--189, MR 99k:90176] . . . . . . . . . . . . . . . 942--942
J. J. Ye Constraint Qualifications and Necessary Optimality Conditions for Optimization Problems with Variational Inequality Constraints . . . . . . . . . . . . . . 943--962 Liqun Qi and Zengxin Wei On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods . . . . . . . . . . . . . 963--981 W. Achtziger and M. P. Bendsòe and J. E. Taylor An Optimization Problem for Predicting the Maximal Effect of Degradation of Mechanical Structures . . . . . . . . . 982--998 L. R. Huang and K. F. Ng and J.-P. Penot On Minimizing and Critical Sequences in Nonsmooth Optimization . . . . . . . . . 999--1019 Ines Campa and Marco Degiovanni Subdifferential Calculus and Nonsmooth Critical Point Theory . . . . . . . . . 1020--1048 Faiz A. Al-Khayyal and Hanif D. Sherali On Finitely Terminating Branch-and-Bound Algorithms for Some Global Optimization Problems . . . . . . . . . . . . . . . . 1049--1057 Francisco Facchinei and Andreas Fischer and Christian Kanzow On the Identification of Zero Variables in an Interior-Point Framework . . . . . 1058--1078 José Luis Morales and Jorge Nocedal Automatic Preconditioning by Limited Memory Quasi-Newton Updating . . . . . . 1079--1096 Alfred Auslender and Marc Teboulle Lagrangian Duality and Related Multiplier Methods for Variational Inequality Problems . . . . . . . . . . 1097--1115 Mihai Anitescu Degenerate Nonlinear Programming with a Quadratic Growth Condition . . . . . . . 1116--1135 X. Wang and V. Jeyakumar A Sharp Lagrange Multiplier Rule for Nonsmooth Mathematical Programming Problems Involving Equality Constraints 1136--1148 T. D. Choi and C. T. Kelley Superlinear Convergence and Implicit Filtering . . . . . . . . . . . . . . . 1149--1162 J. Z. Zhang and L. H. Chen and N. Y. Deng A Family of Scaled Factorized Broyden-Like Methods for Nonlinear Least Squares Problems . . . . . . . . . . . . 1163--1179 D. Kleis and E. W. Sachs Optimal Control of the Sterilization of Prepackaged Food . . . . . . . . . . . . 1180--1195 Ernesto G. Birgin and José Mario Martínez and Marcos Raydan Nonmonotone Spectral Projected Gradient Methods on Convex Sets . . . . . . . . . 1196--1211 John E. Mitchell Computational Experience with an Interior Point Cutting Plane Algorithm 1212--1227 Jos F. Sturm Error Bounds for Linear Matrix Inequalities . . . . . . . . . . . . . . 1228--1248
T. Lengauer and M. Lügering Provably Good Global Routing of Integrated Circuits . . . . . . . . . . 1--30 Wu Li and Chandal Nahak and Ivan Singer Constraint Qualifications for Semi-Infinite Systems of Convex Inequalities . . . . . . . . . . . . . . 31--52 Luc Moreau and Dirk Aeyels Optimization of Discontinuous Functions: a Generalized Theory of Differentiation 53--69 Alexander Shapiro and Tito Homem-de-Mello On the Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs . . . . . . . . . 70--86 Darinka Dentcheva and Werner Römisch Differential Stability of Two-Stage Stochastic Programs . . . . . . . . . . 87--112 Hou-Duo Qi and Liqun Qi A New QP-Free, Globally Convergent, Locally Superlinearly Convergent Algorithm For Inequality Constrained Optimization . . . . . . . . . . . . . . 113--132 Janos Korzak Convergence Analysis of Inexact Infeasible-Interior-Point Algorithms for Solving Linear Programming Problems . . 133--148 R. De Leone and D. Pretolani Auction Algorithms for Shortest Hyperpath Problems . . . . . . . . . . . 149--159 A. B. Levy Calm Minima in Parameterized Finite-Dimensional Optimization . . . . 160--178 Amir Beck and Marc Teboulle Global Optimality Conditions for Quadratic Optimization Problems with Binary Constraints . . . . . . . . . . . 179--188 Alexander J. Zaslavski On a Generic Existence Result in Optimization . . . . . . . . . . . . . . 189--198 Paul Armand and Jean Charles Gilbert and Sophie Jan-Jégou A Feasible BFGS Interior Point Algorithm for Solving Convex Minimization Problems 199--222 Kim-Chuan Toh Some New Search Directions for Primal-Dual Interior Point Methods in Semidefinite Programming . . . . . . . . 223--242 Kurt M. Anstreicher and Margaret H. Wright A Note on the Augmented Hessian When the Reduced Hessian is Semidefinite . . . . 243--253 K. M. Anstreicher Eigenvalue Bounds Versus Semidefinite Relaxations for the Quadratic Assignment Problem . . . . . . . . . . . . . . . . 254--265 Jean-Louis Goffin and Jean-Philippe Vial Multiple Cuts in the Analytic Center Cutting Plane Method . . . . . . . . . . 266--288
Mark Fielding Simulated Annealing With An Optimal Fixed Temperature . . . . . . . . . . . 289--307 Alberto Caprara and Hans Kellerer and Ulrich Pferschy The Multiple Subset Sum Problem . . . . 308--319 Tibor Illés and Jiming Peng and Cornelis Roos and Tamás Terlaky A Strongly Polynomial Rounding Procedure Yielding a Maximally Complementary Solution for $P_*(\kappa)$ Linear Complementarity Problems . . . . . . . . 320--340 Xiaojun Chen and Yinyu Ye On Smoothing Methods for the $P_0$ Matrix Linear Complementarity Problem 341--363 Nobuo Yamashita and Masao Fukushima The Proximal Point Algorithm with Genuine Superlinear Convergence for the Monotone Complementarity Problem . . . . 364--379 Erling D. Andersen On Primal and Dual Infeasibility Certificates in a Homogeneous Model for Convex Optimization . . . . . . . . . . 380--388 Liqun Qi and Guanglu Zhou A Smoothing Newton Method for Minimizing a Sum of Euclidean Norms . . . . . . . . 389--410 Jean-Pierre Dedieu Approximate Solutions of Analytic Inequality Systems . . . . . . . . . . . 411--425 Zsolt Páles and Vera Zeidan Optimum Problems with Measurable Set-Valued Constraints . . . . . . . . . 426--443 Michael Jünger and Volker Kaibel On the SQAP-Polytope . . . . . . . . . . 444--463 Hoang Tuy Monotonic Optimization: Problems and Solution Approaches . . . . . . . . . . 464--494 M. Bergounioux and M. Haddou and M. Hintermüller and K. Kunisch A Comparison of a Moreau--Yosida-Based Active Set Strategy and Interior Point Methods for Constrained Optimal Control Problems . . . . . . . . . . . . . . . . 495--521 Peter Gritzmann and Sven de Vries and Markus Wiegelmann Approximating Binary Images from Discrete X-Rays . . . . . . . . . . . . 522--546 Robert Mifflin and Claudia Sagastizábal On ${\mathcal{VU}}$-theory for Functions with Primal-Dual Gradient Structure . . 547--571
Charles Audet and J. E. Dennis, Jr. Pattern Search Algorithms for Mixed Variable Programming . . . . . . . . . . 573--594 F. S. Salman and J. Cheriyan and R. Ravi and S. Subramanian Approximating the Single-Sink Link-Installation Problem in Network Design . . . . . . . . . . . . . . . . . 595--610 Marielba Rojas and Sandra A. Santos and Danny C. Sorensen A New Matrix-Free Algorithm for the Large-Scale Trust-Region Subproblem . . 611--646 Mituhiro Fukuda and Masakazu Kojima and Kazuo Murota and Kazuhide Nakata Exploiting sparsity in semidefinite programming via matrix completion. I. General framework . . . . . . . . . . . 647--674 Fabián Flores-Bazán Existence Theorems for Generalized Noncoercive Equilibrium Problems: The Quasi-Convex Case . . . . . . . . . . . 675--690 Calvin A. Johnson and Ariela Sofer A Primal-Dual Method for Large-Scale Image Reconstruction in Emission Tomography . . . . . . . . . . . . . . . 691--715 R. W. H. Sargent and M. Ding A New SQP Algorithm for Large-Scale Nonlinear Programming . . . . . . . . . 716--747 G. Ravindran and M. Seetharama Gowda Regularization of $P_0$-Functions in Box Variational Inequality Problems . . . . 748--760 Layne T. Watson Theory of Globally Convergent Probability-One Homotopies for Nonlinear Programming . . . . . . . . . . . . . . 761--780 Ileana Castillo and Earl R. Barnes Chaotic Behavior of the Affine Scaling Algorithm for Linear Programming . . . . 781--795 Jean B. Lasserre Global Optimization with Polynomials and the Problem of Moments . . . . . . . . . 796--817 Manuel A. Nunez and Robert M. Freund Condition-Measure Bounds on the Behavior of the Central Trajectory of a Semidefinite Program . . . . . . . . . . 818--836 Edward J. Anderson and Michael C. Ferris A Direct Search Algorithm for Optimization with Noisy Function Evaluations . . . . . . . . . . . . . . 837--857
I. D. Coope and C. J. Price On the Convergence of Grid-Based Methods for Unconstrained Optimization . . . . . 859--869 E. de Klerk and J. Peng and C. Roos and T. Terlaky A Scaled Gauss--Newton Primal-Dual Search Direction for Semidefinite Optimization . . . . . . . . . . . . . . 870--888 Michael Ulbrich Nonmonotone Trust-Region Methods for Bound-Constrained Semismooth Equations with Applications to Nonlinear Mixed Complementarity Problems . . . . . . . . 889--917 Stefan Scholtes Convergence Properties of a Regularization Scheme for Mathematical Programs with Complementarity Constraints . . . . . . . . . . . . . . 918--936 Elijah Polak and Liqun Qi and Defeng Sun Second-Order Algorithms for Generalized Finite and Semi-Infinite Min-Max Problems . . . . . . . . . . . . . . . . 937--961 Yun-Bin Zhao and Duan Li Monotonicity of Fixed Point and Normal Mappings Associated with Variational Inequality and Its Application . . . . . 962--973 Nicholas I. M. Gould and Dominique Orban and Annick Sartenaer and Philippe L. Toint Superlinear Convergence of Primal-Dual Interior Point Algorithms for Nonlinear Programming . . . . . . . . . . . . . . 974--1002 Simeon Reich and Alexander J. Zaslavski The Set of Divergent Descent Methods in a Banach Space is \boldmath$\sigma$\unboldmath-Porous . . 1003--1018 Qun Chen and Michael C. Ferris FATCOP: a Fault Tolerant Condor--PVM Mixed Integer Programming Solver . . . . 1019--1036 Xianping Guo and Peng Shi Limiting Average Criteria For Nonstationary Markov Decision Processes 1037--1053 Dong-Hui Li and Masao Fukushima On the Global Convergence of the BFGS Method for Nonconvex Unconstrained Optimization Problems . . . . . . . . . 1054--1064 Petra Mutzel An Alternative Method to Crossing Minimization on Hierarchical Graphs . . 1065--1080 M. D. Grigoriadis and L. G. Khachiyan and L. Porkolab and J. Villavicencio Approximate Max-Min Resource Sharing for Structured Concave Optimization . . . . 1081--1091 Craig T. Lawrence and André L. Tits A Computationally Efficient Feasible Sequential Quadratic Programming Algorithm . . . . . . . . . . . . . . . 1092--1118 X. Q. Yang and X. X. Huang A Nonlinear Lagrangian Approach to Constrained Optimization Problems . . . 1119--1144 Liqun Qi and Zengxin Wei Corrigendum: ``On the Constant Positive Linear Dependence Condition and Its Application to SQP Methods [SIAM J. Optim. 10 (2000), no. 4, 963--981; MR 2001e:90100] . . . . . . . . . . . . . . 1145--1146
Kung Fu Ng and Xi Yin Zheng Error Bounds for Lower Semicontinuous Functions in Normed Spaces . . . . . . . 1--17 Lisa K. Fleischer Faster Algorithms for the Quickest Transshipment Problem . . . . . . . . . 18--35 Stephen J. Wright Effects of Finite-Precision Arithmetic on Interior-Point Methods for Nonlinear Programming . . . . . . . . . . . . . . 36--78 Aharon Ben-Tal and Tamar Margalit and Arkadi Nemirovski The Ordered Subsets Mirror Descent Optimization Method with Applications to Tomography . . . . . . . . . . . . . . . 79--108 Angelia Nedi\'c and Dimitri P. Bertsekas Incremental Subgradient Methods for Nondifferentiable Optimization . . . . . 109--138 Boris S. Mordukhovich and Ji\vrí V. Outrata On Second-Order Subdifferentials and Their Applications . . . . . . . . . . . 139--169 A. L. Dontchev and R. T. Rockafellar Ample Parameterization of Variational Inclusions . . . . . . . . . . . . . . . 170--187 William W. Hager Minimizing a Quadratic Over a Sphere . . 188--208 Philip E. Gill and Michael W. Leonard Reduced-Hessian Quasi-Newton Methods for Unconstrained Optimization . . . . . . . 209--237 Paulo José da Silva e Silva and Jonathan Eckstein and Carlos Humes Jr. Rescaling and Stepsize Selection in Proximal Methods Using Separable Generalized Distances . . . . . . . . . 238--261 Ilya Ioslovich Robust Reduction of a Class of Large-Scale Linear Programs . . . . . . 262--282
Matthias Heinkenschloss and Luís N. Vicente Analysis of Inexact Trust-Region SQP Algorithms . . . . . . . . . . . . . . . 283--302 Roberto Andreani and Ana Friedlander and Sandra A. Santos On the Resolution of the Generalized Nonlinear Complementarity Problem . . . 303--321 Victoria C. P. Chen Measuring the Goodness of Orthogonal Array Discretizations for Stochastic Programming and Stochastic Dynamic Programming . . . . . . . . . . . . . . 322--344 Monique Laurent Tighter Linear and Semidefinite Relaxations for Max-Cut Based on the Lovász--Schrijver Lift-and-Project Procedure . . . . . . . . . . . . . . . 345--375 Gianni Di Pillo and Stefano Lucidi An Augmented Lagrangian Function with Improved Exactness Properties . . . . . 376--406 Aris Daniilidis and Nicolas Hadjisavvas and Juan-Enrique Martínez-Legaz An Appropriate Subdifferential for Quasiconvex Functions . . . . . . . . . 407--420 Zili Wu and Jane J. Ye Sufficient Conditions for Error Bounds 421--435 Masao Fukushima and Zhi-Quan Luo and Paul Tseng Smoothing Functions for Second-Order-Cone Complementarity Problems . . . . . . . . . . . . . . . . 436--460 A. D. Ioffe and R. E. Lucchetti and J. P. Revalski A Variational Principle for Problems with Functional Constraints . . . . . . 461--478 Anton J. Kleywegt and Alexander Shapiro and Tito Homem-de-Mello The Sample Average Approximation Method for Stochastic Discrete Optimization . . 479--502 Samuel Burer and Renato D. C. Monteiro and Yin Zhang Rank-Two Relaxation Heuristics for MAX-CUT and Other Binary Quadratic Programs . . . . . . . . . . . . . . . . 503--521 Felipe Cucker and Javier Peña A Primal-Dual Algorithm for Solving Polyhedral Conic Systems with a Finite-Precision Machine . . . . . . . . 522--554 Krister Svanberg A Class of Globally Convergent Optimization Methods Based on Conservative Convex Separable Approximations . . . . . . . . . . . . . 555--573
Joël Benoist and Aris Daniilidis Integration of Fenchel subdifferentials of epi-pointed functions . . . . . . . . 575--582 Stephen C. Billups A Homotopy-Based Algorithm for Mixed Complementarity Problems . . . . . . . . 583--605 Stephen C. Billups and Layne T. Watson A Probability-One Homotopy Algorithm for Nonsmooth Equations and Mixed Complementarity Problems . . . . . . . . 606--626 Marina Epelman and Robert M. Freund A New Condition Measure, Preconditioners, and Relations Between Different Measures of Conditioning for Conic Linear Systems . . . . . . . . . . 627--655 Huynh Van Ngai and Michel Théra A fuzzy necessary optimality condition for non-Lipschitz optimization in Asplund spaces . . . . . . . . . . . . . 656--668 Kim-Chuan Toh and Masakazu Kojima Solving Some Large Scale Semidefinite Programs via the Conjugate Residual Method . . . . . . . . . . . . . . . . . 669--691 E. Alper Yildirim and Michael J. Todd An Interior-Point Approach to Sensitivity Analysis in Degenerate Linear Programs . . . . . . . . . . . . 692--714 Raphael A. Hauser and Yongdo Lim Self-Scaled Barriers for Irreducible Symmetric Cones . . . . . . . . . . . . 715--723 Masao Fukushima and Paul Tseng An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints . . . . . . 724--739 Lingjie Li and Zhi-Quan Luo and Timothy N. Davidson and K. Max Wong and Eloi Bossé Robust Filtering via Semidefinite Programming with Applications to Target Tracking . . . . . . . . . . . . . . . . 740--755 Jean B. Lasserre An Explicit Equivalent Positive Semidefinite Program for Nonlinear $0$-$1$ Programs . . . . . . . . . . . . 756--769 Leonid Faybusovich Self-Concordant Barriers for Cones Generated by Chebyshev Systems . . . . . 770--781 E. Alper Yildirim and Stephen J. Wright Warm-Start Strategies in Interior-Point Methods for Linear Programming . . . . . 782--810 Aharon Ben-Tal and Arkadi Nemirovski On Tractable Approximations of Uncertain Linear Matrix Inequalities Affected by Interval Uncertainty . . . . . . . . . . 811--833 James A. Tzitzouris and Jong-Shi Pang A Time-Stepping Complementarity Approach for Frictionless Systems of Rigid Bodies 834--860
A. B. Levy Scaled Stability in Variational Problems 861--874 E. de Klerk and D. V. Pasechnik Approximation of the Stability Number of a Graph via Copositive Programming . . . 875--892 Yun-Bin Zhao and Duan Li Locating the Least $2$-Norm Solution of Linear Programs via a Path-Following Method . . . . . . . . . . . . . . . . . 893--912 D. Azé and J.-N. Corvellec On the Sensitivity Analysis of Hoffman Constants for Systems of Linear Inequalities . . . . . . . . . . . . . . 913--927 Alessio Massaro and Marcello Pelillo and Immanuel M. Bomze A Complementary Pivoting Approach to the Maximum Weight Clique Problem . . . . . 928--948 Mihai Anitescu A Superlinearly Convergent Sequential Quadratically Constrained Quadratic Programming Algorithm for Degenerate Nonlinear Programming . . . . . . . . . 949--978 Philip E. Gill and Walter Murray and Michael A. Saunders SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization . . . . . . . . 979--1006 Mituhiro Fukuda and Masakazu Kojima and Masayuki Shida Lagrangian Dual Interior-Point Methods for Semidefinite Programs . . . . . . . 1007--1031 Qiji J. Zhu Necessary Conditions for Constrained Optimization Problems in Smooth Banach Spaces and Applications . . . . . . . . 1032--1047 F. Leibfritz and E. M. E. Mostafa An Interior Point Constrained Trust Region Method for a Special Class of Nonlinear Semidefinite Programming Problems . . . . . . . . . . . . . . . . 1048--1074 Robert Michael Lewis and Virginia Torczon A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds . . . . . . . . . . . 1075--1089 M. Halická and E. de Klerk and C. Roos On the Convergence of the Central Path in Semidefinite Optimization . . . . . . 1090--1099 Francisco Facchinei and Stefano Lucidi and Laura Palagi A Truncated Newton Algorithm for Large Scale Box Constrained Optimization . . . 1100--1125 Kim-Chuan Toh and Gongyun Zhao and Jie Sun A Multiple-Cut Analytic Center Cutting Plane Method for Semidefinite Feasibility Problems . . . . . . . . . . 1126--1146
Christian Kanzow and Christian Nagel Semidefinite Programs: New Search Directions, Smoothing-Type Methods, and Numerical Results . . . . . . . . . . . 1--23 Kung Fu Ng and Wei Hong Yang Error Bounds for Abstract Linear Inequality Systems . . . . . . . . . . . 24--43 Roger Fletcher and Sven Leyffer and Philippe L. Toint On the Global Convergence of a Filter--SQP Algorithm . . . . . . . . . 44--59 W\lodzimierz Ogryczak and Andrzej Ruszczy\'nski Dual Stochastic Dominance and Related Mean-Risk Models . . . . . . . . . . . . 60--78 U. M. García-Palomares and J. F. Rodríguez New Sequential and Parallel Derivative-Free Algorithms for Unconstrained Minimization . . . . . . . 79--96 Stefano Lucidi and Marco Sciandrone On the Global Convergence of Derivative-Free Methods for Unconstrained Optimization . . . . . . . 97--116 Antonio Frangioni Generalized Bundle Methods . . . . . . . 117--156 Dorin Bucur and Giuseppe Buttazzo and Nicolas Varchon On the Problem of Optimal Cutting . . . 157--167 Dinh The Luc A Multiplier Rule for Multiobjective Programming Problems with Continuous Data . . . . . . . . . . . . . . . . . . 168--178 Jiming Peng and Cornelis Roos and Tamás Terlaky Primal-Dual Interior-Point Methods for Second-Order Conic Optimization Based on Self-Regular Proximities . . . . . . . . 179--203 Satoru Iwata and Maiko Shigeno Conjugate Scaling Algorithm for Fenchel-Type Duality in Discrete Convex Optimization . . . . . . . . . . . . . . 204--211 T. Champion Tubularity and Asymptotic Convergence of Penalty Trajectories in Convex Programming . . . . . . . . . . . . . . 212--227 Chong Li and Xiao-Qing Jin Nonlinearly Constrained Best Approximation in Hilbert Spaces: The Strong CHIP and the Basic Constraint Qualification . . . . . . . . . . . . . 228--239 G. Yin and R. H. Liu and Q. Zhang Recursive Algorithms for Stock Liquidation: a Stochastic Optimization Approach . . . . . . . . . . . . . . . . 240--263 P. D. Hough and J. C. Meza A Class of Trust-Region Methods for Parallel Optimization . . . . . . . . . 264--282 Yair Censor and Gabor T. Herman Block-Iterative Algorithms with Underrelaxed Bregman Projections . . . . 283--297 Anhua Lin and Shih-Ping Han On the Distance between Two Ellipsoids 298--308
Kurt M. Anstreicher Improved Complexity for Maximum Volume Inscribed Ellipsoids . . . . . . . . . . 309--320 K. Kunisch and A. Rösch Primal-Dual Active Set Strategy for a General Class of Constrained Optimal Control Problems . . . . . . . . . . . . 321--334 Rudolf Müller and Andreas S. Schulz Transitive Packing: a Unifying Concept in Combinatorial Optimization . . . . . 335--367 A. F. Izmailov and M. V. Solodov Complementarity Constraint Qualification via the Theory of $2$-Regularity . . . . 368--385 A. F. Izmailov and M. V. Solodov Superlinearly Convergent Algorithms for Solving Singular Equations and Smooth Reformulations of Complementarity Problems . . . . . . . . . . . . . . . . 386--405 Eduardo Casas and Fredi Tröltzsch Second-Order Necessary and Sufficient Optimality Conditions for Optimization Problems and Applications to Control Theory . . . . . . . . . . . . . . . . . 406--431 Paul Tseng Convergent Infeasible Interior-Point Trust-Region Methods for Constrained Minimization . . . . . . . . . . . . . . 432--469 Stephen J. Wright Modifying SQP for Degenerate Problems 470--497 Mourad Ba\"\iou and Ali Ridha Mahjoub The Steiner Traveling Salesman Polytope and Related Polyhedra . . . . . . . . . 498--507 Alberto Caprara Additive Bounding, Worst-Case Analysis, and the Breakpoint Median Problem . . . 508--519 R. Henrion and A. Jourani Subdifferential Conditions for Calmness of Convex Constraints . . . . . . . . . 520--534 A. Ben-Tal and A. Nemirovski and C. Roos Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems . . . . . . 535--560 P. Beremlijski and J. Haslinger and M. Ko\vcvara and J. Outrata Shape Optimization in Contact Problems with Coulomb Friction . . . . . . . . . 561--587 Asen L. Dontchev and Hou-Duo Qi and Liqun Qi and Hongxia Yin A Newton Method for Shape-Preserving Spline Interpolation . . . . . . . . . . 588--602 René Henrion and Abderrahim Jourani and Ji\vri Outrata On the Calmness of a Class of Multifunctions . . . . . . . . . . . . . 603--618 Diethard Klatte and Bernd Kummer Constrained Minima and Lipschitzian Penalties in Metric Spaces . . . . . . . 619--633
Roger Fletcher and Nicholas I. M. Gould and Sven Leyffer and Philippe L. Toint and Andreas Wächter Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming . . . . . . . . . 635--659 Uwe Naumann Cheaper Jacobians by Simulated Annealing 660--674 X. X. Huang and X. Q. Yang Nonlinear Lagrangian for Multiobjective Optimization and Applications to Duality and Exact Penalization . . . . . . . . . 675--692 Yu-Hong Dai Convergence Properties of the BFGS Algorithm . . . . . . . . . . . . . . . 693--701 A. S. Lewis Active Sets, Nonsmoothness, and Sensitivity . . . . . . . . . . . . . . 702--725 Chong Li and K. F. Ng On Best Approximation by Nonconvex Sets and Perturbation of Nonconvex Inequality Systems in Hilbert Spaces . . . . . . . 726--744 R. Cominetti and M. Courdurier Coupling General Penalty Schemes for Convex Programming with the Steepest Descent and the Proximal Point Algorithm 745--765 Y. Q. Bai and M. El Ghami and C. Roos A New Efficient Large-Update Primal-Dual Interior-Point Method Based on a Finite Barrier . . . . . . . . . . . . . . . . 766--782 Michael C. Ferris and Todd S. Munson Interior-Point Methods for Massive Support Vector Machines . . . . . . . . 783--804 Michael Ulbrich Semismooth Newton Methods for Operator Equations in Function Spaces . . . . . . 805--841 Jacek Gondzio and Andreas Grothey Reoptimization With the Primal-Dual Interior Point Method . . . . . . . . . 842--864 M. Hintermüller and K. Ito and K. Kunisch The Primal-Dual Active Set Strategy as a Semismooth Newton Method . . . . . . . . 865--888 Charles Audet and J. E. Dennis, Jr. Analysis of Generalized Pattern Searches 889--903 V. Jeyakumar and D. T. Luc Sharp Variational Conditions for Convex Composite Nonsmooth Functions . . . . . 904--920 Michael C. Ferris and Jinho Lim and David M. Shepard An Optimization Approach for Radiosurgery Treatment Planning . . . . 921--937 Shoji Kamimura and Wataru Takahashi Strong Convergence of a Proximal-Type Algorithm in a Banach Space . . . . . . 938--945
V. Jeyakumar Characterizing Set Containments Involving Infinite Convex Constraints and Reverse-Convex Constraints . . . . . 947--959 Xin Chen and Houduo Qi and Paul Tseng Analysis of Nonsmooth Symmetric-Matrix-Valued Functions with Applications to Semidefinite Complementarity Problems . . . . . . . . 960--985 Christophe Combari and Lionel Thibault Epiconvergence of Convexly Composite Functions in Banach Spaces . . . . . . . 986--1003 Robert M. Freund On the Primal-Dual Geometry of Level Sets in Linear and Conic Optimization 1004--1013 Gerald Gruber and Franz Rendl Computational Experience with Stable Set Relaxations . . . . . . . . . . . . . . 1014--1028 Mohammad R. Oskoorouchi and Jean-Louis Goffin The Analytic Center Cutting Plane Method with Semidefinite Cuts . . . . . . . . . 1029--1053 Renato D. C. Monteiro and Takashi Tsuchiya A Variant of the Vavasis--Ye Layered-Step Interior-Point Algorithm for Linear Programming . . . . . . . . . 1054--1079 A. N. Iusem and T. Pennanen and B. F. Svaiter Inexact Variants of the Proximal Point Algorithm without Monotonicity . . . . . 1080--1097 Masao Fukushima and Zhi-Quan Luo and Paul Tseng A Sequential Quadratically Constrained Quadratic Programming Method for Differentiable Convex Minimization . . . 1098--1119 Z. Dostál and A. Friedlander and S. A. Santos Augmented Lagrangians with Adaptive Precision Control for Quadratic Programming with Simple Bounds and Equality Constraints . . . . . . . . . . 1120--1140 Waltraud Huyer and Arnold Neumaier A New Exact Penalty Function . . . . . . 1141--1158 Heinz H. Bauschke and Patrick L. Combettes Iterating Bregman Retractions . . . . . 1159--1173 Robert Mifflin and Claudia Sagastizábal Primal-Dual Gradient Structured Functions: Second-Order Results; Links to Epi-Derivatives and Partly Smooth Functions . . . . . . . . . . . . . . . 1174--1194 Yun-Bin Zhao and Duan Li A Globally and Locally Superlinearly Convergent Non--Interior-Point Algorithm for $P_0$ LCPs . . . . . . . . . . . . . 1195--1221 Yu-Fei Yang and Dong-Hui Li and Liqun Qi A Feasible Sequential Linear Equation Method for Inequality Constrained Optimization . . . . . . . . . . . . . . 1222--1244
J. O. Royset and E. Polak and A. Der Kiureghian Adaptive Approximations and Exact Penalization for the Solution of Generalized Semi-infinite Min-Max Problems . . . . . . . . . . . . . . . . 1--34 K. Kunisch and F. Rendl An Infeasible Active Set Method for Quadratic Problems with Simple Bounds 35--52 Yin Zhang and Liyan Gao On Numerical Solution of the Maximum Volume Ellipsoid Problem . . . . . . . . 53--76 Le Thi Hoai An and Pham Dinh Tao Large-Scale Molecular Optimization from Distance Matrices by a D.C. Optimization Approach . . . . . . . . . . . . . . . . 77--114 Rüdiger Schultz and Stephan Tiedemann Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse . . . . . . . . . 115--138 Samuel Burer Semidefinite Programming in the Space of Partial Positive Semidefinite Matrices 139--172 André L. Tits and Andreas Wächter and Sasan Bakhtiari and Thomas J. Urban and Craig T. Lawrence A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties . . . . 173--199 Xinwei Liu and Gongyun Zhao A Decomposition Method Based on SQP for a Class of Multistage Stochastic Nonlinear Programs . . . . . . . . . . . 200--222 John T. Betts and William P. Huffman Large Scale Parameter Estimation Using Sparse Nonlinear Programming Methods . . 223--244 Yinyu Ye and Shuzhong Zhang New Results on Quadratic Minimization 245--267 Paul Tseng Further Results on Approximating Nonconvex Quadratic Optimization by Semidefinite Programming Relaxation . . 268--283 Fabián Flores-Bazán Radial Epiderivatives and Asymptotic Functions in Nonconvex Vector Optimization . . . . . . . . . . . . . . 284--305
Fernando Ordóñez and Robert M. Freund Computational Experience and the Explanatory Value of Condition Measures for Linear Optimization . . . . . . . . 307--333 Zsolt Páles and Vera Zeidan Optimal Control Problems with Set-Valued Control and State Constraints . . . . . 334--358 Boris S. Mordukhovich and Jay S. Treiman and Qiji J. Zhu An Extended Extremal Principle with Applications to Multiobjective Optimization . . . . . . . . . . . . . . 359--379 Philip E. Gill and Michael W. Leonard Limited-Memory Reduced-Hessian Methods for Large-Scale Unconstrained Optimization . . . . . . . . . . . . . . 380--401 Reha H. Tütüncü Asymptotic Behavior of Continuous Trajectories for Primal-Dual Potential-Reduction Methods . . . . . . 402--414 C. J. Price and I. D. Coope Frames and Grids in Unconstrained and Linearly Constrained Optimization: a Nonsmooth Approach . . . . . . . . . . . 415--438 Houduo Qi and Liqun Qi and Defeng Sun Solving Karush--Kuhn--Tucker Systems via the Trust Region and the Conjugate Gradient Methods . . . . . . . . . . . . 439--463 J. Borwein and R. Choksi and P. Maréchal Probability Distributions of Assets Inferred from Option Prices via the Principle of Maximum Entropy . . . . . . 464--478 Hiroshi Yamashita and Hiroshi Yabe An Interior Point Method with a Primal-Dual Quadratic Barrier Penalty Function for Nonlinear Optimization . . 479--499 Chek Beng Chua Relating Homogeneous Cones and Positive Definite Cones via $T$-Algebras . . . . 500--506 T. Zolezzi Condition Number Theorems in Optimization . . . . . . . . . . . . . . 507--516 C. Zualinescu Sharp Estimates for Hoffman's Constant for Systems of Linear Inequalities and Equalities . . . . . . . . . . . . . . . 517--533 V. Jeyakumar and G. M. Lee and N. Dinh New Sequential Lagrange Multiplier Conditions Characterizing Optimality without Constraint Qualification for Convex Programs . . . . . . . . . . . . 534--547 Darinka Dentcheva and Andrzej Ruszczynski Optimization with Stochastic Dominance Constraints . . . . . . . . . . . . . . 548--566 Elizabeth D. Dolan and Robert Michael Lewis and Virginia Torczon On the Local Convergence of Pattern Search . . . . . . . . . . . . . . . . . 567--583 Chong Li and K. F. Ng Constraint Qualification, the Strong CHIP, and Best Approximation with Convex Constraints in Banach Spaces . . . . . . 584--607 M. A. Goberna and M. A. López and M. I. Todorov Extended Active Constraints in Linear Optimization with Applications . . . . . 608--619
Zili Wu and Jane J. Ye First-Order and Second-Order Conditions for Error Bounds . . . . . . . . . . . . 621--645 Clóvis C. Gonzaga and Elizabeth Karas and Márcia Vanti A Globally Convergent Filter Method for Nonlinear Programming . . . . . . . . . 646--669 Kim-Chuan Toh Solving Large Scale Semidefinite Programs via an Iterative Solver on the Augmented Systems . . . . . . . . . . . 670--698 Kazuo Murota On Steepest Descent Algorithms for Discrete Convex Functions . . . . . . . 699--707 M. J. Appel and R. LaBarre and D. Radulovic On Accelerated Random Search . . . . . . 708--731 Paul C. Kainen and V\vera K\ocircurková and Marcello Sanguineti Minimization of Error Functionals over Variable-Basis Functions . . . . . . . . 732--742 A. Fuduli and M. Gaudioso and G. Giallombardo Minimizing Nonconvex Nonsmooth Functions via Cutting Planes and Proximity Control 743--756 Xi Yin Zheng and Kung Fu Ng Metric Regularity and Constraint Qualifications for Convex Inequalities on Banach Spaces . . . . . . . . . . . . 757--772 Felipe Alvarez Weak Convergence of a Relaxed and Inertial Hybrid Projection-Proximal Point Algorithm for Maximal Monotone Operators in Hilbert Space . . . . . . . 773--782 Jie Sun and Defeng Sun and Liqun Qi A Squared Smoothing Newton Method for Nonsmooth Matrix Equations and Its Applications in Semidefinite Optimization Problems . . . . . . . . . 783--806 Krzysztof C. Kiwiel Convergence of Approximate and Incremental Subgradient Methods for Convex Optimization . . . . . . . . . . 807--840 A. Holder Simultaneous Data Perturbations and Analytic Center Convergence . . . . . . 841--868 Genevi\`eve Salmon and Jean-Jacques Strodiot and Van Hien Nguyen A Bundle Method for Solving Variational Inequalities . . . . . . . . . . . . . . 869--893 A. Frangioni and C. Gentile New Preconditioners for KKT Systems of Network Flow Problems . . . . . . . . . 894--913 Christian Jansson Rigorous Lower and Upper Bounds in Linear Programming . . . . . . . . . . . 914--935 Christian Kanzow and Christian Nagel Corrigendum: Semidefinite Programs: New Search Directions, Smoothing-Type Methods, and Numerical Results . . . . . 936--937
Tamara G. Kolda and Virginia J. Torczon On the Convergence of Asynchronous Parallel Pattern Search . . . . . . . . 939--964 Leonid Faybusovich and Michael Gekhtman Calculation of Universal Barrier Functions for Cones Generated by Chebyshev Systems Over Finite Sets . . . 965--979 Charles Audet and J. E. Dennis, Jr. A Pattern Search Filter Method for Nonlinear Programming without Derivatives . . . . . . . . . . . . . . 980--1010 Zili Wu and Soon-yi Wu Weak Sharp Solutions of Variational Inequalities in Hilbert Spaces . . . . . 1011--1027 Avi Giloni and Manfred Padberg The Finite Sample Breakdown Point of \boldmath$\ell_1$-Regression . . . . . . 1028--1042 Hongchao Zhang and William W. Hager A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization . . . . . . . . . . . . . . 1043--1056 L. R. Huang and K. F. Ng On First- and Second-Order Conditions for Error Bounds . . . . . . . . . . . . 1057--1073 Stephen J. Wright and Matthew J. Tenny A Feasible Trust-Region Sequential Quadratic Programming Algorithm . . . . 1074--1105 V. Jeyakumar and N. D. Yen Solution Stability of Nonsmooth Continuous Systems with Applications to Cone-Constrained Optimization . . . . . 1106--1127 A. J. J. Talman and Y. Yamamoto Continuum of Zero Points of a Mapping on a Compact, Convex Set . . . . . . . . . 1128--1139 Zhi-Quan Luo and Jos F. Sturm and Shuzhong Zhang Multivariate Nonnegative Quadratic Mappings . . . . . . . . . . . . . . . . 1140--1162 Xinwei Liu and Jie Sun A Robust Primal-Dual Interior-Point Algorithm for Nonlinear Programs . . . . 1163--1186 G. Yin and Vikram Krishnamurthy and Cristina Ion Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization . . . . . . . . 1187--1215 Pedro Alberto and Fernando Nogueira and Humberto Rocha and Luís N. Vicente Pattern Search Methods for User-Provided Points: Application to Molecular Geometry Problems . . . . . . . . . . . 1216--1236 Alexander Shapiro and Shabbir Ahmed On a Class of Minimax Stochastic Programs . . . . . . . . . . . . . . . . 1237--1249
Hans L. Bodlaender and Hajo Broersma and Fedor V. Fomin and Artem V. Pyatkin and Gerhard J. Woeginger Radio Labeling with Preassigned Frequencies . . . . . . . . . . . . . . 1--16 Nicholas I. M. Gould and Sven Leyffer and Philippe L. Toint A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares . . . . . . . . . . . . . 17--38 Georg Stadler Semismooth Newton and Augmented Lagrangian Methods for a Simplified Friction Problem . . . . . . . . . . . . 39--62 Daniel Bienstock and Mark Zuckerberg Subset Algebra Lift Operators for $0$-$1$ Integer Programming . . . . . . 63--95 Renato D. C. Monteiro and Jerome W. O'Neal and Takashi Tsuchiya Uniform Boundedness of a Preconditioned Normal Matrix Used in Interior-Point Methods . . . . . . . . . . . . . . . . 96--100 Y. Q. Bai and M. El Ghami and C. Roos A Comparative Study of Kernel Functions for Primal-Dual Interior-Point Algorithms in Linear Optimization . . . 101--128 Anhua Lin and Shih-Ping Han A Class of Methods for Projection on the Intersection of Several Ellipsoids . . . 129--138 H. Yabe and H. J. Martinez and R. A. Tapia On Sizing and Shifting the BFGS Update within the Sized-Broyden Family of Secant Updates . . . . . . . . . . . . . 139--160 Dominikus Noll and Mounir Torki and Pierre Apkarian Partially Augmented Lagrangian Method for Matrix Inequality Constraints . . . 161--184 Dimitris Bertsimas and Karthik Natarajan and Chung-Piaw Teo Probabilistic Combinatorial Optimization: Moments, Semidefinite Programming, and Asymptotic Bounds . . . 185--209 A. F. Izmailov and M. V. Solodov Newton-Type Methods for Optimization Problems without Constraint Qualifications . . . . . . . . . . . . . 210--228 Arkadi Nemirovski Prox-Method with Rate of Convergence $O(1/t)$ for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems . . . . . . . . . 229--251 Jane J. Ye Nondifferentiable Multiplier Rules for Optimization and Bilevel Optimization Problems . . . . . . . . . . . . . . . . 252--274 Liqun Qi and Zhong Wan and Yu-Fei Yang Global Minimization of Normal Quartic Polynomials Based on Global Descent Directions . . . . . . . . . . . . . . . 275--302 Rafael Correa and Hector Ramirez C. A Global Algorithm for Nonlinear Semidefinite Programming . . . . . . . . 303--318
Renato D. C. Monteiro and Takashi Tsuchiya A New Iteration-Complexity Bound for the MTY Predictor-Corrector Algorithm . . . 319--347 Zhaosong Lu and Renato D. C. Monteiro Error Bounds and Limiting Behavior of Weighted Paths Associated with the SDP Map $X^{1/2}SX^{1/2}$ . . . . . . . . . 348--374 O. L. Mangasarian Knowledge-Based Linear Programming . . . 375--382 Jean B. Lasserre Polynomial Programming: LP-Relaxations Also Converge . . . . . . . . . . . . . 383--393 Abdeljelil Baccari and Abdelhamid Trad On the Classical Necessary Second-Order Optimality Conditions in the Presence of Equality and Inequality Constraints . . 394--408 A. N. Daryina and A. F. Izmailov and M. V. Solodov A Class of Active-Set Newton Methods for Mixed Complementarity Problems . . . . . 409--429 Adam B. Levy A Generic Algorithm for Solving Inclusions . . . . . . . . . . . . . . . 430--455 Sien Deng and X. Q. Yang Weak Sharp Minima in Multicriteria Linear Programming . . . . . . . . . . . 456--460 Vera Kurková and Marcello Sanguineti Error Estimates for Approximate Optimization by the Extended Ritz Method 461--487 Chong Li and K. F. Ng On Constraint Qualification for an Infinite System of Convex Inequalities in a Banach Space . . . . . . . . . . . 488--512 Enrico Miglierina and Elena Molho Convergence of Minimal Sets in Convex Vector Optimization . . . . . . . . . . 513--526 Jorge Alvarez-Mena and Onésimo Hernández-Lerma Convergence and Approximation of Optimization Problems . . . . . . . . . 527--539 Radu Ioan Bot and Gert Wanka Farkas-Type Results With Conjugate Functions . . . . . . . . . . . . . . . 540--554 Alexandre Cabot Proximal Point Algorithm Controlled by a Slowly Vanishing Term: Applications to Hierarchical Minimization . . . . . . . 555--572 P. Barone and M. Caramia A Fast Automatic Algorithm for Image Denoising by a Regularization Method . . 573--592 Shunsuke Hayashi and Nobuo Yamashita and Masao Fukushima A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems . . . . . . . . 593--615 Fredi Tröltzsch Regular Lagrange Multipliers for Control Problems with Mixed Pointwise Control-State Constraints . . . . . . . 616--634
Sanjay Mehrotra and Zhifeng Li Convergence Conditions and Krylov Subspace-Based Corrections for Primal-Dual Interior-Point Method . . . 635--653 Christian Kanzow and Christian Nagel Quadratic Convergence of a Nonsmooth Newton-Type Method for Semidefinite Programs Without Strict Complementarity 654--672 Stephen J. Wright An Algorithm for Degenerate Nonlinear Programming with Rapid Local Convergence 673--696 Sunyoung Kim and Masakazu Kojima and Hayato Waki Generalized Lagrangian Duals and Sums of Squares Relaxations of Sparse Polynomial Optimization Problems . . . . . . . . . 697--719 Arvind U. Raghunathan and Lorenz T. Biegler An Interior Point Method for Mathematical Programs with Complementarity Constraints (MPCCs) . . 720--750 James V. Burke and Adrian S. Lewis and Michael L. Overton A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization . . . 751--779 Dimitris Bertsimas and Ioana Popescu Optimal Inequalities in Probability Theory: a Convex Optimization Approach 780--804 Markus Schweighofer Optimization of Polynomials on Compact Semialgebraic Sets . . . . . . . . . . . 805--825 Qin Ni Optimality Conditions for Trust-Region Subproblems Involving a Conic Model . . 826--837 H. Edwin Romeijn and Ravindra K. Ahuja and James F. Dempsey and Arvind Kumar A Column Generation Approach to Radiation Therapy Treatment Planning Using Aperture Modulation . . . . . . . 838--862 Michael P. Friedlander and Michael A. Saunders A Globally Convergent Linearly Constrained Lagrangian Method for Nonlinear Optimization . . . . . . . . . 863--897 Georg Ch. Pflug and Heinz Weisshaupt Probability Gradient Estimation by Set-Valued Calculus and Applications in Network Design . . . . . . . . . . . . . 898--914 Raphael Hauser and Jelena Nedic The Continuous Newton--Raphson Method Can Look Ahead . . . . . . . . . . . . . 915--925 Francisco Guerra Vázquez and Jan-J. Rückmann Extensions of the Kuhn--Tucker Constraint Qualification to Generalized Semi-infinite Programming . . . . . . . 926--937 Constantino M. Lagoa and Xiang Li and Mario Sznaier Probabilistically Constrained Linear Programs and Risk-Adjusted Controller Design . . . . . . . . . . . . . . . . . 938--951
Henri Bonnel and Alfredo Noel Iusem and Benar Fux Svaiter Proximal Methods in Vector Optimization 953--970 Jorge Villavicencio Solving Multicommodity Flow Problems by an Approximation Scheme . . . . . . . . 971--986 Dinh The Luc and Thai Quynh Phong and Michel Volle Scalarizing Functions for Generating the Weakly Efficient Solution Set in Convex Multiobjective Problems . . . . . . . . 987--1001 Michael Hintermüller and Luís N. Vicente Space Mapping for Optimal Control of Partial Differential Equations . . . . . 1002--1025 Xi Yin Zheng and Kung Fu Ng Perturbation Analysis of Error Bounds for Systems of Conic Linear Inequalities in Banach Spaces . . . . . . . . . . . . 1026--1041 Kung Fu Ng and Wei Hong Yang Error Bounds for Some Convex Functions and Distance Composite Functions . . . . 1042--1056 S. Lucidi and V. Piccialli and M. Sciandrone An Algorithm Model for Mixed Variable Programming . . . . . . . . . . . . . . 1057--1084 Juan González-Hernández and Onésimo Hernández-Lerma Extreme Points of Sets of Randomized Strategies in Constrained Optimization and Control Problems . . . . . . . . . . 1085--1104 Jiming Peng and Tamás Terlaky and Yunbin Zhao A Predictor-Corrector Algorithm for Linear Optimization Based on a Specific Self-Regular Proximity Function . . . . 1105--1127 X. L. Sun and D. Li and K. I. M. McKinnon On Saddle Points of Augmented Lagrangians for Constrained Nonconvex Optimization . . . . . . . . . . . . . . 1128--1146 Zhaosong Lu and Renato D. C. Monteiro A Note on the Local Convergence of a Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Based on the Alizadeh--Haeberly--Overton Search Direction . . . . . . . . . . . . . . . 1147--1154 Miguel A. Goberna and Mercedes Larriqueta and Virginia Vera de Serio On the Stability of the Extreme Point Set in Linear Optimization . . . . . . . 1155--1169 W. P. Baritompa and D. W. Bulger and G. R. Wood Grover's Quantum Algorithm Applied to Global Optimization . . . . . . . . . . 1170--1184 Ekkehard Köhler and Martin Skutella Flows over Time with Load-Dependent Transit Times . . . . . . . . . . . . . 1185--1202 Mihai Anitescu On Using the Elastic Mode in Nonlinear Programming Approaches to Mathematical Programs with Complementarity Constraints . . . . . . . . . . . . . . 1203--1236 Dennis Cheung and Felipe Cucker and Raphael Hauser Tail Decay and Moment Estimates of a Condition Number for Random Linear Conic Systems . . . . . . . . . . . . . . . . 1237--1261
Andreas Wächter and Lorenz T. Biegler Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence . . . . . . . . . . . . . . 1--31 Andreas Wächter and Lorenz T. Biegler Line Search Filter Methods for Nonlinear Programming: Local Convergence . . . . . 32--48 Ping-Qi Pan A Revised Dual Projective Pivot Algorithm for Linear Programming . . . . 49--68 Andreas Eichhorn and Werner Römisch Polyhedral Risk Measures in Stochastic Programming . . . . . . . . . . . . . . 69--95 Diethard Klatte and Bernd Kummer Strong Lipschitz Stability of Stationary Solutions for Nonlinear Programs and Variational Inequalities . . . . . . . . 96--119 Mihai Anitescu Global Convergence of an Elastic Mode Approach for a Class of Mathematical Programs with Complementarity Constraints . . . . . . . . . . . . . . 120--145 Claudia Sagastizábal and Mikhail Solodov An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter . . . . . . . . . . . . . . 146--169 William W. Hager and Hongchao Zhang A New Conjugate Gradient Method with Guaranteed Descent and an Efficient Line Search . . . . . . . . . . . . . . . . . 170--192 Mihály Csaba Markót and Tibor Csendes A New Verified Optimization Technique for the ``Packing Circles in a Unit Square'' Problems . . . . . . . . . . . 193--219 Gerhard Reinelt and Dirk Oliver Theis Transformation of Facets of the General Routing Problem Polytope . . . . . . . . 220--234 Yu. Nesterov Excessive Gap Technique in Nonsmooth Convex Minimization . . . . . . . . . . 235--249 Alexander J. Zaslavski A Sufficient Condition for Exact Penalty in Constrained Optimization . . . . . . 250--262 Charles Fortin Computing the Local-Nonglobal Minimizer of a Large Scale Trust-Region Subproblem 263--296 M. Marshall Error Estimates in the Optimization of Degree Two Polynomials on a Discrete Hypercube . . . . . . . . . . . . . . . 297--309
Chong Li and K. F. Ng Strong CHIP for Infinite System of Closed Convex Sets in Normed Linear Spaces . . . . . . . . . . . . . . . . . 311--340 Nick I. M. Gould and Caroline Sainvitu and Philippe L. Toint A Filter-Trust-Region Method for Unconstrained Optimization . . . . . . . 341--357 D. Aussel and N. Hadjisavvas Adjusted Sublevel Sets, Normal Operator, and Quasi-convex Programming . . . . . . 358--367 Thomas Lachand-Robert and Édouard Oudet Minimizing within Convex Bodies Using a Convex Hull Method . . . . . . . . . . . 368--379 Kevin K. H. Cheung On Lovász--Schrijver Lift-and-Project Procedures on the Dantzig--Fulkerson--Johnson Relaxation of the TSP . . . . . . . . . . . . . . . 380--399 Wenbao Ai and Shuzhong Zhang An $O(\sqrt[n]{L})$ Iteration Primal-dual Path-following Method, Based on Wide Neighborhoods and Large Updates, for Monotone LCP . . . . . . . . . . . . 400--417 R. Baker Kearfott and Siriporn Hongthong Validated Linear Relaxations and Preprocessing: Some Experiments . . . . 418--433 D. Cantone and G. Cincotti and A. Ferro and A. Pulvirenti An Efficient Approximate Algorithm for the $1$-Median Problem in Metric Spaces 434--451 Toshihiro Matsumoto An Algebraic Condition Equivalent to Strong Stability of Stationary Solutions of Nonlinear Positive Semidefinite Programs . . . . . . . . . . . . . . . . 452--470 Richard H. Byrd and Nicholas I. M. Gould and Jorge Nocedal and Richard A. Waltz On the Convergence of Successive Linear-Quadratic Programming Algorithms 471--489 Dorina Jibetean and Monique Laurent Semidefinite Approximations for Global Unconstrained Polynomial Optimization 490--514 Mark A. Abramson Second-Order Behavior of Pattern Search 515--530 P.-A. Absil Convergence of the Iterates of Descent Methods for Analytic Cost Functions . . 531--547 Jérome M. B. Walmag and Éric J. M. Delhez A Note on Trust-Region Radius Update . . 548--562 Tamara G. Kolda Revisiting Asynchronous Parallel Pattern Search for Nonlinear Optimization . . . 563--586 Victor DeMiguel and Michael P. Friedlander and Francisco J. Nogales and Stefan Scholtes A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints . . . . . . . . . . . . . . 587--609 Jean B. Lasserre Sum of Squares Approximation of Polynomials, Nonnegative on a Real Algebraic Set . . . . . . . . . . . . . 610--628
M. J. Cánovas and M. A. López and J. Parra and F. J. Toledo Distance to Solvability/Unsolvability in Linear Optimization . . . . . . . . . . 629--649 Elijah Polak and Michael Wetter Precision Control for Generalized Pattern Search Algorithms with Adaptive Precision Function Evaluations . . . . . 650--669 Huifu Xu An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints . . . . . . . . . . . . . . 670--696 Alfred Auslender and Marc Teboulle Interior Gradient and Proximal Methods for Convex and Conic Optimization . . . 697--725 Samuel Burer and Dieter Vandenbussche Solving Lift-and-Project Relaxations of Binary Integer Programs . . . . . . . . 726--750 Jean B. Lasserre A Sum of Squares Approximation of Nonnegative Polynomials . . . . . . . . 751--765 Dimitri P. Bertsekas and Asuman E. Ozdaglar and Paul Tseng Enhanced Fritz John Conditions for Convex Programming . . . . . . . . . . . 766--797 Qiya Hu and Jun Zou Nonlinear Inexact Uzawa Algorithms for Linear and Nonlinear Saddle-point Problems . . . . . . . . . . . . . . . . 798--825 Giuseppe Buttazzo and Aldo Pratelli and Eugene Stepanov Optimal Pricing Policies for Public Transportation Networks . . . . . . . . 826--853 Gerard van der Laan and Dolf Talman and Zaifu Yang Refinements of Stationary Points with Applications to Noncooperative Games and Economics . . . . . . . . . . . . . . . 854--870 Shuzhong Zhang and Yongwei Huang Complex Quadratic Optimization and Semidefinite Programming . . . . . . . . 871--890 Elizabeth D. Dolan and Jorge J. Moré and Todd S. Munson Optimality Measures for Performance Profiles . . . . . . . . . . . . . . . . 891--909 Yaroslav D. Sergeyev and Dmitri E. Kvasov Global Search Based on Efficient Diagonal Partitions and a Set of Lipschitz Constants . . . . . . . . . . 910--937
Tae Roh and Lieven Vandenberghe Discrete Transforms, Semidefinite Programming, and Sum-of-Squares Representations of Nonnegative Polynomials . . . . . . . . . . . . . . 939--964 Jorge R. Vera and Iván Derpich Incorporating Condition Measures in the Context of Combinatorial Optimization 965--985 Yu-Hong Dai Fast Algorithms for Projection on an Ellipsoid . . . . . . . . . . . . . . . 986--1006 Krzysztof C. Kiwiel A Proximal Bundle Method with Approximate Subgradient Linearizations 1007--1023 Alfred Müller and Marco Scarsini Stochastic Order Relations and Lattices of Probability Measures . . . . . . . . 1024--1043 Harald Günzel and Francisco Guerra Vazquez and Hubertus Th. Jongen Critical Value Functions have Finite Modulus of Concavity . . . . . . . . . . 1044--1053 G. Liuzzi and S. Lucidi and M. Sciandrone A Derivative-Free Algorithm for Linearly Constrained Finite Minimax Problems . . 1054--1075 Luis F. Zuluaga and Juan Vera and Javier Peña LMI Approximations for Cones of Positive Semidefinite Forms . . . . . . . . . . . 1076--1091 Chek Beng Chua A New Notion of Weighted Centers for Semidefinite Programming . . . . . . . . 1092--1109 C. Roos A Full-Newton Step $O(n)$ Infeasible Interior-Point Algorithm for Linear Optimization . . . . . . . . . . . . . . 1110--1136 Qin Ni and Chen Ling and Liqun Qi and Kok Lay Teo A Truncated Projected Newton-Type Algorithm for Large-Scale Semi-infinite Programming . . . . . . . . . . . . . . 1137--1154 A. Fügenschuh and M. Herty and A. Klar and A. Martin Combinatorial and Continuous Models for the Optimization of Traffic Flows on Networks . . . . . . . . . . . . . . . . 1155--1176 M. Hintermüller and M. Hinze A SQP-Semismooth Newton-type Algorithm applied to Control of the Instationary Navier--Stokes System Subject to Control Constraints . . . . . . . . . . . . . . 1177--1200 Moritz Diehl and Florian Jarre and Christoph H. Vogelbusch Loss of Superlinear Convergence for an SQP-Type Method with Conic Constraints 1201--1210 Bharath Kumar Rangarajan Polynomial Convergence of Infeasible-Interior-Point Methods over Symmetric Cones . . . . . . . . . . . . 1211--1229 Natalia Nadezhkina and Wataru Takahashi Strong Convergence Theorem by a Hybrid Method for Nonexpansive Mappings and Lipschitz-Continuous Monotone Mappings 1230--1241
Juan F. Camino and J. William Helton and Robert E. Skelton Solving Matrix Inequalities whose Unknowns are Matrices . . . . . . . . . 1--36 Yun-Bin Zhao and Shu-Cherng Fang and Duan Li Constructing Generalized Mean Functions Using Convex Functions with Regularity Conditions . . . . . . . . . . . . . . . 37--51 Sven Leyffer and Gabriel López-Calva and Jorge Nocedal Interior Methods for Mathematical Programs with Complementarity Constraints . . . . . . . . . . . . . . 52--77 Hoang Tuy and Michel Minoux and N. T. Hoai-Phuong Discrete Monotonic Optimization with Application to a Discrete Location Problem . . . . . . . . . . . . . . . . 78--97 Amir Beck and Aharon Ben-Tal On the Solution of the Tikhonov Regularization of the Total Least Squares Problem . . . . . . . . . . . . 98--118 André L. Tits and P. A. Absil and William P. Woessner Constraint Reduction for Linear Programs with Many Inequality Constraints . . . . 119--146 Miguel A. Goberna and Maxim I. Todorov and Virginia N. Vera de Serio On the Stability of Convex-valued Mappings and Their Relative Boundary and Extreme Points Set Mappings . . . . . . 147--158 Michael Hintermüller and Karl Kunisch Path-following Methods for a Class of Constrained Minimization Problems in Function Space . . . . . . . . . . . . . 159--187 Charles Audet and J. E. Dennis, Jr. Mesh Adaptive Direct Search Algorithms for Constrained Optimization . . . . . . 188--217 Hayato Waki and Sunyoung Kim and Masakazu Kojima and Masakazu Muramatsu Sums of Squares and Semidefinite Program Relaxations for Polynomial Optimization Problems with Structured Sparsity . . . 218--242 X. X. Huang and X. Q. Yang Generalized Levitin--Polyak Well-Posedness in Constrained Optimization . . . . . . . . . . . . . . 243--258 Roger Fletcher and Sven Leyffer and Danny Ralph and Stefan Scholtes Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints . . . . . . . . . . . . . . 259--286 Zhaosong Lu and Renato D. C. Monteiro and Jerome W. O'Neal An Iterative Solver-Based Infeasible Primal-Dual Path-Following Algorithm for Convex Quadratic Programming . . . . . . 287--310
Dorit S. Hochbaum and Asaf Levin Optimizing over Consecutive $1$'s and Circular $1$'s Constraints . . . . . . . 311--330 Klaus Jansen Approximation Algorithm for the Mixed Fractional Packing and Covering Problem 331--352 Wen Song Calmness and Error Bounds for Convex Constraint Systems . . . . . . . . . . . 353--371 D. Li and X. L. Sun and F. L. Wang Convergent Lagrangian and Contour Cut Method for Nonlinear Integer Programming with a Quadratic Objective Function . . 372--400 Lifeng Chen and Yongli Wang and Guoping He A Feasible Active Set QP-Free Method for Nonlinear Programming . . . . . . . . . 401--429 Paul T. Boggs and Kevin R. Long and Stephen B. Margolis and Patricia A. Howard Rapid Source Inversion for Chemical/Biological Attacks, Part 1: The Steady-State Case . . . . . . . . . . . 430--458 E. Erdougan and G. Iyengar An Active Set Method for Single-Cone Second-Order Cone Programs . . . . . . . 459--484 Juan González-Hernández and J. Rigoberto Gabriel and Onésimo Hernández-Lerma On Solutions to the Mass Transfer Problem . . . . . . . . . . . . . . . . 485--499 Nguyen Thi Hong Linh and Jean-Paul Penot Optimality Conditions for Quasiconvex Programs . . . . . . . . . . . . . . . . 500--510 H. Heitsch and W. Römisch and C. Strugarek Stability of Multistage Stochastic Programs . . . . . . . . . . . . . . . . 511--525 William W. Hager and Hongchao Zhang A New Active Set Algorithm for Box Constrained Optimization . . . . . . . . 526--557 L. Faybusovich Jordan-Algebraic Approach to Convexity Theorems for Quadratic Mappings . . . . 558--576 Christina Oberlin and Stephen J. Wright Active Set Identification in Nonlinear Programming . . . . . . . . . . . . . . 577--605 Mark A. Abramson and Charles Audet Convergence of Mesh Adaptive Direct Search to Second-Order Stationary Points 606--619
E. Alper Yildirim On the Minimum Volume Covering Ellipsoid of Ellipsoids . . . . . . . . . . . . . 621--641 Charles Audet and Dominique Orban Finding Optimal Algorithmic Parameters Using Derivative-Free Optimization . . . 642--664 Petra Mutzel and René Weiskircher Bend Minimization in Planar Orthogonal Drawings Using Integer Programming . . . 665--687 César Gutiérrez and Bienvenido Jiménez and Vicente Novo A Unified Approach and Optimality Conditions for Approximate Solutions of Vector Optimization Problems . . . . . . 688--710 Zhi Cai and Kim-Chuan Toh Solving Second Order Cone Programming via a Reduced Augmented System Approach 711--737 John Zweck and Susan E. Minkoff Modeling Compensation for Optical Fiber Communication Systems . . . . . . . . . 738--775 A. Rösch and F. Tröltzsch Sufficient Second-Order Optimality Conditions for an Elliptic Optimal Control Problem with Pointwise Control-State Constraints . . . . . . . 776--794 Yiran He and Jie Sun Second-Order Sufficient Conditions for Error Bounds in Banach Spaces . . . . . 795--805 Jesús A. De Loera and Shmuel Onn All Linear and Integer Programs Are Slim 3-Way Transportation Programs . . . . . 806--821 Jean B. Lasserre Convergent SDP-Relaxations in Polynomial Optimization with Sparsity . . . . . . . 822--843 Amir Beck and Yonina C. Eldar Strong Duality in Nonconvex Quadratic Optimization with Two Quadratic Constraints . . . . . . . . . . . . . . 844--860 Jacqueline Morgan and Vincenzo Scalzo Discontinuous but Well-Posed Optimization Problems . . . . . . . . . 861--870 Xing Liu and Florian A. Potra Corrector-Predictor Methods for Sufficient Linear Complementarity Problems in a Wide Neighborhood of the Central Path . . . . . . . . . . . . . . 871--890 Fanwen Meng and Huifu Xu A Regularized Sample Average Approximation Method for Stochastic Mathematical Programs with Nonsmooth Equality Constraints . . . . . . . . . . 891--919 Markus Schweighofer Global Optimization of Polynomials Using Gradient Tentacles and Sums of Squares 920--942
Tamara G. Kolda and Robert Michael Lewis and Virginia Torczon Stationarity Results for Generating Set Search for Linearly Constrained Optimization . . . . . . . . . . . . . . 943--968 Arkadi Nemirovski and Alexander Shapiro Convex Approximations of Chance Constrained Programs . . . . . . . . . . 969--996 Serge Dégerine and Abdelhamid Za\"\idi Determinant Maximization of a Nonsymmetric Matrix with Quadratic Constraints . . . . . . . . . . . . . . 997--1014 Krzysztof C. Kiwiel A Proximal-Projection Bundle Method for Lagrangian Relaxation, Including Semidefinite Programming . . . . . . . . 1015--1034 Hermann Schichl and Arnold Neumaier Transposition Theorems and Qualification-Free Optimality Conditions 1035--1055 M. Kanat Camlibel and Jong-Shi Pang and Jinglai Shen Lyapunov Stability of Complementarity and Extended Systems . . . . . . . . . . 1056--1101 Michael W. Carter and Holly H. Jin and Michael A. Saunders and Yinyu Ye SpaseLoc: An Adaptive Subproblem Algorithm for Scalable Wireless Sensor Network Localization . . . . . . . . . . 1102--1128 Akiko Yoshise Interior Point Trajectories and a Homogeneous Model for Nonlinear Complementarity Problems over Symmetric Cones . . . . . . . . . . . . . . . . . 1129--1153 Xi Yin Zheng and Kung Fu Ng The Lagrange Multiplier Rule for Multifunctions in Banach Spaces . . . . 1154--1175 Carlos Eduardo Ferreira and Fernando M. de Oliveira Filho New Reduction Techniques for the Group Steiner Tree Problem . . . . . . . . . . 1176--1188 Raffaele Pesenti and Franca Rinaldi The Image Containment Problem and Some Classes of Polynomial Instances . . . . 1189--1204 Jérôme Bolte and Aris Daniilidis and Adrian Lewis The \Lojasiewicz Inequality for Nonsmooth Subanalytic Functions with Applications to Subgradient Dynamical Systems . . . . . . . . . . . . . . . . 1205--1223 Amir Beck Quadratic Matrix Programming . . . . . . 1224--1238 Radu Ioan Bo and Sorin-Mihai Grad and Gert Wanka Maximal Monotonicity for the Precomposition with a Linear Operator 1239--1252 Masao Fukushima and Paul Tseng An Implementable Active-Set Algorithm for Computing a $B$-Stationary Point of a Mathematical Program with Linear Complementarity Constraints: Erratum . . 1253--1257
Zhi-Quan Luo and Nicholas D. Sidiropoulos and Paul Tseng and Shuzhong Zhang Approximation Bounds for Quadratic Optimization with Homogeneous Quadratic Constraints . . . . . . . . . . . . . . 1--28 Doron Blatt and Alfred O. Hero and Hillel Gauchman A Convergent Incremental Gradient Method with a Constant Step Size . . . . . . . 29--51 Raphael Hauser and Jelena Nedi On the Relationship between the Convergence Rates of Iterative and Continuous Processes . . . . . . . . . . 52--64 Ye Lu and Ya-Xiang Yuan An Interior-Point Trust-Region Algorithm for General Symmetric Cone Programming 65--86 Javier Peña and Juan Vera and Luis F. Zuluaga Computing the Stability Number of a Graph Via Linear and Semidefinite Programming . . . . . . . . . . . . . . 87--105 S. Gratton and A. S. Lawless and N. K. Nichols Approximate Gauss--Newton Methods for Nonlinear Least Squares Problems . . . . 106--132 Raymond Hemmecke and Robert Weismantel Representation of Sets of Lattice Points 133--137 Xiaoling Hou and András Prékopa Monge Property and Bounding Multivariate Probability Distribution Functions with Given Marginals and Covariances . . . . 138--155 Paul Tseng Second-Order Cone Programming Relaxation of Sensor Network Localization . . . . . 156--185 Jiming Peng and Yu Wei Approximating $K$-means-type Clustering via Semidefinite Programming . . . . . . 186--205 Sanjay Mehrotra and M. Gökhan Özevin Decomposition-Based Interior Point Methods for Two-Stage Stochastic Semidefinite Programming . . . . . . . . 206--222 Janez Povh and Franz Rendl A Copositive Programming Approach to Graph Partitioning . . . . . . . . . . . 223--241 Mikhail V. Solodov A Bundle Method for a Class of Bilevel Nonsmooth Convex Minimization Problems 242--259 Kunibert G. Siebert and Andreas Veeser A Unilaterally Constrained Quadratic Minimization with Adaptive Finite Elements . . . . . . . . . . . . . . . . 260--289 Gerard van der Laan and Dolf Talman and Zaifu Yang A Vector Labeling Method for Solving Discrete Zero Point and Complementarity Problems . . . . . . . . . . . . . . . . 290--308 Hui Hu Characterizations of Local and Global Error Bounds for Convex Inequalities in Banach Spaces . . . . . . . . . . . . . 309--321 Darinka Dentcheva and René Henrion and Andrzej Ruszczy\'nski Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints . . . . 322--337 Edgar den Boef and Dick den Hertog Efficient Line Search Methods for Convex Functions . . . . . . . . . . . . . . . 338--363 R. A. Pendavingh and S. H. M. van Zwam New Korkin--Zolotarev Inequalities . . . 364--378
Krzysztof C. Kiwiel Convergence of the Gradient Sampling Algorithm for Nonsmooth Nonconvex Optimization . . . . . . . . . . . . . . 379--388 Boris S. Mordukhovich and Ji\vrí V. Outrata Coderivative Analysis of Quasi-variational Inequalities with Applications to Stability and Optimization . . . . . . . . . . . . . . 389--412 Regina Sandra Burachik and Alex Rubinov Abstract Convexity and Augmented Lagrangians . . . . . . . . . . . . . . 413--436 Xi Yin Zheng and Kung Fu Ng Metric Subregularity and Constraint Qualifications for Convex Generalized Equations in Banach Spaces . . . . . . . 437--460 M. Seetharama Gowda and R. Sznajder Some Global Uniqueness and Solvability Results for Linear Complementarity Problems Over Symmetric Cones . . . . . 461--481 Haitao Fang and Xiaojun Chen and Masao Fukushima Stochastic $R_0$ Matrix Linear Complementarity Problems . . . . . . . . 482--506 Z. Y. Wu and D. Li and L. S. Zhang and X. M. Yang Peeling Off a Nonconvex Cover of an Actual Convex Problem: Hidden Convexity 507--536 A. L. Custódio and L. N. Vicente Using Sampling and Simplex Derivatives in Pattern Search Methods . . . . . . . 537--555 Jérôme Bolte and Aris Daniilidis and Adrian Lewis and Masahiro Shiota Clarke Subgradients of Stratifiable Functions . . . . . . . . . . . . . . . 556--572 Xi Yin Zheng and Xiao Qi Yang Weak Sharp Minima for Semi-infinite Optimization Problems with Applications 573--588 Helmut Gfrerer Second-Order Necessary Conditions for Nonlinear Optimization Problems with Abstract Constraints: The Degenerate Case . . . . . . . . . . . . . . . . . . 589--612 Chong Li and K. F. Ng Majorizing Functions and Convergence of the Gauss--Newton Method for Convex Composite Optimization . . . . . . . . . 613--642 Chong Li and K. F. Ng and T. K. Pong The SECQ, Linear Regularity, and the Strong CHIP for an Infinite System of Closed Convex Sets in Normed Linear Spaces . . . . . . . . . . . . . . . . . 643--665 Anders Forsgren and Philip E. Gill and Joshua D. Griffin Iterative Solution of Augmented Systems Arising in Interior Methods . . . . . . 666--690 Christopher J. Bose and Rua Murray Duality and the Computation of Approximate Invariant Densities for Nonsingular Transformations . . . . . . 691--709
A. Cellina Uniqueness and Comparison Results for Functionals Depending on $\nabla u$ and on $u$ . . . . . . . . . . . . . . . . . 711--716 M. J. Cánovas and D. Klatte and M. A. López and J. Parra Metric Regularity in Convex Semi-Infinite Optimization under Canonical Perturbations . . . . . . . . 717--732 M. I. Krastanov and N. K. Ribarska and Ts. Y. Tsachev On the Existence of Solutions to Differential Inclusions with Nonconvex Right-Hand Sides . . . . . . . . . . . . 733--751 Boris Mordukhovich Variational Analysis of Evolution Inclusions . . . . . . . . . . . . . . . 752--777 Paul Bosch and Alejandro Jofré and Rüdiger Schultz Two-Stage Stochastic Programs with Mixed Probabilities . . . . . . . . . . . . . 778--788 Heinz H. Bauschke and Jonathan M. Borwein and Xianfu Wang Fitzpatrick Functions and Continuous Linear Monotone Operators . . . . . . . 789--809 Aram V. Arutyunov and Evgeniy R. Avakov and Alexey F. Izmailov Directional Regularity and Metric Regularity . . . . . . . . . . . . . . . 810--833 Emil Ernst and Michel Théra Boundary Half-Strips and the Strong CHIP 834--852 Giuseppe C. Calafiore Ambiguous Risk Measures and Optimal Robust Portfolios . . . . . . . . . . . 853--877 Laura Levaggi and Silvia Villa On the Regularization of Sliding Modes 878--894 Tzanko Donchev and Elza Farkhi and Simeon Reich Discrete Approximations and Fixed Set Iterations in Banach Spaces . . . . . . 895--906 Ewa M. Bednarczuk and Maciej J. Przyby\la The Vector-Valued Variational Principle in Banach Spaces Ordered by Cones with Nonempty Interiors . . . . . . . . . . . 907--913 N. Sukumar and R. J.-B. Wets Deriving the Continuity of Maximum-Entropy Basis Functions via Variational Analysis . . . . . . . . . . 914--925 K. Malanowski Stability Analysis for Nonlinear Optimal Control Problems Subject to State Constraints . . . . . . . . . . . . . . 926--945 Jonathan Borwein and Herre Wiersma Asplund Decomposition of Monotone Operators . . . . . . . . . . . . . . . 946--960 W. Römisch and R. J.-B. Wets Stability of $\varepsilon$-approximate Solutions to Convex Stochastic Programs 961--979 Gustav Feichtinger and Vladimir M. Veliov On a Distributed Control Problem Arising in Dynamic Optimization of a Fixed-Size Population . . . . . . . . . . . . . . . 980--1003 Robert Baier and Ilyes A\"\issa Chahma and Frank Lempio Stability and Convergence of Euler's Method for State-Constrained Differential Inclusions . . . . . . . . 1004--1026 S. Lajara and A. J. Pallarés and S. Troyanski Some Nonlinear Maps and Renormings of Banach Spaces . . . . . . . . . . . . . 1027--1045 Stephen M. Robinson Solution Continuity in Monotone Affine Variational Inequalities . . . . . . . . 1046--1060 H. Attouch and P. Redont and A. Soubeyran A New Class of Alternating Proximal Minimization Algorithms with Costs-to-Move . . . . . . . . . . . . . 1061--1081 Radoslava Mirkov and Georg Ch. Pflug Tree Approximations of Dynamic Stochastic Programs . . . . . . . . . . 1082--1105 Hristo S. Sendov Nonsmooth Analysis of Lorentz Invariant Functions . . . . . . . . . . . . . . . 1106--1127 Darinka Dentcheva and Julian Revalski Special Issue on Variational Analysis and Optimization . . . . . . . . . . . . ix--ix
Wolfgang Achtziger and Michal Ko\vcvara Structural Topology Optimization with Eigenvalues . . . . . . . . . . . . . . 1129--1164 John R. Birge and Gongyun Zhao Successive Linear Approximation Solution of Infinite-Horizon Dynamic Stochastic Programs . . . . . . . . . . . . . . . . 1165--1186 Christodoulos A. Floudas and Oliver Stein The Adaptive Convexification Algorithm: a Feasible Point Method for Semi-Infinite Programming . . . . . . . 1187--1208 H. Z. Luo and X. L. Sun and D. Li On the Convergence of Augmented Lagrangian Methods for Constrained Global Optimization . . . . . . . . . . 1209--1230 M. D. Voisei Mathematical Programming Problems Governed by Nonlinear Elliptic PDEs . . 1231--1249 Xiaojun Chen and Shuhuang Xiang Perturbation Bounds of $P$-Matrix Linear Complementarity Problems . . . . . . . . 1250--1265 Chuanhai Liu and Scott A. Vander Wiel Statistical Quasi-Newton: a New Look at Least Change . . . . . . . . . . . . . . 1266--1285 R. Andreani and E. G. Birgin and J. M. Martínez and M. L. Schuverdt On Augmented Lagrangian Methods with General Lower-Level Constraints . . . . 1286--1309 Miguel F. Anjos and Samuel Burer On Handling Free Variables in Interior-Point Methods for Conic Linear Optimization . . . . . . . . . . . . . . 1310--1325 Michael P. Friedlander and Paul Tseng Exact Regularization of Convex Programs 1326--1350 Patrick L. Combettes and Jean-Christophe Pesquet Proximal Thresholding Algorithm for Minimization over Orthonormal Bases . . 1351--1376 M. Salahi and J. Peng and T. Terlaky On Mehrotra-Type Predictor-Corrector Algorithms . . . . . . . . . . . . . . . 1377--1397 Christoph Buchheim and Giovanni Rinaldi Efficient Reduction of Polynomial Zero-One Optimization to the Quadratic Case . . . . . . . . . . . . . . . . . . 1398--1413 Anhua Lin A High-Order Path-Following Method for Locating the Least $2$-Norm Solution of Monotone LCPs . . . . . . . . . . . . . 1414--1435 Igor Averbakh and Yun-Bin Zhao Explicit Reformulations for Robust Optimization Problems with General Uncertainty Sets . . . . . . . . . . . . 1436--1466 Krzysztof C. Kiwiel A Method of Centers with Approximate Subgradient Linearizations for Nonsmooth Convex Optimization . . . . . . . . . . 1467--1489 Hann-Jang Ho and SingLing Lee Improved Approximation Algorithms for Weighted Hypergraph Embedding in a Cycle 1490--1500 Charles Audet and A. L. Custódio and J. E. Dennis, Jr. Erratum: Mesh Adaptive Direct Search Algorithms for Constrained Optimization 1501--1503
Huynh Van Ngai and Michel Théra Error Bounds in Metric Spaces and Application to the Perturbation Stability of Metric Regularity . . . . . 1--20 Marc E. Pfetsch Branch-and-Cut for the Maximum Feasible Subsystem Problem . . . . . . . . . . . 21--38 Fanwen Meng and Gongyun Zhao and Mark Goh and Robert De Souza Lagrangian-Dual Functions and Moreau--Yosida Regularization . . . . . 39--61 Xi Yin Zheng and Kung Fu Ng Linear Regularity for a Collection of Subsmooth Sets in Banach Spaces . . . . 62--76 Alexander Mitsos and Panayiotis Lemonidis and Cha Kun Lee and Paul I. Barton Relaxation-Based Bounds for Semi-Infinite Programs . . . . . . . . . 77--113 Florian A. Potra Primal-Dual Affine Scaling Interior Point Methods for Linear Complementarity Problems . . . . . . . . . . . . . . . . 114--143 Jing-Hui Qiu Dual Characterization and Scalarization for Benson Proper Efficiency . . . . . . 144--162 Chong Li and K. F. Ng and T. K. Pong Constraint Qualifications for Convex Inequality Systems with Applications in Constrained Optimization . . . . . . . . 163--187 Charles Audet and Gilles Savard and Walid Zghal Multiobjective Optimization Through a Series of Single-Objective Formulations 188--210 Francesca Faraci and Antonio Iannizzotto Well Posed Optimization Problems and Nonconvex Chebyshev Sets in Hilbert Spaces . . . . . . . . . . . . . . . . . 211--216 Radu Ioan Bo and Ernö Robert Csetnek and Gert Wanka Regularity Conditions via Quasi-Relative Interior in Convex Programming . . . . . 217--233 David Bartl A Short Algebraic Proof of the Farkas Lemma . . . . . . . . . . . . . . . . . 234--239 L. A. Parente and P. A. Lotito and M. V. Solodov A Class of Inexact Variable Metric Proximal Point Algorithms . . . . . . . 240--260 Dennis Cheung and Felipe Cucker and Javier Peña A Condition Number for Multifold Conic Systems . . . . . . . . . . . . . . . . 261--280 P. Apkarian and D. Noll and O. Prot A Trust Region Spectral Bundle Method for Nonconvex Eigenvalue Optimization 281--306 Andrea Walther A First-Order Convergence Analysis of Trust-Region Methods with Inexact Jacobians . . . . . . . . . . . . . . . 307--325 Matthias Gerdts Global Convergence of a Nonsmooth Newton Method for Control-State Constrained Optimal Control Problems . . . . . . . . 326--350 Richard H. Byrd and Frank E. Curtis and Jorge Nocedal An Inexact SQP Method for Equality Constrained Optimization . . . . . . . . 351--369 Zi Xian Chan and Defeng Sun Constraint Nondegeneracy, Strong Regularity, and Nonsingularity in Semidefinite Programming . . . . . . . . 370--396 Paul-Emile Maingé and Abdellatif Moudafi Convergence of New Inertial Proximal Methods for DC Programming . . . . . . . 397--413 Serge Gratton and Annick Sartenaer and Philippe L. Toint Recursive Trust-Region Methods for Multiscale Nonlinear Optimization . . . 414--444 Jing Hu and John E. Mitchell and Jong-Shi Pang and Kristin P. Bennett and Gautam Kunapuli On the Global Solution of Linear Programs with Linear Complementarity Constraints . . . . . . . . . . . . . . 445--471 Frank Göring and Christoph Helmberg and Markus Wappler Embedded in the Shadow of the Separator 472--501
Simai He and Zhi-Quan Luo and Jiawang Nie and Shuzhong Zhang Semidefinite Relaxation Bounds for Indefinite Homogeneous Quadratic Optimization . . . . . . . . . . . . . . 503--523 Tito Homem-de-Mello On Rates of Convergence for Stochastic Optimization Problems Under Nonindependent and Identically Distributed Sampling . . . . . . . . . . 524--551 Ralf Gollmer and Frederike Neise and Rüdiger Schultz Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse . . . . . 552--571 Neboj\vsa Gvozdenovi\'c and Monique Laurent The Operator $\Psi$ for the Chromatic Number of a Graph . . . . . . . . . . . 572--591 Neboj\vsa Gvozdenovi\'c and Monique Laurent Computing Semidefinite Programming Lower Bounds for the (Fractional) Chromatic Number Via Block-Diagonalization . . . . 592--615 Eduardo Casas and Juan Carlos de los Reyes and Fredi Tröltzsch Sufficient Second-Order Optimality Conditions for Semilinear Control Problems with Pointwise State Constraints . . . . . . . . . . . . . . 616--643 Harald Günzel and Hubertus Th. Jongen and Jan-J. Rückmann On Stable Feasible Sets in Generalized Semi-infinite Programming . . . . . . . 644--654 Zizhuo Wang and Song Zheng and Yinyu Ye and Stephen Boyd Further Relaxations of the Semidefinite Programming Approach to Sensor Network Localization . . . . . . . . . . . . . . 655--673 James Luedtke and Shabbir Ahmed A Sample Approximation Approach for Optimization with Probabilistic Constraints . . . . . . . . . . . . . . 674--699 Dinh The Luc and Roger J.-B. Wets Outer Semicontinuity of Positive Hull Mappings with Application to Semi-Infinite and Stochastic Programming 700--713 D. Russell Luke Finding Best Approximation Pairs Relative to a Convex and Prox-Regular Set in a Hilbert Space . . . . . . . . . 714--739 Louis A. Romero and Jeff Mason Pitchfork Bifurcations in Nonlinear Least Squares Problems --- Applications to TOA Geolocation . . . . . . . . . . . 740--755 Kristin Winkler A Characterization of Efficient and Weakly Efficient Points in Convex Vector Optimization . . . . . . . . . . . . . . 756--765 Heinz H. Bauschke and Rafal Goebel and Yves Lucet and Xianfu Wang The Proximal Average: Basic Theory . . . 766--785 Dan Butnariu and Yair Censor and Pini Gurfil and Ethan Hadar On The Behavior of Subgradient Projections Methods for Convex Feasibility Problems in Euclidean Spaces 786--807 Florian Jarre and Franz Rendl An Augmented Primal-Dual Method for Linear Conic Programs . . . . . . . . . 808--823 Fumiaki Kohsaka and Wataru Takahashi Existence and Approximation of Fixed Points of Firmly Nonexpansive-Type Mappings in Banach Spaces . . . . . . . 824--835 Frank Heyde and Andreas Löhne Geometric Duality in Multiple Objective Linear Programming . . . . . . . . . . . 836--845 Radek Ku\vcera Convergence Rate of an Optimization Algorithm for Minimizing Quadratic Functions with Separable Convex Constraints . . . . . . . . . . . . . . 846--862 A. Hantoute and M. A. López and C. Z\ualinescu Subdifferential Calculus Rules in Convex Analysis: a Unifying Approach Via Pointwise Supremum Functions . . . . . . 863--882 Shaohua Pan and Jein-Shan Chen A Class of Interior Proximal-Like Algorithms for Convex Second-Order Cone Programming . . . . . . . . . . . . . . 883--910 Hariharan Lakshmanan and Daniela Pucci de Farias Decentralized Resource Allocation in Dynamic Networks of Agents . . . . . . . 911--940 H\`a Huy Vui and Pham Tien So'n Global Optimization of Polynomials Using the Truncated Tangency Variety and Sums of Squares . . . . . . . . . . . . . . . 941--951 Christian Küchler On Stability of Multistage Stochastic Programs . . . . . . . . . . . . . . . . 952--968 Bogdan I. Gavrea and Mihai Anitescu and Florian A. Potra Convergence of a Class of Semi-Implicit Time-Stepping Schemes for Nonsmooth Rigid Multibody Dynamics . . . . . . . . 969--1001
A. F. Izmailov and M. V. Solodov An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints . . . . . . 1003--1027 Lingchen Kong and Jie Sun and Naihua Xiu A Regularized Smoothing Newton Method for Symmetric Cone Complementarity Problems . . . . . . . . . . . . . . . . 1028--1047 Adrian S. Lewis and C. H. Jeffrey Pang Variational Analysis of Pseudospectra 1048--1072 Alexandre Belloni and Robert M. Freund On the Second-Order Feasibility Cone: Primal-Dual Representation and Efficient Projection . . . . . . . . . . . . . . . 1073--1092 Andrzej Cegielski and Agnieszka Suchocka Relaxed Alternating Projection Methods 1093--1106 Elaine T. Hale and Wotao Yin and Yin Zhang Fixed-Point Continuation for $\ell_1$-Minimization: Methodology and Convergence . . . . . . . . . . . . . . 1107--1130 David Hartvigsen and Yanjun Li Polyhedral Results for 1-Restricted Simple 2-Matchings . . . . . . . . . . . 1131--1149 Charles Audet and J. E. Dennis, Jr. and Sébastien Le Digabel Parallel Space Decomposition of the Mesh Adaptive Direct Search Algorithm . . . . 1150--1170 Alexandre d'Aspremont Smooth Optimization with Approximate Gradient . . . . . . . . . . . . . . . . 1171--1183 Jacek Gondzio and Andreas Grothey A New Unblocking Technique to Warmstart Interior Point Methods Based on Sensitivity Analysis . . . . . . . . . . 1184--1210 M. C. Campi and S. Garatti The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs 1211--1230 Ademir A. Ribeiro and Elizabeth W. Karas and Clóvis C. Gonzaga Global Convergence of Filter Methods for Nonlinear Programming . . . . . . . . . 1231--1249 Marc Quincampoix and Nadia Zlateva Parameterized Minimax Problem: On Lipschitz-Like Dependence of the Solution with Respect to the Parameter 1250--1269 Leah Epstein and Asaf Levin On Bin Packing with Conflicts . . . . . 1270--1298 Roberto H. Bielschowsky and Francisco A. M. Gomes Dynamic Control of Infeasibility in Equality Constrained Optimization . . . 1299--1325 Gábor Rudolf and Andrzej Ruszczy\'nski Optimization Problems with Second Order Stochastic Dominance Constraints: Duality, Compact Formulations, and Cut Generation Methods . . . . . . . . . . . 1326--1343 Seung-Jean Kim and Stephen Boyd A Minimax Theorem with Applications to Machine Learning, Signal Processing, and Finance . . . . . . . . . . . . . . . . 1344--1367 E. Alper Yildirim Two Algorithms for the Minimum Enclosing Ball Problem . . . . . . . . . . . . . . 1368--1391 S. Damla Ahipa\csao\uglu and E. Alper Yildirim Identification and Elimination of Interior Points for the Minimum Enclosing Ball Problem . . . . . . . . . 1392--1396 Amir Beck and Marc Teboulle and Zahar Chikishev Iterative Minimization Schemes for Solving the Single Source Localization Problem . . . . . . . . . . . . . . . . 1397--1416 Anton Schiela A Simplified Approach to Semismooth Newton Methods in Function Space . . . . 1417--1432 James Luedtke New Formulations for Optimization under Stochastic Dominance Constraints . . . . 1433--1450 Matthias Jach and Dennis Michaels and Robert Weismantel The Convex Envelope of $(n-1)$-Convex Functions . . . . . . . . . . . . . . . 1451--1466 Silvia Vogel Universal Confidence Sets for Solutions of Optimization Problems . . . . . . . . 1467--1488 Li Guoyin and Ng Kung Fu On Extension of Fenchel Duality and its Application . . . . . . . . . . . . . . 1489--1509
Maria B. Chiarolla and Ulrich G. Haussmann Multivariable Utility Functions . . . . 1511--1533 Jiawang Nie and James Demmel Sparse SOS Relaxations for Minimizing Functions that are Summations of Small Polynomials . . . . . . . . . . . . . . 1534--1558 Etienne de Klerk and Dmitrii V. Pasechnik and Renata Sotirov On Semidefinite Programming Relaxations of the Traveling Salesman Problem . . . 1559--1573 A. Nemirovski and A. Juditsky and G. Lan and A. Shapiro Robust Stochastic Approximation Approach to Stochastic Programming . . . . . . . 1574--1609 Sergio Conti and Harald Held and Martin Pach and Martin Rumpf and Rüdiger Schultz Shape Optimization Under Uncertainty --- a Stochastic Programming Perspective . . 1610--1632 W. H. Yang Error Bounds for Convex Polynomials . . 1633--1647 Xi Yin Zheng and Kung Fu Ng Calmness for $L$-Subsmooth Multifunctions in Banach Spaces . . . . 1648--1673 Jorge Nocedal and Andreas Wächter and Richard A. Waltz Adaptive Barrier Update Strategies for Nonlinear Interior Methods . . . . . . . 1674--1693 Gabriele Eichfelder An Adaptive Scalarization Method in Multiobjective Optimization . . . . . . 1694--1718 Pierre Carpentier and Jean-Philippe Chancelier and Michel De Lara Approximations of Stochastic Optimization Problems Subject to Measurability Constraints . . . . . . . 1719--1734 Wenbao Ai and Shuzhong Zhang Strong Duality for the CDT Subproblem: a Necessary and Sufficient Condition . . . 1735--1756 Angelia Nedi\'c and Asuman Ozdaglar Approximate Primal Solutions and Rate Analysis for Dual Subgradient Methods 1757--1780 Gergely Mádi-Nagy On Multivariate Discrete Moment Problems: Generalization of the Bivariate Min Algorithm for Higher Dimensions . . . . . . . . . . . . . . . 1781--1806 Zhaosong Lu Smooth Optimization Approach for Sparse Covariance Selection . . . . . . . . . . 1807--1827 Nicolai Bissantz and Lutz Dümbgen and Axel Munk and Bernd Stratmann Convergence Analysis of Generalized Iteratively Reweighted Least Squares Algorithms on Convex Function Spaces . . 1828--1845 Sanjay Mehrotra and M. Gökhan Özevin On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic Programs . . . . . . . 1846--1880 Hideaki Iiduka and Isao Yamada A Use of Conjugate Gradient Direction for the Convex Optimization Problem over the Fixed Point Set of a Nonexpansive Mapping . . . . . . . . . . . . . . . . 1881--1893 A. D. Ioffe An Invitation to Tame Optimization . . . 1894--1917 Guanghui Lan and Renato D. C. Monteiro and Takashi Tsuchiya A Polynomial Predictor-Corrector Trust-Region Algorithm for Linear Programming . . . . . . . . . . . . . . 1918--1946 Achiya Dax A New Class of Minimum Norm Duality Theorems . . . . . . . . . . . . . . . . 1947--1969 Mounir El Maghri and Mohamed Laghdir Pareto Subdifferential Calculus for Convex Vector Mappings and Applications to Vector Optimization . . . . . . . . . 1970--1994 Jean B. Lasserre Convexity in Semialgebraic Geometry and Polynomial Optimization . . . . . . . . 1995--2014
G. Liuzzi and S. Lucidi A Derivative-Free Algorithm for Inequality Constrained Nonlinear Programming via Smoothing of an $\ell_\infty$ Penalty Function . . . . . 1--29 Stefan Bundfuss and Mirjam Dür An Adaptive Linear Approximation Algorithm for Copositive Programs . . . 30--53 Ranga Muhandiramge and Natashia Boland and Song Wang Convergent Network Approximation for the Continuous Euclidean Length Constrained Minimum Cost Path Problem . . . . . . . 54--77 Abdeslam Kadrani and Jean-Pierre Dussault and Abdelhamid Benchakroun A New Regularization Scheme for Mathematical Programs with Complementarity Constraints . . . . . . 78--103 Audrey Hermant Stability Analysis of Optimal Control Problems with a Second-Order State Constraint . . . . . . . . . . . . . . . 104--129 M. Stingl and M. Ko\vcvara and G. Leugering A Sequential Convex Semidefinite Programming Algorithm with an Application to Multiple-Load Free Material Optimization . . . . . . . . . 130--155 Joris Vanbiervliet and Bart Vandereycken and Wim Michiels and Stefan Vandewalle and Moritz Diehl The Smoothed Spectral Abscissa for Robust Stability Optimization . . . . . 156--171 Jorge J. Moré and Stefan M. Wild Benchmarking Derivative-Free Optimization Algorithms . . . . . . . . 172--191 Sunyoung Kim and Masakazu Kojima and Hayato Waki Exploiting Sparsity in SDP Relaxation for Sensor Network Localization . . . . 192--215 Yves Lucet What Shape Is Your Conjugate? A Survey of Computational Convex Analysis and Its Applications . . . . . . . . . . . . . . 216--250 A. Eberhard and R. Wenczel Some Sufficient Optimality Conditions in Nonsmooth Analysis . . . . . . . . . . . 251--296 Christian Kanzow and Izabella Ferenczi and Masao Fukushima On the Local Convergence of Semismooth Newton Methods for Linear and Nonlinear Second-Order Cone Programs Without Strict Complementarity . . . . . . . . . 297--320 C. Bogani and M. G. Gasparo and A. Papini Generating Set Search Methods for Piecewise Smooth Problems . . . . . . . 321--335 Jérôme Malick and Janez Povh and Franz Rendl and Angelika Wiegele Regularization Methods for Semidefinite Programming . . . . . . . . . . . . . . 336--356 Giacomo d'Antonio and Antonio Frangioni Convergence Analysis of Deflected Conditional Approximate Subgradient Methods . . . . . . . . . . . . . . . . 357--386 Andrew R. Conn and Katya Scheinberg and Luís N. Vicente Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points . . . . . . . . . . . . . . . . . 387--415 P. Beremlijski and J. Haslinger and M. Ko\vcvara and R. Ku\vcera and J. V. Outrata Shape Optimization in Three-Dimensional Contact Problems with Coulomb Friction 416--444 Charles Audet and J. E. Dennis, Jr. A Progressive Barrier for Derivative-Free Nonlinear Programming 445--472 H. Th. Jongen and Jan.-J. Rückmann and V. Shikhman MPCC: Critical Point Theory . . . . . . 473--484 Jiawang Nie and Kristian Ranestad Algebraic Degree of Polynomial Optimization . . . . . . . . . . . . . . 485--502 Chek Beng Chua A $T$-Algebraic Approach to Primal-Dual Interior-Point Algorithms . . . . . . . 503--523 M. Stingl and M. Ko\vcvara and G. Leugering Free Material Optimization with Fundamental Eigenfrequency Constraints 524--547 Simon P. Schurr and Dianne P. O'Leary and André L. Tits A Polynomial-Time Interior-Point Method for Conic Optimization, With Inexact Barrier Evaluations . . . . . . . . . . 548--571
Alexander Mitsos and Beno\^\it Chachuat and Paul I. Barton McCormick-Based Relaxations of Algorithms . . . . . . . . . . . . . . . 573--601 J. Fliege and L. M. Graña Drummond and B. F. Svaiter Newton's Method for Multiobjective Optimization . . . . . . . . . . . . . . 602--626 Chao Zhang and Xiaojun Chen Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems . . . . . . . . 627--649 W. L. Hare A Proximal Average for Nonconvex Functions: a Proximal Stability Perspective . . . . . . . . . . . . . . 650--666 Guoyin Li and Kung Fu Ng Error Bounds of Generalized D-Gap Functions for Nonsmooth and Nonmonotone Variational Inequality Problems . . . . 667--690 S. Sundhar Ram and A. Nedi\'c and V. V. Veeravalli Incremental Stochastic Subgradient Algorithms for Convex Optimization . . . 691--717 Stephan Dempe and Harald Günzel and Hubertus Th. Jongen On Reducibility in Bilevel Problems . . 718--727 J. B. Baillon and R. Cominetti Asymptotic Expansion of Penalty-Gradient Flows in Linear Programming . . . . . . 728--739 William W. Hager and Dzung T. Phan An Ellipsoidal Branch and Bound Algorithm for Global Optimization . . . 740--758 J. William Helton and Jiawang Nie Sufficient and Necessary Conditions for Semidefinite Representability of Convex Hulls and Sets . . . . . . . . . . . . . 759--791 Stephen Boyd and Persi Diaconis and Pablo Parrilo and Lin Xiao Fastest Mixing Markov Chain on Graphs with Symmetries . . . . . . . . . . . . 792--819 Aris Daniilidis and Claudia Sagastizábal and Mikhail Solodov Identifying Structure of Nonsmooth Convex Functions by the Bundle Technique 820--840 Refail Kasimbeyli and Musa Mammadov On Weak Subdifferentials, Directional Derivatives, and Radial Epiderivatives for Nonconvex Functions . . . . . . . . 841--855 Satoru Fujishige and Takumi Hayashi and Kiyohito Nagano Minimizing Continuous Extensions of Discrete Convex Functions with Linear Inequality Constraints . . . . . . . . . 856--867 M. Hintermüller and I. Kopacka Mathematical Programs with Complementarity Constraints in Function Space: $C$- and Strong Stationarity and a Path-Following Algorithm . . . . . . . 868--902 Uriel G. Rothblum Efficient Solution of a Stochastic Scheduling Problem on an Out-Forest --- Revisited . . . . . . . . . . . . . . . 903--914 Daniel Mueller-Gritschneder and Helmut Graeb and Ulf Schlichtmann A Successive Approach to Compute the Bounded Pareto Front of Practical Multiobjective Optimization Problems . . 915--934 Pierre Maréchal and Jane J. Ye Optimizing Condition Numbers . . . . . . 935--947 Mark A. Abramson and Charles Audet and J. E. Dennis, Jr. and Sébastien Le Digabel OrthoMADS: a Deterministic MADS Instance with Orthogonal Directions . . . . . . . 948--966 Kent Andersen and Christian Wagner and Robert Weismantel On an Analysis of the Strength of Mixed-Integer Cutting Planes from Multiple Simplex Tableau Rows . . . . . 967--982 V. Jeyakumar and G. M. Lee and G. Y. Li Alternative Theorems for Quadratic Inequality Systems and Global Quadratic Optimization . . . . . . . . . . . . . . 983--1001 Anton Schiela Barrier Methods for Optimal Control Problems with State Constraints . . . . 1002--1031 Chong Li and Donghui Fang and Genaro López and Marco A. López Stable and Total Fenchel Duality for Convex Optimization Problems in Locally Convex Spaces . . . . . . . . . . . . . 1032--1051 Oliver Stein and Aysun Tezel The Semismooth Approach for Semi-Infinite Programming without Strict Complementarity . . . . . . . . . . . . 1052--1072 Samuel Burer and Adam N. Letchford On Nonconvex Quadratic Programming with Box Constraints . . . . . . . . . . . . 1073--1089 Sanjeeb Dash and Oktay Günlük On Mixing Inequalities: Rank, Closure, and Cutting-Plane Proofs . . . . . . . . 1090--1109 Jennifer B. Erway and Philip E. Gill and Joshua D. Griffin Iterative Methods for Finding a Trust-region Step . . . . . . . . . . . 1110--1131 Etienne de Klerk and Dmitrii V. Pasechnik and Renata Sotirov Erratum: On Semidefinite Programming Relaxations of the Traveling Salesman Problem . . . . . . . . . . . . . . . . 1132--1132
Michael Hintermüller and Karl Kunisch PDE-Constrained Optimization Subject to Pointwise Constraints on the Control, the State, and Its Derivative . . . . . 1133--1156 Björn Johansson and Maben Rabi and Mikael Johansson A Randomized Incremental Subgradient Method for Distributed Optimization in Networked Systems . . . . . . . . . . . 1157--1170 H. Th. Jongen and Jan.-J. Rückmann and V. Shikhman On Stability of the Feasible Set of a Mathematical Problem with Complementarity Problems . . . . . . . . 1171--1184 Arun Padakandla and Rajesh Sundaresan Separable Convex Optimization Problems with Linear Ascending Constraints . . . 1185--1204 Vladimir I. Norkin and Michiel A. Keyzer On Convergence of Kernel Learning Estimators . . . . . . . . . . . . . . . 1205--1223 Frank E. Curtis and Jorge Nocedal and Andreas Wächter A Matrix-Free Algorithm for Equality Constrained Optimization Problems with Rank-Deficient Jacobians . . . . . . . . 1224--1249 Tito Homem-de-Mello and Sanjay Mehrotra A Cutting-Surface Method for Uncertain Linear Programs with Polyhedral Stochastic Dominance Constraints . . . . 1250--1273 D. Aussel and Y. Garcia and N. Hadjisavvas Single-Directional Property of Multivalued Maps and Variational Systems 1274--1285 Chen Ling and Jiawang Nie and Liqun Qi and Yinyu Ye Biquadratic Optimization Over Unit Spheres and Semidefinite Programming Relaxations . . . . . . . . . . . . . . 1286--1310 D. H. Fang and C. Li and K. F. Ng Constraint Qualifications for Extended Farkas's Lemmas and Lagrangian Dualities in Convex Infinite Programming . . . . . 1311--1332 Florian A. Potra and Josef Stoer On a Class of Superlinearly Convergent Polynomial Time Interior Point Methods for Sufficient LCP . . . . . . . . . . . 1333--1363 Stephen A. Vavasis On the Complexity of Nonnegative Matrix Factorization . . . . . . . . . . . . . 1364--1377 Robert Michael Lewis and Virginia Torczon Active Set Identification for Linearly Constrained Minimization Without Explicit Derivatives . . . . . . . . . . 1378--1405 G. Ch. Pflug Version-Independence and Nested Distributions in Multistage Stochastic Optimization . . . . . . . . . . . . . . 1406--1420 Filiz Gürtuna Duality of Ellipsoidal Approximations via Semi-Infinite Programming . . . . . 1421--1438 Jennifer B. Erway and Philip E. Gill A Subspace Minimization Method for the Trust-Region Step . . . . . . . . . . . 1439--1461 Thai Doan Chuong and Nguyen Quang Huy and Jen-Chih Yao Subdifferentials of Marginal Functions in Semi-infinite Programming . . . . . . 1462--1477 Zaiwen Wen and Donald Goldfarb A Line Search Multigrid Method for Large-Scale Nonlinear Optimization . . . 1478--1503 M. J. Cánovas and M. A. López and B. S. Mordukhovich and J. Parra Variational Analysis in Semi-Infinite and Infinite Programming, I: Stability of Linear Inequality Systems of Feasible Solutions . . . . . . . . . . . . . . . 1504--1526 Shunsuke Hayashi and Soon-Yi Wu An Explicit Exchange Algorithm For Linear Semi-Infinite Programming Problems With Second-Order Cone Constraints . . . . . . . . . . . . . . 1527--1546 Elias Salomão Helou Neto and Álvaro Rodolfo De Pierro Incremental Subgradients for Constrained Convex Optimization: a Unified Framework and New Methods . . . . . . . . . . . . 1547--1572 Toshizumi Fukui and Krzysztof Kurdyka and Laurentiu Paunescu Tame Nonsmooth Inverse Mapping Theorems 1573--1590 Refail Kasimbeyli A Nonlinear Cone Separation Theorem and Scalarization in Nonconvex Vector Optimization . . . . . . . . . . . . . . 1591--1619 Somayeh Moazeni and Thomas F. Coleman and Yuying Li Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters . . . . . . . . . . . . . . . 1620--1654 Jan Albersmeyer and Moritz Diehl The Lifted Newton Method and Its Application in Optimization . . . . . . 1655--1684
Huifu Xu and Jane J. Ye Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints . . . . . . . . 1685--1715 Zhi-Quan Luo and Shuzhong Zhang A Semidefinite Relaxation Scheme for Multivariate Quartic Polynomial Optimization with Quadratic Constraints 1716--1736 Xin-Yuan Zhao and Defeng Sun and Kim-Chuan Toh A Newton-CG Augmented Lagrangian Method for Semidefinite Programming . . . . . . 1737--1765 Rafael Correa and Pedro Gajardo and Lionel Thibault Various Lipschitz-like Properties for Functions and Sets I: Directional Derivative and Tangential Characterizations . . . . . . . . . . . 1766--1785 Ali Pinar and Juan Meza and Vaibhav Donde and Bernard Lesieutre Optimization Strategies for the Vulnerability Analysis of the Electric Power Grid . . . . . . . . . . . . . . . 1786--1810 Guanglu Zhou and Louis Caccetta and Kok Lay Teo A Superlinearly Convergent Method for a Class of Complementarity Problems with Non-Lipschitzian Functions . . . . . . . 1811--1827 Alexander Engau and Miguel F. Anjos and Anthony Vannelli On Interior-Point Warmstarts for Linear and Combinatorial Optimization . . . . . 1828--1861 G. Gu and C. Roos Counterexample to a Conjecture on an Infeasible Interior-Point Method . . . . 1862--1867 Alfred Auslender Computing Points that Satisfy Second Order Necessary Optimality Conditions for Unconstrained Minimization . . . . . 1868--1884 Jane J. Ye and Daoli Zhu New Necessary Optimality Conditions for Bilevel Programs by Combining the MPEC and Value Function Approaches . . . . . 1885--1905 Mikalai Kisialiou and Zhi-Quan Luo Probabilistic Analysis of Semidefinite Relaxation for Binary Quadratic Minimization . . . . . . . . . . . . . . 1906--1922 Guoyin Li On the Asymptotically Well Behaved Functions and Global Error Bound for Convex Polynomials . . . . . . . . . . . 1923--1943 Tim Netzer and Daniel Plaumann and Markus Schweighofer Exposed Faces of Semidefinitely Representable Sets . . . . . . . . . . . 1944--1955 Jian-Feng Cai and Emmanuel J. Cand\`es and Zuowei Shen A Singular Value Thresholding Algorithm for Matrix Completion . . . . . . . . . 1956--1982 Krzysztof C. Kiwiel A Nonderivative Version of the Gradient Sampling Algorithm for Nonsmooth Nonconvex Optimization . . . . . . . . . 1983--1994 Jean B. Lasserre A ``Joint $+$ Marginal'' Approach to Parametric Polynomial Optimization . . . 1995--2022 Nicholas I. M. Gould and Daniel P. Robinson A Second Derivative SQP Method: Global Convergence . . . . . . . . . . . . . . 2023--2048 Nicholas I. M. Gould and Daniel P. Robinson A Second Derivative SQP Method: Local Convergence and Practical Issues . . . . 2049--2079 Huynh Van Ngai and Alexander Kruger and Michel Théra Stability of Error Bounds for Semi-infinite Convex Constraint Systems 2080--2096 João Gouveia and Pablo A. Parrilo and Rekha R. Thomas Theta Bodies for Polynomial Ideals . . . 2097--2118
Xi Yin Zheng and Kung Fu Ng Metric Subregularity and Calmness for Nonconvex Generalized Equations in Banach Spaces . . . . . . . . . . . . . 2119--2136 Hubertus Th. Jongen and Jan-J. Rückmann On Interior Logarithmic Smoothing and Strongly Stable Stationary Points . . . 2137--2156 S. Pironio and M. Navascués and A. Acín Convergent Relaxations of Polynomial Optimization Problems with Noncommuting Variables . . . . . . . . . . . . . . . 2157--2180 Ashutosh Mahajan and Ted Ralphs On the Complexity of Selecting Disjunctions in Integer Programming . . 2181--2198 René Henrion and Boris S. Mordukhovich and Nguyen Mau Nam Second-Order Analysis of Polyhedral Systems in Finite and Infinite Dimensions with Applications to Robust Stability of Variational Inequalities 2199--2227 Francisco Facchinei and Christian Kanzow Penalty Methods for the Solution of Generalized Nash Equilibrium Problems 2228--2253 N. Dinh and M. A. Goberna and M. A. López On the Stability of the Feasible Set in Optimization Problems . . . . . . . . . 2254--2280 Richard H. Byrd and Frank E. Curtis and Jorge Nocedal Infeasibility Detection and SQP Methods for Nonlinear Optimization . . . . . . . 2281--2299 Lionel Thibault and Dariusz Zagrodny Subdifferential Determination of Essentially Directionally Smooth Functions in Banach Space . . . . . . . 2300--2326 M. Journée and F. Bach and P.-A. Absil and R. Sepulchre Low-Rank Optimization on the Cone of Positive Semidefinite Matrices . . . . . 2327--2351 Daniel Bienstock and Abhinav Verma The $N-k$ Problem in Power Grids: New Models, Formulations, and Numerical Experiments . . . . . . . . . . . . . . 2352--2380 Stephan Bütikofer and Diethard Klatte A Nonsmooth Newton Method with Path Search and Its Use in Solving $C^{1,1}$ Programs and Semi-Infinite Problems . . 2381--2412 Alexander J. Zaslavski Convergence of a Proximal Point Method in the Presence of Computational Errors in Hilbert Spaces . . . . . . . . . . . 2413--2421 Weijun Zhou and Xiaojun Chen Global Convergence of a New Hybrid Gauss--Newton Structured BFGS Method for Nonlinear Least Squares Problems . . . . 2422--2441 Warren Hare and Claudia Sagastizábal A Redistributed Proximal Bundle Method for Nonconvex Optimization . . . . . . . 2442--2473 Sanjay Mehrotra and M. Gokhan Özevin Convergence of a Weighted Barrier Decomposition Algorithm for Two-Stage Stochastic Programming with Discrete Support . . . . . . . . . . . . . . . . 2474--2486 F. Guerra-Vázquez and H. Th. Jongen and V. Shikhman General Semi-Infinite Programming: Symmetric Mangasarian--Fromovitz Constraint Qualification and the Closure of the Feasible Set . . . . . . . . . . 2487--2503 Sonja Steffensen and Michael Ulbrich A New Relaxation Scheme for Mathematical Programs with Equilibrium Constraints 2504--2539 N. Dinh and M. A. López and M. Volle Functional Inequalities in the Absence of Convexity and Lower Semicontinuity with Applications to Optimization . . . 2540--2559 Chek Beng Chua and Peng Yi A Continuation Method for Nonlinear Complementarity Problems over Symmetric Cones . . . . . . . . . . . . . . . . . 2560--2583 A. F. Izmailov and M. V. Solodov A Truncated SQP Method Based on Inexact Interior-Point Solutions of Subproblems 2584--2613 Giampaolo Liuzzi and Stefano Lucidi and Marco Sciandrone Sequential Penalty Derivative-Free Methods for Nonlinear Constrained Optimization . . . . . . . . . . . . . . 2614--2635 Heinz H. Bauschke and Xianfu Wang and Liangjin Yao On Borwein--Wiersma Decompositions of Monotone Linear Relations . . . . . . . 2636--2652 Regina Burachik and Joydeep Dutta Inexact Proximal Point Methods for Variational Inequality Problems . . . . 2653--2678 Nathan Krislock and Henry Wolkowicz Explicit Sensor Network Localization using Semidefinite Representations and Facial Reductions . . . . . . . . . . . 2679--2708 Hoang Xuan Phu Minimizing Convex Functions with Bounded Perturbations . . . . . . . . . . . . . 2709--2729 Christian Kanzow and Alexandra Schwartz Mathematical Programs with Equilibrium Constraints: Enhanced Fritz John-conditions, New Constraint Qualifications, and Improved Exact Penalty Results . . . . . . . . . . . . 2730--2753
Renato D. C. Monteiro and B. F. Svaiter On the Complexity of the Hybrid Proximal Extragradient Method for the Iterates and the Ergodic Mean . . . . . . . . . . 2755--2787 M. J. Cánovas and M. A. López and B. S. Mordukhovich and J. Parra Variational Analysis in Semi-Infinite and Infinite Programming, II: Necessary Optimality Conditions . . . . . . . . . 2788--2806 Shai Shalev-Shwartz and Nathan Srebro and Tong Zhang Trading Accuracy for Sparsity in Optimization Problems with Sparsity Constraints . . . . . . . . . . . . . . 2807--2832 C. Cartis and N. I. M. Gould and Ph. L. Toint On the Complexity of Steepest Descent, Newton's and Regularized Newton's Methods for Nonconvex Unconstrained Optimization Problems . . . . . . . . . 2833--2852 Yang Li and Tamás Terlaky A New Class of Large Neighborhood Path-Following Interior Point Algorithms for Semidefinite Optimization with $O(\sqrt{n}\log\frac{\mathrm{Tr}(X^0S^0)}{\epsilon})$ Iteration Complexity 2853--2875 Mohab Safey El Din and Lihong Zhi Computing Rational Points in Convex Semialgebraic Sets and Sum of Squares Decompositions . . . . . . . . . . . . . 2876--2889 Santanu S. Dey and Laurence A. Wolsey Constrained Infinite Group Relaxations of MIPs . . . . . . . . . . . . . . . . 2890--2912 Zden\vek Dostál and Radek Ku\vcera An Optimal Algorithm for Minimization of Quadratic Functions with Bounded Spectrum Subject to Separable Convex Inequality and Linear Equality Constraints . . . . . . . . . . . . . . 2913--2938 Daniel Gourion and Dinh The Luc Finding Efficient Solutions by Free Disposal Outer Approximation . . . . . . 2939--2958 Liping Zhang and Soon-Yi Wu and Marco A. López A New Exchange Method for Convex Semi-Infinite Programming . . . . . . . 2959--2977 Iskander Aliev and Martin Henk Feasibility of Integer Knapsacks . . . . 2978--2993 Chengjing Wang and Defeng Sun and Kim-Chuan Toh Solving Log-Determinant Optimization Problems by a Newton-CG Primal Proximal Point Algorithm . . . . . . . . . . . . 2994--3013 G. Lesaja and C. Roos Unified Analysis of Kernel-Based Interior-Point Methods for $P_*(\kappa)$-Linear Complementarity Problems . . . . . . . . . . . . . . . . 3014--3039 Luc Barbet and Aris Daniilidis and Pierpaolo Soravia Generalized Hessians of $C^{1,1}$-Functions and Second-Order Viscosity Subjets . . . . . . . . . . . 3040--3058 Zhisu Zhu and Anthony Man-Cho So and Yinyu Ye Universal Rigidity and Edge Sparsification for Sensor Network Localization . . . . . . . . . . . . . . 3059--3081 H\`a Huy Vui and Pham Tien So'n Representations of Positive Polynomials and Optimization on Noncompact Semialgebraic Sets . . . . . . . . . . . 3082--3103 Etienne de Klerk and Monique Laurent Error Bounds for Some Semidefinite Programming Approaches to Polynomial Minimization on the Hypercube . . . . . 3104--3120 Leah Epstein and Asaf Levin AFPTAS Results for Common Variants of Bin Packing: a New Method for Handling the Small Items . . . . . . . . . . . . 3121--3145 E. Casini and E. Miglierina The Geometry of Strict Maximality . . . 3146--3160 Chi-Kong Ng and Duan Li and Lian-Sheng Zhang Global Descent Method for Global Optimization . . . . . . . . . . . . . . 3161--3184 F. Dabbene and P. S. Shcherbakov and B. T. Polyak A Randomized Cutting Plane Method with Probabilistic Geometric Convergence . . 3185--3207 K. W. Meng and X. Q. Yang Optimality Conditions via Exact Penalty Functions . . . . . . . . . . . . . . . 3208--3231 Alfred Auslender and Ron Shefi and Marc Teboulle A Moving Balls Approximation Method for a Class of Smooth Constrained Minimization Problems . . . . . . . . . 3232--3259 Damon Mosk-Aoyama and Tim Roughgarden and Devavrat Shah Fully Distributed Algorithms for Convex Optimization Problems . . . . . . . . . 3260--3279 Alexander Kruger and Huynh Van Ngai and Michel Théra Stability of Error Bounds for Convex Constraint Systems in Banach Spaces . . 3280--3296 Christoph Buchheim and Dennis Michaels and Robert Weismantel Integer Programming Subject to Monomial Constraints . . . . . . . . . . . . . . 3297--3311 D. Fernández and A. F. Izmailov and M. V. Solodov Sharp Primal Superlinear Convergence Results for Some Newtonian Methods for Constrained Optimization . . . . . . . . 3312--3334 Hiroshi Yamashita and Takahito Tanabe A Primal-Dual Exterior Point Method for Nonlinear Optimization . . . . . . . . . 3335--3363 Jean B. Lasserre and Mihai Putinar Positivity and Optimization for Semi-Algebraic Functions . . . . . . . . 3364--3383 V. Jeyakumar and G. Y. Li Strong Duality in Robust Convex Programming: Complete Characterizations 3384--3407 Hans Mittelmann and Jiming Peng Estimating Bounds for Quadratic Assignment Problems Associated with Hamming and Manhattan Distance Matrices Based on Semidefinite Programming . . . 3408--3426 Giuseppe Carlo Calafiore Random Convex Programs . . . . . . . . . 3427--3464 Ting Kei Pong and Paul Tseng and Shuiwang Ji and Jieping Ye Trace Norm Regularization: Reformulations, Algorithms, and Multi-Task Learning . . . . . . . . . . 3465--3489 Boris S. Mordukhovich and Javier F. Peña and Vera Roshchina Applying Metric Regularity to Compute a Condition Measure of a Smoothing Algorithm for Matrix Games . . . . . . . 3490--3511 K. Scheinberg and Ph. L. Toint Self-Correcting Geometry in Model-Based Algorithms for Derivative-Free Unconstrained Optimization . . . . . . . 3512--3532 Roberto Andreani and J. M. Martínez and B. F. Svaiter A New Sequential Optimality Condition for Constrained Optimization and Algorithmic Consequences . . . . . . . . 3533--3554 Hongchao Zhang and Andrew R. Conn and Katya Scheinberg A Derivative-Free Algorithm for Least-Squares Minimization . . . . . . . 3555--3576
J. Carsten Ziems and Stefan Ulbrich Adaptive Multilevel Inexact SQP Methods for PDE-Constrained Optimization . . . . 1--40 C. G. Liu and K. F. Ng Ekeland's Variational Principle for Set-Valued Functions . . . . . . . . . . 41--56 Min Tao and Xiaoming Yuan Recovering Low-Rank and Sparse Components of Matrices from Incomplete and Noisy Observations . . . . . . . . . 57--81 Ming-Jun Lai and Jingyue Wang An Unconstrained $\ell_q$ Minimization with $0 < q \leq 1$ for Sparse Solution of Underdetermined Linear Systems . . . 82--101 Chee-Khian Sim Superlinear Convergence of an Infeasible Predictor-Corrector Path-Following Interior Point Algorithm for a Semidefinite Linear Complementarity Problem Using the Helmberg--Kojima--Monteiro Direction . . 102--126 Xiaojun Chen and Robert S. Womersley and Jane J. Ye Minimizing the Condition Number of a Gram Matrix . . . . . . . . . . . . . . 127--148 Hédy Attouch and Marc-Olivier Czarnecki and Juan Peypouquet Prox-Penalization and Splitting Methods for Constrained Variational Problems . . 149--173 Massimo Marinacci and Luigi Montrucchio Necessary and Sufficient Conditions for Optima in Reflexive Spaces . . . . . . . 174--192 H. Th. Jongen and V. Shikhman Generalized Semi-Infinite Programming: The Nonsmooth Symmetric Reduction Ansatz 193--211 Yasushi Narushima and Hiroshi Yabe and John A. Ford A Three-Term Conjugate Gradient Method with Sufficient Descent Property for Unconstrained Optimization . . . . . . . 212--230 G. Iyengar and D. J. Phillips and C. Stein Approximating Semidefinite Packing Programs . . . . . . . . . . . . . . . . 231--268 A. Schiela and W. Wollner Barrier Methods for Optimal Control Problems with Convex Nonlinear Gradient State Constraints . . . . . . . . . . . 269--286 N. S. Aybat and G. Iyengar A First-Order Smoothed Penalty Method for Compressed Sensing . . . . . . . . . 287--313 Leonid Minchenko and Sergey Stakhovski Parametric Nonlinear Programming Problems under the Relaxed Constant Rank Condition . . . . . . . . . . . . . . . 314--332 Dimitri P. Bertsekas and Huizhen Yu A Unifying Polyhedral Approximation Framework for Convex Optimization . . . 333--360 Maria D. Gonzalez-Lima and William W. Hager and Hongchao Zhang An Affine-Scaling Interior-Point Method for Continuous Knapsack Constraints with Application to Support Vector Machines 361--390 Bissan Ghaddar and Juan C. Vera and Miguel F. Anjos Second-Order Cone Relaxations for Binary Quadratic Polynomial Programs . . . . . 391--414 R. Baker Kearfott Erratum: Validated Linear Relaxations and Preprocessing: Some Experiments . . 415--416
Philipp Rostalski and Ioannis A. Fotiou and Daniel J. Bates and A. Giovanni Beccuti and Manfred Morari Numerical Algebraic Geometry for Optimal Control Applications . . . . . . . . . . 417--437 Xianfu Wang Self-dual Regularization of Monotone Operators via the Resolvent Average . . 438--462 Alberto Lovison Singular Continuation: Generating Piecewise Linear Approximations to Pareto Sets via Global Analysis . . . . 463--490 M. Hintermüller and V. A. Kovtunenko and K. Kunisch Obstacle Problems with Cohesion: a Hemivariational Inequality Approach and Its Efficient Numerical Solution . . . . 491--516 Welington Oliveira and Claudia Sagastizábal and Susana Scheimberg Inexact Bundle Methods for Two-Stage Stochastic Programming . . . . . . . . . 517--544 Xinwei Liu and Yaxiang Yuan A Sequential Quadratic Programming Method Without a Penalty Function or a Filter for Nonlinear Equality Constrained Optimization . . . . . . . . 545--571 Venkat Chandrasekaran and Sujay Sanghavi and Pablo A. Parrilo and Alan S. Willsky Rank-Sparsity Incoherence for Matrix Decomposition . . . . . . . . . . . . . 572--596 A. S. Lewis and S. J. Wright Identifying Activity . . . . . . . . . . 597--614 Matthias Gerdts Erratum: ``Global Convergence of a Nonsmooth Newton Method for Control-State Constrained Optimal Control Problems'' . . . . . . . . . . . 615--616
Qie He and Shabbir Ahmed and George L. Nemhauser A Probabilistic Comparison of Split and Type $1$ Triangle Cuts for Two-Row Mixed-Integer Programs . . . . . . . . . 617--632 Satoko Moriguchi and Akiyoshi Shioura and Nobuyuki Tsuchimura $M$-Convex Function Minimization by Continuous Relaxation Approach: Proximity Theorem and Algorithm . . . . 633--668 Yongchao Liu and Huifu Xu and Gui-Hua Lin Stability Analysis of Two-Stage Stochastic Mathematical Programs with Complementarity Constraints via NLP Regularization . . . . . . . . . . . . . 669--705 Yong Xia and Xiaoling Sun and Duan Li and Xiaojin Zheng On The Reduction of Duality Gap in Box Constrained Nonconvex Quadratic Program 706--729 D. H. Fang and C. Li and X. Q. Yang Stable and Total Fenchel Duality for DC Optimization Problems in Locally Convex Spaces . . . . . . . . . . . . . . . . . 730--760 Stefan M. Wild and Christine Shoemaker Global Convergence of Radial Basis Function Trust Region Derivative-Free Algorithms . . . . . . . . . . . . . . . 761--781 Chong Li and K. F. Ng Subdifferential Calculus Rules for Supremum Functions in Convex Analysis 782--797 Jirí V. Outrata and Héctor Ramírez C. On the Aubin Property of Critical Points to Perturbed Second-Order Cone Programs 798--823 Etienne de Klerk and Monique Laurent On the Lasserre Hierarchy of Semidefinite Programming Relaxations of Convex Polynomial Optimization Problems 824--832 A. Guerra and A. M. Newman and S. Leyffer Concrete Structure Design using Mixed-Integer Nonlinear Programming with Complementarity Constraints . . . . . . 833--863 Jean B. Lasserre A New Look at Nonnegativity on Closed Sets and Polynomial Optimization . . . . 864--885 Xi Yin Zheng and Kung Fu Ng A Unified Separation Theorem for Closed Sets in a Banach Space and Optimality Conditions for Vector Optimization . . . 886--911 S. Gratton and A. Sartenaer and J. Tshimanga On a Class of Limited Memory Preconditioners For Large Scale Linear Systems With Multiple Right-Hand Sides 912--935 Sebastian Sager and Carola M. Barth and Holger Diedam and Michael Engelhart and Joachim Funke Optimization as an Analysis Tool for Human Complex Problem Solving . . . . . 936--959 João Gouveia and Tim Netzer Positive Polynomials and Projections of Spectrahedra . . . . . . . . . . . . . . 960--976 Richard H. Byrd and Gillian M. Chin and Will Neveitt and Jorge Nocedal On the Use of Stochastic Hessian Information in Optimization Methods for Machine Learning . . . . . . . . . . . . 977--995 Warren Scott and Peter Frazier and Warren Powell The Correlated Knowledge Gradient for Simulation Optimization of Continuous Parameters using Gaussian Process Regression . . . . . . . . . . . . . . . 996--1026 David Hartvigsen and Yanjun Li Maximum Cardinality Simple $2$-matchings in Subcubic Graphs . . . . . . . . . . . 1027--1045 Jayash Koshal and Angelia Nedi\'c and Uday V. Shanbhag Multiuser Optimization: Distributed Algorithms and Error Analysis . . . . . 1046--1081 Axel Dreves and Francisco Facchinei and Christian Kanzow and Simone Sagratella On the solution of the KKT conditions of generalized Nash equilibrium problems 1082--1108 A. L. Custódio and J. F. A. Madeira and A. I. F. Vaz and L. N. Vicente Direct Multisearch for Multiobjective Optimization . . . . . . . . . . . . . . 1109--1140 Peter Richtárik Improved Algorithms for Convex Minimization in Relative Scale . . . . . 1141--1167 Uma Ravat and Uday V. Shanbhag On the Characterization of Solution Sets of Smooth and Nonsmooth Convex Stochastic Nash Games . . . . . . . . . 1168--1199
Ewout van den Berg and Michael P. Friedlander Sparse Optimization with Least-Squares Constraints . . . . . . . . . . . . . . 1201--1229 Luis M. Briceño-Arias and Patrick L. Combettes A Monotone $+$ Skew Splitting Model for Composite Monotone Inclusions in Duality 1230--1250 Hédy Attouch and Marc-Olivier Czarnecki and Juan Peypouquet Coupling Forward-Backward with Penalty Schemes and Parallel Splitting for Constrained Variational Inequalities . . 1251--1274 Yongdo Lim Maximum-Volume Symmetric Gauge Ball Problem on the Convex Cone of Positive Definite Matrices and Convexity of Optimal Sets . . . . . . . . . . . . . . 1275--1288 Shoham Sabach Products of Finitely Many Resolvents of Maximal Monotone Mappings in Reflexive Banach Spaces . . . . . . . . . . . . . 1289--1308 Xiaoming Yuan and Min Li An LQP-Based Decomposition Method for Solving a Class of Variational Inequalities . . . . . . . . . . . . . . 1309--1318 Gábor Kassay and Simeon Reich and Shoham Sabach Iterative Methods for Solving Systems of Variational Inequalities in Reflexive Banach Spaces . . . . . . . . . . . . . 1319--1344 A. D. Ioffe Regularity on a Fixed Set . . . . . . . 1345--1370 Mihály Csaba Markót and Hermann Schichl Comparison and Automated Selection of Local Optimization Solvers for Interval Global Optimization Methods . . . . . . 1371--1391 Shujun Bi and Shaohua Pan and Jein-Shan Chen Nonsingularity Conditions for the Fischer--Burmeister System of Nonlinear SDPs . . . . . . . . . . . . . . . . . . 1392--1417 A. Astorino and A. Frangioni and M. Gaudioso and E. Gorgone Piecewise-quadratic Approximations in Convex Numerical Optimization . . . . . 1418--1438 Helmut Gfrerer First Order and Second Order Characterizations of Metric Subregularity and Calmness of Constraint Set Mappings . . . . . . . . . . . . . . 1439--1474 Cheng Lu and Shu-Cherng Fang and Qingwei Jin and Zhenbo Wang and Wenxun Xing KKT Solution and Conic Relaxation for Solving Quadratically Constrained Quadratic Programming Problems . . . . . 1475--1490 Jong-Shi Pang and Gesualdo Scutari Nonconvex Games with Side Constraints 1491--1522 Chong Li and Boris S. Mordukhovich and Jinhua Wang and Jen-Chih Yao Weak Sharp Minima on Riemannian Manifolds . . . . . . . . . . . . . . . 1523--1560 M. Hintermüller and T. Surowiec First-Order Optimality Conditions for Elliptic Mathematical Programs with Equilibrium Constraints via Variational Analysis . . . . . . . . . . . . . . . . 1561--1593 Marco Di Summa and Laurence A. Wolsey Mixing Sets Linked by Bidirected Paths 1594--1613 Massimo Fornasier and Holger Rauhut and Rachel Ward Low-rank Matrix Recovery via Iteratively Reweighted Least Squares Minimization 1614--1640 Qingna Li and Hou-duo Qi A Sequential Semismooth Newton Method for the Nearest Low-rank Correlation Matrix Problem . . . . . . . . . . . . . 1641--1666 Michael Chen and Sanjay Mehrotra Self-concordance and Decomposition-based Interior Point Methods for the Two-stage Stochastic Convex Optimization Problem 1667--1687 Renato D. C. Monteiro and B. F. Svaiter 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 . . . . . . . . . 1688--1720 Coralia Cartis and Nicholas I. M. Gould and Philippe L. Toint On the Evaluation Complexity of Composite Function Minimization with Applications to Nonconvex Nonlinear Programming . . . . . . . . . . . . . . 1721--1739
Georg Ch. Pflug and Alois Pichler A Distance For Multistage Stochastic Optimization Models . . . . . . . . . . 1--23 Heinz H. Bauschke and Xianfu Wang and Calvin J. S. Wylie Fixed Points of Averages of Resolvents: Geometry and Algorithms . . . . . . . . 24--40 Xi Yin Zheng and Zhou Wei Perturbation Analysis of Error Bounds for Quasi-subsmooth Inequalities and Semi-infinite Constraint Systems . . . . 41--65 Coralia Cartis and Nicholas I. M. Gould and Philippe L. Toint On the Oracle Complexity of First-Order and Derivative-Free Algorithms for Smooth Nonconvex Minimization . . . . . 66--86 Bilian Chen and Simai He and Zhening Li and Shuzhong Zhang Maximum Block Improvement and Polynomial Optimization . . . . . . . . . . . . . . 87--107 Amir Beck and Dror Pan On the Solution of the GPS Localization and Circle Fitting Problems . . . . . . 108--134 P.-A. Absil and Jérôme Malick Projection-like Retractions on Matrix Manifolds . . . . . . . . . . . . . . . 135--158 Stephen J. Wright Accelerated Block-coordinate Relaxation for Regularized Optimization . . . . . . 159--186 Z. Coulibaly and D. Orban An $\ell_1$ Elastic Interior-Point Method for Mathematical Programs with Complementarity Constraints . . . . . . 187--211 Giorgio Gnecco and Marcello Sanguineti and Mauro Gaggero Suboptimal Solutions to Team Optimization Problems with Stochastic Information Structure . . . . . . . . . 212--243 Amir Beck and Aharon Ben-Tal and Luba Tetruashvili A Sequential Ascending Parameter Method for Solving Constrained Minimization Problems . . . . . . . . . . . . . . . . 244--260 Eduardo Casas and Fredi Tröltzsch Second Order Analysis for Optimal Control Problems: Improving Results Expected From Abstract Theory . . . . . 261--279
Mert Gürbüzbalaban and Michael L. Overton Some Regularity Results for the Pseudospectral Abscissa and Pseudospectral Radius of a Matrix . . . 281--285 Vincent Guigues and Werner Römisch Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures . . . 286--312 Bingsheng He and Min Tao and Xiaoming Yuan Alternating Direction Method with Gaussian Back Substitution for Separable Convex Programming . . . . . . . . . . . 313--340 Yu. Nesterov Efficiency of Coordinate Descent Methods on Huge-Scale Optimization Problems . . 341--362 Kristijan Cafuta and Igor Klep and Janez Povh Constrained Polynomial Optimization Problems with Noncommuting Variables . . 363--383 D. Fernández and M. V. Solodov Local Convergence of Exact and Inexact Augmented Lagrangian Methods under the Second-Order Sufficient Optimality Condition . . . . . . . . . . . . . . . 384--407 Jiawang Nie and Li Wang Regularization Methods for SDP Relaxations in Large-Scale Polynomial Optimization . . . . . . . . . . . . . . 408--428 N. S. Aybat and G. Iyengar A First-Order Augmented Lagrangian Method for Compressed Sensing . . . . . 429--459 Mehdi Ghasemi and Murray Marshall Lower Bounds for Polynomials Using Geometric Programming . . . . . . . . . 460--473 Frank E. Curtis and Michael L. Overton A Sequential Quadratic Programming Algorithm for Nonconvex, Nonsmooth Constrained Optimization . . . . . . . . 474--500 Jeffrey C. Lagarias and Bjorn Poonen and Margaret H. Wright Convergence of the Restricted Nelder--Mead Algorithm in Two Dimensions 501--532 Donald Goldfarb and Shiqian Ma Fast Multiple-Splitting Algorithms for Convex Optimization . . . . . . . . . . 533--556 Amir Beck and Marc Teboulle Smoothing and First Order Methods: a Unified Framework . . . . . . . . . . . 557--580 E. de Klerk and D. V. Pasechnik Improved Lower Bounds for the 2-Page Crossing Numbers of $K_{m,n}$ and $K_n$ via Semidefinite Programming . . . . . . 581--595 Wolfgang Ring and Benedikt Wirth Optimization Methods on Riemannian Manifolds and Their Application to Shape Space . . . . . . . . . . . . . . . . . 596--627 Dimitra Bampou and Daniel Kuhn Polynomial Approximations for Continuous Linear Programs . . . . . . . . . . . . 628--648 Xiaojun Chen and Roger J.-B. Wets and Yanfang Zhang Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations . . . . . . . . . 649--673 John C. Duchi and Peter L. Bartlett and Martin J. Wainwright Randomized Smoothing for Stochastic Optimization . . . . . . . . . . . . . . 674--701 Olivier Devolder and François Glineur and Yurii Nesterov Double Smoothing Technique for Large-Scale Linearly Constrained Convex Optimization . . . . . . . . . . . . . . 702--727 Negar Soheili and Javier Penña A Smooth Perceptron Algorithm . . . . . 728--737
Eldad Haber and Matthias Chung and Felix Herrmann An Effective Method for Parameter Estimation with PDE Constraints with Multiple Right-Hand Sides . . . . . . . 739--757 Xi Yin Zheng and Zhou Wei Convergence of the Associated Sequence of Normal Cones of a Mosco Convergent Sequence of Sets . . . . . . . . . . . . 758--771 Roger Fletcher A Sequential Linear Constraint Programming Algorithm for NLP . . . . . 772--794 Eduardo Casas and Roland Herzog and Gerd Wachsmuth Optimality Conditions and Error Analysis of Semilinear Elliptic Control Problems with $L^1$ Cost Functional . . . . . . . 795--820 Asen L. Dontchev Generalizations of the Dennis--Moré Theorem . . . . . . . . . . . . . . . . 821--830 N. L. Boland and A. C. Eberhard and F. Engineer and A. Tsoukalas A New Approach to the Feasibility Pump in Mixed Integer Programming . . . . . . 831--861 Hideaki Iiduka Iterative Algorithm for Triple-Hierarchical Constrained Nonconvex Optimization Problem and Its Application to Network Bandwidth Allocation . . . . . . . . . . . . . . . 862--878 Laurent Sorber and Marc Van Barel and Lieven De Lathauwer Unconstrained Optimization of Real Functions in Complex Variables . . . . . 879--898 Marius Durea and Radu Strugariu Chain Rules for Linear Openness in General Banach Spaces . . . . . . . . . 899--913 Renato D. C. Monteiro and Benar F. Svaiter Iteration-Complexity of a Newton Proximal Extragradient Method for Monotone Variational Inequalities and Inclusion Problems . . . . . . . . . . . 914--935 G. M. Lee and N. N. Tam and N. D. Yen Stability of Linear-Quadratic Minimization over Euclidean Balls . . . 936--952 B. S. Mordukhovich and R. T. Rockafellar Second-Order Subdifferential Calculus with Applications to Tilt Stability in Optimization . . . . . . . . . . . . . . 953--986 Guanglu Zhou and Louis Caccetta and Kok Lay Teo and Soon-Yi Wu Nonnegative Polynomial Optimization over Unit Spheres and Convex Programming Relaxations . . . . . . . . . . . . . . 987--1008 Takayuki Okuno and Shunsuke Hayashi and Masao Fukushima A Regularized Explicit Exchange Method for Semi-Infinite Programs with an Infinite Number of Conic Constraints . . 1009--1028 Dennis Amelunxen and Peter Bürgisser A Coordinate-Free Condition Number for Convex Programming . . . . . . . . . . . 1029--1041 Kaifeng Jiang and Defeng Sun and Kim-Chuan Toh An Inexact Accelerated Proximal Gradient Method for Large Scale Linearly Constrained Convex SDP . . . . . . . . . 1042--1064 Yun-Bin Zhao and Duan Li Reweighted $\ell_1$-Minimization for Sparse Solutions to Underdetermined Linear Systems . . . . . . . . . . . . . 1065--1088 E. N. Barron and R. Goebel and R. R. Jensen Functions Which Are Quasiconvex under Linear Perturbations . . . . . . . . . . 1089--1108 Roberto Andreani and Gabriel Haeser and María Laura Schuverdt and Paulo J. S. Silva Two New Weak Constraint Qualifications and Applications . . . . . . . . . . . . 1109--1135 Diego A. Morán R. and Santanu S. Dey and Juan Pablo Vielma A Strong Dual for Conic Mixed-Integer Programs . . . . . . . . . . . . . . . . 1136--1150 Lei Guo and Gui-Hua Lin and Jane J. Ye Stability Analysis for Parametric Mathematical Programs with Geometric Constraints and Its Applications . . . . 1151--1176
Aswin Kannan and Uday V. Shanbhag Distributed Computation of Equilibria in Monotone Nash Games via Iterative Regularization Techniques . . . . . . . 1177--1205 Frank Schöpfer Exact Regularization of Polyhedral Norms 1206--1223 Michael Hintermüller and Carlos N. Rautenberg A Sequential Minimization Technique for Elliptic Quasi-variational Inequalities with Gradient Constraints . . . . . . . 1224--1257 Quoc Tran Dinh and Carlo Savorgnan and Moritz Diehl Adjoint-Based Predictor-Corrector Sequential Convex Programming for Parametric Nonlinear Optimization . . . 1258--1284 Paul T. Boggs and David M. Gay and Stewart K. Griffiths and Robert Michael Lewis and Kevin R. Long and Stephen Nash and Robert H. Nilson Optimization Algorithms for Hierarchical Problems with Application to Nanoporous Materials . . . . . . . . . . . . . . . 1285--1308 S. Dempe and B. S. Mordukhovich and A. B. Zemkoho Sensitivity Analysis for Two-Level Value Functions with Applications to Bilevel Programming . . . . . . . . . . . . . . 1309--1343 Ilya O. Ryzhov and Warren B. Powell Information Collection for Linear Programs with Uncertain Objective Coefficients . . . . . . . . . . . . . . 1344--1368 Amir Shahzad and Eric C. Kerrigan and George A. Constantinides A Stable and Efficient Method for Solving a Convex Quadratic Program with Application to Optimal Control . . . . . 1369--1393 Sin-Shuen Cheung and Anthony Man-Cho So and Kuncheng Wang Linear Matrix Inequalities with Stochastically Dependent Perturbations and Applications to Chance-Constrained Semidefinite Optimization . . . . . . . 1394--1430 Min Tao and Xiaoming Yuan On the $ O(1 / t) $ Convergence Rate of Alternating Direction Method with Logarithmic-Quadratic Proximal Regularization . . . . . . . . . . . . . 1431--1448 C. D. Rodrigues and D. Quadri and P. Michelon and S. Gueye $0$-$1$ Quadratic Knapsack Problems: an Exact Approach Based on a $t$-Linearization . . . . . . . . . . . 1449--1468 Saeed Ghadimi and Guanghui Lan Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: a Generic Algorithmic Framework . . . . . 1469--1492 Carlos E. Ferreira and Ute Günther and Alexander Martin Mathematical Models and Polyhedral Studies for Integral Sheet Metal Design 1493--1517 Güzín Bayraksan and Péguy Pierre-Louis Fixed-Width Sequential Stopping Rules for a Class of Stochastic Programs . . . 1518--1548 John C. Duchi and Alekh Agarwal and Mikael Johansson and Michael I. Jordan Ergodic Mirror Descent . . . . . . . . . 1549--1578 A. F. Izmailov and M. V. Solodov and E. I. Uskov Global Convergence of Augmented Lagrangian Methods Applied to Optimization Problems with Degenerate Constraints, Including Problems with Complementarity Constraints . . . . . . 1579--1606 Ellen H. Fukuda and Paulo J. S. Silva and Masao Fukushima Differentiable Exact Penalty Functions for Nonlinear Second-Order Cone Programs 1607--1633 Florian A. Potra Weighted Complementarity Problems --- A New Paradigm for Computing Equilibria 1634--1654 Guoyin Li and Boris S. Mordukhovich Hölder Metric Subregularity with Applications to Proximal Point Method 1655--1684
Hideaki Iiduka Fixed Point Optimization Algorithms for Distributed Optimization in Networked Systems . . . . . . . . . . . . . . . . 1--26 Stephen C. Billups and Jeffrey Larson and Peter Graf Derivative-Free Optimization of Expensive Functions with Computational Error Using Weighted Regression . . . . 27--53 Rafael Correa and Abderrahim Hantoute Lower Semicontinuous Convex Relaxation in Optimization . . . . . . . . . . . . 54--73 A. S. Lewis and S. Zhang Partial Smoothness, Tilt Stability, and Generalized Hessians . . . . . . . . . . 74--94 Quoc Tran Dinh and Ion Necoara and Carlo Savorgnan and Moritz Diehl An Inexact Perturbed Path-Following Method for Lagrangian Decomposition in Large-Scale Separable Convex Optimization . . . . . . . . . . . . . . 95--125 Konstantinos Slavakis and Isao Yamada The Adaptive Projected Subgradient Method Constrained by Families of Quasi-nonexpansive Mappings and Its Application to Online Learning . . . . . 126--152 Fabián Flores-Bazán and Giandomenico Mastroeni Strong Duality in Cone Constrained Nonconvex Optimization . . . . . . . . . 153--169 Alexander J. Zaslavski Exact Penalty Property in Optimization with Mixed Constraints via Variational Analysis . . . . . . . . . . . . . . . . 170--187 Hiroyuki Sato and Toshihiro Iwai A Riemannian Optimization Approach to the Matrix Singular Value Decomposition 188--212 Alekh Agarwal and Dean P. Foster and Daniel Hsu and Sham M. Kakade and Alexander Rakhlin Stochastic Convex Optimization with Bandit Feedback . . . . . . . . . . . . 213--240 Gabriela Jeronimo and Daniel Perrucci and Elias Tsigaridas On the Minimum of a Polynomial Function on a Basic Closed Semialgebraic Set and Applications . . . . . . . . . . . . . . 241--255 D. Drusvyatskiy and A. S. Lewis Tilt Stability, Uniform Quadratic Growth, and Strong Metric Regularity of the Subdifferential . . . . . . . . . . 256--267 Arvind U. Raghunathan Global Optimization of Nonlinear Network Design . . . . . . . . . . . . . . . . . 268--295 Yu-Hong Dai and Cai-Xia Kou A Nonlinear Conjugate Gradient Algorithm with an Optimal Property and an Improved Wolfe Line Search . . . . . . . . . . . 296--320 Roland Herzog and Christian Meyer and Gerd Wachsmuth $B$- and Strong Stationarity for Optimal Control of Static Plasticity with Hardening . . . . . . . . . . . . . . . 321--352 Wolfram Wiesemann and Angelos Tsoukalas and Polyxeni-Margarita Kleniati and Berç Rustem Pessimistic Bilevel Optimization . . . . 353--380 Darinka Dentcheva and Andrzej Ruszczy\'nski Common Mathematical Foundations of Expected Utility and Dual Utility Theories . . . . . . . . . . . . . . . . 381--405 Boris S. Mordukhovich and T. T. A. Nghia Subdifferentials of Nonconvex Supremum Functions and Their Applications to Semi-infinite and Infinite Programs with Lipschitzian Data . . . . . . . . . . . 406--431 Samuel Burer and Kurt M. Anstreicher Second-Order-Cone Constraints for Extended Trust-Region Subproblems . . . 432--451 D. Dorsch and H. Th. Jongen and V. Shikhman On Structure and Computation of Generalized Nash Equilibria . . . . . . 452--474 Renato D. C. Monteiro and Benar F. Svaiter Iteration-Complexity of Block-Decomposition Algorithms and the Alternating Direction Method of Multipliers . . . . . . . . . . . . . . 475--507 Daniela Lera and Yaroslav D. Sergeyev Acceleration of Univariate Global Optimization Algorithms Working with Lipschitz Functions and Lipschitz First Derivatives . . . . . . . . . . . . . . 508--529 Alois Pichler Evaluations of Risk Measures for Different Probability Measures . . . . . 530--551 A. Cabot and L. Thibault Inclusion of Subdifferentials, Linear Well-Conditioning, and Steepest Descent Equation . . . . . . . . . . . . . . . . 552--575 Ankan Saha and Ambuj Tewari On the Nonasymptotic Convergence of Cyclic Coordinate Descent Methods . . . 576--601 Hailin Sun and Huifu Xu and Rudabeh Meskarian and Yong Wang Exact Penalization, Level Function Method, and Modified Cutting-Plane Method for Stochastic Programs with Second Order Stochastic Dominance Constraints . . . . . . . . . . . . . . 602--631 Helmut Gfrerer On Directional Metric Subregularity and Second-Order Optimality Conditions for a Class of Nonsmooth Mathematical Programs 632--665 Jane J. Ye and Julie Zhou Minimizing the Condition Number to Construct Design Points for Polynomial Regression Models . . . . . . . . . . . 666--686
Hector Ramírez and Alberto Seeger and David Sossa Commutation Principle for Variational Problems on Euclidean Jordan Algebras 687--694 Laurent Sorber and Marc Van Barel and Lieven De Lathauwer Optimization-Based Algorithms for Tensor Decompositions: Canonical Polyadic Decomposition, Decomposition in Rank-$ (L_r, L_r, 1) $ Terms, and a New Generalization . . . . . . . . . . . . . 695--720 Akshay Gupte and Shabbir Ahmed and Myun Seok Cheon and Santanu Dey Solving Mixed Integer Bilinear Problems Using MILP Formulations . . . . . . . . 721--744 Chek Beng Chua and Zhen Li A Barrier-Based Smoothing Proximal Point Algorithm for NCPs over Closed Convex Cones . . . . . . . . . . . . . . . . . 745--769 Christian Kanzow and Alexandra Schwartz A New Regularization Method for Mathematical Programs with Complementarity Constraints with Strong Convergence Properties . . . . . . . . . 770--798 Dennis Cheung and Felipe Cucker On the Average Condition of Random Linear Programs . . . . . . . . . . . . 799--810 Amir Ali Ahmadi and Pablo A. Parrilo A Complete Characterization of the Gap between Convexity and SOS-Convexity . . 811--833 Frank Göring and Christoph Helmberg and Susanna Reiss On Minimizing the Spectral Width of Graph Laplacians and Associated Graph Realizations . . . . . . . . . . . . . . 834--856 Junfeng Yang and Defeng Sun and Kim-Chuan Toh A Proximal Point Algorithm for Log-Determinant Optimization with Group Lasso Regularization . . . . . . . . . . 857--893 Ming Hu and Masao Fukushima Existence, Uniqueness, and Computation of Robust Nash Equilibria in a Class of Multi-Leader-Follower Games . . . . . . 894--916 H\`a Huy Vui Global Hölderian Error Bound for Nondegenerate Polynomials . . . . . . . 917--933 Michel Baes and Michael Bürgisser and Arkadi Nemirovski A Randomized Mirror-Prox Method for Solving Structured Large-Scale Matrix Saddle-Point Problems . . . . . . . . . 934--962 Sanjay Mehrotra and Dávid Papp Generating Moment Matching Scenarios Using Optimization Techniques . . . . . 963--999 Kai Kellner and Thorsten Theobald and Christian Trabandt Containment Problems for Polytopes and Spectrahedra . . . . . . . . . . . . . . 1000--1020 Amitabh Basu and Robert Hildebrand and Matthias Köppe and Marco Molinaro A $ (k + 1) $-Slope Theorem for the $k$-Dimensional Infinite Group Relaxation . . . . . . . . . . . . . . . 1021--1040 Peter Fusek On Metric Regularity for Weakly Almost Piecewise Smooth Functions and Some Applications in Nonlinear Semidefinite Programming . . . . . . . . . . . . . . 1041--1061 Lin Xiao and Tong Zhang A Proximal-Gradient Homotopy Method for the Sparse Least-Squares Problem . . . . 1062--1091 Renato D. C. Monteiro and B. F. Svaiter An Accelerated Hybrid Proximal Extragradient Method for Convex Optimization and Its Implications to Second-Order Methods . . . . . . . . . . 1092--1125 Meisam Razaviyayn and Mingyi Hong and Zhi-Quan Luo A Unified Convergence Analysis of Block Successive Minimization Methods for Nonsmooth Optimization . . . . . . . . . 1126--1153 R. Correa and P. Gajardo and L. Thibault and D. Zagrodny Existence of Minimizers on Drops . . . . 1154--1166 Layne T. Watson and Stephen C. Billups and John E. Mitchell and David R. Easterling A Globally Convergent Probability-One Homotopy for Linear Programs with Linear Complementarity Constraints . . . . . . 1167--1188 L. F. Bueno and A. Friedlander and J. M. Martínez and F. N. C. Sobral Inexact Restoration Method for Derivative-Free Optimization with Smooth Constraints . . . . . . . . . . . . . . 1189--1213 Bart Vandereycken Low-Rank Matrix Completion by Riemannian Optimization . . . . . . . . . . . . . . 1214--1236 Chong Li and K. F. Ng Approximate Solutions for Abstract Inequality Systems . . . . . . . . . . . 1237--1256 J. Carsten Ziems Adaptive Multilevel Inexact SQP-Methods for PDE-Constrained Optimization with Control Constraints . . . . . . . . . . 1257--1283 S. U. Stich and C. L. Müller and B. Gärtner Optimization of Convex Functions with Random Pursuit . . . . . . . . . . . . . 1284--1309 Leah Epstein and Asaf Levin Robust Approximation Schemes for Cube Packing . . . . . . . . . . . . . . . . 1310--1343 Yao Yue and Karl Meerbergen Accelerating Optimization of Parametric Linear Systems by Model Order Reduction 1344--1370
Daniel P. Robinson and Liming Feng and Jorge M. Nocedal and Jong-Shi Pang Subspace Accelerated Matrix Splitting Algorithms for Asymmetric and Symmetric Linear Complementarity Problems . . . . 1371--1397 Dávid Papp and Farid Alizadeh Semidefinite Characterization of Sum-of-Squares Cones in Algebras . . . . 1398--1423 Michael Moeller and Martin Burger Multiscale Methods for Polyhedral Regularizations . . . . . . . . . . . . 1424--1456 James V. Burke and Tim Hoheisel Epi-convergent Smoothing with Applications to Convex Composite Functions . . . . . . . . . . . . . . . 1457--1479 Amir Beck and Yonina C. Eldar Sparsity Constrained Nonlinear Optimization: Optimality Conditions and Algorithms . . . . . . . . . . . . . . . 1480--1509 Jacek Gondzio Convergence Analysis of an Inexact Feasible Interior Point Method for Convex Quadratic Programming . . . . . . 1510--1527 Xiaojun Chen and Lingfeng Niu and Yaxiang Yuan Optimality Conditions and a Smoothing Trust Region Newton Method for NonLipschitz Optimization . . . . . . . 1528--1552 Coralia Cartis and Nicholas I. M. Gould and Philippe L. Toint On the Evaluation Complexity of Cubic Regularization Methods for Potentially Rank-Deficient Nonlinear Least-Squares Problems and Its Relevance to Constrained Nonlinear Optimization . . . 1553--1574 M. De Santis and S. Lucidi and F. Rinaldi A New Class of Functions for Measuring Solution Integrality in the Feasibility Pump Approach . . . . . . . . . . . . . 1575--1606 Silvia Villa and Saverio Salzo and Luca Baldassarre and Alessandro Verri Accelerated and Inexact Forward-Backward Algorithms . . . . . . . . . . . . . . . 1607--1633 Jiawang Nie Polynomial Optimization with Real Varieties . . . . . . . . . . . . . . . 1634--1646 Xiaojun Chen and Zhengyu Wang Convergence of Regularized Time-Stepping Methods for Differential Variational Inequalities . . . . . . . . . . . . . . 1647--1671 Darinka Dentcheva and Werner Römisch Stability and Sensitivity of Stochastic Dominance Constrained Optimization Models . . . . . . . . . . . . . . . . . 1672--1688 Aleksandr Y. Aravkin and James V. Burke and Michael P. Friedlander Variational Properties of Value Functions . . . . . . . . . . . . . . . 1689--1717 Wei Bian and Xiaojun Chen Worst-Case Complexity of Smoothing Quadratic Regularization Methods for Non-Lipschitzian Optimization . . . . . 1718--1741 Jean B. Lasserre A Lagrangian Relaxation View of Linear and Semidefinite Hierarchies . . . . . . 1742--1756 O. P. Ferreira and M. L. N. Gonçalves and P. R. Oliveira Convergence of the Gauss--Newton Method for Convex Composite Optimization under a Majorant Condition . . . . . . . . . . 1757--1783 A. Astorino and A. Frangioni and A. Fuduli and E. Gorgone A Nonmonotone Proximal Bundle Method with (Potentially) Continuous Step Decisions . . . . . . . . . . . . . . . 1784--1809 B. S. Mordukhovich and R. T. Rockafellar and M. E. Sarabi Characterizations of Full Stability in Constrained Optimization . . . . . . . . 1810--1849 Hongbo Dong Symmetric Tensor Approximation Hierarchies for the Completely Positive Cone . . . . . . . . . . . . . . . . . . 1850--1866 C. Buchheim and M. De Santis and L. Palagi and M. Piacentini An Exact Algorithm for Nonconvex Quadratic Integer Minimization Using Ellipsoidal Relaxations . . . . . . . . 1867--1889 Tomonari Kitahara and Takashi Tsuchiya A Simple Variant of the Mizuno--Todd--Ye Predictor-Corrector Algorithm and Its Objective-Function-Free Complexity . . . 1890--1903 Marco Artina and Massimo Fornasier and Francesco Solombrino Linearly Constrained Nonsmooth and Nonconvex Minimization . . . . . . . . . 1904--1937
Clóvis C. Gonzaga and Elizabeth W. Karas and Diane R. Rossetto An Optimal Algorithm for Constrained Differentiable Convex Optimization . . . 1939--1955 Michele Monaci and Ulrich Pferschy On the Robust Knapsack Problem . . . . . 1956--1982 Philip E. Gill and Daniel P. Robinson A Globally Convergent Stabilized SQP Method . . . . . . . . . . . . . . . . . 1983--2010 Radu Ioan Bot and Ernö Robert Csetnek and André Heinrich A Primal-Dual Splitting Algorithm for Finding Zeros of Sums of Maximal Monotone Operators . . . . . . . . . . . 2011--2036 Amir Beck and Luba Tetruashvili On the Convergence of Block Coordinate Descent Type Methods . . . . . . . . . . 2037--2060 Saeed Ghadimi and Guanghui Lan Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization, II: Shrinking Procedures and Optimal Algorithms . . . . . . . . . . . . . . . 2061--2089 Michael Hintermüller and Carlos N. Rautenberg Parabolic Quasi-variational Inequalities with Gradient-Type Constraints . . . . . 2090--2123 B. Mishra and G. Meyer and F. Bach and R. Sepulchre Low-Rank Optimization with Trace Norm Penalty . . . . . . . . . . . . . . . . 2124--2149 William W. Hager and Hongchao Zhang The Limited Memory Conjugate Gradient Method . . . . . . . . . . . . . . . . . 2150--2168 J. Y. Bello Cruz A Subgradient Method for Vector Optimization Problems . . . . . . . . . 2169--2182 Daniel Boley Local Linear Convergence of the Alternating Direction Method of Multipliers on Quadratic or Linear Programs . . . . . . . . . . . . . . . . 2183--2207 Chong Li and Xiaopeng Zhao and Yaohua Hu Quasi-Slater and Farkas--Minkowski Qualifications for Semi-infinite Programming with Applications . . . . . 2208--2230 Yuri M. Ermoliev and Vladimir I. Norkin Sample Average Approximation Method for Compound Stochastic Optimization Problems . . . . . . . . . . . . . . . . 2231--2263 Sheena Haines and Jason Loeppky and Paul Tseng and Xianfu Wang Convex Relaxations of the Weighted Maxmin Dispersion Problem . . . . . . . 2264--2294 Lei Guo and Jane J. Ye and Jin Zhang Mathematical Programs with Geometric Constraints in Banach Spaces: Enhanced Optimality, Exact Penalty, and Sensitivity . . . . . . . . . . . . . . 2295--2319 Naohiko Arima and Sunyoung Kim and Masakazu Kojima A Quadratically Constrained Quadratic Optimization Model for Completely Positive Cone Programming . . . . . . . 2320--2340 Saeed Ghadimi and Guanghui Lan Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming . . . . . . . . . . . . . . 2341--2368 A. F. Izmailov and A. S. Kurennoy Abstract Newtonian Frameworks and Their Applications . . . . . . . . . . . . . . 2369--2396 Robert Hesse and D. Russell Luke Nonconvex Notions of Regularity and Convergence of Fundamental Algorithms for Feasibility Problems . . . . . . . . 2397--2419 Patrick L. Combettes Systems of Structured Monotone Inclusions: Duality, Algorithms, and Applications . . . . . . . . . . . . . . 2420--2447 Zhaosong Lu and Yong Zhang Sparse Approximation via Penalty Decomposition Methods . . . . . . . . . 2448--2478 Georg Schildbach and Lorenzo Fagiano and Manfred Morari Randomized Solutions to Convex Programs with Multiple Chance Constraints . . . . 2479--2501 Xuan Vinh Doan and Stephen Vavasis Finding Approximately Rank-One Submatrices with the Nuclear Norm and $ \ell_1 $-Norm . . . . . . . . . . . . . 2502--2540 Radu Ioan Bot and Christopher Hendrich A Douglas--Rachford Type Primal-Dual Method for Solving Inclusions with Mixtures of Composite and Parallel-Sum Type Monotone Operators . . . . . . . . 2541--2565
Florian A. Potra Interior Point Methods for Sufficient Horizontal LCP in a Wide Neighborhood of the Central Path with Best Known Iteration Complexity . . . . . . . . . . 1--28 M. J. Cánovas and A. Y. Kruger and M. A. López and J. Parra and M. A. Théra Calmness Modulus of Linear Semi-infinite Programs . . . . . . . . . . . . . . . . 29--48 Chen Greif and Erin Moulding and Dominique Orban Bounds on Eigenvalues of Matrices Arising from Interior-Point Methods . . 49--83 Angelia Nedi\'c and Soomin Lee On Stochastic Subgradient Mirror-Descent Algorithm with Weighted Averaging . . . 84--107 Michael Hintermüller and Anton Schiela and Winnifried Wollner The Length of the Primal-Dual Path in Moreau--Yosida-Based Path-Following Methods for State Constrained Optimal Control . . . . . . . . . . . . . . . . 108--126 Suvrajeet Sen and Zhihong Zhou Multistage Stochastic Decomposition: a Bridge between Stochastic Programming and Approximate Dynamic Programming . . 127--153 Xi Yin Zheng and Kung Fu Ng Metric Subregularity of Piecewise Linear Multifunctions and Applications to Piecewise Linear Multiobjective Optimization . . . . . . . . . . . . . . 154--174 Nicholas I. M. Gould and Yueling Loh and Daniel P. Robinson A Filter Method with Unified Step Computation for Nonlinear Optimization 175--209 Nguyen Thanh Qui and Nguyen Dong Yen A Class of Linear Generalized Equations 210--231 Hédy Attouch and Juan Peypouquet and Patrick Redont A Dynamical Approach to an Inertial Forward-Backward Algorithm for Convex Minimization . . . . . . . . . . . . . . 232--256 Vera Roshchina Facially Exposed Cones Are Not Always Nice . . . . . . . . . . . . . . . . . . 257--268 Ron Shefi and Marc Teboulle Rate of Convergence Analysis of Decomposition Methods Based on the Proximal Method of Multipliers for Convex Minimization . . . . . . . . . . 269--297 Andre Milzarek and Michael Ulbrich A Semismooth Newton Method with Multidimensional Filter Globalization for $ l_1$-Optimization . . . . . . . . 298--333 Jong-hyun Ryu and Sujin Kim A Derivative-Free Trust-Region Method for Biobjective Optimization . . . . . . 334--362 Xi Yin Zheng and Kung Fu Ng Proximal Normal Cone Analysis on Smooth Banach Spaces and Applications . . . . . 363--384 Tamás Terlaky and Zhouhong Wang On the Identification of the Optimal Partition of Second Order Cone Optimization Problems . . . . . . . . . 385--414 Harald Günzel Stationary Point Sets: Convex Quadratic Optimization Is Universal in Nonlinear Optimization . . . . . . . . . . . . . . 415--434 Anton Schiela and Stefan Ulbrich Operator Preconditioning for a Class of Inequality Constrained Optimal Control Problems . . . . . . . . . . . . . . . . 435--466 Yongchao Liu and Werner Römisch and Huifu Xu Quantitative Stability Analysis of Stochastic Generalized Equations . . . . 467--497 Jonathan M. Borwein and Guoyin Li and Liangjin Yao Analysis of the Convergence Rate for the Cyclic Projection Algorithm Applied to Basic Semialgebraic Convex Sets . . . . 498--527 Victor M. Zavala and Mihai Anitescu Scalable Nonlinear Programming via Exact Differentiable Penalty Functions and Trust-Region Newton Methods . . . . . . 528--558
Nader Kanzi Constraint Qualifications in Semi-Infinite Systems and Their Applications in Nonsmooth Semi-Infinite Problems with Mixed Constraints . . . . 559--572 Lauren A. Hannah and Warren B. Powell and David B. Dunson Semiconvex Regression for Metamodeling-Based Optimization . . . . 573--597 Jieqiu Chen and Samuel Burer A First-Order Smoothing Technique for a Class of Large-Scale Linear Programs . . 598--620 Charles Audet and Andrea Ianni and Sébastien Le Digabel and Christophe Tribes Reducing the Number of Function Evaluations in Mesh Adaptive Direct Search Algorithms . . . . . . . . . . . 621--642 Daniel Bienstock and Alexander Michalka Cutting-Planes for Optimization of Convex Functions over Nonconvex Sets . . 643--677 N. Dinh and M. A. Goberna and M. A. López and T. H. Mo From the Farkas Lemma to the Hahn--Banach Theorem . . . . . . . . . . 678--701 D. Aussel and Y. García On Extensions of Kenderov's Single-Valuedness Result for Monotone Maps and Quasimonotone Maps . . . . . . 702--713 Florian Jarre and Chantal Hergenroeder A Symmetric Reduction of the NT Direction . . . . . . . . . . . . . . . 714--732 Wim van Ackooij and Claudia Sagastizábal Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems 733--765 Bin Wu and Chao Ding and Defeng Sun and Kim-Chuan Toh On the Moreau--Yosida Regularization of the Vector $k$-Norm Related Functions 766--794 Frank Fischer and Christoph Helmberg A Parallel Bundle Framework for Asynchronous Subspace Optimization of Nonsmooth Convex Functions . . . . . . . 795--822 Alberto Caprara and Margarida Carvalho and Andrea Lodi and Gerhard J. Woeginger A Study on the Computational Complexity of the Bilevel Knapsack Problem . . . . 823--838 James V. Burke and Frank E. Curtis and Hao Wang A Sequential Quadratic Optimization Algorithm with Rapid Infeasibility Detection . . . . . . . . . . . . . . . 839--872 Yifan Sun and Martin S. Andersen and Lieven Vandenberghe Decomposition in Conic Optimization with Partially Separable Structure . . . . . 873--897 Helmut Gfrerer Optimality Conditions for Disjunctive Programs Based on Generalized Differentiation with Application to Mathematical Programs with Equilibrium Constraints . . . . . . . . . . . . . . 898--931
Yongchao Liu and Huifu Xu Entropic Approximation for Mathematical Programs with Robust Equilibrium Constraints . . . . . . . . . . . . . . 933--958 G. Fasano and G. Liuzzi and S. Lucidi and F. Rinaldi A Linesearch-Based Derivative-Free Approach for Nonsmooth Constrained Optimization . . . . . . . . . . . . . . 959--992 M. Densing Stochastic Programming of Time-Consistent Extensions of AVaR . . . 993--1010 Bingsheng He and Han Liu and Zhaoran Wang and Xiaoming Yuan A Strictly Contractive Peaceman--Rachford Splitting Method for Convex Programming . . . . . . . . . . . 1011--1040 Frank E. Curtis and Travis C. Johnson and Daniel P. Robinson and Andreas Wächter An Inexact Sequential Quadratic Optimization Algorithm for Nonlinear Optimization . . . . . . . . . . . . . . 1041--1074 Chong Li and K. F. Ng The Dual Normal CHIP and Linear Regularity for Infinite Systems of Convex Sets in Banach Spaces . . . . . . 1075--1101 Evgeny Shindin and Gideon Weiss Symmetric Strong Duality for a Class of Continuous Linear Programs with Constant Coefficients . . . . . . . . . . . . . . 1102--1121 Roger Fletcher On Wolfe's Method for Resolving Degeneracy in Linearly Constrained Optimization . . . . . . . . . . . . . . 1122--1137 Alexandre d'Aspremont and Noureddine El Karoui A Stochastic Smoothing Algorithm for Semidefinite Programming . . . . . . . . 1138--1177 Lei-Hong Zhang and Wei Hong Yang An Efficient Matrix Splitting Method for the Second-Order Cone Complementarity Problem . . . . . . . . . . . . . . . . 1178--1205 Lei Guo and Gui-Hua Lin and Jane J. Ye and Jin Zhang Sensitivity Analysis of the Value Function for Parametric Mathematical Programs with Equilibrium Constraints 1206--1237 A. S. Bandeira and K. Scheinberg and L. N. Vicente Convergence of Trust-Region Methods Based on Probabilistic Models . . . . . 1238--1264 Zi Xu and Mingyi Hong and Zhi-Quan Luo Semidefinite Approximation for Mixed Binary Quadratically Constrained Quadratic Programs . . . . . . . . . . . 1265--1293 Iskander Aliev and Adam Letchford Iterated Chvátal--Gomory Cuts and the Geometry of Numbers . . . . . . . . . . 1294--1312 Aurélien Greuet and Mohab Safey El Din Probabilistic Algorithm for Polynomial Optimization over a Real Algebraic Set 1313--1343 B. S. Mordukhovich and T. T. A. Nghia Full Lipschitzian and Hölderian Stability in Optimization with Applications to Mathematical Programming and Optimal Control . . . . . . . . . . . . . . . . 1344--1381 Pierre-Jean Spaenlehauer On the Complexity of Computing Critical Points with Gröbner Bases . . . . . . . . 1382--1401 M. A. Goberna and V. Jeyakumar and G. Li and J. Vicente-Pérez Robust Solutions of MultiObjective Linear Semi-Infinite Programs under Constraint Data Uncertainty . . . . . . 1402--1419 Jason D. Lee and Yuekai Sun and Michael A. Saunders Proximal Newton-Type Methods for Minimizing Composite Functions . . . . . 1420--1443 Yu. Nesterov and S. Shpirko Primal-Dual Subgradient Method for Huge-Scale Linear Conic Problems . . . . 1444--1457 Shu Lu Symmetric Confidence Regions and Confidence Intervals for Normal Map Formulations of Stochastic Variational Inequalities . . . . . . . . . . . . . . 1458--1484 Jianqiang Cheng and Erick Delage and Abdel Lisser Distributionally Robust Stochastic Knapsack Problem . . . . . . . . . . . . 1485--1506 Matthias Heinkenschloss and Denis Ridzal A Matrix-Free Trust-Region SQP Method for Equality Constrained Optimization 1507--1541 Miroslav Bacák Computing Medians and Means in Hadamard Spaces . . . . . . . . . . . . . . . . . 1542--1566 Sangwoon Yun On the Iteration Complexity of Cyclic Coordinate Gradient Descent Methods . . 1567--1580
Boris S. Mordukhovich and Jirí V. Outrata and M. Ebrahim Sarabi Full Stability of Locally Optimal Solutions in Second-Order Cone Programs 1581--1613 Etienne Corman and Xiaoming Yuan A Generalized Proximal Point Algorithm and Its Convergence Rate . . . . . . . . 1614--1638 Stephan Dempe and Alain B. Zemkoho KKT Reformulation and Necessary Conditions for Optimality in Nonsmooth Bilevel Optimization . . . . . . . . . . 1639--1669 Sanjay Mehrotra and Dávid Papp A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization . . . . . . . . . . . . . . 1670--1697 Venkatesan Guruswami and Ali Kemal Sinop and Yuan Zhou Constant Factor Lasserre Integrality Gaps for Graph Partitioning Problems . . 1698--1717 Quoc Tran-Dinh and Anastasios Kyrillidis and Volkan Cevher An Inexact Proximal Path-Following Algorithm for Constrained Convex Minimization . . . . . . . . . . . . . . 1718--1745 Somayeh Sojoudi and Javad Lavaei Exactness of Semidefinite Relaxations for Nonlinear Optimization Problems with Underlying Graph Structure . . . . . . . 1746--1778 Yunmei Chen and Guanghui Lan and Yuyuan Ouyang Optimal Primal-Dual Methods for a Class of Saddle Point Problems . . . . . . . . 1779--1814 Nguyen Mau Nam and Nguyen Thai An and R. Blake Rector and Jie Sun Nonsmooth Algorithms and Nesterov's Smoothing Technique for Generalized Fermat--Torricelli Problems . . . . . . 1815--1839 Hideaki Iiduka and Kazuhiro Hishinuma Acceleration Method Combining Broadcast and Incremental Distributed Optimization Algorithms . . . . . . . . . . . . . . . 1840--1863 Wim van Ackooij and René Henrion Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions . . . . 1864--1889 W. Hare Numerical Analysis of $ \mathcal {V} \mathcal {U} $-Decomposition, $ \mathcal {U} $-Gradient, and $ \mathcal {U} $-Hessian Approximations . . . . . . . . 1890--1913 Gerd Wachsmuth Strong Stationarity for Optimal Control of the Obstacle Problem with Control Constraints . . . . . . . . . . . . . . 1914--1932 Minjiao Zhang and S\.\imge Küçükyavuz Finitely Convergent Decomposition Algorithms for Two-Stage Stochastic Pure Integer Programs . . . . . . . . . . . . 1933--1951 Alejandro Jofré and Roger J.-B. Wets Variational Convergence of Bifunctions: Motivating Applications . . . . . . . . 1952--1979 S. Gratton and L. N. Vicente A Merit Function Approach for Direct Search . . . . . . . . . . . . . . . . . 1980--1998 Michael P. Friedlander and Ives Macêdo and Ting Kei Pong Gauge Optimization and Duality . . . . . 1999--2022 Jinglai Shen Robust Non-Zenoness of Piecewise Affine Systems with Applications to Linear Complementarity Systems . . . . . . . . 2023--2056 Lin Xiao and Tong Zhang A Proximal Stochastic Gradient Method with Progressive Variance Reduction . . 2057--2075 Abdullah Alotaibi and Patrick L. Combettes and Naseer Shahzad Solving Coupled Composite Monotone Inclusions by Successive Fejér Approximations of their Kuhn--Tucker Set 2076--2095 Xavier Allamigeon and Pascal Benchimol and Stéphane Gaubert and Michael Joswig Combinatorial Simplex Algorithms Can Solve Mean Payoff Games . . . . . . . . 2096--2117
Mauricio Velasco Linearization Functors on Real Convex Sets . . . . . . . . . . . . . . . . . . 1--27 Csaba I. Fábián and Christian Wolf and Achim Koberstein and Leena Suhl Risk-Averse Optimization in Two-Stage Stochastic Models: Computational Aspects and a Study . . . . . . . . . . . . . . 28--52 Xiaojun Chen and Hailin Sun and Roger J.-B. Wets Regularized Mathematical Programs with Stochastic Equilibrium Constraints: Estimating Structural Demand Models . . 53--75 Boris S. Mordukhovich and Jirí V. Outrata and Héctor Ramírez C. Second-Order Variational Analysis in Conic Programming with Applications to Optimality and Stability . . . . . . . . 76--101 C. Roos An Improved and Simplified Full-Newton Step $ O(n) $ Infeasible Interior-Point Method for Linear Optimization . . . . . 102--114 Francis Bach Duality Between Subgradient and Conditional Gradient Methods . . . . . . 115--129 W. Romeijnders and M. H. van der Vlerk and W. K. Klein Haneveld Convex Approximations for Totally Unimodular Integer Recourse Models: a Uniform Error Bound . . . . . . . . . . 130--158 Samir Adly and Radek Cibulka and Huynh Van Ngai Newton's Method for Solving Inclusions Using Set-Valued Approximations . . . . 159--184 Amir Beck On the Convergence of Alternating Minimization for Convex Programming with Applications to Iteratively Reweighted Least Squares and Decomposition Schemes 185--209 Zhening Li and André Uschmajew and Shuzhong Zhang On Convergence of the Maximum Block Improvement Method . . . . . . . . . . . 210--233 Philipp Hennig Probabilistic Interpretation of Linear Solvers . . . . . . . . . . . . . . . . 234--260 James V. Burke and Frank E. Curtis and Hao Wang and Jiashan Wang Iterative Reweighted Linear Least Squares for Exact Penalty Subproblems on Product Sets . . . . . . . . . . . . . . 261--294 Marcel K. de Carli Silva and Levent Tunçel Vertices of Spectrahedra arising from the Elliptope, the Theta Body, and Their Relatives . . . . . . . . . . . . . . . 295--316 Nir Halman and Giacomo Nannicini and James Orlin A Computationally Efficient FPTAS for Convex Stochastic Dynamic Programs . . . 317--350 Ji Liu and Stephen J. Wright Asynchronous Stochastic Coordinate Descent: Parallelism and Convergence Properties . . . . . . . . . . . . . . . 351--376 Feng Guo and Chu Wang and Lihong Zhi Semidefinite Representations of Noncompact Convex Sets . . . . . . . . . 377--395 M. Claus and R. Schultz Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints . . . . . . . . . 396--415 Xi Yin Zheng and Kung Fu Ng Hölder Stable Minimizers, Tilt Stability, and Hölder metric Regularity of Subdifferentials . . . . . . . . . . . . 416--438 Shuanghua Bai and Huo-Duo Qi and Naihua Xiu Constrained Best Euclidean Distance Embedding on a Sphere: a Matrix Optimization Approach . . . . . . . . . 439--467 K. N. Chaudhury and Y. Khoo and A. Singer Global Registration of Multiple Point Clouds Using Semidefinite Programming 468--501 Yu. Malitsky Projected Reflected Gradient Methods for Monotone Variational Inequalities . . . 502--520 Huynh Van Ngai Global Error Bounds for Systems of Convex Polynomials over Polyhedral Constraints . . . . . . . . . . . . . . 521--539 Manuel Gräf and Ralf Hielscher Fast Global Optimization on the Torus, the Sphere, and the Rotation Group . . . 540--563 Darinka Dentcheva and Eli Wolfhagen Optimization with Multivariate Stochastic Dominance Constraints . . . . 564--588 Marco Locatelli Convex Envelopes of Some Quadratic Functions over the $n$-Dimensional Unit Simplex . . . . . . . . . . . . . . . . 589--621 Reinhold Schneider and André Uschmajew Convergence Results for Projected Line-Search Methods on Varieties of Low-Rank Matrices Via Lojasiewicz Inequality . . . . . . . . . . . . . . . 622--646 Fabián Flores-Bazán and Giandomenico Mastroeni Characterizing FJ and KKT Conditions in Nonconvex Mathematical Programming with Applications . . . . . . . . . . . . . . 647--676 Nicolas Gillis and Stephen A. Vavasis Semidefinite Programming Based Preconditioning for More Robust Near-Separable Nonnegative Matrix Factorization . . . . . . . . . . . . . 677--698 Alejandro Jofré and Abderrahim Jourani Characterizations of the Free Disposal Condition for Nonconvex Economies on Infinite Dimensional Commodity Spaces 699--712 Suvrit Sra and Reshad Hosseini Conic Geometric Optimization on the Manifold of Positive Definite Matrices 713--739
Christoph Buchheim and Ruth Hübner and Anita Schöbel Ellipsoid Bounds for Convex Quadratic Integer Programming . . . . . . . . . . 741--769 Florian Kruse and Michael Ulbrich A Self-Concordant Interior Point Approach for Optimal Control with State Constraints . . . . . . . . . . . . . . 770--806 A. V. Arutyunov and E. R. Avakov and S. E. Zhukovskiy Stability Theorems for Estimating the Distance to a Set of Coincidence Points 807--828 Julien Mairal Incremental Majorization-Minimization Optimization with Application to Large-Scale Machine Learning . . . . . . 829--855 Cong D. Dang and Guanghui Lan Stochastic Block Mirror Descent Methods for Nonsmooth and Stochastic Optimization . . . . . . . . . . . . . . 856--881 Defeng Sun and Kim-Chuan Toh and Liuqin Yang A Convergent $3$-Block SemiProximal Alternating Direction Method of Multipliers for Conic Programming with $4$-Type Constraints . . . . . . . . . . 882--915 Sen Yang and Zhaosong Lu and Xiaotong Shen and Peter Wonka and Jieping Ye Fused Multiple Graphical Lasso . . . . . 916--943 Wei Shi and Qing Ling and Gang Wu and Wotao Yin EXTRA: an Exact First-Order Algorithm for Decentralized Consensus Optimization 944--966 Travis C. Johnson and Christian Kirches and Andreas Wächter An Active-Set Method for Quadratic Programming Based On Sequential Hot-Starts . . . . . . . . . . . . . . . 967--994 Zi-Zong Yan and Yue-mei Zhang and Wen Sun Connectivity of Quadratic Hypersurfaces and Its Applications in Optimization, Part I: General Theory . . . . . . . . . 995--1012 Kai Kellner and Thorsten Theobald and Christian Trabandt A Semidefinite Hierarchy for Containment of Spectrahedra . . . . . . . . . . . . 1013--1033 C. B. Chua and L. T. K. Hien A Superlinearly Convergent Smoothing Newton Continuation Algorithm for Variational Inequalities over Definable Sets . . . . . . . . . . . . . . . . . . 1034--1063 Heinz H. Bauschke and Caifang Wang and Xianfu Wang and Jia Xu On Subgradient Projectors . . . . . . . 1064--1082 Brian Dandurand and Margaret M. Wiecek Distributed Computation of Pareto Sets 1083--1109 Yun-Bin Zhao and Michal Kocvara A New Computational Method for the Sparsest Solutions to Systems of Linear Equations . . . . . . . . . . . . . . . 1110--1134 James V. Burke and Tim Hoheisel Matrix Support Functionals for Inverse Problems, Regularization, and Learning 1135--1159 Dmitriy Drusvyatskiy and Gábor Pataki and Henry Wolkowicz Coordinate Shadows of Semidefinite and Euclidean Distance Matrices . . . . . . 1160--1178 R. Tyrrell Rockafellar and Johannes O. Royset Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity . . . . . . . . . . . . . . . 1179--1208 Rainer Sinn and Bernd Sturmfels Generic Spectrahedral Shadows . . . . . 1209--1220 Patrick L. Combettes and Jean-Christophe Pesquet Stochastic Quasi-Fejér Block-Coordinate Fixed Point Iterations with Random Sweeping . . . . . . . . . . . . . . . . 1221--1248
Immanuel M. Bomze Copositive Relaxation Beats Lagrangian Dual Bounds in Quadratically and Linearly Constrained Quadratic Optimization Problems . . . . . . . . . 1249--1275 Evgeny Shindin and Gideon Weiss Structure of Solutions for Continuous Linear Programs with Constant Coefficients . . . . . . . . . . . . . . 1276--1297 Xiaoqin Hua and Nobuo Yamashita Iteration Complexity of a Block Coordinate Gradient Descent Method for Convex Optimization . . . . . . . . . . 1298--1313 J. Saunderson and P. A. Parrilo and A. S. Willsky Semidefinite Descriptions of the Convex Hull of Rotation Matrices . . . . . . . 1314--1343 Yongjia Song and James Luedtke An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse . . . . . . . . . . 1344--1367 Shuo Han and Molei Tao and Ufuk Topcu and Houman Owhadi and Richard M. Murray Convex Optimal Uncertainty Quantification . . . . . . . . . . . . . 1368--1387 Mengwei Xu and Jane J. Ye and Liwei Zhang Smoothing SQP Methods for Solving Degenerate Nonsmooth Constrained Optimization Problems with Applications to Bilevel Programs . . . . . . . . . . 1388--1410 A. M. Jasour and N. S. Aybat and C. M. Lagoa Semidefinite Programming For Chance Constrained Optimization Over Semialgebraic Sets . . . . . . . . . . . 1411--1440 Minghui Liu and Gábor Pataki Exact Duality in Semidefinite Programming Based on Elementary Reformulations . . . . . . . . . . . . . 1441--1454 Noam Goldberg and Sven Leyffer An Active-Set Method for Second-Order Conic-Constrained Quadratic Programming 1455--1477 Tianyi Lin and Shiqian Ma and Shuzhong Zhang On the Global Linear Convergence of the ADMM with MultiBlock Variables . . . . . 1478--1497 Etienne de Klerk and Monique Laurent and Zhao Sun An Error Analysis for Polynomial Optimization over the Simplex Based on the Multivariate Hypergeometric Distribution . . . . . . . . . . . . . . 1498--1514 S. Gratton and C. W. Royer and L. N. Vicente and Z. Zhang Direct Search Based on Probabilistic Descent . . . . . . . . . . . . . . . . 1515--1541 Tomás Bajbar and Oliver Stein Coercive Polynomials and Their Newton Polytopes . . . . . . . . . . . . . . . 1542--1570 Xin Liu and Zaiwen Wen and Yin Zhang An Efficient Gauss--Newton Algorithm for Symmetric Low-Rank Product Matrix Approximations . . . . . . . . . . . . . 1571--1608 J. M. Mazón and J. D. Rossi and J. Toledo Optimal Mass Transport on Metric Graphs 1609--1632 P. Hungerländer and F. Rendl A Feasible Active Set Method for Strictly Convex Quadratic Problems with Simple Bounds . . . . . . . . . . . . . 1633--1659 Wen Huang and K. A. Gallivan and P.-A. Absil A Broyden Class of Quasi-Newton Methods for Riemannian Optimization . . . . . . 1660--1685 Yangyang Xu and Wotao Yin Block Stochastic Gradient Iteration for Convex and Nonconvex Optimization . . . 1686--1716 Wei Chen Optimality Conditions for the Minimization of Quadratic $0$--$1$ Problems . . . . . . . . . . . . . . . . 1717--1731 Alfred Auslender An Exact Penalty Method for Nonconvex Problems Covering, in Particular, Nonlinear Programming, Semidefinite Programming, and Second-Order Cone Programming . . . . . . . . . . . . . . 1732--1759 Damek Davis Convergence Rate Analysis of the Forward-Douglas--Rachford Splitting Scheme . . . . . . . . . . . . . . . . . 1760--1786 Stefania Bellavia and Valentina De Simone and Daniela di Serafino and Benedetta Morini Updating Constraint Preconditioners for KKT Systems in Quadratic Programming Via Low-Rank Corrections . . . . . . . . . . 1787--1808 Zhou Wei and M. Montaz Ali Generalized Benders Decomposition for one Class of MINLPs with Vector Conic Constraint . . . . . . . . . . . . . . . 1809--1825 M. Hintermüller and T. Surowiec and A. Kämmler Generalized Nash Equilibrium Problems in Banach Spaces: Theory, Nikaido--Isoda-Based Path-Following Methods, and Applications . . . . . . . 1826--1856 Gregory J. Puleo and Olgica Milenkovic Correlation Clustering with Constrained Cluster Sizes and Extended Weights Bounds . . . . . . . . . . . . . . . . . 1857--1872 Avinash Bhardwaj and Philipp Rostalski and Raman Sanyal Deciding Polyhedrality of Spectrahedra 1873--1884 Nicholas I. M. Gould and Yueling Loh and Daniel P. Robinson A Nonmonotone Filter SQP Method: Local Convergence and Numerical Results . . . 1885--1911 Damek Davis Convergence Rate Analysis of Primal-Dual Splitting Schemes . . . . . . . . . . . 1912--1943 Monia Giandomenico and Adam N. Letchford and Fabrizio Rossi and Stefano Smriglio Ellipsoidal Relaxations of the Stable Set Problem: Theory and Algorithms . . . 1944--1963
Renato D. C. Monteiro and Mauricio R. Sicre and B. F. Svaiter A Hybrid Proximal Extragradient Self-Concordant Primal Barrier Method for Monotone Variational Inequalities 1965--1996 Olivier Fercoq and Peter Richtárik Accelerated, Parallel, and Proximal Coordinate Descent . . . . . . . . . . . 1997--2023 Amir Beck and Edouard Pauwels and Shoham Sabach The Cyclic Block Conditional Gradient Method for Convex Optimization Problems 2024--2049 Yasushi Terazono and Ayumu Matani Continuity of Optimal Solution Functions and their Conditions on Objective Functions . . . . . . . . . . . . . . . 2050--2060 A. Car\`e and S. Garatti and M. C. Campi Scenario Min-Max Optimization and the Risk of Empirical Costs . . . . . . . . 2061--2080 Helmut Gfrerer and Boris S. Mordukhovich Complete Characterizations of Tilt Stability in Nonlinear Programming under Weakest Qualification Conditions . . . . 2081--2119 Caihua Chen and Shiqian Ma and Junfeng Yang A General Inertial Proximal Point Algorithm for Mixed Variational Inequality Problem . . . . . . . . . . . 2120--2142 Victor Magron and Didier Henrion and Jean-Bernard Lasserre Semidefinite Approximations of Projections and Polynomial Images of SemiAlgebraic Sets . . . . . . . . . . . 2143--2164 Andrzej Cegielski Application of Quasi-Nonexpansive Operators to an Iterative Method for Variational Inequality . . . . . . . . . 2165--2181 Yunlong He and Renato D. C. Monteiro Accelerating Block-Decomposition First-Order Methods for Solving Composite Saddle-Point and Two-Player Nash Equilibrium Problems . . . . . . . 2182--2211 Hamza Fawzi and James Saunderson and Pablo A. Parrilo Equivariant Semidefinite Lifts and Sum-of-Squares Hierarchies . . . . . . . 2212--2243 Qihang Lin and Zhaosong Lu and Lin Xiao An Accelerated Randomized Proximal Coordinate Gradient Method and its Application to Regularized Empirical Risk Minimization . . . . . . . . . . . 2244--2273 Bingsheng He and Liusheng Hou and Xiaoming Yuan On Full Jacobian Decomposition of the Augmented Lagrangian Method for Separable Convex Programming . . . . . . 2274--2312 Amitabh Basu and Joseph Paat Operations that Preserve the Covering Property of the Lifting Region . . . . . 2313--2333 Xiangmei Wang and Chong Li and Jinhua Wang and Jen-Chih Yao Linear Convergence of Subgradient Algorithm for Convex Feasibility on Riemannian Manifolds . . . . . . . . . . 2334--2358 Satoru Iwata and Yuji Nakatsukasa and Akiko Takeda Computing the Signed Distance Between Overlapping Ellipsoids . . . . . . . . . 2359--2384 Hassan Mohy-ud-Din and Daniel P. Robinson A Solver for Nonconvex Bound-Constrained Quadratic Optimization . . . . . . . . . 2385--2407 J.-F. Aujol and Ch. Dossal Stability of Over-Relaxations for the Forward-Backward Algorithm, Application to FISTA . . . . . . . . . . . . . . . . 2408--2433 Guoyin Li and Ting Kei Pong Global Convergence of Splitting Methods for Nonconvex Composite Optimization . . 2434--2460 Monique Laurent and Teresa Piovesan Conic Approach to Quantum Graph Parameters Using Linear Optimization Over the Completely Positive Semidefinite Cone . . . . . . . . . . . 2461--2493 Jesús A. De Loera and Raymond Hemmecke and Jon Lee On Augmentation Algorithms for Linear and Integer-Linear Programming: From Edmonds--Karp to Bland and Beyond . . . 2494--2511 Krzysztof Kurdyka and Stanis\law Spodzieja Convexifying Positive Polynomials and Sums of Squares Approximation . . . . . 2512--2536 Shuxiong Wang and Yaxiang Yuan Feasible Method for Semi-Infinite Programs . . . . . . . . . . . . . . . . 2537--2560 Phan Q. Khanh and Alexander Y. Kruger and Nguyen H. Thao An Induction Theorem and Nonlinear Regularity Models . . . . . . . . . . . 2561--2588 Daniel Ralph and Yves Smeers Risk Trading and Endogenous Probabilities in Investment Equilibria 2589--2611
Yonghui Huang and Xianping Guo Minimum Average Value-at-Risk for Finite Horizon Semi-Markov Decision Processes in Continuous Time . . . . . . . . . . . 1--28 Yunlong He and Renato D. C. Monteiro An Accelerated HPE-Type Algorithm for a Class of Composite Convex-Concave Saddle-Point Problems . . . . . . . . . 29--56 Laurent Lessard and Benjamin Recht and Andrew Packard Analysis and Design of Optimization Algorithms via Integral Quadratic Constraints . . . . . . . . . . . . . . 57--95 Roberto Andreani and José Mário MartÍnez and Alberto Ramos and Paulo J. S. Silva A Cone-Continuity Constraint Qualification and Algorithmic Consequences . . . . . . . . . . . . . . 96--110 Kipp Martin and Christopher Thomas Ryan and Matt Stern The Slater Conundrum: Duality and Pricing in Infinite-Dimensional Optimization . . . . . . . . . . . . . . 111--138 Yu. Nesterov and L. Tunçel Local Superlinear Convergence of Polynomial-Time Interior-Point Methods for Hyperbolicity Cone Optimization Problems . . . . . . . . . . . . . . . . 139--170 Yuning Yang and Yunlong Feng and Xiaolin Huang and Johan A. K. Suykens Rank-1 Tensor Properties with Applications to a Class of Tensor Optimization Problems . . . . . . . . . 171--196 Ion Necoara and Dragos Clipici Parallel Random Coordinate Descent Method for Composite Minimization: Convergence Analysis and Error Bounds 197--226 Janosch Rieger and Tobias Weth Localized Solvability of Relaxed One-Sided Lipschitz Inclusions in Hilbert Spaces . . . . . . . . . . . . . 227--246 Jean B. Lasserre Convex Optimization and Parsimony of $ L_p $-balls Representation . . . . . . . 247--273 Xuan Vinh Doan and Stephen Vavasis Finding the Largest Low-Rank Clusters With Ky Fan $2$-$k$-Norm and $ \ell_1$-Norm . . . . . . . . . . . . . . 274--312 Shaozhe Tao and Daniel Boley and Shuzhong Zhang Local Linear Convergence of ISTA and FISTA on the LASSO Problem . . . . . . . 313--336 Mingyi Hong and Zhi-Quan Luo and Meisam Razaviyayn Convergence Analysis of Alternating Direction Method of Multipliers for a Family of Nonconvex Problems . . . . . . 337--364 D. P. Kouri and T. M. Surowiec Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk . . 365--396 Oleg P. Burdakov and Christian Kanzow and Alexandra Schwartz Mathematical Programs with Cardinality Constraints: Reformulation by Complementarity-Type Conditions and a Regularization Method . . . . . . . . . 397--425 Ward Romeijnders and Rüdiger Schultz and Maarten H. van der Vlerk and Willem K. Klein Haneveld A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound . . . . . . . . . . 426--447 S. Adly and F. Nacry and L. Thibault Preservation of Prox-Regularity of Sets with Applications to Constrained Optimization . . . . . . . . . . . . . . 448--473 Yair Censor and 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 Penña and Daniel Rodríguez and Negar Soheili On the von Neumann and Frank--Wolfe Algorithms with Away Steps . . . . . . . 499--512 D. Drusvyatskiy and A. D. Ioffe and A. S. Lewis Generic Minimizing Behavior in Semialgebraic Optimization . . . . . . . 513--534 Xi Yin Zheng and Jiangxing Zhu Generalized Metric Subregularity and Regularity with Respect to an Admissible Function . . . . . . . . . . . . . . . . 535--563 F. Benita and S. Dempe and P. 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 and Heinz H. Bauschke and Sarah M. Moffat and Xianfu Wang The Resolvent Average of Monotone Operators: Dominant and Recessive Properties . . . . . . . . . . . . . . . 602--634 Bamdev Mishra and Rodolphe Sepulchre Riemannian Preconditioning . . . . . . . 635--660 Boshi Yang and Samuel Burer A Two-Variable Approach to the Two-Trust-Region Subproblem . . . . . . 661--680 Mengdi Wang and Dimitri P. Bertsekas Stochastic First-Order Methods with Random Constraint Projection . . . . . . 681--717 F. Benita and P. Mehlitz Bilevel Optimal Control With Final-State-Dependent Finite-Dimensional Lower Level . . . . . . . . . . . . . . 718--752 V. Jeyakumar and J. B. Lasserre and G. Li and T. S. Ph\.am Convergent Semidefinite Programming Relaxations for Global Bilevel Polynomial Optimization Problems . . . . 753--780 Marianna De Santis and Stefano Lucidi and Francesco Rinaldi A Fast Active Set Block Coordinate Descent Algorithm for $ \ell_1$-Regularized Least Squares . . . 781--809 G. C. Bento and J. X. Cruz Neto and J. O. Lopes and P. A. Soares, Jr. and A. Soubeyran Generalized Proximal Distances for Bilevel Equilibrium Problems . . . . . . 810--830 Francesca Maggioni and 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
S. Bonettini and I. Loris and F. Porta and M. Prato Variable Metric Inexact Line-Search-Based Methods for Nonsmooth Optimization . . . . . . . . . . . . . . 891--921 Min Li and Defeng Sun and Kim-Chuan Toh A Majorized ADMM with Indefinite Proximal Terms for Linearly Constrained Convex Composite Optimization . . . . . 922--950 E. G. Birgin and J. L. Gardenghi and J. M. Martínez and S. A. Santos and Ph. L. Toint Evaluation Complexity for Nonlinear Constrained Optimization Using Unscaled KKT Conditions and High-Order Models . . 951--967 Heinz H. Bauschke and Walaa M. Moursi The Douglas--Rachford Algorithm for Two (Not Necessarily Intersecting) Affine Subspaces . . . . . . . . . . . . . . . 968--985 Duong Thi Kim Huyen and Nguyen Dong Yen Coderivatives and the Solution Map of a Linear Constraint System . . . . . . . . 986--1007 R. H. Byrd and S. L. Hansen and Jorge Nocedal and Y. Singer A Stochastic Quasi-Newton Method for Large-Scale Optimization . . . . . . . . 1008--1031 B. S. Mordukhovich and T. T. A. Nghia Local Monotonicity and Full Stability for Parametric Variational Systems . . . 1032--1059 N. T. T. Huong and J.-C. Yao and N. D. Yen Polynomial Vector Variational Inequalities under Polynomial Constraints and Applications . . . . . . 1060--1071 Defeng Sun and Kim-Chuan Toh and Liuqin Yang An Efficient Inexact ABCD Method for Least Squares Semidefinite Programming 1072--1100 Boris Houska and Janick Frasch and Moritz Diehl An Augmented Lagrangian Based Algorithm for Distributed NonConvex Optimization 1101--1127 Sadik Iliman and Timo de Wolff Lower Bounds for Polynomials with Simplex Newton Polytopes Based on Geometric Programming . . . . . . . . . 1128--1146 Venkat Chandrasekaran and Parikshit Shah Relative Entropy Relaxations for Signomial Optimization . . . . . . . . . 1147--1173 Shimrit Shtern and Aharon Ben-Tal Computational Methods for Solving Nonconvex Block-Separable Constrained Quadratic Problems . . . . . . . . . . . 1174--1206 Yaohua Hu and Chong Li and Xiaoqi Yang On Convergence Rates of Linearized Proximal Algorithms for Convex Composite Optimization with Applications . . . . . 1207--1235 Jiawang Nie and 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 and Karl Kunisch A Sequential Method for a Class of Stable Mathematical Programming Problems 1262--1292 Pirro Oppezzi and Anna Rossi Existence and Convergence of Optimal Points with Respect to Improvement Sets 1293--1311 Rafael Correa and Abderrahim Hantoute and Pedro Pérez-Aros On the Klee--Saint Raymond's Characterization of Convexity . . . . . 1312--1321 Thibaut Vidal and Patrick Jaillet and Nelson Maculan A Decomposition Algorithm for Nested Resource Allocation Problems . . . . . . 1322--1340 C. Planiden and X. Wang Strongly Convex Functions, Moreau Envelopes, and the Generic Nature of Convex Functions with Strong Minimizers 1341--1364 O. Cârja and T. Donchev and A. I. Lazu Generalized Solutions of Semilinear Evolution Inclusions . . . . . . . . . . 1365--1378 Guanghui Lan and Yi Zhou Conditional Gradient Sliding for Convex Optimization . . . . . . . . . . . . . . 1379--1409
V\uan Do\dat Dang and Huy Vui H\`a and Tien Son P\dahm Well-Posedness in Unconstrained Polynomial Optimization Problems . . . . 1411--1428 Chungen Shen and Lei-Hong Zhang and Wei Hong Yang A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem . . . . . . . . . . . . . . . . 1429--1464 Xiaojun Chen and Zhaosong Lu and Ting Kei Pong Penalty Methods for a Class of Non-Lipschitz Optimization Problems . . 1465--1492 Dan Garber and 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 and Omar Fawzi and Volkher B. Scholz Quantum Bilinear Optimization . . . . . 1529--1564 Shu Wang and Yong Xia On the Ball-Constrained Weighted Maximin Dispersion Problem . . . . . . . . . . . 1565--1588 Anne Auger and Nikolaus Hansen Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains . . . . . . . 1589--1624 Daniel Blado and Weihong Hu and Alejandro Toriello Semi-Infinite Relaxations for the Dynamic Knapsack Problem with Stochastic Item Sizes . . . . . . . . . . . . . . . 1625--1648 Rujun Jiang and Duan Li Simultaneous Diagonalization of Matrices and Its Applications in Quadratically Constrained Quadratic Programming . . . 1649--1668 Shinsaku Sakaue and Yuji Nakatsukasa and Akiko Takeda and Satoru Iwata Solving Generalized CDT Problems via Two-Parameter Eigenvalues . . . . . . . 1669--1694 Christoph Buchheim and Marianna De Santis and Stefano Lucidi and Francesco Rinaldi and Long Trieu A Feasible Active Set Method with Reoptimization for Convex Quadratic Mixed-Integer Programming . . . . . . . 1695--1714 Georg Ch. Pflug and Alois Pichler From Empirical Observations to Tree Models for Stochastic Optimization: Convergence Properties . . . . . . . . . 1715--1740 S. Bonettini and A. Benfenati and V. Ruggiero Scaling Techniques for $ \epsilon $-Subgradient Methods . . . . . . . . . 1741--1772 William W. Hager and Hongchao Zhang Projection onto a Polyhedron that Exploits Sparsity . . . . . . . . . . . 1773--1798 Agostinho Agra and Marcio Costa Santos and Dritan Nace and Michael Poss A Dynamic Programming Approach for a Class of Robust Optimization Problems 1799--1823 Hedy Attouch and Juan Peypouquet The Rate of Convergence of Nesterov's Accelerated Forward--Backward Method is Actually Faster Than $ 1 / k^2 $ . . . . 1824--1834 Kun Yuan and Qing Ling and Wotao Yin On the Convergence of Decentralized Gradient Descent . . . . . . . . . . . . 1835--1854 Jie Zhang and Huifu Xu and 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 N. H. Son and B. T. Kien and A. Rösch Second-Order Optimality Conditions for Boundary Control Problems with Mixed Pointwise Constraints . . . . . . . . . 1912--1943 Etienne de Klerk and 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
R. Garmanjani and D. Júdice and L. N. Vicente Trust-Region Methods Without Using Derivatives: Worst Case Complexity and the NonSmooth Case . . . . . . . . . . . 1987--2011 Andreas Fischer and Markus Herrich and Alexey F. Izmailov and Mikhail V. Solodov A Globally Convergent LP--Newton Method 2012--2033 Christian Kanzow and Daniel Steck Augmented Lagrangian Methods for the Solution of Generalized Nash Equilibrium Problems . . . . . . . . . . . . . . . . 2034--2058 Shabbir Ahmed and Qie He and Shi Li and George L. Nemhauser On the Computational Complexity of Minimum-Concave-Cost Flow in a Two-Dimensional Grid . . . . . . . . . . 2059--2079 Jeffrey Tsang and Rajesh Pereira Taking All Positive Eigenvectors Is Suboptimal in Classical Multidimensional Scaling . . . . . . . . . . . . . . . . 2080--2090 Jörg Fliege and A. Ismael F. Vaz A Method for Constrained Multiobjective Optimization Based on SQP Techniques . . 2091--2119 Yue Xie and Uday V. Shanbhag On Robust Solutions to Uncertain Linear Complementarity Problems and their Variants . . . . . . . . . . . . . . . . 2120--2159 Helmut Gfrerer and 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 R. Correa and A. Hantoute and M. 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 and Zheng Han Globally Convergent Primal-Dual Active-Set Methods with Inexact Subproblem Solves . . . . . . . . . . . 2261--2283 Bo Jiang and Ya-Feng Liu and Zaiwen Wen $ L_p $-norm Regularization Algorithms for Optimization Over Permutation Matrices . . . . . . . . . . . . . . . . 2284--2313 Michal Kocvara and Yurii Nesterov and Yu Xia A Subgradient Method for Free Material Design . . . . . . . . . . . . . . . . . 2314--2354 Nicolas Boumal Nonconvex Phase Synchronization . . . . 2355--2377 Shmuel Friedland and Lek-Heng Lim The Computational Complexity of Duality 2378--2393 Hao Jiang and Uday V. Shanbhag On the Solution of Stochastic Optimization and Variational Problems in Imperfect Information Regimes . . . . . 2394--2429 Jie Lu and 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 and Robert K. Niven Maximum Entropy Derivation of Quasi-Newton Methods . . . . . . . . . . 2495--2511 Didier Henrion and Simone Naldi and Mohab Safey El Din Exact Algorithms for Linear Matrix Inequalities . . . . . . . . . . . . . . 2512--2539 Jeffrey Larson and Matt Menickelly and Stefan M. Wild Manifold Sampling for $ \ell_1 $ 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 C. H. 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 and Vicente Novo and Juan Luis Ródenas-Pedregosa and Tamaki Tanaka Nonconvex Separation Functional in Linear Spaces with Applications to Vector Equilibria . . . . . . . . . . . 2677--2695 Jinhua Wang and Chong Li and Genaro Lopez and Jen-Chih Yao Proximal Point Algorithms on Hadamard Manifolds: Linear Convergence and Finite Termination . . . . . . . . . . . . . . 2696--2729 M. Marques Alves and R. D. C. Monteiro and B. F. Svaiter Regularized HPE-Type Methods for Solving Monotone Inclusions with Improved Pointwise Iteration-Complexity Bounds 2730--2743 G. Liuzzi and S. Lucidi and F. Rinaldi A Derivative-Free Approach to Constrained Multiobjective Nonsmooth Optimization . . . . . . . . . . . . . . 2744--2774 Alekh Agarwal and Animashree Anandkumar and Prateek Jain and Praneeth Netrapalli Learning Sparsely Used Overcomplete Dictionaries via Alternating Minimization . . . . . . . . . . . . . . 2775--2799 Volker H. Schulz and Martin Siebenborn and Kathrin Welker Efficient PDE Constrained Shape Optimization Based on Steklov--Poincaré-Type Metrics . . . . . 2800--2819 Jane J. Ye and Jinchuan Zhou First-Order Optimality Conditions for Mathematical Programs with Second-Order Cone Complementarity Constraints . . . . 2820--2846 A. Amini-Harandi and M. Fakhar and H. R. Hajisharifi Some Generalizations of the Weierstrass Theorem . . . . . . . . . . . . . . . . 2847--2862 Frauke Liers and Maximilian Merkert Structural Investigation of Piecewise Linearized Network Flow Problems . . . . 2863--2886
Jonathan M. Borwein and Guoyin Li and Matthew K. Tam Convergence Rate Analysis for Averaged Fixed Point Iterations in Common Fixed Point Problems . . . . . . . . . . . . . 1--33 William B. Haskell and J. George Shanthikumar and Z. Max Shen Primal-Dual Algorithms for Optimization with Stochastic Dominance . . . . . . . 34--66 Chao Ding and Defeng Sun and Liwei Zhang Characterization of the Robust Isolated Calmness for a Class of Conic Programming Problems . . . . . . . . . . 67--90 M. Claus and V. Krätschmer and R. Schultz Weak Continuity of Risk Functionals with Applications to Stochastic Programming 91--109 Yurii Nesterov and Sebastian U. Stich Efficiency of the Accelerated Coordinate Descent Method on Structured Optimization Problems . . . . . . . . . 110--123 Bo Wen and Xiaojun Chen and Ting Kei Pong Linear Convergence of Proximal Gradient Algorithm with Extrapolation for a Class of Nonconvex Nonsmooth Minimization Problems . . . . . . . . . . . . . . . . 124--145 Gábor Pataki Bad Semidefinite Programs: They All Look the Same . . . . . . . . . . . . . . . . 146--172 Seyedehsomayeh Hosseini and André Uschmajew A Riemannian Gradient Sampling Algorithm for Nonsmooth Optimization on Manifolds 173--189 Nguyen Huy Chieu and Le Van Hien Computation of Graphical Derivative for a Class of Normal Cone Mappings under a Very Weak Condition . . . . . . . . . . 190--204 Mert Pilanci and Martin J. Wainwright Newton Sketch: a Near Linear-Time Optimization Algorithm with Linear-Quadratic Convergence . . . . . . 205--245 Emre Mengi A Support Function Based Algorithm for Optimization with Eigenvalue Constraints 246--268 Satoru Adachi and Satoru Iwata and Yuji Nakatsukasa and Akiko Takeda Solving the Trust-Region Subproblem By a Generalized Eigenvalue Problem . . . . . 269--291 Bilian Chen and Simai He and Zhening Li and Shuzhong Zhang On New Classes of Nonnegative Symmetric Tensors . . . . . . . . . . . . . . . . 292--318 Robert M. Freund and Paul Grigas and Rahul Mazumder An Extended Frank--Wolfe Method with ``In-Face'' Directions, and Its Application to Low-Rank Matrix Completion . . . . . . . . . . . . . . . 319--346 Etienne de Klerk and Roxana Hess and Monique Laurent Improved Convergence Rates for Lasserre-Type Hierarchies of Upper Bounds for Box-Constrained Polynomial Optimization . . . . . . . . . . . . . . 347--367 Kurt M. Anstreicher Kronecker Product Constraints with an Application to the Two-Trust-Region Subproblem . . . . . . . . . . . . . . . 368--378 Max L. N. Gonçalves and Jefferson G. Melo and Renato D. C. Monteiro Improved Pointwise Iteration-Complexity of A Regularized ADMM and of a Regularized Non-Euclidean HPE Framework 379--407 Jingwei Liang and Jalal Fadili and Gabriel Peyré Activity Identification and Local Linear Convergence of Forward--Backward-type Methods . . . . . . . . . . . . . . . . 408--437 Helmut Gfrerer and Boris S. Mordukhovich Robinson Stability of Parametric Constraint Systems via Variational Analysis . . . . . . . . . . . . . . . . 438--465 Sedi Bartz and Heinz H. Bauschke and Xianfu Wang The Resolvent Order: a Unification of the Orders by Zarantonello, by Loewner, and by Moreau . . . . . . . . . . . . . 466--477 G. N. Grapiglia and Yu. Nesterov Regularized Newton Methods for Minimizing Functions with Hölder Continuous Hessians . . . . . . . . . . 478--506 Heinz H. Bauschke and Minh N. Dao On the Finite Convergence of the Douglas--Rachford Algorithm for Solving (Not Necessarily Convex) Feasibility Problems in Euclidean Spaces . . . . . . 507--537 Vyacheslav Kungurtsev and Johannes Jäschke A Predictor--Corrector Path-Following Algorithm for Dual-Degenerate Parametric Optimization Problems . . . . . . . . . 538--564 Shinsaku Sakaue and Akiko Takeda and Sunyoung Kim and Naoki Ito Exact Semidefinite Programming Relaxations with Truncated Moment Matrix for Binary Polynomial Optimization Problems . . . . . . . . . . . . . . . . 565--582
Sahar Karimi and Stephen Vavasis IMRO: a Proximal Quasi-Newton Method for Solving $ \ell_1$-Regularized Least Squares Problems . . . . . . . . . . . . 583--615 Nicholas Boyd and Geoffrey Schiebinger and Benjamin Recht The Alternating Descent Conditional Gradient Method for Sparse Inverse Problems . . . . . . . . . . . . . . . . 616--639 Shoham Sabach and Shimrit Shtern A First Order Method for Solving Convex Bilevel Optimization Problems . . . . . 640--660 Szilárd László Minimax Results on Dense Sets and Dense Families of Functionals . . . . . . . . 661--685 A. N. Iusem and A. Jofré and R. I. Oliveira and P. Thompson Extragradient Method with Variance Reduction for Stochastic Variational Inequalities . . . . . . . . . . . . . . 686--724 Ramtin Madani and Somayeh Sojoudi and Ghazal Fazelnia and Javad Lavaei Finding Low-rank Solutions of Sparse Linear Matrix Inequalities using Convex Optimization . . . . . . . . . . . . . . 725--758 Hao Yu and Michael J. Neely A Simple Parallel Algorithm with an $ O(1 / t) $ Convergence Rate for General Convex Programs . . . . . . . . . . . . 759--783 Shaoyan Guo and Huifu Xu and Liwei Zhang Convergence Analysis for Mathematical Programs with Distributionally Robust Chance Constraint . . . . . . . . . . . 784--816 Timothy C. Y. Chan and Philip Allen Mar Stability and Continuity in Robust Optimization . . . . . . . . . . . . . . 817--841 Helmut Gfrerer and Jane J. Ye New Constraint Qualifications for Mathematical Programs with Equilibrium Constraints via Variational Analysis . . 842--865 Amitabh Basu and Timm Oertel Centerpoints: a Link between Optimization and Convex Geometry . . . . 866--889 Jianhua Yuan and Meiling Wang and Wenbao Ai and Tianping Shuai New Results on Narrowing the Duality Gap of the Extended Celis--Dennis--Tapia Problem . . . . . . . . . . . . . . . . 890--909 O. P. Ferreira and G. N. Silva Kantorovich's Theorem on Newton's Method for Solving Strongly Regular Generalized Equation . . . . . . . . . . . . . . . . 910--926 Xiao Wang and Shiqian Ma and Donald Goldfarb and Wei Liu Stochastic Quasi-Newton Methods for Nonconvex Stochastic Optimization . . . 927--956 Yongchao Liu and Rudabeh Meskarian and Huifu Xu Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints . . . . . . . . . . . . . . 957--985 Shin-ichi Tanigawa Singularity Degree of the Positive Semidefinite Matrix Completion Problem 986--1009 R. S. Burachik and C. Y. Kaya and M. M. Rizvi A New Scalarization Technique and New Algorithms to Generate Pareto Fronts . . 1010--1034 M. Gürbüzbalaban and A. Ozdaglar and P. A. Parrilo On the Convergence Rate of Incremental Aggregated Gradient Algorithms . . . . . 1035--1048 E. G. Birgin and J. M. Martínez The Use of Quadratic Regularization with a Cubic Descent Condition for Unconstrained Optimization . . . . . . . 1049--1074 N. Dinh and T. H. Mo and G. Vallet and M. Volle A Unified Approach to Robust Farkas-Type Results with Applications to Robust Optimization Problems . . . . . . . . . 1075--1101 Yu Du and Xiaodong Lin and Andrzej Ruszczy\'nski A Selective Linearization Method For Multiblock Convex Optimization . . . . . 1102--1117 Johannes O. Royset and Roger J.-B. Wets Variational Theory for Optimization under Stochastic Ambiguity . . . . . . . 1118--1149 Jen-Chih Yao and Xi Yin Zheng and Jiangxing Zhu Stable Minimizers of $ \varphi $-Regular Functions . . . . . . . . . . . . . . . 1150--1170 Dragana Bajovi\'c and Dusan Jakoveti\'c and Natasa Kreji\'c and Natasa Krklec Jerinki\'c Newton-like Method with Diagonal Correction for Distributed Optimization 1171--1203 Marius Durea and Marian Pantiruc and Radu Strugariu A New Type of Directional Regularity for Mappings and Applications to Optimization . . . . . . . . . . . . . . 1204--1229 A. Aboussoror and S. Adly and F. E. Saissi An Extended Fenchel--Lagrange Duality Approach and Optimality Conditions for Strong Bilevel Programming Problems . . 1230--1255
Frank Permenter and Henrik A. Friberg and Erling D. Andersen Solving Conic Optimization Problems via Self-Dual Embedding and Facial Reduction: a Unified Approach . . . . . 1257--1282 Adrien B. Taylor and Julien M. Hendrickx and François Glineur Exact Worst-Case Performance of First-Order Methods for Composite Convex Optimization . . . . . . . . . . . . . . 1283--1313 Christian Clason and Tuomo Valkonen Primal-Dual Extragradient Methods for Nonlinear Nonsmooth PDE-Constrained Optimization . . . . . . . . . . . . . . 1314--1339 Sanjeeb Dash and Oktay Günlük and Diego A. Morán R. On the Polyhedrality of Closures of Multibranch Split Sets and Other Polyhedra with Bounded Max-Facet-Width 1340--1361 Hsiao-Han Chao and Lieven Vandenberghe Semidefinite Representations of Gauge Functions for Structured Low-Rank Matrix Decomposition . . . . . . . . . . . . . 1362--1389 M. Seetharama Gowda and Juyoung Jeong Commutation Principles in Euclidean Jordan Algebras and Normal Decomposition Systems . . . . . . . . . . . . . . . . 1390--1402 Lizhi Wang and Pan Xu The Watermelon Algorithm for The Bilevel Integer Linear Programming Problem . . . 1403--1430 Victor I. Kolobov and Simeon Reich and Rafal Zalas Weak, Strong, and Linear Convergence of a Double-Layer Fixed Point Algorithm . . 1431--1458 Yangyang Xu Accelerated First-Order Primal-Dual Proximal Methods for Linearly Constrained Composite Convex Programming 1459--1484 Nam Ho-Nguyen and Fatma Kilinç-Karzan A Second-Order Cone Based Approach for Solving the Trust-Region Subproblem and Its Variants . . . . . . . . . . . . . . 1485--1512 Nadav Dym and Yaron Lipman Exact Recovery with Symmetries for Procrustes Matching . . . . . . . . . . 1513--1530 Baiyi Wu and Xiaoling Sun and Duan Li and Xiaojin Zheng Quadratic Convex Reformulations for Semicontinuous Quadratic Programming . . 1531--1553 Martin Gairing and Tobias Harks and Max Klimm Complexity and Approximation of the Continuous Network Design Problem . . . 1554--1582 Tianyi Chen and Frank E. Curtis and Daniel P. Robinson A Reduced-Space Algorithm for Minimizing $ \ell_1$-Regularized Convex Functions 1583--1610 Björn Geißler and Antonio Morsi and Lars Schewe and Martin Schmidt Penalty Alternating Direction Methods for Mixed-Integer Optimization: a New View on Feasibility Pumps . . . . . . . 1611--1636 Miju Ahn and Jong-Shi Pang and Jack Xin Difference-of-Convex Learning: Directional Stationarity, Optimality, and Sparsity . . . . . . . . . . . . . . 1637--1665 Jordi Castro and Stefano Nasini On Geometrical Properties of Preconditioners in IPMs for Classes of Block-Angular Problems . . . . . . . . . 1666--1693 Dimitri P. Bertsekas Regular Policies in Abstract Dynamic Programming . . . . . . . . . . . . . . 1694--1727 Jiawang Nie and Li Wang and Jane J. Ye Bilevel Polynomial Programs and Semidefinite Relaxation Methods . . . . 1728--1757 Krzysztof E. Rutkowski Closed-Form Expressions for Projectors onto Polyhedral Sets in Hilbert Spaces 1758--1771 Burhanedd\.\in Sandikçi and Osman Y. Özaltin A Scalable Bounding Method for Multistage Stochastic Programs . . . . . 1772--1800 Danial Davarnia and Jean-Philippe P. Richard and Mohit Tawarmalani Simultaneous Convexification of Bilinear Functions over Polytopes with Application to Network Interdiction . . 1801--1833 Abebe Geletu and Armin Hoffmann and Michael Klöppel and Pu Li An Inner-Outer Approximation Approach to Chance Constrained Optimization . . . . 1834--1857 Dávid Papp Semi-Infinite Programming using High-Degree Polynomial Interpolants and Semidefinite Programming . . . . . . . . 1858--1879 Soham R. Phade and Vivek S. Borkar A Distributed Boyle--Dykstra--Han Scheme 1880--1897 Yaroslav Shitov The Complexity of Positive Semidefinite Matrix Factorization . . . . . . . . . . 1898--1909 Zhaosong Lu Randomized Block Proximal Damped Newton Method for Composite Self-Concordant Minimization . . . . . . . . . . . . . . 1910--1942 Alper Atamtürk and Simge Küçükyavuz and Birce Tezel Path Cover and Path Pack Inequalities for the Capacitated Fixed-Charge Network Flow Problem . . . . . . . . . . . . . . 1943--1976 Mengdi Wang Vanishing Price of Decentralization in Large Coordinative Nonconvex Optimization . . . . . . . . . . . . . . 1977--2009 Archis Ghate Duality in Countably Infinite Monotropic Programs . . . . . . . . . . . . . . . . 2010--2033 Emmanuel Soubies and Laure Blanc-Féraud and Gilles Aubert A Unified View of Exact Continuous Penalties for $ \ell_2$-$ \ell_0$ Minimization . . . . . . . . . . . . . . 2034--2060 Gue Myung Lee and Tien Son Ph\dam Generic Properties for Semialgebraic Programs . . . . . . . . . . . . . . . . 2061--2084 Robin Verschueren and Mario Zanon and Rien Quirynen and Moritz Diehl A Sparsity Preserving Convexification Procedure for Indefinite Quadratic Programs Arising in Direct Optimal Control . . . . . . . . . . . . . . . . 2085--2109 Lei-Hong Zhang and Chungen Shen and Ren-Cang Li On the Generalized Lanczos Trust-Region Method . . . . . . . . . . . . . . . . . 2110--2142 Felipe Opazo and Jirí V. Outrata and Héctor Ramírez C. Erratum: On The Aubin Property of Critical Points to Perturbed Second-Order Cone Programs . . . . . . . 2143--2151
Saverio Salzo The Variable Metric Forward--Backward Splitting Algorithm Under Mild Differentiability Assumptions . . . . . 2153--2181 Pedro J. Zufiria and José A. Álvarez-Cubero Generalized Lexicographic MultiObjective Combinatorial Optimization. Application to Cryptography . . . . . . . . . . . . 2182--2201 Horia Mania and Xinghao Pan and Dimitris Papailiopoulos and Benjamin Recht and Kannan Ramchandran and Michael I. Jordan Perturbed Iterate Analysis for Asynchronous Stochastic Optimization . . 2202--2229 Jian Hu and Gevorg Stepanyan Optimization with Reference-Based Robust Preference Constraints . . . . . . . . . 2230--2257 Alexander Shapiro Distributionally Robust Stochastic Programming . . . . . . . . . . . . . . 2258--2275 Samet Oymak and Mahdi Soltanolkotabi Fast and Reliable Parameter Estimation from Nonlinear Observations . . . . . . 2276--2300 D. Drusvyatskiy and N. Krislock and Y.-L. Voronin and H. Wolkowicz Noisy Euclidean Distance Realization: Robust Facial Reduction and the Pareto Frontier . . . . . . . . . . . . . . . . 2301--2331 Ying Cui and Chao Ding and Xinyuan Zhao Quadratic Growth Conditions for Convex Matrix Optimization Problems Associated with Spectral Functions . . . . . . . . 2332--2355 Patrick L. Combettes and Lilian E. Glaudin Quasi-Nonexpansive Iterations on the Affine Hull of Orbits: From Mann's Mean Value Algorithm to Inertial Methods . . 2356--2380 Diego Cifuentes and Pablo A. Parrilo Sampling Algebraic Varieties for Sum of Squares Programs . . . . . . . . . . . . 2381--2404 C. Gutiérrez and G. Kassay and V. Novo and J. L. Ródenas-Pedregosa Ekeland Variational Principles in Vector Equilibrium Problems . . . . . . . . . . 2405--2425 Huikang Liu and Man-Chung Yue and Anthony Man-Cho So On the Estimation Performance and Convergence Rate of the Generalized Power Method for Phase Synchronization 2426--2446 José Mario Martínez On High-order Model Regularization for Constrained Optimization . . . . . . . . 2447--2458 Noureddine Igbida and Van Thanh Nguyen and Julián Toledo On the Uniqueness and Numerical Approximations for a Matching Problem 2459--2480 Bogdan Grechuk and Michael Zabarankin Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures . . . . . . . . . . . . . . . . 2481--2507 Jean-Paul Penot Higher-Order Optimality Conditions and Higher-Order Tangent Sets . . . . . . . 2508--2527 Julio Backhoff and Mathias Beiglböck and Yiqing Lin and Anastasiia Zalashko Causal Transport in Discrete Time and Applications . . . . . . . . . . . . . . 2528--2562 Dorit S. Hochbaum and Cheng Lu A Faster Algorithm Solving a Generalization of Isotonic Median Regression and a Class of Fused Lasso Problems . . . . . . . . . . . . . . . . 2563--2596 Angelia Nedi\'c and Alex Olshevsky and Wei Shi Achieving Geometric Convergence for Distributed Optimization Over Time-Varying Graphs . . . . . . . . . . 2597--2633 Amin Jalali and Maryam Fazel and Lin Xiao Variational Gram Functions: Convex Analysis and Optimization . . . . . . . 2634--2661
Juan S. Campos and Panos Parpas A Multigrid Approach to SDP Relaxations of Sparse Polynomial Optimization Problems . . . . . . . . . . . . . . . . 1--29 Grigorii E. Ivanov and Lionel Thibault Infimal Convolution and Optimal Time Control Problem III: Minimal Time Projection Set . . . . . . . . . . . . . 30--44 Raghu Pasupathy and Peter Glynn and Soumyadip Ghosh and Fatemeh S. Hashemi On Sampling Rates in Simulation-Based Recursions . . . . . . . . . . . . . . . 45--73 Rien Quirynen and Sébastien Gros and Moritz Diehl Inexact Newton-Type Optimization with Iterated Sensitivities . . . . . . . . . 74--95 Quoc Tran-Dinh and Olivier Fercoq and Volkan Cevher A Smooth Primal-Dual Optimization Framework for Nonsmooth Composite Convex Minimization . . . . . . . . . . . . . . 96--134 Federico Alessandro Ramponi Consistency of the Scenario Approach . . 135--162 Panayotis Mertikopoulos and Mathias Staudigl On the Convergence of Gradient-Like Flows with Noisy Gradient Input . . . . 163--197 Ihsan Yanikoglu and Daniel Kuhn Decision Rule Bounds for Two-Stage Stochastic Bilevel Programs . . . . . . 198--222 Donghwan Kim and Jeffrey A. Fessler Another Look at the Fast Iterative Shrinkage/Thresholding Algorithm (FISTA) 223--250 Dmitriy Drusvyatskiy and Maryam Fazel and Scott Roy An Optimal First Order Method Based on Optimal Quadratic Averaging . . . . . . 251--271 Peter Stechlinski and Kamil A. Khan and Paul I. Barton Generalized Sensitivity Analysis of Nonlinear Programs . . . . . . . . . . . 272--301 Bin Gao and Xin Liu and Xiaojun Chen and Ya-xiang Yuan A New First-Order Algorithmic Framework for Optimization Problems with Orthogonality Constraints . . . . . . . 302--332 Haihao Lu and Robert M. Freund and Yurii Nesterov Relatively Smooth Convex Optimization by First-Order Methods, and Applications 333--354 Santanu S. Dey and Andres Iroume and Marco Molinaro and Domenico Salvagnin Improving the Randomization Step in Feasibility Pump . . . . . . . . . . . . 355--378 Wim van Ackooij and Antonio Frangioni Incremental Bundle Methods using Upper Models . . . . . . . . . . . . . . . . . 379--410 Yura Malitsky and Thomas Pock A First-Order Primal-Dual Algorithm with Linesearch . . . . . . . . . . . . . . . 411--432 Xudong Li and Defeng Sun and Kim-Chuan Toh A Highly Efficient Semismooth Newton Augmented Lagrangian Method for Solving Lasso Problems . . . . . . . . . . . . . 433--458 Benjamin Grimmer Radial Subgradient Method . . . . . . . 459--469 Wen Huang and P.-A. Absil and K. A. Gallivan A Riemannian BFGS Method Without Differentiated Retraction for Nonconvex Optimization Problems . . . . . . . . . 470--495 Amir Beck and Nadav Hallak Proximal Mapping for Symmetric Penalty and Sparsity . . . . . . . . . . . . . . 496--527 Adam Rahman and R. Wayne Oldford Euclidean Distance Matrix Completion and Point Configurations from the Minimal Spanning Tree . . . . . . . . . . . . . 528--550 Apidopoulos Vassilis and Aujol Jean-François and Dossal Charles The Differential Inclusion Modeling FISTA Algorithm and Optimality of Convergence Rate in the Case $ b \leq 3 $ . . . . . . . . . . . . . . . . . . . 551--574 Tsvetan Asamov and Warren B. Powell Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty . . . . 575--595 S. Hosseini and W. Huang and R. Yousefpour Line Search Algorithms for Locally Lipschitz Functions on Riemannian Manifolds . . . . . . . . . . . . . . . 596--619 Barbara Kaltenbacher Minimization Based Formulations of Inverse Problems and Their Regularization . . . . . . . . . . . . . 620--645 Yangyang Xu Hybrid Jacobian and Gauss--Seidel Proximal Block Coordinate Update Methods for Linearly Constrained Convex Programming . . . . . . . . . . . . . . 646--670 Karthik Natarajan and Dongjian Shi and Kim-Chuan Toh Bounds for Random Binary Quadratic Programs . . . . . . . . . . . . . . . . 671--692 Arvind U. Raghunathan and Lorenz T. Biegler $ L D L^T $ Direction Interior Point Method for Semidefinite Programming . . 693--734 Utkan Onur Candogan and Venkat Chandrasekaran Finding Planted Subgraphs with Few Eigenvalues using the Schur--Horn Relaxation . . . . . . . . . . . . . . . 735--759 V. Jeyakumar and G. Li Exact Second-Order Cone Programming Relaxations for Some Nonconvex Minimax Quadratic Optimization Problems . . . . 760--787 Manish Bansal and Kuo-Ling Huang and Sanjay Mehrotra Tight Second Stage Formulations in Two-Stage Stochastic Mixed Integer Programs . . . . . . . . . . . . . . . . 788--819 Phan Quoc Khanh and Nguyen Minh Tung Higher-Order Karush--Kuhn--Tucker Conditions in Nonsmooth Optimization . . 820--848 Hedy Attouch and Alexandre Cabot Convergence Rates of Inertial Forward-Backward Algorithms . . . . . . 849--874 Ragheb Rahmaniani and Teodor Gabriel Crainic and Michel Gendreau and Walter Rei Accelerating the Benders Decomposition Method: Application to Stochastic Network Design Problems . . . . . . . . 875--903 Gennadiy Averkov and Amitabh Basu and Joseph Paat Approximation of Corner Polyhedra with Families of Intersection Cuts . . . . . 904--929 Frank E. Curtis and Andreas Wächter and Victor M. Zavala A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints . . . . . . . . . . . 930--958
Sean Skwerer and Scott Provan and J. S. Marron Relative Optimality Conditions and Algorithms for Treespace Fréchet Means 959--988 Yiqiao Zhong and Nicolas Boumal Near-Optimal Bounds for Phase Synchronization . . . . . . . . . . . . 989--1016 Cédric Josz and Daniel K. Molzahn Lasserre Hierarchy for Large Scale Polynomial Optimization in Real and Complex Variables . . . . . . . . . . . 1017--1048 Alberto Del Pia and Aida Khajavirad The Multilinear Polytope for Acyclic Hypergraphs . . . . . . . . . . . . . . 1049--1076 Alexander Mafusalov and Stan Uryasev Buffered Probability of Exceedance: Mathematical Properties and Optimization 1077--1103 G. C. Bento and J. X. Cruz Neto and G. López and A. Soubeyran and J. C. O. Souza The Proximal Point Method for Locally Lipschitz Functions in Multiobjective Optimization with Application to the Compromise Problem . . . . . . . . . . . 1104--1120 Daniel Bienstock and Gonzalo Muñoz LP Formulations for Polynomial Optimization Problems . . . . . . . . . 1121--1150 Weijun Xie and Shabbir Ahmed On Deterministic Reformulations of Distributionally Robust Joint Chance Constrained Optimization Problems . . . 1151--1182 Xun Qian and Li-Zhi Liao and Jie Sun and Hong Zhu The Convergent Generalized Central Paths for Linearly Constrained Convex Programming . . . . . . . . . . . . . . 1183--1204 Wenbo Gao and Donald Goldfarb Block BFGS Methods . . . . . . . . . . . 1205--1231 Benjamin Sirb and Xiaojing Ye Decentralized Consensus Algorithm with Delayed and Stochastic Gradients . . . . 1232--1254 Dinh The Luc and Majid Soleimani-damaneh and Moslem Zamani Semi-differentiability of the Marginal Mapping in Vector Optimization . . . . . 1255--1281 N. D. Vanli and M. Gürbüzbalaban and A. Ozdaglar Global Convergence Rate of Proximal Incremental Aggregated Gradient Methods 1282--1300 Jiayi Guo and A. S. Lewis Nonsmooth Variants of Powell's BFGS Convergence Theorem . . . . . . . . . . 1301--1311 Natashia Boland and Jeffrey Christiansen and Brian Dandurand and Andrew Eberhard and Jeff Linderoth and James Luedtke and Fabricio Oliveira Combining Progressive Hedging with a Frank--Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming . . . . . . . 1312--1336 Vincent Guigues and Volker Krätschmer and Alexander Shapiro A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs . . . . . . . . . . . . . . . . 1337--1366 E. G. Birgin and J. M. Martínez On Regularization and Active-set Methods with Complexity for Constrained Optimization . . . . . . . . . . . . . . 1367--1395 Zhiping Chen and Jie Jiang Stability Analysis of Optimization Problems with $k$ th order stochastic and distributionally robust dominance constraints induced by full random recourse . . . . . . . . . . . . . . . . 1396--1419 Aryan Mokhtari and Mert Gürbüzbalaban and Alejandro Ribeiro Surpassing Gradient Descent Provably: a Cyclic Incremental Method with Linear Convergence Rate . . . . . . . . . . . . 1420--1447 Clément W. Royer and Stephen J. Wright Complexity Analysis of Second-Order Line-Search Algorithms for Smooth Nonconvex Optimization . . . . . . . . . 1448--1477 Alvaro Maggiar and Andreas Wächter and Irina S. Dolinskaya and Jeremy Staum A Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance Sampling 1478--1507 Andrzej Cegielski and Simeon Reich and Rafa\l Zalas Regular Sequences of Quasi-Nonexpansive Operators and Their Applications . . . . 1508--1532 Frank E. Curtis and Daniel P. Robinson and Mohammadreza Samadi Complexity Analysis of a Trust Funnel Algorithm for Equality Constrained Optimization . . . . . . . . . . . . . . 1533--1563 Stephan Dempe and Floriane Mefo Kue and Patrick Mehlitz Optimality Conditions for Special Semidefinite Bilevel Optimization Problems . . . . . . . . . . . . . . . . 1564--1587 Di Wu and Helin Zhu and Enlu Zhou A Bayesian Risk Approach to Data-driven Stochastic Optimization: Formulations and Asymptotics . . . . . . . . . . . . 1588--1612 Sylvain Arreckx and Dominique Orban A Regularized Factorization-Free Method for Equality-Constrained Optimization 1613--1639 Jong-Shi Pang and Min Tao Decomposition Methods for Computing Directional Stationary Solutions of a Class of Nonsmooth Nonconvex Optimization Problems . . . . . . . . . 1640--1669 Aryan Mokhtari and Mark Eisen and Alejandro Ribeiro IQN: an Incremental Quasi-Newton Method with Local Superlinear Convergence Rate 1670--1698 Samir Adly and Lo\"\ic Bourdin Sensitivity Analysis of Variational Inequalities via Twice Epi-differentiability and Proto-differentiability of the Proximity Operator . . . . . . . . . . . . . . . . 1699--1725 Matthew Norton and Alexander Mafusalov and Stan Uryasev Cardinality of Upper Average and Its Application to Network Optimization . . 1726--1750 Yair Carmon and John C. Duchi and Oliver Hinder and Aaron Sidford Accelerated Methods for NonConvex Optimization . . . . . . . . . . . . . . 1751--1772 Omid Nohadani and Kartikey Sharma Optimization under Decision-Dependent Uncertainty . . . . . . . . . . . . . . 1773--1795 Tom-Lukas Kriel and Markus Schweighofer On the Exactness of Lasserre Relaxations for Compact Convex Basic Closed Semialgebraic Sets . . . . . . . . . . . 1796--1816 Jianqiang Cheng and Richard Li-Yang Chen and Habib N. Najm and Ali Pinar and Cosmin Safta and Jean-Paul Watson Distributionally Robust Optimization with Principal Component Analysis . . . 1817--1841 Xudong Li and Defeng Sun and Kim-Chuan Toh On Efficiently Solving the Subproblems of a Level-Set Method for Fused Lasso Problems . . . . . . . . . . . . . . . . 1842--1866 Jérôme Bolte and Antoine Hochart and Edouard Pauwels Qualification Conditions in Semialgebraic Programming . . . . . . . 1867--1891 Kaisa Joki and Adil M. Bagirov and Napsu Karmitsa and Marko M. Mäkelä and Sona Taheri Double Bundle Method for finding Clarke Stationary Points in Nonsmooth DC Programming . . . . . . . . . . . . . . 1892--1919 Donghwan Kim and Jeffrey A. Fessler Generalizing the Optimized Gradient Method for Smooth Convex Minimization 1920--1950
Amir Beck and Yakov Vaisbourd Globally Solving the Trust Region Subproblem Using Simple First-Order Methods . . . . . . . . . . . . . . . . 1951--1967 Peyman Mohajerin Esfahani and Tobias Sutter and Daniel Kuhn and John Lygeros From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming . . . 1968--1998 Chong Li and Li Meng and Lihui Peng and Yaohua Hu and Jen-Chih Yao Weak Sharp Minima for Convex Infinite Optimization Problems in Normed Linear Spaces . . . . . . . . . . . . . . . . . 1999--2021 Christopher Thomas Ryan and Robert L. Smith and Marina A. Epelman A Simplex Method for Uncapacitated Pure-supply Infinite Network Flow Problems . . . . . . . . . . . . . . . . 2022--2048 Tahar Z. Boulmezaoud and Philippe Cieutat and Aris Daniilidis Gradient Flows, Second-Order Gradient Systems and Convexity . . . . . . . . . 2049--2066 Yaroslav Shitov Matrices of Bounded Psd Rank are Easy to Detect . . . . . . . . . . . . . . . . . 2067--2072 Samuel C. Gutekunst and David P. Williamson The Unbounded Integrality Gap of a Semidefinite Relaxation of the Traveling Salesman Problem . . . . . . . . . . . . 2073--2096 Constantin Christof and Gerd Wachsmuth No-Gap Second-Order Conditions via a Directional Curvature Functional . . . . 2097--2130 Jérôme Bolte and Shoham Sabach and Marc Teboulle and Yakov Vaisbourd First Order Methods Beyond Convexity and Lipschitz Gradient Continuity with Applications to Quadratic Inverse Problems . . . . . . . . . . . . . . . . 2131--2151 I. Aliev and J. A. De Loera and F. Eisenbrand and T. Oertel and R. Weismantel The Support of Integer Optimal Solutions 2152--2157 Heinz H. Bauschke and Minh N. Bui and Xianfu Wang Projecting onto the Intersection of a Cone and a Sphere . . . . . . . . . . . 2158--2188 James V. Burke and Yuan Gao and Tim Hoheisel Convex Geometry of the Generalized Matrix-Fractional Function . . . . . . . 2189--2200 M. J. Gisbert and M. J. Cánovas and J. Parra and F. J. Toledo Calmness of the Optimal Value in Linear Programming . . . . . . . . . . . . . . 2201--2221 Tobias Harks and Max Klimm and Britta Peis Sensitivity Analysis for Convex Separable Optimization Over Integral Polymatroids . . . . . . . . . . . . . . 2222--2245 Nguyen Huy Chieu and Le Van Hien and Tran T. A. Nghia Characterization of Tilt Stability via Subgradient Graphical Derivative with Applications to Nonlinear Programming 2246--2273 Andreas Themelis and Lorenzo Stella and Panagiotis Patrinos Forward-Backward Envelope for the Sum of Two Nonconvex Functions: Further Properties and Nonmonotone Linesearch Algorithms . . . . . . . . . . . . . . . 2274--2303 Bruno F. Lourenço and Masakazu Muramatsu and Takashi Tsuchiya Facial Reduction and Partial Polyhedrality . . . . . . . . . . . . . 2304--2326 Xinyu He and Warren B. Powell Optimal Learning for Stochastic Optimization with Nonlinear Parametric Belief Models . . . . . . . . . . . . . 2327--2359 Manish Bansal and Kuo-Ling Huang and Sanjay Mehrotra Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs . . . . . . . . . . . . . . . . 2360--2383 Alexandre d'Aspremont and Cristóbal Guzmán and Martin Jaggi Optimal Affine-Invariant Smooth Minimization Algorithms . . . . . . . . 2384--2405 A. Y. Aravkin and J. V. Burke and D. Drusvyatskiy and M. P. Friedlander and K. J. MacPhee Foundations of Gauge and Perspective Duality . . . . . . . . . . . . . . . . 2406--2434 Paul Breiding and Nick Vannieuwenhoven A Riemannian Trust Region Method for the Canonical Tensor Rank Approximation Problem . . . . . . . . . . . . . . . . 2435--2465 Thai Doan Chuong Linear Matrix Inequality Conditions and Duality for a Class of Robust Multiobjective Convex Polynomial Programs . . . . . . . . . . . . . . . . 2466--2488 Denis Aßmann and Frauke Liers and Michael Stingl and Juan C. Vera Deciding Robust Feasibility and Infeasibility Using a Set Containment Approach: an Application to Stationary Passive Gas Network Operations . . . . . 2489--2517 Teresa M. Lebair and Amitabh Basu Approximation of Minimal Functions by Extreme Functions . . . . . . . . . . . 2518--2540 Wanting Xu and Mihai Anitescu Exponentially Accurate Temporal Decomposition for Long-Horizon Linear-Quadratic Dynamic Optimization 2541--2573 Roberto Andreani and Leonardo D. Secchin and Paulo J. S. Silva Convergence Properties of a Second Order Augmented Lagrangian Method for Mathematical Programs with Complementarity Constraints . . . . . . 2574--2600 Xi Yin Zheng and Jiangxing Zhu and Kung Fu Ng Fully Hölderian Stable Minimum with Respect to Both Tilt and Parameter Perturbations . . . . . . . . . . . . . 2601--2624 Jian-Feng Cai and Tianming Wang and Ke Wei Spectral Compressed Sensing via Projected Gradient Descent . . . . . . . 2625--2653 Mahyar Fazlyab and Alejandro Ribeiro and Manfred Morari and Victor M. Preciado Analysis of Optimization Algorithms via Integral Quadratic Constraints: Nonstrongly Convex Problems . . . . . . 2654--2689 L. R. Lucambio Pérez and L. F. Prudente Nonlinear Conjugate Gradient Methods for Vector Optimization . . . . . . . . . . 2690--2720 Jinglai Shen and Seyedahmad Mousavi Least Sparsity of $p$-Norm Based Optimization Problems with $ p > 1 $ . . 2721--2751
Guanghui Lan and Yi Zhou Random Gradient Extrapolation for Distributed and Stochastic Optimization 2753--2782 Antonin Chambolle and Matthias J. Ehrhardt and Peter Richtárik and Carola-Bibiane Schönlieb Stochastic Primal-Dual Hybrid Gradient Algorithm with Arbitrary Sampling and Imaging Applications . . . . . . . . . . 2783--2808 Daniela di Serafino and Gerardo Toraldo and Marco Viola and Jesse Barlow A Two-Phase Gradient Method for Quadratic Programming Problems with a Single Linear Constraint and Bounds on the Variables . . . . . . . . . . . . . 2809--2838 Luis M. Briceño-Arias and Damek Davis Forward-Backward-Half Forward Algorithm for Solving Monotone Inclusions . . . . 2839--2871 Chong Li and K. F. Ng Quantitative Analysis for Perturbed Abstract Inequality Systems in Banach Spaces . . . . . . . . . . . . . . . . . 2872--2901 Jiawang Nie and Zi Yang and Xinzhen Zhang A Complete Semidefinite Algorithm for Detecting Copositive Matrices and Tensors . . . . . . . . . . . . . . . . 2902--2921 Yiling Zhang and Ruiwei Jiang and Siqian Shen Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information . . . . . . . . . . . . . . 2922--2944 Xinyu He and Yangzhou Hu and Warren B. Powell Optimal Learning for Nonlinear Parametric Belief Models Over Multidimensional Continuous Spaces . . . 2945--2974 Jalal Fadili and Jérôme Malick and Gabriel Peyré Sensitivity Analysis for Mirror-Stratifiable Convex Functions . . 2975--3000 Kamil A. Khan and Jeffrey Larson and Stefan M. Wild Manifold Sampling for Optimization of Nonconvex Functions That Are Piecewise Linear Compositions of Smooth Components 3001--3024 Richard Y. Zhang and Jacob K. White GMRES-Accelerated ADMM for Quadratic Objectives . . . . . . . . . . . . . . . 3025--3056 Christian Grussler and Pontus Giselsson Low-Rank Inducing Norms with Optimality Interpretations . . . . . . . . . . . . 3057--3078 Francisco Benita and Patrick Mehlitz Optimal Control Problems with Terminal Complementarity Constraints . . . . . . 3079--3104 Madhushini Narayana Prasad and Grani A. Hanasusanto Improved Conic Reformulations for $K$-means Clustering . . . . . . . . . . 3105--3126 Jean-Bernard Lasserre and Victor Magron Optimal Data Fitting: a Moment Approach 3127--3144 Sara Shashaani and Fatemeh S. Hashemi and Raghu Pasupathy ASTRO--DF: a Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization 3145--3176 Igor Klep and Janez Povh and Jurij Volcic Minimizer Extraction in Polynomial Optimization Is Robust . . . . . . . . . 3177--3207 Heinz H. Bauschke and Minh N. Dao and Scott B. Lindstrom Regularizing with Bregman--Moreau Envelopes . . . . . . . . . . . . . . . 3208--3228 John C. Duchi and Feng Ruan Stochastic Methods for Composite and Weakly Convex Optimization Problems . . 3229--3259 Mohammad Tabatabaei and Alberto Lovison and Matthias Tan and Markus Hartikainen and Kaisa Miettinen ANOVA--MOP: ANOVA Decomposition for Multiobjective Optimization . . . . . . 3260--3289 Qihang Lin and Selvaprabu Nadarajah and Negar Soheili A Level-Set Method for Convex Optimization with a Feasible Solution Path . . . . . . . . . . . . . . . . . . 3290--3311 Raghu Bollapragada and Richard Byrd and Jorge Nocedal Adaptive Sampling Strategies for Stochastic Optimization . . . . . . . . 3312--3343 Ying Cui and Jong-Shi Pang and Bodhisattva Sen Composite Difference-Max Programs for Modern Statistical Estimation Problems 3344--3374 Suhail Mohmad Shah and Vivek S. Borkar Distributed Stochastic Approximation with Local Projections . . . . . . . . . 3375--3401 Lei Yang and Ting Kei Pong and Xiaojun Chen A Nonmonotone Alternating Updating Method for a Class of Matrix Factorization Problems . . . . . . . . . 3402--3430
Daniel Blado and Alejandro Toriello Relaxation Analysis for the Dynamic Knapsack Problem with Stochastic Item Sizes . . . . . . . . . . . . . . . . . 1--30 Luís Felipe Bueno and Gabriel Haeser and Frank Navarro Rojas Optimality Conditions and Constraint Qualifications for Generalized Nash Equilibrium Problems and Their Practical Implications . . . . . . . . . . . . . . 31--54 Merve Bodur and Alberto Del Pia and Santanu S. Dey and Marco Molinaro Lower Bounds on the Lattice-Free Rank for Packing and Covering Integer Programs . . . . . . . . . . . . . . . . 55--76 Geovani N. Grapiglia and Yurii Nesterov Accelerated Regularized Newton Methods for Minimizing Composite Convex Functions . . . . . . . . . . . . . . . 77--99 Olivier Fercoq and Pascal Bianchi A Coordinate-Descent Primal-Dual Algorithm with Large Step Size and Possibly Nonseparable Functions . . . . 100--134 Xiaojun Chen and Alexander Shapiro and Hailin Sun Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations . . . . . . . . . 135--161 David H. Gutman and Javier F. Peña Convergence Rates of Proximal Gradient Methods via the Convex Conjugate . . . . 162--174 Alfredo N. Iusem and Alejandro Jofré and Roberto I. Oliveira and Philip Thompson Variance-Based Extragradient Methods with Line Search for Stochastic Variational Inequalities . . . . . . . . 175--206 Damek Davis and Dmitriy Drusvyatskiy Stochastic Model-Based Minimization of Weakly Convex Functions . . . . . . . . 207--239 Xujin Chen and Wenan Zang and Qiulan Zhao Densities, Matchings, and Fractional Edge-Colorings . . . . . . . . . . . . . 240--261 Andreas Griewank and Andrea Walther Relaxing Kink Qualifications and Proving Convergence Rates in Piecewise Smooth Optimization . . . . . . . . . . . . . . 262--289 Christian Hess and Raffaello Seri Generic Consistency for Approximate Stochastic Programming and Statistical Problems . . . . . . . . . . . . . . . . 290--317 Kibaek Kim and Cosmin G. Petra and Victor M. Zavala An Asynchronous Bundle-Trust-Region Method for Dual Decomposition of Stochastic Mixed-Integer Programming . . 318--342 Santiago Paternain and Aryan Mokhtari and Alejandro Ribeiro A Newton-Based Method for Nonconvex Optimization with Fast Evasion of Saddle Points . . . . . . . . . . . . . . . . . 343--368 Daniel Rehfeldt and Thorsten Koch Combining NP-Hard Reduction Techniques and Strong Heuristics in an Exact Algorithm for the Maximum-Weight Connected Subgraph Problem . . . . . . . 369--398 Amir Ali Ahmadi and Etienne de Klerk and Georgina Hall Polynomial Norms . . . . . . . . . . . . 399--422 Helmut Gfrerer and Boris S. Mordukhovich Second-Order Variational Analysis of Parametric Constraint and Variational Systems . . . . . . . . . . . . . . . . 423--453 Francesca Maggioni and Georg Ch. Pflug Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs . . . . 454--483 C. H. Jeffrey Pang Distributed Deterministic Asynchronous Algorithms in Time-Varying Graphs Through Dykstra Splitting . . . . . . . 484--510 Aris Daniilidis and Gonzalo Flores Linear Structure of Functions with Maximal Clarke Subdifferential . . . . . 511--521 Jean-Paul Penot Error Bounds and Multipliers in Constrained Optimization Problems with Tolerance . . . . . . . . . . . . . . . 522--540 Peter Ochs Unifying Abstract Inexact Convergence Theorems and Block Coordinate Variable Metric iPiano . . . . . . . . . . . . . 541--570 Liqiang Song and Wei Hong Yang A Block Lanczos Method for the Extended Trust-Region Subproblem . . . . . . . . 571--594 Coralia Cartis and Nick I. Gould and Philippe L. Toint Universal Regularization Methods: Varying the Power, the Smoothness and the Accuracy . . . . . . . . . . . . . . 595--615 Shuoguang Yang and Mengdi Wang and Ethan X. Fang Multilevel Stochastic Gradient Methods for Nested Composition Optimization . . 616--659 Jelena Diakonikolas and Lorenzo Orecchia The Approximate Duality Gap Technique: a Unified Theory of First-Order Methods 660--689 Hao-Hsiang Wu and S\.\imge Küçükyavuz Probabilistic Partial Set Covering with an Oracle for Chance Constraints . . . . 690--718 Cheng Lu and Ya-Feng Liu and Wei-Qiang Zhang and Shuzhong Zhang Tightness of a New and Enhanced Semidefinite Relaxation for MIMO Detection . . . . . . . . . . . . . . . 719--742 Roberto Andreani and Nadia S. Fazzio and Maria L. Schuverdt and Leonardo D. Secchin A Sequential Optimality Condition Related to the Quasi-normality Constraint Qualification and Its Algorithmic Consequences . . . . . . . . 743--766 C. Kanzow and V. Karl and D. Steck and D. Wachsmuth The Multiplier-Penalty Method for Generalized Nash Equilibrium Problems in Banach Spaces . . . . . . . . . . . . . 767--793 Julia Niebling and Gabriele Eichfelder A Branch--and--Bound-Based Algorithm for Nonconvex Multiobjective Optimization 794--821 Dávid Papp and Sercan Yildiz Sum-of-Squares Optimization without Semidefinite Programming . . . . . . . . 822--851 Alperen A. Ergür Approximating Nonnegative Polynomials via Spectral Sparsification . . . . . . 852--873 Xiaojun Chen and Ph. L. Toint and H. Wang Complexity of Partially Separable Convexly Constrained Optimization with Non-Lipschitzian Singularities . . . . . 874--903 Man-Chung Yue and Zirui Zhou and Anthony Man-Cho So On the Quadratic Convergence of the Cubic Regularization Method under a Local Error Bound Condition . . . . . . 904--932 Christian Clason and Stanislav Mazurenko and Tuomo Valkonen Acceleration and Global Convergence of a First-Order Primal-Dual Method for Nonconvex Problems . . . . . . . . . . . 933--963
Albert S. Berahas and Richard H. Byrd and Jorge Nocedal Derivative-Free Optimization of Noisy Functions via Quasi-Newton Methods . . . 965--993 Aram V. Arutyunov and Sergey E. Zhukovskiy Variational Principles in Analysis and Existence of Minimizers for Functions on Metric Spaces . . . . . . . . . . . . . 994--1016 Jana Thomann and Gabriele Eichfelder A Trust-Region Algorithm for Heterogeneous Multiobjective Optimization . . . . . . . . . . . . . . 1017--1047 Cosmin G. Petra and Naiyuan Chiang and Mihai Anitescu A Structured Quasi-Newton Algorithm for Optimizing with Incomplete Hessian Information . . . . . . . . . . . . . . 1048--1075 Pierre Bonami and Andrea Lodi and Jonas Schweiger and Andrea Tramontani Solving Quadratic Programming by Cutting Planes . . . . . . . . . . . . . . . . . 1076--1105 Rafael Correa and Abderrahim Hantoute and Marco A. López-Cerdá Moreau--Rockafellar-Type Formulas for the Subdifferential of the Supremum Function . . . . . . . . . . . . . . . . 1106--1130 Nir Halman and Giacomo Nannicini Toward Breaking the Curse of Dimensionality: an FPTAS for Stochastic Dynamic Programs with Multidimensional Actions and Scalar States . . . . . . . 1131--1163 Charles Audet and Sébastien Le Digabel and Christophe Tribes The Mesh Adaptive Direct Search Algorithm for Granular and Discrete Variables . . . . . . . . . . . . . . . 1164--1189 Amitabh Basu and Sriram Sankaranarayanan Can Cut-Generating Functions Be Good and Efficient? . . . . . . . . . . . . . . . 1190--1210 Napat Rujeerapaiboon and Kilian Schindler and Daniel Kuhn and Wolfram Wiesemann Size Matters: Cardinality-Constrained Clustering and Outlier Detection via Conic Optimization . . . . . . . . . . . 1211--1239 Luze Xu and Jon Lee and Daphne Skipper More Virtuous Smoothing . . . . . . . . 1240--1259 Claire Boyer and Antonin Chambolle and Yohann De Castro and Vincent Duval and Frédéric de Gournay and Pierre Weiss On Representer Theorems and Convex Regularization . . . . . . . . . . . . . 1260--1281 Paul T. Boggs and Richard H. Byrd Adaptive, Limited-Memory BFGS Algorithms for Unconstrained Optimization . . . . . 1282--1299 Radu Ioan Bot and Ernö Robert Csetnek and Dang-Khoa Nguyen A Proximal Minimization Algorithm for Structured Nonconvex and Nonsmooth Problems . . . . . . . . . . . . . . . . 1300--1328 Armin Eftekhari and Andrew Thompson Sparse Inverse Problems over Measures: Equivalence of the Conditional Gradient and Exchange Methods . . . . . . . . . . 1329--1349 Benjamin Grimmer Convergence Rates for Deterministic and Stochastic Subgradient Methods without Lipschitz Continuity . . . . . . . . . . 1350--1365 Michael P. Friedlander and Ives Macêdo and Ting Kei Pong Polar Convolution . . . . . . . . . . . 1366--1391 Yashan Xu Saddle Points of Obstacles for an Elliptic Variational Inequality . . . . 1392--1407 Hongzhou Lin and Julien Mairal and Zaid Harchaoui An Inexact Variable Metric Proximal Point Algorithm for Generic Quasi-Newton Acceleration . . . . . . . . . . . . . . 1408--1443 Hiroyuki Sato and Hiroyuki Kasai and Bamdev Mishra Riemannian Stochastic Variance Reduced Gradient Algorithm with Retraction and Vector Transport . . . . . . . . . . . . 1444--1472 Andrea Walther and Andreas Griewank Characterizing and Testing Subdifferential Regularity in Piecewise Smooth Optimization . . . . . . . . . . 1473--1501 Phan Quoc Khanh and Nguyen Hong Quan Versions of the Weierstrass Theorem for Bifunctions and Solution Existence in Optimization . . . . . . . . . . . . . . 1502--1523 Boris Mordukhovich and Ebrahim Sarabi Criticality of Lagrange Multipliers in Variational Systems . . . . . . . . . . 1524--1557 D. Aussel and K. Cao Van and D. Salas Quasi-Variational Inequality Problems over Product Sets with Quasi-monotone Operators . . . . . . . . . . . . . . . 1558--1577 Karima Boufi and Ahmed Roubi Duality Results and Dual Bundle Methods Based on the Dual Method of Centers for Minimax Fractional Programs . . . . . . 1578--1602 Rujun Jiang and Duan Li Novel Reformulations and Efficient Algorithms for the Generalized Trust Region Subproblem . . . . . . . . . . . 1603--1633 Lorenzo Lampariello and Simone Sagratella and Oliver Stein The Standard Pessimistic Bilevel Problem 1634--1656 Weiwei Xu and Wen Li and Lei Zhu and Xueping Huang The Analytic Solutions of a Class of Constrained Matrix Minimization and Maximization Problems with Applications 1657--1686 A. Ridha Mahjoub and Michael Poss and Luidi Simonetti and Eduardo Uchoa Distance Transformation for Network Design Problems . . . . . . . . . . . . 1687--1713 Pedro Pérez-Aros Subdifferential Formulae for the Supremum of an Arbitrary Family of Functions . . . . . . . . . . . . . . . 1714--1743
Daniel Prusa and Tomás Werner Solving LP Relaxations of Some NP-Hard Problems Is As Hard As Solving Any Linear Program . . . . . . . . . . . . . 1745--1771 Luca Calatroni and Antonin Chambolle Backtracking Strategies for Accelerated Descent Methods with Smooth Composite Objectives . . . . . . . . . . . . . . . 1772--1798 Min Zhang and Jie Sun and Honglei Xu Two-Stage Quadratic Games under Uncertainty and Their Solution by Progressive Hedging Algorithms . . . . . 1799--1818 Dinh The Luc and Michel Volle Duality for Optimization Problems with Infinite Sums . . . . . . . . . . . . . 1819--1843 Long-Fei Wang and Yong Xia A Linear-Time Algorithm for Globally Maximizing the Sum of a Generalized Rayleigh Quotient and a Quadratic Form on the Unit Sphere . . . . . . . . . . . 1844--1869 Richard H. Byrd and Jorio Cocola and Richard A. Tapia Extending the Pennisi--McCormick Second-Order Sufficiency Theory for Nonlinear Programming to Infinite Dimensions . . . . . . . . . . . . . . . 1870--1878 Shuyang Ling and Ruitu Xu and Afonso S. Bandeira On the Landscape of Synchronization Networks: a Perspective from Nonconvex Optimization . . . . . . . . . . . . . . 1879--1907 Damek Davis and Benjamin Grimmer Proximally Guided Stochastic Subgradient Method for Nonsmooth, Nonconvex Problems 1908--1930 Patrick R. Johnstone and Jonathan Eckstein Convergence Rates for Projective Splitting . . . . . . . . . . . . . . . 1931--1957 James V. Burke and Yuan Gao and Tim Hoheisel Variational Properties of Matrix Functions via the Generalized Matrix-Fractional Function . . . . . . . 1958--1987 Marie-Ange Dahito and Dominique Orban The Conjugate Residual Method in Linesearch and Trust-Region Methods . . 1988--2025 Meixia Lin and Yong-Jin Liu and Defeng Sun and Kim-Chuan Toh Efficient Sparse Semismooth Newton Methods for the Clustered Lasso Problem 2026--2052 Mila Nikolova and Pauline Tan Alternating Structure-Adapted Proximal Gradient Descent for Nonconvex Nonsmooth Block-Regularized Problems . . . . . . . 2053--2078 Caroline Geiersbach and Georg Ch. Pflug Projected Stochastic Gradients for Convex Constrained Problems in Hilbert Spaces . . . . . . . . . . . . . . . . . 2079--2099 Immanuel M. Bomze and Panayotis Mertikopoulos and Werner Schachinger and Mathias Staudigl Hessian Barrier Algorithms for Linearly Constrained Optimization Problems . . . 2100--2127 Jean-Bernard Lasserre and Victor Magron In SDP Relaxations, Inaccurate Solvers Do Robust Optimization . . . . . . . . . 2128--2145 Yair Carmon and John Duchi Gradient Descent Finds the Cubic-Regularized Nonconvex Newton Step 2146--2178 Wim van Ackooij and Pedro Pérez-Aros Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints . . . . . 2179--2210 Immanuel M. Bomze and Francesco Rinaldi and Samuel Rota Bul\`o First-order Methods for the Impatient: Support Identification in Finite Time with Convergent Frank--Wolfe Variants 2211--2226 Hedy Attouch and Zaki Chbani and Hassan Riahi Fast Proximal Methods via Time Scaling of Damped Inertial Dynamics . . . . . . 2227--2256 Hilal Asi and John C. Duchi Stochastic (Approximate) Proximal Point Methods: Convergence, Optimality, and Adaptivity . . . . . . . . . . . . . . . 2257--2290 Zongshan Shen and Jen-Chih Yao and Xi Yin Zheng Calmness and the Abadie CQ for Multifunctions and Linear Regularity for a Collection of Closed Sets . . . . . . 2291--2319 Burak Kocuk and Diego A. Morán R. On Subadditive Duality for Conic Mixed-integer Programs . . . . . . . . . 2320--2336 Zhengling Qi and Ying Cui and Yufeng Liu and Jong-Shi Pang Estimation of Individualized Decision Rules Based on an Optimized Covariate-Dependent Equivalent of Random Outcomes . . . . . . . . . . . . . . . . 2337--2362 Vera Roshchina and Levent Tunçel Facially Dual Complete (Nice) Cones and Lexicographic Tangents . . . . . . . . . 2363--2387 Jinhua Wang and Yaohua Hu and Carisa Kwok Wai Yu and Chong Li and Xiaoqi Yang Extended Newton Methods for Multiobjective Optimization: Majorizing Function Technique and Convergence Analysis . . . . . . . . . . . . . . . . 2388--2421
Ronny Bergmann and Roland Herzog Intrinsic Formulation of KKT Conditions and Constraint Qualifications on Smooth Manifolds . . . . . . . . . . . . . . . 2423--2444 Stephen Becker and Jalal Fadili and Peter Ochs On Quasi-Newton Forward--Backward Splitting: Proximal Calculus and Convergence . . . . . . . . . . . . . . 2445--2481 Peter Ochs and Thomas Pock Adaptive FISTA for Nonconvex Optimization . . . . . . . . . . . . . . 2482--2503 E. Bednarczuk and K. Rutkowski On Lipschitz-Like Property for Polyhedral Moving Sets . . . . . . . . . 2504--2516 O. P. Ferreira and M. S. Louzeiro and L. F. Prudente Gradient Method for Optimization on Riemannian Manifolds with Lower Bounded Curvature . . . . . . . . . . . . . . . 2517--2541 M. Gürbüzbalaban and A. Ozdaglar and P. A. Parrilo Convergence Rate of Incremental Gradient and Incremental Newton Methods . . . . . 2542--2565 Weiwei Kong and Jefferson G. Melo and Renato D. C. Monteiro Complexity of a Quadratic Penalty Accelerated Inexact Proximal Point Method for Solving Linearly Constrained Nonconvex Composite Programs . . . . . . 2566--2593 Biel Roig-Solvas and Lee Makowski and Dana H. Brooks A Proximal Operator for Multispectral Phase Retrieval Problems . . . . . . . . 2594--2607 Paul Breiding and Khazhgali Kozhasov and Antonio Lerario Random Spectrahedra . . . . . . . . . . 2608--2624 Kuang Bai and Jane J. Ye and Jin Zhang Directional Quasi-/Pseudo-Normality as Sufficient Conditions for Metric Subregularity . . . . . . . . . . . . . 2625--2649 Marcel K. de Carli Silva and Levent Tunçel Strict Complementarity in Semidefinite Optimization with Elliptopes Including the MaxCut SDP . . . . . . . . . . . . . 2650--2676 César Gutiérrez and Lidia Huerga and Vicente Novo and Miguel Sama Limit Behavior of Approximate Proper Solutions in Vector Optimization . . . . 2677--2696 Minh N. Dao and Hung M. Phan Adaptive Douglas--Rachford Splitting Algorithm for the Sum of Two Operators 2697--2724 Zhaosong Lu and Zirui Zhou Nonmonotone Enhanced Proximal DC Algorithms for a Class of Structured Nonsmooth DC Programming . . . . . . . . 2725--2752 Guanghui Lan and Yu Yang Accelerated Stochastic Algorithms for Nonconvex Finite-Sum and Multiblock Optimization . . . . . . . . . . . . . . 2753--2784 Ying Cui and Defeng Sun and Kim-Chuan Toh Computing the Best Approximation over the Intersection of a Polyhedral Set and the Doubly Nonnegative Cone . . . . . . 2785--2813 Ion Necoara and Peter Richtárik and Andrei Patrascu Randomized Projection Methods for Convex Feasibility: Conditioning and Convergence Rates . . . . . . . . . . . 2814--2852 Seyedehsomayeh Hosseini and André Uschmajew A Gradient Sampling Method on Algebraic Varieties and Application to Nonsmooth Low-Rank Optimization . . . . . . . . . 2853--2880 Stefania Bellavia and Gianmarco Gurioli and Benedetta Morini and Philippe L. Toint Adaptive Regularization Algorithms with Inexact Evaluations for Nonconvex Optimization . . . . . . . . . . . . . . 2881--2915 Andre Milzarek and Xiantao Xiao and Shicong Cen and Zaiwen Wen and Michael Ulbrich A Stochastic Semismooth Newton Method for Nonsmooth Nonconvex Optimization . . 2916--2948 Oliver Habeck and Marc E. Pfetsch and Stefan Ulbrich Global Optimization of Mixed-Integer ODE Constrained Network Problems Using the Example of Stationary Gas Transport . . 2949--2985 Jein-Shan Chen and Jane J. Ye and Jin Zhang and Jinchuan Zhou Exact Formula for the Second-Order Tangent Set of the Second-Order Cone Complementarity Set . . . . . . . . . . 2986--3011 Giampaolo Liuzzi and Stefano Lucidi and Francesco Rinaldi and Luis Nunes Vicente Trust-Region Methods for the Derivative-Free Optimization of Nonsmooth Black-Box Functions . . . . . 3012--3035 Necdet Serhat Aybat and Erfan Yazdandoost Hamedani A Distributed ADMM-like Method for Resource Sharing over Time-Varying Networks . . . . . . . . . . . . . . . . 3036--3068 Livia M. Betz Strong Stationarity for Optimal Control of a Nonsmooth Coupled System: Application to a Viscous Evolutionary Variational Inequality Coupled with an Elliptic PDE . . . . . . . . . . . . . . 3069--3099 Matús Benko and Helmut Gfrerer and Boris S. Mordukhovich Characterizations of Tilt-Stable Minimizers in Second-Order Cone Programming . . . . . . . . . . . . . . 3100--3130 Jean-Francois Aujol and Charles Dossal and Aude Rondepierre Optimal Convergence Rates for Nesterov Acceleration . . . . . . . . . . . . . . 3131--3153 Alberto Del Pia Subdeterminants and Concave Integer Quadratic Programming . . . . . . . . . 3154--3173 Christian Kanzow and Daniel Steck Quasi-Variational Inequalities in Banach Spaces: Theory and Augmented Lagrangian Methods . . . . . . . . . . . . . . . . 3174--3200 R. Andreani and G. Haeser and L. D. Secchin and P. J. S. Silva New Sequential Optimality Conditions for Mathematical Programs with Complementarity Constraints and Algorithmic Consequences . . . . . . . . 3201--3230
Chao Zhang and Xiaojun Chen A Smoothing Active Set Method for Linearly Constrained Non-Lipschitz Nonconvex Optimization . . . . . . . . . 1--30 Yun-Bin Zhao Optimal $k$-Thresholding Algorithms for Sparse Optimization Problems . . . . . . 31--55 Amir Beck and Nadav Hallak On the Convergence to Stationary Points of Deterministic and Randomized Feasible Descent Directions Methods . . . . . . . 56--79 Luís Felipe Bueno and José Mario Martínez On the Complexity of an Inexact Restoration Method for Constrained Optimization . . . . . . . . . . . . . . 80--101 Sebastian Banert and Axel Ringh and Jonas Adler and Johan Karlsson and Ozan Öktem Data-Driven Nonsmooth Optimization . . . 102--131 Xiao-Xiao Ma and Meng-Meng Zheng and Zheng-Hai Huang A Note on the Nonemptiness and Compactness of Solution Sets of Weakly Homogeneous Variational Inequalities . . 132--148 Andreas Themelis and Panagiotis Patrinos Douglas--Rachford Splitting and ADMM for Nonconvex Optimization: Tight Convergence Results . . . . . . . . . . 149--181 Yuchen Xie and Richard H. Byrd and Jorge Nocedal Analysis of the BFGS Method with Errors 182--209 Shixiang Chen and Shiqian Ma and Anthony Man-Cho So and Tong Zhang Proximal Gradient Method for Nonsmooth Optimization over the Stiefel Manifold 210--239 Igor Klep and Jiawang Nie A Matrix Positivstellensatz with Lifting Polynomials . . . . . . . . . . . . . . 240--261 Vincent Roulet and Alexandre d'Aspremont Sharpness, Restart, and Acceleration . . 262--289 Constantin Christof Gradient-Based Solution Algorithms for a Class of Bilevel Optimization and Optimal Control Problems with a Nonsmooth Lower Level . . . . . . . . . 290--318 A. Jourani and F. J. Silva Existence of Lagrange Multipliers under Gâteaux Differentiable Data with Applications to Stochastic Optimal Control Problems . . . . . . . . . . . . 319--348 Courtney Paquette and Katya Scheinberg A Stochastic Line Search Method with Expected Complexity Analysis . . . . . . 349--376 Johanna Burtscheidt and Matthias Claus and Stephan Dempe Risk-Averse Models in Bilevel Stochastic Linear Programming . . . . . . . . . . . 377--406 Vincent Guigues Inexact Cuts in Stochastic Dual Dynamic Programming . . . . . . . . . . . . . . 407--438 Armin Eftekhari and Raphael A. Hauser Principal Component Analysis by Optimization of Symmetric Functions has no Spurious Local Optima . . . . . . . . 439--463 Michel De Lara and Olivier Gossner Payoffs-Beliefs Duality and the Value of Information . . . . . . . . . . . . . . 464--489 Xi Yin Zheng Well-Posed Solvability of Convex Optimization Problems on a Differentiable or Continuous Closed Convex Set . . . . . . . . . . . . . . . 490--512 Coralia Cartis and Nicholas I. M. Gould and Philippe L. Toint Sharp Worst-Case Evaluation Complexity Bounds for Arbitrary-Order Nonconvex Optimization with Inexpensive Constraints . . . . . . . . . . . . . . 513--541 D. Russell Luke and Anna-Lena Martins Convergence Analysis of the Relaxed Douglas--Rachford Algorithm . . . . . . 542--584 Eduardo Casas and Mariano Mateos Critical Cones for Sufficient Second Order Conditions in PDE Constrained Optimization . . . . . . . . . . . . . . 585--603 Aram V. Arutyunov and Alexey F. Izmailov Covering on a Convex Set in the Absence of Robinson's Regularity . . . . . . . . 604--629 Chao Ding and Defeng Sun and Jie Sun and Kim-Chuan Toh Spectral Operators of Matrices: Semismoothness and Characterizations of the Generalized Jacobian . . . . . . . . 630--659 Xiao Li and Zhihui Zhu and Anthony Man-Cho So and René Vidal Nonconvex Robust Low-Rank Matrix Recovery . . . . . . . . . . . . . . . . 660--686 Zhengyuan Zhou and Panayotis Mertikopoulos and Nicholas Bambos and Stephen P. Boyd and Peter W. Glynn On the Convergence of Mirror Descent beyond Stochastic Convex Programming . . 687--716 Necdet Serhat Aybat and Alireza Fallah and Mert Gürbüzbalaban and Asuman Ozdaglar Robust Accelerated Gradient Methods for Smooth Strongly Convex Functions . . . . 717--751 Johannes O. Royset Stability and Error Analysis for Optimization and Generalized Equations 752--780 Xiaoyi Gu and Shabbir Ahmed and Santanu S. Dey Exact Augmented Lagrangian Duality for Mixed Integer Quadratic Programming . . 781--797 Monaldo Mastrolilli High Degree Sum of Squares Proofs, Bienstock--Zuckerberg Hierarchy, and Chvátal--Gomory Cuts . . . . . . . . . . 798--822 Junyi Liu and Suvrajeet Sen Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming . . . . . . . . . 823--852 Warren Hare and Gabriel Jarry-Bolduc Calculus Identities for Generalized Simplex Gradients: Rules and Applications . . . . . . . . . . . . . . 853--884 S. Rasoul Etesami Complexity and Approximability of Optimal Resource Allocation and Nash Equilibrium over Networks . . . . . . . 885--914 Rujun Jiang and Duan Li A Linear-Time Algorithm for Generalized Trust Region Subproblems . . . . . . . . 915--932 Konstantin Mishchenko and Franck Iutzeler and Jérôme Malick A Distributed Flexible Delay-Tolerant Proximal Gradient Algorithm . . . . . . 933--959 Saeed Ghadimi and Andrzej Ruszczy\'nski and Mengdi Wang A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization . . . . . . . . 960--979 Francisco J. Aragón Artacho and Phan T. Vuong The Boosted Difference of Convex Functions Algorithm for Nonsmooth Functions . . . . . . . . . . . . . . . 980--1006 Daniel Porumbel Projective Cutting-Planes . . . . . . . 1007--1032 James Saunderson Limitations on the Expressive Power of Convex Cones without Long Chains of Faces . . . . . . . . . . . . . . . . . 1033--1047 Dorit S. Hochbaum and Cheng Lu Erratum: A Faster Algorithm Solving a Generalization of Isotonic Median Regression and a Class of Fused Lasso Problems . . . . . . . . . . . . . . . . 1048--1048
Javier Peña and Vera Roshchina A Data-Independent Distance to Infeasibility for Linear Conic Systems 1049--1066 Philip E. Gill and Vyacheslav Kungurtsev and Daniel P. Robinson A Shifted Primal-Dual Penalty-Barrier Method for Nonlinear Optimization . . . 1067--1093 Yingjie Bi and Ao Tang Duality Gap Estimation via a Refined Shapley--Folkman Lemma . . . . . . . . . 1094--1118 Mishal Assif and Debasish Chatterjee and Ravi Banavar Scenario Approach for Minmax Optimization with Emphasis on the Nonconvex Case: Positive Results and Caveats . . . . . . . . . . . . . . . . 1119--1143 Farzad Yousefian and Angelia Nedi\'c and Uday V. Shanbhag On Stochastic and Deterministic Quasi-Newton Methods for Nonstrongly Convex Optimization: Asymptotic Convergence and Rate Analysis . . . . . 1144--1172 Alberto Del Pia and Santanu S. Dey and Robert Weismantel Subset Selection in Sparse Matrices . . 1173--1190 Jinlong Lei and Peng Yi and Guodong Shi and Brian D. O. Anderson Distributed Algorithms with Finite Data Rates that Solve Linear Equations . . . 1191--1222 Vincent Lecl\`ere and Pierre Carpentier and Jean-Philippe Chancelier and Arnaud Lenoir and François Pacaud Exact Converging Bounds for Stochastic Dual Dynamic Programming via Fenchel Duality . . . . . . . . . . . . . . . . 1223--1250 Sunyoung Kim and Masakazu Kojima and Kim-Chuan Toh A Geometrical Analysis on Convex Conic Reformulations of Quadratic and Polynomial Optimization Problems . . . . 1251--1273 Minglu Ye and Ting Kei Pong A Subgradient-Based Approach for Finding the Maximum Feasible Subsystem with Respect to a Set . . . . . . . . . . . . 1274--1299 Serena Crisci and Federica Porta and Valeria Ruggiero and Luca Zanni Spectral Properties of Barzilai--Borwein Rules in Solving Singly Linearly Constrained Optimization Problems Subject to Lower and Upper Bounds . . . 1300--1326 Aris Daniilidis and Dmitriy Drusvyatskiy Pathological Subgradient Dynamics . . . 1327--1338 Benjamin Müller and Felipe Serrano and Ambros Gleixner Using Two-Dimensional Projections for Stronger Separation and Propagation of Bilinear Terms . . . . . . . . . . . . . 1339--1365 J. Chen and X. Wang and C. Planiden A Proximal Average for Prox-Bounded Functions . . . . . . . . . . . . . . . 1366--1390 Tuomo Valkonen Inertial, Corrected, Primal-Dual Proximal Splitting . . . . . . . . . . . 1391--1420 Bangti Jin and Zehui Zhou and Jun Zou On the Convergence of Stochastic Gradient Descent for Nonlinear Ill-Posed Problems . . . . . . . . . . . . . . . . 1421--1450 Yura Malitsky and Matthew K. Tam A Forward-Backward Splitting Method for Monotone Inclusions Without Cocoercivity 1451--1472 Lihua Lei and Michael I. Jordan On the Adaptivity of Stochastic Gradient-Based Optimization . . . . . . 1473--1500 Thai Doan Chuong Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty . . . . . . . . . 1501--1526 Sen Na and Mihai Anitescu Exponential Decay in the Sensitivity Analysis of Nonlinear Dynamic Programming . . . . . . . . . . . . . . 1527--1554 Andreas Fischer and Alexey F. Izmailov and Wladimir Scheck Adjusting Dual Iterates in the Presence of Critical Lagrange Multipliers . . . . 1555--1581 James Luedtke and Claudia D'Ambrosio and Jeff Linderoth and Jonas Schweiger Strong Convex Nonlinear Relaxations of the Pooling Problem . . . . . . . . . . 1582--1609 Elias S. Helou and Sandra A. Santos and Lucas E. A. Simões A New Sequential Optimality Condition for Constrained Nonsmooth Optimization 1610--1637 Francesco Caruso and Maria Carmela Ceparano and Jacqueline Morgan An Inverse-Adjusted Best Response Algorithm for Nash Equilibria . . . . . 1638--1663 Yangyang Xu Primal--Dual Stochastic Gradient Method for Convex Programs with Many Functional Constraints . . . . . . . . . . . . . . 1664--1692 Ying Cui and Ziyu He and Jong-Shi Pang MultiComposite Nonconvex Optimization for Training Deep Neural Networks . . . 1693--1723 Nguyen Thanh Qui and Daniel Wachsmuth Subgradients of Marginal Functions in Parametric Control Problems of Partial Differential Equations . . . . . . . . . 1724--1755 Yulan Liu and Shujun Bi and Shaohua Pan Several Classes of Stationary Points for Rank Regularized Minimization Problems 1756--1775
Tien-Son Pham Local Minimizers of Semi-Algebraic Functions from the Viewpoint of Tangencies . . . . . . . . . . . . . . . 1777--1794 Huan Li and Zhouchen Lin Revisiting EXTRA for Smooth Distributed Optimization . . . . . . . . . . . . . . 1795--1821 James V. Burke and Frank E. Curtis and Hao Wang and Jiashan Wang Inexact Sequential Quadratic Optimization with Penalty Parameter Updates within the QP Solver . . . . . . 1822--1849 O. Sebbouh and Ch. Dossal and A. Rondepierre Convergence Rates of Damped Inertial Dynamics under Geometric Conditions and Perturbations . . . . . . . . . . . . . 1850--1877 Anton Rodomanov and Dmitry Kropotov A Randomized Coordinate Descent Method with Volume Sampling . . . . . . . . . . 1878--1904 Guoyong Gu and Junfeng Yang Tight Sublinear Convergence Rate of the Proximal Point Algorithm for Maximal Monotone Inclusion Problems . . . . . . 1905--1921 Daniel Luft and Volker H. Schulz and Kathrin Welker Efficient Techniques for Shape Optimization with Variational Inequalities Using Adjoints . . . . . . 1922--1953 Mehiddin Al-Baali and Andrea Caliciotti and Giovanni Fasano and Massimo Roma A Class of Approximate Inverse Preconditioners Based on Krylov-Subspace Methods for Large-Scale Nonconvex Optimization . . . . . . . . . . . . . . 1954--1979 Jiulin Wang and Yong Xia Closing the Gap between Necessary and Sufficient Conditions for Local Nonglobal Minimizer of Trust Region Subproblem . . . . . . . . . . . . . . . 1980--1995 Johannes Milz and Michael Ulbrich An Approximation Scheme for Distributionally Robust Nonlinear Optimization . . . . . . . . . . . . . . 1996--2025 Rui Peng Liu On Feasibility of Sample Average Approximation Solutions . . . . . . . . 2026--2052 Etienne De Klerk and François Glineur and Adrien B. Taylor Worst-Case Convergence Analysis of Inexact Gradient and Newton Methods Through Semidefinite Programming Performance Estimation . . . . . . . . . 2053--2082 Alexander Shapiro and Lingquan Ding Periodical Multistage Stochastic Programs . . . . . . . . . . . . . . . . 2083--2102 Yifan Hu and Xin Chen and Niao He Sample Complexity of Sample Average Approximation for Conditional Stochastic Optimization . . . . . . . . . . . . . . 2103--2133 Samir Adly and Hedy Attouch Finite Convergence of Proximal-Gradient Inertial Algorithms Combining Dry Friction with Hessian-Driven Damping . . 2134--2162 Constantin Christof and Juan Carlos De los Reyes and Christian Meyer A Nonsmooth Trust-Region Method for Locally Lipschitz Functions with Application to Optimization Problems Constrained by Variational Inequalities 2163--2196 Yangjing Zhang and Ning Zhang and Defeng Sun and Kim-Chuan Toh A Proximal Point Dual Newton Algorithm for Solving Group Graphical Lasso Problems . . . . . . . . . . . . . . . . 2197--2220 Alejandra Peña-Ordieres and James R. Luedtke and Andreas Wächter Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation . . . . . . . . . . . . . 2221--2250 Ernest K. Ryu and Adrien B. Taylor and Carolina Bergeling and Pontus Giselsson Operator Splitting Performance Estimation: Tight Contraction Factors and Optimal Parameter Selection . . . . 2251--2271 Jiawei Zhang and Zhi-Quan Luo A Proximal Alternating Direction Method of Multiplier for Linearly Constrained Nonconvex Minimization . . . . . . . . . 2272--2302 Olivier Beaude and Pascal Benchimol and Stéphane Gaubert and Paulin Jacquot and Nadia Oudjane A Privacy-Preserving Method to Optimize Distributed Resource Allocation . . . . 2303--2336 Mohammad Farazmand Multiscale Analysis of Accelerated Gradient Methods . . . . . . . . . . . . 2337--2354 Alexander S. Estes and Michael O. Ball Facets of the Stochastic Network Flow Problem . . . . . . . . . . . . . . . . 2355--2378 Ashkan Mohammadi and M. Ebrahim Sarabi Twice Epi-Differentiability of Extended-Real-Valued Functions with Applications in Composite Optimization 2379--2409 Xudong Li and Defeng Sun and Kim-Chuan Toh An Asymptotically Superlinearly Convergent Semismooth Newton Augmented Lagrangian Method for Linear Programming 2410--2440 Federico Bassetti and Stefano Gualandi and Marco Veneroni On the Computation of Kantorovich--Wasserstein Distances Between Two-Dimensional Histograms by Uncapacitated Minimum Cost Flows . . . . 2441--2469 Immanuel M. Bomze and Francesco Rinaldi and Damiano Zeffiro Active Set Complexity of the Away-Step Frank--Wolfe Algorithm . . . . . . . . . 2470--2500 Maher Nouiehed and Meisam Razaviyayn A Trust Region Method for Finding Second-Order Stationarity in Linearly Constrained Nonconvex Optimization . . . 2501--2529 Junyi Liu and Ying Cui and Jong-Shi Pang and Suvrajeet Sen Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse . . . . . . . . . . . . . . . . 2530--2558 Heinz H. Bauschke and Walaa M. Moursi On the Behavior of the Douglas--Rachford Algorithm for Minimizing a Convex Function Subject to a Linear Constraint 2559--2576 Ir\`ene Waldspurger and Alden Waters Rank Optimality for the Burer--Monteiro Factorization . . . . . . . . . . . . . 2577--2602 M. V. Dolgopolik A New Constraint Qualification and Sharp Optimality Conditions for Nonsmooth Mathematical Programming Problems in Terms of Quasidifferentials . . . . . . 2603--2627 Zsolt Darvay and Tibor Illés and Janez Povh and Petra Renáta Rigó Feasible Corrector-Predictor Interior-Point Algorithm for $ P_* (\kappa) $-Linear Complementarity Problems Based on a New Search Direction 2628--2658 Naoki Hamada and Kenta Hayano and Shunsuke Ichiki and Yutaro Kabata and Hiroshi Teramoto Topology of Pareto Sets of Strongly Convex Problems . . . . . . . . . . . . 2659--2686
Antonio Silveti-Falls and Cesare Molinari and Jalal Fadili Generalized Conditional Gradient with Augmented Lagrangian for Composite Minimization . . . . . . . . . . . . . . 2687--2725 El Houcine Bergou and Eduard Gorbunov and Peter Richtárik Stochastic Three Points Method for Unconstrained Smooth Minimization . . . 2726--2749 G. N. Grapiglia and Yu. Nesterov Tensor Methods for Minimizing Convex Functions with Hölder Continuous Higher-Order Derivatives . . . . . . . . 2750--2779 Haihao Lu and Rahul Mazumder Randomized Gradient Boosting Machine . . 2780--2808 Jun Li and Giandomenico Mastroeni Convex Analysis in $ \mathbb {Z}^n $ and Applications to Integer Linear Programming . . . . . . . . . . . . . . 2809--2840 Daniel Duque and David P. Morton Distributionally Robust Stochastic Dual Dynamic Programming . . . . . . . . . . 2841--2865 Quoc Tran-Dinh and Yuzixuan Zhu Non-stationary First-Order Primal-Dual Algorithms with Faster Convergence Rates 2866--2896 Bo Jiang and Tianyi Lin and Shuzhong Zhang A Unified Adaptive Tensor Approximation Scheme to Accelerate Composite Convex Optimization . . . . . . . . . . . . . . 2897--2926 Wooseok Ha and Haoyang Liu and Rina Foygel Barber An Equivalence between Critical Points for Rank Constraints Versus Low-Rank Factorizations . . . . . . . . . . . . . 2927--2955 Eike Börgens and Christian Kanzow and Patrick Mehlitz and Gerd Wachsmuth New Constraint Qualifications for Optimization Problems in Banach Spaces Based on Asymptotic KKT Conditions . . . 2956--2982 Asteroide Santana and Santanu S. Dey The Convex Hull of a Quadratic Constraint over a Polytope . . . . . . . 2983--2997 Konstantin Usevich and Jianze Li and Pierre Comon Approximate Matrix and Tensor Diagonalization by Unitary Transformations: Convergence of Jacobi-Type Algorithms . . . . . . . . . 2998--3028 Amir Daneshmand and Gesualdo Scutari and Vyacheslav Kungurtsev Second-Order Guarantees of Distributed Gradient Algorithms . . . . . . . . . . 3029--3068 S. Bonettini and M. Prato and S. Rebegoldi Convergence of Inexact Forward--Backward Algorithms Using the Forward--Backward Envelope . . . . . . . . . . . . . . . . 3069--3097 Yuxin Chen and Yuejie Chi and Jianqing Fan and Cong Ma and Yuling Yan Noisy Matrix Completion: Understanding Statistical Guarantees for Convex Relaxation via Nonconvex Optimization 3098--3121 Marianna De Santis and Gabriele Eichfelder and Julia Niebling and Stefan Rocktäschel Solving Multiobjective Mixed Integer Convex Optimization Problems . . . . . . 3122--3145 Nikita Doikov and Yurii Nesterov Contracting Proximal Methods for Smooth Convex Optimization . . . . . . . . . . 3146--3169 Junzi Zhang and Brendan O'Donoghue and Stephen Boyd Globally Convergent Type-I Anderson Acceleration for Nonsmooth Fixed-Point Iterations . . . . . . . . . . . . . . . 3170--3197 Wei Wang and Huifu Xu Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete . . . . . . . . . . . . . . . 3198--3229 Aryan Mokhtari and Asuman E. Ozdaglar and Sarath Pattathil Convergence Rate of $ \mathcal {O}(1 / k) $ for Optimistic Gradient and Extragradient Methods in Smooth Convex-Concave Saddle Point Problems . . 3230--3251 Hedy Attouch and Szilárd Csaba László Newton-like Inertial Dynamics and Proximal Algorithms Governed by Maximally Monotone Operators . . . . . . 3252--3283 Jelena Diakonikolas and Maryam Fazel and Lorenzo Orecchia Fair Packing and Covering on a Relative Scale . . . . . . . . . . . . . . . . . 3284--3314 Hamed Hassani and Amin Karbasi and Aryan Mokhtari and Zebang Shen Stochastic Conditional Gradient++: (Non)Convex Minimization and Continuous Submodular Maximization . . . . . . . . 3315--3344 Felix Lieder Solving Large-Scale Cubic Regularization by a Generalized Eigenvalue Problem . . 3345--3358 Weijun Xie and Xinwei Deng Scalable Algorithms for the Sparse Ridge Regression . . . . . . . . . . . . . . . 3359--3386 Bruno F. Lourenço and Akiko Takeda Generalized Subdifferentials of Spectral Functions over Euclidean Jordan Algebras 3387--3414
Sebastian Garreis and Thomas M. Surowiec and Michael Ulbrich An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures . . 1--29 Jie Wang and Victor Magron and Jean-Bernard Lasserre TSSOS: a Moment-SOS Hierarchy That Exploits Term Sparsity . . . . . . . . . 30--58 Yang Liu and Fred Roosta Convergence of Newton-MR under Inexact Hessian Information . . . . . . . . . . 59--90 Md Abu Talhamainuddin Ansary and Geetanjali Panda A Globally Convergent SQCQP Method for Multiobjective Optimization Problems . . 91--113 Jie Wang and Victor Magron and Jean-Bernard Lasserre Chordal-TSSOS: a Moment-SOS Hierarchy That Exploits Term Sparsity with Chordal Extension . . . . . . . . . . . . . . . 114--141 Carlos J. Nohra and Arvind U. Raghunathan and Nikolaos Sahinidis Spectral Relaxations and Branching Strategies for Global Optimization of Mixed-Integer Quadratic Programs . . . . 142--171 Jinhua Wang and Xiangmei Wang and Chong Li and Jen-Chih Yao Convergence Analysis of Gradient Algorithms on Riemannian Manifolds without Curvature Constraints and Application to Riemannian Mass . . . . . 172--199 Iskander Aliev and Marcel Celaya and Martin Henk and Aled Williams Distance-Sparsity Transference for Vertices of Corner Polyhedra . . . . . . 200--216 Jiaming Liang and Renato D. C. Monteiro An Average Curvature Accelerated Composite Gradient Method for Nonconvex Smooth Composite Optimization Problems 217--243 Anas Barakat and Pascal Bianchi Convergence and Dynamical Behavior of the ADAM Algorithm for Nonconvex Stochastic Optimization . . . . . . . . 244--274 Teodora Dan and Andrea Lodi and Patrice Marcotte An Exact Algorithmic Framework for a Class of Mixed-Integer Programs with Equilibrium Constraints . . . . . . . . 275--306 Henri Calandra and Serge Gratton and Elisa Riccietti and Xavier Vasseur On High-Order Multilevel Optimization Strategies . . . . . . . . . . . . . . . 307--330 Amitabh Basu and Michele Conforti and Marco Di Summa and Hongyi Jiang Split Cuts in the Plane . . . . . . . . 331--347 Caroline Geiersbach and Estefania Loayza-Romero and Kathrin Welker Stochastic Approximation for Optimization in Shape Spaces . . . . . . 348--376 Eike Börgens and Christian Kanzow ADMM-Type Methods for Generalized Nash Equilibrium Problems in Hilbert Spaces 377--403 Regina S. Burachik and Minh N. Dao and Scott B. Lindstrom The Generalized Bregman Distance . . . . 404--424 Jérôme Stenger and Fabrice Gamboa and Merlin Keller Optimization of Quasi-convex Function over Product Measure Sets . . . . . . . 425--447 Yun Kuen Cheung and Richard J. Cole and Yixin Tao Parallel Stochastic Asynchronous Coordinate Descent: Tight Bounds on the Possible Parallelism . . . . . . . . . . 448--460 Hideaki Nakao and Ruiwei Jiang and Siqian Shen Distributionally Robust Partially Observable Markov Decision Process with Moment-Based Ambiguity . . . . . . . . . 461--488 Helmut Gfrerer and Jirí V. Outrata On a Semismooth* Newton Method for Solving Generalized Equations . . . . . 489--517 Frank E. Curtis and Daniel P. Robinson and Clément W. Royer and Stephen J. Wright Trust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex Optimization . . . . . . . . . 518--544 Nguyen Huy Chieu and Le Van Hien and Tran T. A. Nghia and Ha Anh Tuan Quadratic Growth and Strong Metric Subregularity of the Subdifferential via Subgradient Graphical Derivative . . . . 545--568 Ashkan Mohammadi and Boris S. Mordukhovich Variational Analysis in Normed Spaces with Applications to Constrained Optimization . . . . . . . . . . . . . . 569--603 Juan Kuntz and Philipp Thomas and Guy-Bart Stan and Mauricio Barahona Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces . . . . . . . . . . . . . . . . . 604--625 Hong-Kun Xu and Andrzej Cegielski The Landweber Operator Approach to the Split Equality Problem . . . . . . . . . 626--652 Masoud Ahookhosh and Andreas Themelis and Panagiotis Patrinos A Bregman Forward-Backward Linesearch Algorithm for Nonconvex Composite Optimization: Superlinear Convergence to Nonisolated Local Minima . . . . . . . . 653--685 Sergei Chubanov A Generalized Simplex Method for Integer Problems Given by Verification Oracles 686--701 Brian C. Dandurand and Kibaek Kim and Sven Leyffer A Bilevel Approach for Identifying the Worst Contingencies for Nonconvex Alternating Current Power Systems . . . 702--726 Dan Garber On the Convergence of Projected-Gradient Methods with Low-Rank Projections for Smooth Convex Minimization over Trace-Norm Balls and Related Problems 727--753 Luca Calatroni and Guillaume Garrigos and Lorenzo Rosasco and Silvia Villa Accelerated Iterative Regularization via Dual Diagonal Descent . . . . . . . . . 754--784 Anton Rodomanov and Yurii Nesterov Greedy Quasi-Newton Methods with Explicit Superlinear Convergence . . . . 785--811 Stefan Sremac and Hugo J. Woerdeman and Henry Wolkowicz Error Bounds and Singularity Degree in Semidefinite Programming . . . . . . . . 812--836 Rafael Correa and M. A. López and Pedro Pérez-Aros Necessary and Sufficient Optimality Conditions in DC Semi-infinite Programming . . . . . . . . . . . . . . 837--865 Sheng Cheng and Nuno C. Martins An Optimality Gap Test for a Semidefinite Relaxation of a Quadratic Program with Two Quadratic Constraints 866--886 Zhongxiao Jia and Fa Wang The Convergence of the Generalized Lanczos Trust-Region Method for the Trust-Region Subproblem . . . . . . . . 887--914 Jelena Diakonikolas and Michael I. Jordan Generalized Momentum-Based Methods: a Hamiltonian Perspective . . . . . . . . 915--944 Cheolmin Kim and Sanjay Mehrotra Solution Approaches to Linear Fractional Programming and Its Stochastic Generalizations Using Second Order Cone Approximations . . . . . . . . . . . . . 945--971 Shambhavi Singh and Yves Lucet Linear-Time Convexity Test for Low-Order Piecewise Polynomials . . . . . . . . . 972--990 Chris J. Maddison and Daniel Paulin and Yee Whye Teh and Arnaud Doucet Dual Space Preconditioning for Gradient Descent . . . . . . . . . . . . . . . . 991--1016 Raghu Pasupathy and Yongjia Song Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs . . . . . . . 1017--1048 Paul Breiding and Nick Vannieuwenhoven The Condition Number of Riemannian Approximation Problems . . . . . . . . . 1049--1077
Andrea Cristofari and Francesco Rinaldi A Derivative-Free Method for Structured Optimization Problems . . . . . . . . . 1079--1107 Prateek Jain and Dheeraj M. Nagaraj and Praneeth Netrapalli Making the Last Iterate of SGD Information Theoretically Optimal . . . 1108--1130 Junyu Zhang and Lin Xiao Multilevel Composite Stochastic Optimization via Nested Variance Reduction . . . . . . . . . . . . . . . 1131--1157 Zhenhai Liu and Dumitru Motreanu and Shengda Zeng Generalized Penalty and Regularization Method for Differential Variational-Hemivariational Inequalities 1158--1183 Boris S. Mordukhovich and M. Ebrahim Sarabi Generalized Newton Algorithms for Tilt-Stable Minimizers in Nonsmooth Optimization . . . . . . . . . . . . . . 1184--1214 Audrey Repetti and Yves Wiaux Variable Metric Forward-Backward Algorithm for Composite Minimization Problems . . . . . . . . . . . . . . . . 1215--1241 Ramchandran Muthukumar and Drew P. Kouri and Madeleine Udell Randomized Sketching Algorithms for Low-Memory Dynamic Optimization . . . . 1242--1275 Bahareh Khazayel and Ali Farajzadeh and Christian Günther and Christiane Tammer On the Intrinsic Core of Convex Cones in Real Linear Spaces . . . . . . . . . . . 1276--1298 Erfan Yazdandoost Hamedani and Necdet Serhat Aybat A Primal-Dual Algorithm with Line Search for General Convex-Concave Saddle Point Problems . . . . . . . . . . . . . . . . 1299--1329 Rubén López and Miguel Sama Horizon Maps and Graphical Convergence Revisited . . . . . . . . . . . . . . . 1330--1351 Albert S. Berahas and Frank E. Curtis and Daniel Robinson and Baoyu Zhou Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization . . . . . . . . 1352--1379 Aram V. Arutyunov and Dmitry Karamzin Square-Root Metric Regularity and Related Stability Theorems for Smooth Mappings . . . . . . . . . . . . . . . . 1380--1409 Chong Li and Kung Fu Ng and Jen-Chih Yao and Xiaopeng Zhao The FM and BCQ Qualifications for Inequality Systems of Convex Functions in Normed Linear Spaces . . . . . . . . 1410--1432 Maria Dostert and David de Laat and Philippe Moustrou Exact Semidefinite Programming Bounds for Packing Problems . . . . . . . . . . 1433--1458 Felix Harder and Patrick Mehlitz and Gerd Wachsmuth Reformulation of the $M$-Stationarity Conditions as a System of Discontinuous Equations and Its Solution by a Semismooth Newton Method . . . . . . . . 1459--1488 A. S. Berahas and L. Cao and K. Scheinberg Global Convergence Rate Analysis of a Generic Line Search Algorithm with Noise 1489--1518 Ping-Fan Zhao and Qing-Na Li and Wei-Kun Chen and Ya-Feng Liu An Efficient Quadratic Programming Relaxation Based Algorithm for Large-Scale MIMO Detection . . . . . . . 1519--1545 Bin Gao and Nguyen Thanh Son and P.-A. Absil and Tatjana Stykel Riemannian Optimization on the Symplectic Stiefel Manifold . . . . . . 1546--1575 Liaoyuan Zeng and Peiran Yu and Ting Kei Pong Analysis and Algorithms for Some Compressed Sensing Models Based on L1/L2 Minimization . . . . . . . . . . . . . . 1576--1603
Xiao Li and Shixiang Chen and Zengde Deng and Qing Qu and Zhihui Zhu and Anthony Man-Cho So Weakly Convex Optimization over Stiefel Manifold Using Riemannian Subgradient-Type Methods . . . . . . . . 1605--1634 Pedro Pérez-Aros and Emilio Vilches Moreau Envelope of Supremum Functions with Applications to Infinite and Stochastic Programming . . . . . . . . . 1635--1657 Sebastian Blauth Nonlinear Conjugate Gradient Methods for PDE Constrained Shape Optimization Based on Steklov--Poincaré-Type Metrics . . . . 1658--1689 Zhe Zhang and Shabbir Ahmed and Guanghui Lan Efficient Algorithms for Distributionally Robust Stochastic Optimization with Discrete Scenario Support . . . . . . . . . . . . . . . . 1690--1721 Luze Xu and Marcia Fampa and Jon Lee and Gabriel Ponte Approximate $1$-Norm Minimization and Minimum-Rank Structured Sparsity for Various Generalized Inverses via Local Search . . . . . . . . . . . . . . . . . 1722--1747 Ling Liang and Defeng Sun and Kim-Chuan Toh An Inexact Augmented Lagrangian Method for Second-Order Cone Programming with Applications . . . . . . . . . . . . . . 1748--1773 Fabián Flores-Bazán and Felipe Opazo Characterizing Convexity of Images for Quadratic-Linear Mappings with Applications in Nonconvex Quadratic Optimization . . . . . . . . . . . . . . 1774--1796 Chaobing Song and Yong Jiang and Yi Ma Unified Acceleration of High-Order Algorithms under General Hölder Continuity . . . . . . . . . . . . . . . 1797--1826 Claus Danielson Fundamental Domains for Symmetric Optimization: Construction and Search 1827--1849 Andreas Van Barel and Stefan Vandewalle MG/OPT and Multilevel Monte Carlo for Robust Optimization of PDEs . . . . . . 1850--1876 Amir Beck and Marc Teboulle Dual Randomized Coordinate Descent Method for Solving a Class of Nonconvex Problems . . . . . . . . . . . . . . . . 1877--1896 Andrés Gómez Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization . . . . . . . . . . . . . . 1897--1925 Salihah Alwadani and Heinz Bauschke and Xianfu Wang Attouch--Théra Duality, Generalized Cycles, and Gap Vectors . . . . . . . . 1926--1946 Sergei Chubanov Method of Alternating Contractions and Its Applications to Some Convex Optimization Problems . . . . . . . . . 1947--1970 Zihan Liu and Kannan Ramchandran Adaptive Douglas--Rachford Splitting Algorithm from a Yosida Approximation Standpoint . . . . . . . . . . . . . . . 1971--1998 Brendan O'Donoghue Operator Splitting for a Homogeneous Embedding of the Linear Complementarity Problem . . . . . . . . . . . . . . . . 1999--2023 Peiran Yu and Ting Kei Pong and Zhaosong Lu Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems . . . . . . . . . 2024--2054 Didier Aussel and Gemayqzel Bouza and Stephan Dempe and Sébastien Lepaul Genericity Analysis of Multi-Leader-Disjoint-Followers Game . . 2055--2079 Adrian S. Lewis and Tonghua Tian The Structure of Conservative Gradient Fields . . . . . . . . . . . . . . . . . 2080--2083 Vincent Guigues and Renato Monteiro and Benar Svaiter Inexact Cuts in Stochastic Dual Dynamic Programming Applied to Multistage Stochastic Nondifferentiable Problems 2084--2110 Harsha Gangammanavar and Suvrajeet Sen Stochastic Dynamic Linear Programming: a Sequential Sampling Algorithm for Multistage Stochastic Linear Programming 2111--2140 Tatiana Tatarenko and Angelia Nedich A Smooth Inexact Penalty Reformulation of Convex Problems with Linear Constraints . . . . . . . . . . . . . . 2141--2170 Harshal D. Kaushik and Farzad Yousefian A Method with Convergence Rates for Optimization Problems with Variational Inequality Constraints . . . . . . . . . 2171--2198 Pontus Giselsson Nonlinear Forward-Backward Splitting with Projection Correction . . . . . . . 2199--2226 D. Brosch and M. Laurent and A. Steenkamp Optimizing Hypergraph-Based Polynomials Modeling Job-Occupancy in Queuing with Redundancy Scheduling . . . . . . . . . 2227--2254 Anton Schiela and Julian Ortiz An SQP Method for Equality Constrained Optimization on Hilbert Manifolds . . . 2255--2284 Jean Bernard Lasserre and Victor Magron and Swann Marx and Olivier Zahm Minimizing Rational Functions: a Hierarchy of Approximations via Pushforward Measures . . . . . . . . . . 2285--2306 Guanghui Lan and Edwin Romeijn and Zhiqiang Zhou Conditional Gradient Methods for Convex Optimization with General Affine and Nonlinear Constraints . . . . . . . . . 2307--2339 Dimitris Bertsimas and Ryan Cory-Wright and Jean Pauphilet A Unified Approach to Mixed-Integer Optimization Problems With Logical Constraints . . . . . . . . . . . . . . 2340--2367 Jiawang Nie and Li Wang and Jane J. Ye and Suhan Zhong A Lagrange Multiplier Expression Method for Bilevel Polynomial Optimization . . 2368--2395 Christoph Neumann and Oliver Stein Generating Feasible Points for Mixed-Integer Convex Optimization Problems by Inner Parallel Cuts . . . . 2396--2428 Xi Yin Zheng and Kung Fu Ng Perturbation Analysis of Metric Subregularity for Multifunctions . . . . 2429--2454
Caroline Geiersbach and Winnifried Wollner Optimality Conditions for Convex Stochastic Optimization Problems in Banach Spaces with Almost Sure State Constraints . . . . . . . . . . . . . . 2455--2480 Shaoyan Guo and Huifu Xu and Liwei Zhang Existence and Approximation of Continuous Bayesian Nash Equilibria in Games with Continuous Type and Action Spaces . . . . . . . . . . . . . . . . . 2481--2507 Dmitrii M. Ostrovskii and Andrew Lowy and Meisam Razaviyayn Efficient Search of First-Order Nash Equilibria in Nonconvex-Concave Smooth Min-Max Problems . . . . . . . . . . . . 2508--2538 Karen Aardal and Andrea Lodi and Andrea Tramontani and Frederik von Heymann and Laurence A. Wolsey Lattice Reformulation Cuts . . . . . . . 2539--2557 Weiwei Kong and Renato D. C. Monteiro An Accelerated Inexact Proximal Point Method for Solving Nonconvex-Concave Min-Max Problems . . . . . . . . . . . . 2558--2585 Mohit Bansil and Jun Kitagawa A Newton Algorithm for Semidiscrete Optimal Transport with Storage Fees . . 2586--2613 Lijun Ding and Madeleine Udell On the Simplicity and Conditioning of Low Rank Semidefinite Programs . . . . . 2614--2637 Jeffrey Larson and Matt Menickelly and Baoyu Zhou Manifold Sampling for Optimizing Nonsmooth Nonconvex Compositions . . . . 2638--2664 Nguyen T. V. Hang and M. Ebrahim Sarabi Local Convergence Analysis of Augmented Lagrangian Methods for Piecewise Linear-Quadratic Composite Optimization Problems . . . . . . . . . . . . . . . . 2665--2694 Lijun Ding and Alp Yurtsever and Volkan Cevher and Joel A. Tropp and Madeleine Udell An Optimal-Storage Approach to Semidefinite Programming Using Approximate Complementarity . . . . . . 2695--2725 Peijun Xiao and Zhisheng Xiao and Ruoyu Sun Two Symmetrized Coordinate Descent Methods Can Be $ O(n^2) $ Times Slower Than the Randomized Version . . . . . . 2726--2752 Hadrien Hendrikx and Francis Bach and Laurent Massoulié An Optimal Algorithm for Decentralized Finite-Sum Optimization . . . . . . . . 2753--2783 D. Aussel and K. Cao Van and D. Salas Existence Results for Generalized Nash Equilibrium Problems under Continuity-Like Properties of Sublevel Sets . . . . . . . . . . . . . . . . . . 2784--2806 Yurii Nesterov Inexact High-Order Proximal-Point Methods with Auxiliary Search Procedure 2807--2828 Shengda Zeng and Stanis\law Migórski and Zhenhai Liu Well-Posedness, Optimal Control, and Sensitivity Analysis for a Class of Differential Variational-Hemivariational Inequalities . . . . . . . . . . . . . . 2829--2862 Roger Behling and Yunier Bello-Cruz and Luiz-Rafael Santos Infeasibility and Error Bound Imply Finite Convergence of Alternating Projections . . . . . . . . . . . . . . 2863--2892 Dimitris Bertsimas and Dick den Hertog and Jean Pauphilet Probabilistic Guarantees in Robust Optimization . . . . . . . . . . . . . . 2893--2920 Cristian Daniel Alecsa and Szilárd Csaba László Tikhonov Regularization of a Perturbed Heavy Ball System with Vanishing Damping 2921--2954 Jiaming Liang and Renato D. C. Monteiro A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes . . . . . . . . . . . 2955--2986 Luis M. Briceño-Arias and Fernando Roldán Split-Douglas--Rachford Algorithm for Composite Monotone Inclusions and Split-ADMM . . . . . . . . . . . . . . . 2987--3013 Aykut Bulut and Ted K. Ralphs On the Complexity of Inverse Mixed Integer Linear Optimization . . . . . . 3014--3043 Alois Pichler and Alexander Shapiro Mathematical Foundations of Distributionally Robust Multistage Optimization . . . . . . . . . . . . . . 3044--3067 Ya-Kui Huang and Yu-Hong Dai and Xin-Wei Liu Equipping the Barzilai--Borwein Method with the Two Dimensional Quadratic Termination Property . . . . . . . . . . 3068--3096 Nachuan Xiao and Xin Liu and Ya-xiang Yuan Exact Penalty Function for $ \ell_{2, 1} $ Norm Minimization over the Stiefel Manifold . . . . . . . . . . . . . . . . 3097--3126 Stéphane Alarie and Charles Audet and Pierre-Yves Bouchet and Sébastien Le Digabel Optimization of Stochastic Blackboxes with Adaptive Precision . . . . . . . . 3127--3156 Archis Ghate and Christopher T. Ryan and Robert L. Smith A Simplex Method for Countably Infinite Linear Programs . . . . . . . . . . . . 3157--3183 Shenglong Zhou and Lili Pan and Naihua Xiu and Hou-Duo Qi Quadratic Convergence of Smoothing Newton's Method for $ 0 / 1 $ Loss Optimization . . . . . . . . . . . . . . 3184--3211 Boris Mordukhovich and Pedro Pérez-Aros Generalized Leibniz Rules and Lipschitzian Stability for Expected-Integral Mappings . . . . . . . 3212--3246
Ran Xin and Usman A. Khan and Soummya Kar Fast Decentralized Nonconvex Finite-Sum Optimization with Recursive Variance Reduction . . . . . . . . . . . . . . . 1--28 Hao-Jun M. Shi and Yuchen Xie and Richard Byrd and Jorge Nocedal A Noise-Tolerant Quasi-Newton Algorithm for Unconstrained Optimization . . . . . 29--55 Jae Hyoung Lee and Tien-Son Pham Openness, Hölder Metric Regularity, and Hölder Continuity Properties of Semialgebraic Set-Valued Maps . . . . . 56--74 Christian Kirches and Jeffrey Larson and Sven Leyffer and Paul Manns Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints . . . . 75--99 Na Zhang and Qia Li First-Order Algorithms for a Class of Fractional Optimization Problems . . . . 100--129 Darinka Dentcheva and Yang Lin Bias Reduction in Sample-Based Optimization . . . . . . . . . . . . . . 130--151 Christian Biefel and Frauke Liers and Jan Rolfes and Martin Schmidt Affinely Adjustable Robust Linear Complementarity Problems . . . . . . . . 152--172 Antonio De Rosa and Aida Khajavirad The Ratio-Cut Polytope and $K$-Means Clustering . . . . . . . . . . . . . . . 173--203 Shoham Sabach and Marc Teboulle Faster Lagrangian-Based Methods in Convex Optimization . . . . . . . . . . 204--227 Xiaoyu He and Zibin Zheng and Yuren Zhou and Chuan Chen QNG: A Quasi-Natural Gradient Method for Large-Scale Statistical Learning . . . . 228--255 Bram L. Gorissen Interior Point Methods Can Exploit Structure of Convex Piecewise Linear Functions with Application in Radiation Therapy . . . . . . . . . . . . . . . . 256--275 A. S. Lewis and Jingwei Liang and Tonghua Tian Partial Smoothness and Constant Rank . . 276--291 Immanuel Bomze and Markus Gabl Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty . . . . . . . . . 292--318 Eduardo Casas and Mariano Mateos Corrigendum: Critical Cones for Sufficient Second Order Conditions in PDE Constrained Optimization . . . . . . 319--320
Khaled Elbassioni and Kazuhisa Makino and Waleed Najy Finding Sparse Solutions for Packing and Covering Semidefinite Programs . . . . . 321--353 Ying Sun and Gesualdo Scutari and Amir Daneshmand Distributed Optimization Based on Gradient Tracking Revisited: Enhancing Convergence Rate via Surrogation . . . . 354--385 Dionysios S. Kalogerias and Warren B. Powell Zeroth-Order Stochastic Compositional Algorithms for Risk-Aware Learning . . . 386--416 Saul Toscano-Palmerin and Peter I. Frazier Bayesian Optimization with Expensive Integrands . . . . . . . . . . . . . . . 417--444 Alejandro I. Maass and Chris Manzie and Dragan Nesi\'c and Jonathan H. Manton and Iman Shames Tracking and Regret Bounds for Online Zeroth-Order Euclidean and Riemannian Optimization . . . . . . . . . . . . . . 445--469 Grigoriy Blekherman and Santanu S. Dey and Kevin Shu and Shengding Sun Hyperbolic Relaxation of $k$-Locally Positive Semidefinite Matrices . . . . . 470--490 Monique Laurent and Luis Felipe Vargas Finite Convergence of Sum-of-Squares Hierarchies for the Stability Number of a Graph . . . . . . . . . . . . . . . . 491--518 Krishnakumar Balasubramanian and Saeed Ghadimi and Anthony Nguyen Stochastic Multilevel Composition Optimization Algorithms with Level-Independent Convergence Rates . . 519--544 Frank E. Curtis and Yutong Dai and Daniel P. Robinson A Subspace Acceleration Method for Minimization Involving a Group Sparsity-Inducing Regularizer . . . . . 545--572 Jinlong Lei and Uday V. Shanbhag Distributed Variable Sample-Size Gradient-Response and Best-Response Schemes for Stochastic Nash Equilibrium Problems . . . . . . . . . . . . . . . . 573--603 Rongzhu Ke and Wei Yao and Jane J. Ye and Jin Zhang Generic Property of the Partial Calmness Condition for Bilevel Programming Problems . . . . . . . . . . . . . . . . 604--634 Alberto Seeger Condition Number Minimization in Euclidean Jordan Algebras . . . . . . . 635--658 Santanu S. Dey and Gonzalo Muñoz and Felipe Serrano On Obtaining the Convex Hull of Quadratic Inequalities via Aggregations 659--686 HanQin Cai and Daniel McKenzie and Wotao Yin and Zhenliang Zhang Zeroth-Order Regularized Optimization (ZORO): Approximately Sparse Gradients and Adaptive Sampling . . . . . . . . . 687--714 Yu Mei and Jia Liu and Zhiping Chen Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball . . . 715--738 Andrea Cristofari Active-Set Identification with Complexity Guarantees of an Almost Cyclic $2$-Coordinate Descent Method with Armijo Line Search . . . . . . . . 739--764 Philippe Moustrou and Helen Naumann and Cordian Riener and Thorsten Theobald and Hugues Verdure Symmetry Reduction in AM/GM-Based Optimization . . . . . . . . . . . . . . 765--785 Guillaume Carlier On the Linear Convergence of the Multimarginal Sinkhorn Algorithm . . . . 786--794 Nurdan Kuru and S. Ilker Birbil and Mert Gürbüzbalaban and Sinan Yildirim Differentially Private Accelerated Optimization Algorithms . . . . . . . . 795--821 Mitsuaki Obara and Takayuki Okuno and Akiko Takeda Sequential Quadratic Optimization for Nonlinear Optimization Problems on Riemannian Manifolds . . . . . . . . . . 822--853 Maurício Silva Louzeiro and Ronny Bergmann and Roland Herzog Fenchel Duality and a Separation Theorem on Hadamard Manifolds . . . . . . . . . 854--873 Terunari Fuji and Pierre-Louis Poirion and Akiko Takeda Convexification with Bounded Gap for Randomly Projected Quadratic Optimization . . . . . . . . . . . . . . 874--899 Aleksandr Y. Aravkin and Robert Baraldi and Dominique Orban A Proximal Quasi-Newton Trust-Region Method for Nonsmooth Regularized Optimization . . . . . . . . . . . . . . 900--929 Shanyin Tong and Anirudh Subramanyam and Vishwas Rao Optimization under Rare Chance Constraints . . . . . . . . . . . . . . 930--958 Ting Tao and Yitian Qian and Shaohua Pan Column $ \ell_{2, 0}$-Norm Regularized Factorization Model of Low-Rank Matrix Recovery and Its Computation . . . . . . 959--988 Sivaramakrishnan Ramani and Archis Ghate Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets . . . . . . . . . . . . . . . . . . 989--1017 Shuyang Ling Improved Performance Guarantees for Orthogonal Group Synchronization via Generalized Power Method . . . . . . . . 1018--1048 Jerzy Grzybowski and Ryszard Urba\'nski Minimal Pairs of Convex Sets Which Share a Recession Cone . . . . . . . . . . . . 1049--1068 Axel Séguin and Daniel Kressner Continuation Methods for Riemannian Optimization . . . . . . . . . . . . . . 1069--1093 Adrian S. Lewis and Genaro Lopez-Acedo and Adriana Nicolae Local Linear Convergence of Alternating Projections in Metric Spaces with Bounded Curvature . . . . . . . . . . . 1094--1119 Georgios Kotsalis and Guanghui Lan and Tianjiao Li Simple and Optimal Methods for Stochastic Variational Inequalities, II: Markovian Noise and Policy Evaluation in Reinforcement Learning . . . . . . . . . 1120--1155 Sungho Shin and Mihai Anitescu and Victor M. Zavala Exponential Decay of Sensitivity in Graph-Structured Nonlinear Programs . . 1156--1183 Gabriele Eichfelder and Ernest Quintana and Stefan Rocktäschel A Vectorization Scheme for Nonconvex Set Optimization Problems . . . . . . . . . 1184--1209 Eduard Gorbunov and Pavel Dvurechensky and Alexander Gasnikov An Accelerated Method for Derivative-Free Smooth Stochastic Convex Optimization . . . . . . . . . . . . . . 1210--1238 Abraham P. Vinod and Arie Israel and Ufuk Topcu Constrained, Global Optimization of Unknown Functions with Lipschitz Continuous Gradients . . . . . . . . . . 1239--1264 Martin Brokate and Michael Ulbrich Newton Differentiability of Convex Functions in Normed Spaces and of a Class of Operators . . . . . . . . . . . 1265--1287 Ahmet Alacaoglu and Olivier Fercoq and Volkan Cevher On the Convergence of Stochastic Primal-Dual Hybrid Gradient . . . . . . 1288--1318 Santanu S. Dey and Aleksandr Kazachkov and Andrea Lodi and Gonzalo Munoz Cutting Plane Generation through Sparse Principal Component Analysis . . . . . . 1319--1343 Lennart Sinjorgo and Renata Sotirov On the Generalized $ \theta $-Number and Related Problems for Highly Symmetric Graphs . . . . . . . . . . . . . . . . . 1344--1378 Xianfu Wang and Heinz H. Bauschke The Bregman Proximal Average . . . . . . 1379--1401 Youhei Akimoto and Anne Auger and Tobias Glasmachers and Daiki Morinaga Global Linear Convergence of Evolution Strategies on More than Smooth Strongly Convex Functions . . . . . . . . . . . . 1402--1429 Jean B. Lasserre Optimization on the Euclidean Unit Sphere . . . . . . . . . . . . . . . . . 1430--1445 William B. Haskell and Huifu Xu and Wenjie Huang Preference Robust Optimization for Choice Functions on the Space of CDFs 1446--1470 Henry Lam and Fengpei Li General Feasibility Bounds for Sample Average Approximation via Vapnik--Chervonenkis Dimension . . . . . 1471--1497
Daniel Duque and Sanjay Mehrotra and David P. Morton Distributionally Robust Two-Stage Stochastic Programming . . . . . . . . . 1499--1522 Lei Yang and Kim-Chuan Toh Bregman Proximal Point Algorithm Revisited: A New Inexact Version and Its Inertial Variant . . . . . . . . . . . . 1523--1554 Rui Yuan and Alessandro Lazaric and Robert M. Gower Sketched Newton--Raphson . . . . . . . . 1555--1583 Xiao-Kai Chang and Junfeng Yang and Hongchao Zhang Golden Ratio Primal--Dual Algorithm with Linesearch . . . . . . . . . . . . . . . 1584--1613 Wenjing Li and Wei Bian and Kim-Chuan Toh Difference-of-Convex Algorithms for a Class of Sparse Group $ \ell_0 $ Regularized Optimization Problems . . . 1614--1641 Monika Eisenmann and Tony Stillfjord Sublinear Convergence of a Tamed Stochastic Gradient Descent Method in Hilbert Space . . . . . . . . . . . . . 1642--1667 Jelena Diakonikolas and Puqian Wang Potential Function-Based Framework for Minimizing Gradients in Convex and Min-Max Optimization . . . . . . . . . . 1668--1697 Hamed Rahimian and Güzin Bayraksan and Tito Homem De-Mello Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance 1698--1727 Dawei Li and Tian Ding and Ruoyu Sun On the Benefit of Width for Neural Networks: Disappearance of Basins . . . 1728--1758 Yangyang Xu First-Order Methods for Problems with $ O(1) $ Functional Constraints Can Have Almost the Same Convergence Rate as for Unconstrained Problems . . . . . . . . . 1759--1790 Jason M. Altschuler and Pablo A. Parrilo Approximating Min-Mean-Cycle for Low-Diameter Graphs in Near-Optimal Time and Memory . . . . . . . . . . . . . . . 1791--1816 J.-F. Aujol and Ch. Dossal and A. Rondepierre Convergence Rates of the Heavy Ball Method for Quasi-strongly Convex Optimization . . . . . . . . . . . . . . 1817--1842 Charles Audet and Alain Batailly and Sol\`ene Kojtych Escaping Unknown Discontinuous Regions in Blackbox Optimization . . . . . . . . 1843--1870 Thomas Bittar and Pierre Carpentier and Jean-Philippe Chancelier and Jérôme Lonchampt The Stochastic Auxiliary Problem Principle in Banach Spaces: Measurability and Convergence . . . . . 1871--1900 Harsha Gangammanavar and Manish Bansal Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization . . . . . . . . . . . . . . 1901--1930 Wei Liu and Xin Liu and Xiaojun Chen Linearly Constrained Nonsmooth Optimization for Training Autoencoders 1931--1957 Damek Davis and Mateo Díaz and Dmitriy Drusvyatskiy Escaping Strict Saddle Points of the Moreau Envelope in Nonsmooth Optimization . . . . . . . . . . . . . . 1958--1983 Massimo Fornasier and Hui Huang and Lorenzo Pareschi and Philippe Sünnen Anisotropic Diffusion in Consensus-Based Optimization on the Sphere . . . . . . . 1984--2012 Abdessamad Barbara and Abderrahim Jourani Error Bound Characterizations of the Conical Constraint Qualification in Convex Programming . . . . . . . . . . . 2013--2040 Georgios Kotsalis and Guanghui Lan and Tianjiao Li Simple and Optimal Methods for Stochastic Variational Inequalities, I: Operator Extrapolation . . . . . . . . . 2041--2073 Hedy Attouch and Jalal Fadili From the Ravine Method to the Nesterov Method and Vice Versa: A Dynamical System Perspective . . . . . . . . . . . 2074--2101 Sergiy Butenko and Mykyta Makovenko and Miltiades Pardalos A Hierarchy of Standard Polynomial Programming Formulations for the Maximum Clique Problem . . . . . . . . . . . . . 2102--2128 Lin Chen and Yongchao Liu and Xinmin Yang and Jin Zhang Stochastic Approximation Methods for the Two-Stage Stochastic Linear Complementarity Problem . . . . . . . . 2129--2155 Jesús A. De Loera and Sean Kafer and Laura Sanit\`a Pivot Rules for Circuit-Augmentation Algorithms in Linear Optimization . . . 2156--2179 Joong-Ho Won and Teng Zhang and Hua Zhou Orthogonal Trace-Sum Maximization: Tightness of the Semidefinite Relaxation and Guarantee of Locally Optimal Solutions . . . . . . . . . . . . . . . 2180--2207 Brian Bullins and Kevin A. Lai Higher-Order Methods for Convex-Concave Min-Max Optimization and Monotone Variational Inequalities . . . . . . . . 2208--2229 Puya Latafat and Andreas Themelis and Masoud Ahookhosh and Panagiotis Patrinos Bregman Finito/MISO for Nonconvex Regularized Finite Sum Minimization without Lipschitz Gradient Continuity 2230--2262 Hoai An Le Thi and Van Ngai Huynh and Tao Pham Dinh and Hoang Phuc Hau Luu Stochastic Difference-of-Convex-Functions Algorithms for Nonconvex Programming . . 2263--2293 Yancheng Yuan and Tsung-Hui Chang and Defeng Sun and Kim-Chuan Toh A Dimension Reduction Technique for Large-Scale Structured Sparse Optimization Problems with Application to Convex Clustering . . . . . . . . . . 2294--2318 Jiawei Zhang and Zhi-Quan Luo A Global Dual Error Bound and Its Application to the Analysis of Linearly Constrained Nonconvex Optimization . . . 2319--2346 Bruno F. Lourenço and Vera Roshchina and James Saunderson Amenable Cones Are Particularly Nice . . 2347--2375 Kristian Bredies and Enis Chenchene and Dirk A. Lorenz and Emanuele Naldi Degenerate Preconditioned Proximal Point Algorithms . . . . . . . . . . . . . . . 2376--2401 Nikita Doikov and Yurii Nesterov High-Order Optimization Methods for Fully Composite Problems . . . . . . . . 2402--2427 Simone Rebegoldi and Luca Calatroni Scaled, Inexact, and Adaptive Generalized FISTA for Strongly Convex Optimization . . . . . . . . . . . . . . 2428--2459
Maria M. Davis and Dávid Papp Dual Certificates and Efficient Rational Sum-of-Squares Decompositions for Polynomial Optimization over Compact Sets . . . . . . . . . . . . . . . . . . 2461--2492 Martina Cerulli and Antoine Oustry and Claudia D'Ambrosio and Leo Liberti Convergent Algorithms for a Class of Convex Semi-infinite Programs . . . . . 2493--2526 David X. Wu and David Palmer and Daryl R. DeFord Maximum A Posteriori Inference of Random Dot Product Graphs via Conic Programming 2527--2551 Matthew Hough and Lindon Roberts Model-Based Derivative-Free Methods for Convex-Constrained Optimization . . . . 2552--2579 Yuzixuan Zhu and Deyi Liu and Quoc Tran-Dinh New Primal-Dual Algorithms for a Class of Nonsmooth and Nonlinear Convex-Concave Minimax Problems . . . . 2580--2611 Lucas Slot Sum-of-Squares Hierarchies for Polynomial Optimization and the Christoffel--Darboux Kernel . . . . . . 2612--2635 Yang Liu and Fred Roosta MINRES: From Negative Curvature Detection to Monotonicity Properties . . 2636--2661 Qiong Wu and Huifu Xu Preference Robust Modified Optimized Certainty Equivalent . . . . . . . . . . 2662--2689 Hiroyuki Sato Riemannian Conjugate Gradient Methods: General Framework and Specific Algorithms with Convergence Analyses . . 2690--2717 S. Rasoul Etesami Maximizing Convergence Time in Network Averaging Dynamics Subject to Edge Removal . . . . . . . . . . . . . . . . 2718--2744 Kevin Huang and Shuzhong Zhang New First-Order Algorithms for Stochastic Variational Inequalities . . 2745--2772 F. Flores-Bazán and A. Hantoute Convex Representatives of the Value Function and Aumann Integrals in Normed Spaces . . . . . . . . . . . . . . . . . 2773--2796 Shiyu Liang and Ruoyu Sun and R. Srikant Revisiting Landscape Analysis in Deep Neural Networks: Eliminating Decreasing Paths to Infinity . . . . . . . . . . . 2797--2827 Divya Padmanabhan and Selin Damla Ahipasaoglu and Arjun Ramachandra and Karthik Natarajan Extremal Probability Bounds in Combinatorial Optimization . . . . . . . 2828--2858 J. Camacho and M. J. Cánovas and J. Parra From Calmness to Hoffman Constants for Linear Semi-infinite Inequality Systems 2859--2878 Mingyi Hong and Siliang Zeng and Junyu Zhang and Haoran Sun On the Divergence of Decentralized Nonconvex Optimization . . . . . . . . . 2879--2908 Xiaojun Chen and Jinglai Shen Dynamic Stochastic Variational Inequalities and Convergence of Discrete Approximation . . . . . . . . . . . . . 2909--2937 Haoyue Wang and Haihao Lu and Rahul Mazumder Frank--Wolfe Methods with an Unbounded Feasible Region and Applications to Structured Learning . . . . . . . . . . 2938--2968 Marcus Carlsson and Daniele Gerosa and Carl Olsson An Unbiased Approach to Low Rank Recovery . . . . . . . . . . . . . . . . 2969--2996
Qihang Lin and Yangyang Xu Reducing the Complexity of Two Classes of Optimization Problems by Inexact Accelerated Proximal Gradient Method . . 1--35 X. Y. Han and Adrian S. Lewis Survey Descent: A Multipoint Generalization of Gradient Descent for Nonsmooth Optimization . . . . . . . . . 36--62 Victor Magron and Mohab Safey El Din and Trung-Hieu Vu Sum of Squares Decompositions of Polynomials over their Gradient Ideals with Rational Coefficients . . . . . . . 63--88 Felipe Atenas and Claudia Sagastizábal and Paulo J. S. Silva and Mikhail Solodov A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods . . 89--115 Çagin Ararat and Sìmay Tekgül and Fìrdevs Ulus Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems . . . . . . 116--146 Mingyi Hong and Hoi-To Wai and Zhaoran Wang and Zhuoran Yang A Two-Timescale Stochastic Algorithm Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Critic . . . . . . . . . . . . . . 147--180 Weiwei Kong and Jefferson G. Melo and Renato D. C. Monteiro Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function . . . . . . . . . . 181--210 Giacomo Borghi and Michael Herty and Lorenzo Pareschi Constrained Consensus-Based Optimization 211--236 Harbir Antil and Drew P. Kouri and Denis Ridzal ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints 237--266 Mengmeng Song and Hongying Liu and Jiulin Wang and Yong Xia On Local Minimizers of Nonconvex Homogeneous Quadratically Constrained Quadratic Optimization with at Most Two Constraints . . . . . . . . . . . . . . 267--293 Forrest Laine and David Fridovich-Keil and Chih-Yuan Chiu and Claire Tomlin The Computation of Approximate Generalized Feedback Nash Equilibria . . 294--318 Najmeh Hoseini Monjezi A Bundle Trust Region Algorithm for Minimizing Locally Lipschitz Functions 319--337 Xi Yin Zheng Convex Optimization Problems on Differentiable Sets . . . . . . . . . . 338--359
Radu Ioan Bot and Minh N. Dao and Guoyin Li Inertial Proximal Block Coordinate Method for a Class of Nonsmooth Sum-of-Ratios Optimization Problems . . 361--393 Du\vsan Jakoveti\'c and Dragana Bajovi\'c and Anit Kumar Sahu and Soummya Kar and Nemanja Milo\vsevi\'c and Du\vsan Stamenkovi\'c Nonlinear Gradient Mappings and Stochastic Optimization: a General Framework with Applications to Heavy-Tail Noise . . . . . . . . . . . . 394--423 Mateo Díaz and Benjamin Grimmer Optimal Convergence Rates for the Proximal Bundle Method . . . . . . . . . 424--454 Simone Garatti and Marco C. Campi On Conditional Risk Assessments in Scenario Optimization . . . . . . . . . 455--480 Alexander Chernyavsky and Jason J. Bramburger and Giovanni Fantuzzi and David Goluskin Convex Relaxations of Integral Variational Problems: Pointwise Dual Relaxation and Sum-of-Squares Optimization . . . . . . . . . . . . . . 481--512 Felix Kirschner and Etienne de Klerk Construction of Multivariate Polynomial Approximation Kernels via Semidefinite Programming . . . . . . . . . . . . . . 513--537 Christoph Hunkenschröder and Sebastian Pokutta and Robert Weismantel Minimizing a Low-Dimensional Convex Function Over a High-Dimensional Cube 538--552 Eliza O'Reilly and Venkat Chandrasekaran Spectrahedral Regression . . . . . . . . 553--588 Bahar Taskesen and Soroosh Shafieezadeh-Abadeh and Daniel Kuhn and Karthik Natarajan Discrete Optimal Transport with Independent Marginals is #P-Hard . . . . 589--614 Darinka Dentcheva and Andrzej Ruszczy\'nski Mini-Batch Risk Forms . . . . . . . . . 615--637 Yitian Qian and Shaohua Pan Convergence of a Class of Nonmonotone Descent Methods for Kurdyka--\Lojasiewicz Optimization Problems . . . . . . . . . . . . . . . . 638--651 Xinwei Zhang and Mingyi Hong and Nicola Elia Understanding a Class of Decentralized and Federated Optimization Algorithms: a Multirate Feedback Control Perspective 652--683 Peng Wang and Huikang Liu and Anthony Man-Cho So Linear Convergence of a Proximal Alternating Minimization Method with Extrapolation for $ \ell_1$-Norm Principal Component Analysis . . . . . . 684--712 Ziang Chen and Yingzhou Li and Jianfeng Lu On the Global Convergence of Randomized Coordinate Gradient Descent for Nonconvex Optimization . . . . . . . . . 713--738 Heinz H. Bauschke and Shambhavi Singh and Xianfu Wang The Splitting Algorithms by Ryu, by Malitsky-Tam, and by Campoy Applied to Normal Cones of Linear Subspaces Converge Strongly to the Projection onto the Intersection . . . . . . . . . . . . 739--765 Duong Thi Viet An and Hong-Kun Xu and Nguyen Dong Yen Fréchet Second-Order Subdifferentials of Lagrangian Functions and Optimality Conditions . . . . . . . . . . . . . . . 766--784 Bruno Dinis and Pedro Pinto Strong Convergence for the Alternating Halpern-Mann Iteration in CAT(0) Spaces 785--815 Mingjie Gao and Ka-Fai Cedric Yiu Moderate Deviations and Invariance Principles for Sample Average Approximations . . . . . . . . . . . . . 816--841 Xavier Dupuis and Samuel Vaiter The Geometry of Sparse Analysis Regularization . . . . . . . . . . . . . 842--867 Luca Consolini and Marco Locatelli Sharp and Fast Bounds for the Celis--Dennis--Tapia Problem . . . . . . 868--898 Jong-Shi Pang and Shaoning Han Some Strongly Polynomially Solvable Convex Quadratic Programs with Bounded Variables . . . . . . . . . . . . . . . 899--920 Yongfeng Li and Mingming Zhao and Weijie Chen and Zaiwen Wen A Stochastic Composite Augmented Lagrangian Method for Reinforcement Learning . . . . . . . . . . . . . . . . 921--949 Harald Günzel and Daniel Hernández Escobar and Jan-J. Rückmann Strongly Stable Stationary Points for a Class of Generalized Equations . . . . . 950--977 Hadi Reisizadeh and Behrouz Touri and Soheil Mohajer DIMIX: Diminishing Mixing for Sloppy Agents . . . . . . . . . . . . . . . . . 978--1005 Frank Permenter A Geodesic Interior-Point Method for Linear Optimization over Symmetric Cones 1006--1034 Junyu Zhang and Mengdi Wang and Mingyi Hong and Shuzhong Zhang Primal-Dual First-Order Methods for Affinely Constrained Multi-block Saddle Point Problems . . . . . . . . . . . . . 1035--1060 Wenhao Zhan and Shicong Cen and Baihe Huang and Yuxin Chen and Jason D. Lee and Yuejie Chi Policy Mirror Descent for Regularized Reinforcement Learning: a Generalized Framework with Linear Convergence . . . 1061--1091 Xiao Li and Andre Milzarek and Junwen Qiu Convergence of Random Reshuffling under the Kurdyka--\Lojasiewicz Inequality . . 1092--1120 Pham Duy Khanh and Boris S. Mordukhovich and Vo Thanh Phat Variational Convexity of Functions and Variational Sufficiency in Optimization 1121--1158 Zhaosong Lu and Zirui Zhou Iteration-Complexity of First-Order Augmented Lagrangian Methods for Convex Conic Programming . . . . . . . . . . . 1159--1190 Chuan He and Zhaosong Lu A Newton-CG Based Barrier Method for Finding a Second-Order Stationary Point of Nonconvex Conic Optimization with Complexity Guarantees . . . . . . . . . 1191--1222 Tobias Harks and Julian Schwarz A Unified Framework for Pricing in Nonconvex Resource Allocation Games . . 1223--1249 Alex L. Wang and Yunlei Lu and Fatma Kilinç-Karzan Implicit Regularity and Linear Convergence Rates for the Generalized Trust-Region Subproblem . . . . . . . . 1250--1278 Alexander Shapiro and Enlu Zhou and Yifan Lin Bayesian Distributionally Robust Optimization . . . . . . . . . . . . . . 1279--1304 Lijun Ding and Benjamin Grimmer Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates . . . . . . . . . . . . . . . . . 1305--1332
Xinrong Li and Ziyan Luo Normal Cones Intersection Rule and Optimality Analysis for Low-Rank Matrix Optimization with Affine Manifolds . . . 1333--1360 Yifei Wang and Kangkang Deng and Haoyang Liu and Zaiwen Wen A Decomposition Augmented Lagrangian Method for Low-Rank Semidefinite Programming . . . . . . . . . . . . . . 1361--1390 Archis Ghate Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes . . . . . . . 1391--1415 Cédric Josz and Xiaopeng Li Certifying the Absence of Spurious Local Minima at Infinity . . . . . . . . . . . 1416--1439 Konstantin Mishchenko Regularized Newton Method with Global $ O(1 / k^2) $ Convergence . . . . . . . . 1440--1462 Guillaume Carlier Fenchel--Young Inequality with a Remainder and Applications to Convex Duality and Optimal Transport . . . . . 1463--1472 Amir Beck and Israel Rosset A Dynamic Smoothing Technique for a Class of Nonsmooth Optimization Problems on Manifolds . . . . . . . . . . . . . . 1473--1493 Edouard Pauwels and Samuel Vaiter The Derivatives of Sinkhorn--Knopp Converge . . . . . . . . . . . . . . . . 1494--1517 Guanghui Lan and Zhe Zhang Optimal Methods for Convex Risk-Averse Distributed Optimization . . . . . . . . 1518--1557 Céline Moucer and Adrien Taylor and Francis Bach A Systematic Approach to Lyapunov Analyses of Continuous-Time Models in Convex Optimization . . . . . . . . . . 1558--1586 Jiawang Nie and Xindong Tang and Suhan Zhong Rational Generalized Nash Equilibrium Problems . . . . . . . . . . . . . . . . 1587--1620 Serge Gratton and Sadok Jerad and Philippe L. Toint Convergence Properties of an Objective-Function-Free Optimization Regularization Algorithm, Including an $ O(\epsilon^{-3 / 2}) $ Complexity Bound 1621--1646 Guanghui Lan and Yuyuan Ouyang and Yi Zhou Graph Topology Invariant Gradient and Sampling Complexity for Decentralized and Stochastic Optimization . . . . . . 1647--1675 Yuqia Wu and Shaohua Pan and Xiaoqi Yang A Regularized Newton Method for $ \ell_q$-Norm Composite Optimization Problems . . . . . . . . . . . . . . . . 1676--1706 Sebastian Blauth Space Mapping for PDE Constrained Shape Optimization . . . . . . . . . . . . . . 1707--1733 Chuan He and Zhaosong Lu and Ting Kei Pong A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees . . . . . . . . . . . . . . . 1734--1766 Juan Pablo Luna and Claudia Sagastizábal and Julia Filiberti and Steven A. Gabriel and Mikhail V. Solodov Regularized Equilibrium Problems with Equilibrium Constraints with Application to Energy Markets . . . . . . . . . . . 1767--1796 Andi Han and Bamdev Mishra and Pratik Jawanpuria and Pawan Kumar and Junbin Gao Riemannian Hamiltonian Methods for Min-Max Optimization on Manifolds . . . 1797--1827 Peng Chen and Johannes O. Royset Performance Bounds for PDE-Constrained Optimization under Uncertainty . . . . . 1828--1854 G. N. Grapiglia and Yu. Nesterov Adaptive Third-Order Methods for Composite Convex Optimization . . . . . 1855--1883 Radu Ioan Bot and Axel Böhm Alternating Proximal-Gradient Steps for (Stochastic) Nonconvex-Concave Minimax Problems . . . . . . . . . . . . . . . . 1884--1913 Francesco Caruso and Maria Carmela Ceparano and Jacqueline Morgan Affine Relaxations of the Best Response Algorithm: Global Convergence in Ratio-Bounded Games . . . . . . . . . . 1914--1942 Killian Wood and Emiliano Dall'Anese Stochastic Saddle Point Problems with Decision-Dependent Distributions . . . . 1943--1967 Prateek Jaiswal and Harsha Honnappa and Vinayak A. Rao Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency . . . . . . . . 1968--1995 Jinhua Wang and Chong Li and K. F. Ng Convergence Rate of Inexact Proximal Point Algorithms for Operator with Hölder Metric Subregularity . . . . . . . . . . 1996--2020 Wenfang Yao and Xiaoqi Yang Relative Lipschitz-like Property of Parametric Systems via Projectional Coderivatives . . . . . . . . . . . . . 2021--2040 Beno\^\it Legat and Chenyang Yuan and Pablo Parrilo Low-Rank Univariate Sum of Squares Has No Spurious Local Minima . . . . . . . . 2041--2061 Simai He and Haodong Hu and Bo Jiang and Zhening Li Approximating Tensor Norms via Sphere Covering: Bridging the Gap between Primal and Dual . . . . . . . . . . . . 2062--2088 Fatih S. Aktas and Mustafa Ç. Pinar PCA Sparsified . . . . . . . . . . . . . 2089--2117 Figen Oztoprak and Richard Byrd and Jorge Nocedal Constrained Optimization in the Presence of Noise . . . . . . . . . . . . . . . . 2118--2136 Francis Bach and Alessandro Rudi Exponential Convergence of Sum-of-Squares Hierarchies for Trigonometric Polynomials . . . . . . . 2137--2159 Flavia Chorobura and Ion Necoara Random Coordinate Descent Methods for Nonseparable Composite Optimization . . 2160--2190 Frank E. Curtis and Qi Wang Worst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth Optimization . . . . . 2191--2221 Gilles Bareilles and Franck Iutzeler and Jérôme Malick Harnessing Structure in Composite Nonsmooth Minimization . . . . . . . . . 2222--2247 Hamed Rahimian and Bernardo Pagnoncelli Data-Driven Approximation of Contextual Chance-Constrained Stochastic Programs 2248--2274 Zhaosong Lu and Sanyou Mei Accelerated First-Order Methods for Convex Optimization with Locally Lipschitz Continuous Gradient . . . . . 2275--2310 David Salas and Anton Svensson Existence of Solutions for Deterministic Bilevel Games under a General Bayesian Approach . . . . . . . . . . . . . . . . 2311--2340 Guanghui Lan and Yan Li and Tuo Zhao Block Policy Mirror Descent . . . . . . 2341--2378 Jingyi Wang and Cosmin G. Petra A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper-$ C^2 $ Objective . . . . . . . . 2379--2405 Hongfan (Kevin) Chen and Xu Andy Sun and Haoxiang Yang Robust Optimization with Continuous Decision-Dependent Uncertainty with applications to demand response management . . . . . . . . . . . . . . . 2406--2434 Jourdain Lamperski and Oleg A. Prokopyev and Luca G. Wrabetz Min-Max-Min Optimization with Smooth and Strongly Convex Objectives . . . . . . . 2435--2456 Van Huynh Ngai and Jean-Paul Penot The Semiconvex Regularization of Functions . . . . . . . . . . . . . . . 2457--2483 Xi Yin Zheng Corrigendum: Convex Optimization Problems on Differentiable Sets . . . . 2484--2488
Tongseok Lim Maximal Monotonicity and Cyclic Involutivity of Multiconjugate Convex Functions . . . . . . . . . . . . . . . 2489--2511 Samir Adly and Lo\"\ic Bourdin and Fabien Caubet and Aymeric Jacob de Cordemoy Shape Optimization for Variational Inequalities: The Scalar Tresca Friction Problem . . . . . . . . . . . . . . . . 2512--2541 Jérôme Bolte and Tam Le and Edouard Pauwels Subgradient Sampling for Nonsmooth Nonconvex Minimization . . . . . . . . . 2542--2569 Leon Liu and Walaa M. Moursi and Jon Vanderwerff Strongly Nonexpansive Mappings Revisited: Uniform Monotonicity and Operator Splitting . . . . . . . . . . . 2570--2597 Andrea Wagner and Firdevs Ulus and Birgit Rudloff and Gabriela Kovácová and Niklas Hey Algorithms to Solve Unbounded Convex Vector Optimization Problems . . . . . . 2598--2624 Matús Benko and Helmut Gfrerer and Jane J. Ye and Jin Zhang and Jinchuan Zhou Second-Order Optimality Conditions for General Nonconvex Optimization Problems and Variational Analysis of Disjunctive Systems . . . . . . . . . . . . . . . . 2625--2653 Javier F. Peña Affine Invariant Convergence Rates of the Conditional Gradient Method . . . . 2654--2674 Ioannis Tsaknakis and Mingyi Hong and Shuzhong Zhang Minimax Problems with Coupled Linear Constraints: Computational Complexity and Duality . . . . . . . . . . . . . . 2675--2702 Minh N. Dao and Hassan Saoud and Michel A. Théra Locating Theorems of Differential Inclusions Governed by Maximally Monotone Operators . . . . . . . . . . . 2703--2720 Emanuel Laude and Andreas Themelis and Panagiotis Patrinos Dualities for Non-Euclidean Smoothness and Strong Convexity under the Light of Generalized Conjugacy . . . . . . . . . 2721--2749 Ryan Hynd Evolution of Mixed Strategies in Monotone Games . . . . . . . . . . . . . 2750--2771 Serge Gratton and Alena Kopanicáková and Philippe L. Toint Multilevel Objective-Function-Free Optimization with an Application to Neural Networks Training . . . . . . . . 2772--2800 Xiaoyin Hu and Nachuan Xiao and Xin Liu and Kim-Chuan Toh An Improved Unconstrained Approach for Bilevel Optimization . . . . . . . . . . 2801--2829 Olga Kuryatnikova and Bissan Ghaddar and Daniel K. Molzahn Two-Stage Robust Quadratic Optimization with Equalities and Its Application to Optimal Power Flow . . . . . . . . . . . 2830--2857 Hamza Fawzi and James Saunderson Optimal Self-Concordant Barriers for Quantum Relative Entropies . . . . . . . 2858--2884 Peiyuan Zhang and Jingzhao Zhang and Suvrit Sra Sion's Minimax Theorem in Geodesic Metric Spaces and a Riemannian Extragradient Algorithm . . . . . . . . 2885--2908 Andreas Bärmann and Alexander Martin and Oskar Schneider The Bipartite Boolean Quadric Polytope with Multiple-Choice Constraints . . . . 2909--2934 Chaobing Song and Jelena Diakonikolas Cyclic Coordinate Dual Averaging with Extrapolation . . . . . . . . . . . . . 2935--2961 Yuyuan Ouyang and Trevor Squires Universal Conditional Gradient Sliding for Convex Optimization . . . . . . . . 2962--2987 Shiwei Wang and Chao Ding and Yangjing Zhang and Xinyuan Zhao Strong Variational Sufficiency for Nonlinear Semidefinite Programming and Its Implications . . . . . . . . . . . . 2988--3011 Cédric Josz and Lexiao Lai and Xiaopeng Li Convergence of the Momentum Method for Semialgebraic Functions with Locally Lipschitz Gradients . . . . . . . . . . 3012--3037 Xiaoxi Jia and Christian Kanzow and Patrick Mehlitz Convergence Analysis of the Proximal Gradient Method in the Presence of the Kurdyka--\Lojasiewicz Property Without Global Lipschitz Assumptions . . . . . . 3038--3056 Lindon Roberts and Clément W. Royer Direct Search Based on Probabilistic Descent in Reduced Spaces . . . . . . . 3057--3082 J. Frédéric Bonnans and Kang Liu and Nadia Oudjane and Laurent Pfeiffer and Cheng Wan Large-Scale Nonconvex Optimization: Randomization, Gap Estimation, and Numerical Resolution . . . . . . . . . . 3083--3113 Roey Merchav and Shoham Sabach Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function 3114--3142
Antonio Bellon and Mareike Dressler and Vyacheslav Kungurtsev and Jakub Mare ek and André Uschmajew Time-Varying Semidefinite Programming: Path Following a Burer--Monteiro Factorization . . . . . . . . . . . . . 1--26 Nikita Doikov and Konstantin Mishchenko and Yurii Nesterov Super-Universal Regularized Newton Method . . . . . . . . . . . . . . . . . 27--56 Cédric Josz and Lexiao Lai Sufficient Conditions for Instability of the Subgradient Method with Constant Step Size . . . . . . . . . . . . . . . 57--70 Jérôme Bolte and Edouard Pauwels and Antonio Silveti-Falls Differentiating Nonsmooth Solutions to Parametric Monotone Inclusion Problems 71--97 Grigoriy Blekherman and Santanu S. Dey and Shengding Sun Aggregations of Quadratic Inequalities and Hidden Hyperplane Convexity . . . . 98--126 Zheng Qu and Xindong Tang A Correlatively Sparse Lagrange Multiplier Expression Relaxation for Polynomial Optimization . . . . . . . . 127--162 Alexandre d Aspremont and Cristóbal Guzmán and Clément Lezane Optimal Algorithms for Stochastic Complementary Composite Minimization . . 163--189 Iskander Aliev and Martin Henk and Mark Hogan and Stefan Kuhlmann and Timm Oertel New Bounds for the Integer Carathéodory Rank . . . . . . . . . . . . . . . . . . 190--200 Weiwei Kong and Renato D. C. Monteiro Global Complexity Bound of a Proximal ADMM for Linearly Constrained Nonseparable Nonconvex Composite Programming . . . . . . . . . . . . . . 201--224 Christian Günther and Bahareh Khazayel and Christiane Tammer Nonlinear Cone Separation Theorems in Real Topological Linear Spaces . . . . . 225--250 Camille Castera and Hedy Attouch and Jalal Fadili and Peter Ochs Continuous Newton-like Methods Featuring Inertia and Variable Mass . . . . . . . 251--277 Anis Hamadouche and Yun Wu and Andrew M. Wallace and João F. C. Mota Sharper Bounds for Proximal Gradient Algorithms with Errors . . . . . . . . . 278--305 Hanyang Li and Ying Cui A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions . . . . . . . . . . . 306--335 Wenqing Ouyang and Yang Liu and Andre Milzarek Descent Properties of an Anderson Accelerated Gradient Method with Restarting . . . . . . . . . . . . . . . 336--365 Adrian S. Lewis and Genaro López-Acedo and Adriana Nicolae Basic Convex Analysis in Metric Spaces with Bounded Curvature . . . . . . . . . 366--388 Tianyi Liu and Yifan Lin and Enlu Zhou Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data . . . . . . . . . . . . . . . 389--418 Nan Jiang and Weijun Xie Distributionally Favorable Optimization: a Framework for Data-Driven Decision-Making with Endogenous Outliers 419--458 David Applegate and Mateo Díaz and Haihao Lu and Miles Lubin Infeasibility Detection with Primal-Dual Hybrid Gradient for Large-Scale Linear Programming . . . . . . . . . . . . . . 459--484 Zhe Sun and Lei Wu Hybrid Algorithms for Finding a $D$-Stationary Point of a Class of Structured Nonsmooth DC Minimization . . 485--506 Tobia Marcucci and Jack Umenberger and Pablo Parrilo and Russ Tedrake Shortest Paths in Graphs of Convex Sets 507--532 Maël Forcier and Stéphane Gaubert and Vincent Lecl\`ere Exact Quantization of Multistage Stochastic Linear Problems . . . . . . . 533--562 Xiaozhou Wang and Ting Kei Pong Convergence Rate Analysis of a Dykstra-Type Projection Algorithm . . . 563--589 Sergio Cristancho and Mauricio Velasco Harmonic Hierarchies for Polynomial Optimization . . . . . . . . . . . . . . 590--615 Ulysse Marteau-Ferey and Francis Bach and Alessandro Rudi Second Order Conditions to Decompose Smooth Functions as Sums of Squares . . 616--641 Honglin Luo and Xianfu Wang and Xinmin Yang Various Notions of Nonexpansiveness Coincide for Proximal Mappings of Functions . . . . . . . . . . . . . . . 642--653 Wutao Si and P.-A. Absil and Wen Huang and Rujun Jiang and Simon Vary A Riemannian Proximal Newton Method . . 654--681 Güzin Bayraksan and Francesca Maggioni and Daniel Faccini and Ming Yang Bounds for Multistage Mixed-Integer Distributionally Robust Optimization . . 682--717 Mengmeng Song and Yong Xia Linear Programming on the Stiefel Manifold . . . . . . . . . . . . . . . . 718--741 Leon Eifler and Ambros Gleixner Safe and Verified Gomory Mixed-Integer Cuts in a Rational Mixed-Integer Program Framework . . . . . . . . . . . . . . . 742--763 Haoya Li and Hsiang-Fu Yu and Lexing Ying and Inderjit S. Dhillon Accelerating Primal-Dual Methods for Regularized Markov Decision Processes 764--789 Nadav Hallak A Path-Based Approach to Constrained Sparse Optimization . . . . . . . . . . 790--816 Walid Ben-Ameur Subset Selection and the Cone of Factor-Width-$k$ Matrices . . . . . . . 817--843 Johannes Milz and Michael Ulbrich Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization 844--869 Shaoning Han and Jong-Shi Pang Continuous Selections of Solutions to Parametric Variational Inequalities . . 870--892 Karl Welzel and Raphael A. Hauser Approximating Higher-Order Derivative Tensors Using Secant Updates . . . . . . 893--917 Nguyen T. V. Hang and M. Ebrahim Sarabi A Chain Rule for Strict Twice Epi-Differentiability and Its Applications . . . . . . . . . . . . . . 918--945 Sihan Zeng and Thinh T. Doan and Justin Romberg A Two-Time-Scale Stochastic Optimization Framework with Applications in Control and Reinforcement Learning . . . . . . . 946--976 Gábor Pataki and Aleksandr Touzov How Do Exponential Size Solutions Arise in Semidefinite Programming? . . . . . . 977--1005 Yangyang Xu Decentralized Gradient Descent Maximization Method for Composite Nonconvex Strongly-Concave Minimax Problems . . . . . . . . . . . . . . . . 1006--1044 Deren Han and Yansheng Su and Jiaxin Xie Randomized Douglas--Rachford Methods for Linear Systems: Improved Accuracy and Efficiency . . . . . . . . . . . . . . . 1045--1070 Frank de Meijer and Renata Sotirov On Integrality in Semidefinite Programming for Discrete Optimization 1071--1096 Xuan Zhang and Necdet Serhat Aybat and Mert Gürbüzbalaban Robust Accelerated Primal-Dual Methods for Computing Saddle Points . . . . . . 1097--1130 Zhuoqing Song and Lei Shi and Shi Pu and Ming Yan Provably Accelerated Decentralized Gradient Methods Over Unbalanced Directed Graphs . . . . . . . . . . . . 1131--1156 Andre Milzarek and Fabian Schaipp and Michael Ulbrich A Semismooth Newton Stochastic Proximal Point Algorithm with Variance Reduction 1157--1185
Christoph Buchheim and Alexandra Grütering and Christian Meyer Parabolic Optimal Control Problems with Combinatorial Switching Constraints, Part I: Convex Relaxations . . . . . . . 1187--1205 Kaizhao Sun and Mou Sun and Wotao Yin Decomposition Methods for Global Solution of Mixed-Integer Linear Programs . . . . . . . . . . . . . . . . 1206--1235 Sebastian Banert and Jevgenija Rudzusika and Ozan Öktem and Jonas Adler Accelerated Forward-Backward Optimization Using Deep Learning . . . . 1236--1263 Volker Krätschmer Nonasymptotic Upper Estimates for Errors of the Sample Average Approximation Method to Solve Risk-Averse Stochastic Programs . . . . . . . . . . . . . . . . 1264--1294 Christoph Buchheim and Alexandra Grütering and Christian Meyer Parabolic Optimal Control Problems with Combinatorial Switching Constraints, Part II: Outer Approximation Algorithm 1295--1315 Ying Lin and Scott B. Lindstrom and Bruno F. Lourenço and Ting Kei Pong Generalized Power Cones: Optimal Error Bounds and Automorphisms . . . . . . . . 1316--1340 Timotej Hrga and Igor Klep and Janez Povh Certifying Optimality of Bell Inequality Violations: Noncommutative Polynomial Optimization through Semidefinite Programming and Local Optimization . . . 1341--1373 Nuozhou Wang and Shuzhong Zhang A Gradient Complexity Analysis for Minimizing the Sum of Strongly Convex Functions with Varying Condition Numbers 1374--1401 M. Dambrine and Ch. Dossal and B. Puig and A. Rondepierre Stochastic Differential Equations for Modeling First Order Optimization Methods . . . . . . . . . . . . . . . . 1402--1426 Andrew D. McRae and Nicolas Boumal Benign Landscapes of Low-Dimensional Relaxations for Orthogonal Synchronization on General Graphs . . . 1427--1454 Robin Brown and David E. Bernal Neira and Davide Venturelli and Marco Pavone A Copositive Framework for Analysis of Hybrid Ising-Classical Algorithms . . . 1455--1489 Jie Wang Weighted Geometric Mean, Minimum Mediated Set, and Optimal Simple Second-Order Cone Representation . . . . 1490--1514 Roberto Andreani and María L. Schuverdt and Leonardo D. Secchin On Enhanced KKT Optimality Conditions for Smooth Nonlinear Optimization . . . 1515--1539 Sivaramakrishnan Ramani and Archis Ghate A Family of $s$-Rectangular Robust MDPs: Relative Conservativeness, Asymptotic Analyses, and Finite-Sample Properties 1540--1568 Kristian Bredies and Enis Chenchene and Emanuele Naldi Graph and Distributed Extensions of the Douglas--Rachford Method . . . . . . . . 1569--1594 Martin Morin and Sebastian Banert and Pontus Giselsson Frugal Splitting Operators: Representation, Minimal Lifting, and Convergence . . . . . . . . . . . . . . 1595--1621 Avinash Bhardwaj and Vishnu Narayanan and Abhishek Pathapati Exact Augmented Lagrangian Duality for Mixed Integer Convex Optimization . . . 1622--1645 Hoa T. Bui and Regina S. Burachik and Evgeni A. Nurminski and Matthew K. Tam Single-Projection Procedure for Infinite Dimensional Convex Optimization Problems 1646--1678 Kaizhao Sun and Xu Andy Sun Dual Descent Augmented Lagrangian Method and Alternating Direction Method of Multipliers . . . . . . . . . . . . . . 1679--1707 Didier Henrion and Milan Korda and Martin Kruzik and Rodolfo Rios-Zertuche Occupation Measure Relaxations in Variational Problems: The Role of Convexity . . . . . . . . . . . . . . . 1708--1731 Minh T\`ung Nguy n and Ti n-S n Ph m Clarke's Tangent Cones, Subgradients, Optimality Conditions, and the Lipschitzness at Infinity . . . . . . . 1732--1754 E. Ruben van Beesten and Ward Romeijnders and David P. Morton Pragmatic Distributionally Robust Optimization for Simple Integer Recourse Models . . . . . . . . . . . . . . . . . 1755--1783 Aris Daniilidis and Marc Quincampoix Extending the Rademacher Theorem to Set-Valued Maps . . . . . . . . . . . . 1784--1798 Roberto Andreani and Kelvin R. Couto and Orizon P. Ferreira and Gabriel Haeser Constraint Qualifications and Strong Global Convergence Properties of an Augmented Lagrangian Method on Riemannian Manifolds . . . . . . . . . . 1799--1825 Fabián Flores-Bazán and Rubén López and Cristian Vera Vector Asymptotic Functions and Their Application to Multiobjective Optimization Problems . . . . . . . . . 1826--1851 Yi-Shuai Niu and Hoai An Le Thi and Dinh Tao Pham On Difference-of-SOS and Difference-of-Convex-SOS Decompositions for Polynomials . . . . . . . . . . . . 1852--1878 Zi Xu and Ziqi Wang and Jingjing Shen and Yuhong Dai Derivative-Free Alternating Projection Algorithms for General Nonconvex--Concave Minimax Problems . . 1879--1908 Pierre Carpentier and Jean-Philippe Chancelier and Michel De Lara Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation . . . . . . . 1909--1936 Zhaosong Lu and Sanyou Mei First-Order Penalty Methods for Bilevel Optimization . . . . . . . . . . . . . . 1937--1969 Olga Kuryatnikova and Juan C. Vera and Luis F. Zuluaga Reducing Nonnegativity over General Semialgebraic Sets to Nonnegativity over Simple Sets . . . . . . . . . . . . . . 1970--2006 Yuchen Fang and Sen Na and Michael W. Mahoney and Mladen Kolar Fully Stochastic Trust-Region Sequential Quadratic Programming for Equality-Constrained Optimization Problems . . . . . . . . . . . . . . . . 2007--2037 Qian Li and Defeng Sun and Yancheng Yuan An Efficient Sieving-Based Secant Method for Sparse Optimization Problems with Least-Squares Constraints . . . . . . . 2038--2066 F. Rinaldi and L. N. Vicente and D. Zeffiro Stochastic Trust-Region and Direct-Search Methods: a Weak Tail Bound Condition and Reduced Sample Sizing . . 2067--2092 Naoki Marumo and Akiko Takeda Parameter-Free Accelerated Gradient Descent for Nonconvex Minimization . . . 2093--2120 Jannis Kurtz Approximation Guarantees for Min-Max-Min Robust Optimization and $k$-Adaptability Under Objective Uncertainty . . . . . . 2121--2149 Bowen Li and Bin Shi and Ya-xiang Yuan Linear Convergence of Forward-Backward Accelerated Algorithms without Knowledge of the Modulus of Strong Convexity . . . 2150--2168
Tianyun Tang and Kim-Chuan Toh A Feasible Method for General Convex Low-Rank SDP Problems . . . . . . . . . 2169--2200 Zilai Si and Yucong Liu and Alexander Strang Path-Following Methods for Maximum a Posteriori Estimators in Bayesian Hierarchical Models: How Estimates Depend on Hyperparameters . . . . . . . 2201--2230 Alejandro Carderera and Mathieu Besançon and Sebastian Pokutta Scalable Frank--Wolfe on Generalized Self-Concordant Functions via Simple Steps . . . . . . . . . . . . . . . . . 2231--2258 Konstantin Sonntag and Sebastian Peitz Fast Convergence of Inertial Multiobjective Gradient-Like Systems with Asymptotic Vanishing Damping . . . 2259--2286 Weiping Yan and Yu Tang and Gonglin Yuan Fast Optimization of Charged Particle Dynamics with Damping . . . . . . . . . 2287--2313 Guozhi Dong and Michael Hintermüller and Kostas Papafitsoros A Descent Algorithm for the Optimal Control of ReLU Neural Network Informed PDEs Based on Approximate Directional Derivatives . . . . . . . . . . . . . . 2314--2349 Wenyu Chen and Rahul Mazumder Subgradient Regularized Multivariate Convex Regression at Scale . . . . . . . 2350--2377 Yan Li and Liping Zhang A Novel Nonconvex Relaxation Approach to Low-Rank Matrix Completion of Inexact Observed Data . . . . . . . . . . . . . 2378--2410 Billy Jin and Katya Scheinberg and Miaolan Xie High Probability Complexity Bounds for Adaptive Step Search Based on Stochastic Oracles . . . . . . . . . . . . . . . . 2411--2439 Wa\"\iss Azizian and Franck Iutzeler and Jérôme Malick and Panayotis Mertikopoulos The Rate of Convergence of Bregman Proximal Methods: Local Geometry Versus Regularity Versus Sharpness . . . . . . 2440--2471 Xiao Wang and Xiaojun Chen Complexity of Finite-Sum Optimization with Nonsmooth Composite Functions and Non-Lipschitz Regularization . . . . . . 2472--2502 Zikai Xiong and Robert M. Freund Using Taylor-Approximated Gradients to Improve the Frank--Wolfe Method for Empirical Risk Minimization . . . . . . 2503--2534 Roger Behling and Yunier Bello-Cruz and Alfredo N. Iusem and Di Liu and Luiz-Rafael Santos A Finitely Convergent Circumcenter Method for the Convex Feasibility Problem . . . . . . . . . . . . . . . . 2535--2556 Lien T. Nguyen and Andrew Eberhard and Xinghuo Yu and Chaojie Li Fast Gradient Algorithm with Dry-like Friction and Nonmonotone Line Search for Nonconvex Optimization Problems . . . . 2557--2587 Benjamin Grimmer Provably Faster Gradient Descent via Long Steps . . . . . . . . . . . . . . . 2588--2608 Aaron Berk and Simone Brugiapaglia and Tim Hoheisel Square Root LASSO: Well-Posedness, Lipschitz Stability, and the Tuning Trade-Off . . . . . . . . . . . . . . . 2609--2637 Wouter Jongeneel and Man-Chung Yue and Daniel Kuhn Small Errors in Random Zeroth-Order Optimization Are Imaginary . . . . . . . 2638--2670 K. J. Dzahini and S. M. Wild Stochastic Trust-Region Algorithm in Random Subspaces with Convergence and Expected Complexity Analyses . . . . . . 2671--2699 Çagin Ararat and Firdevs Ulus and Muhammad Umer Convergence Analysis of a Norm Minimization-Based Convex Vector Optimization Algorithm . . . . . . . . . 2700--2728 Semih Cayci and Niao He and R. Srikant Convergence of Entropy-Regularized Natural Policy Gradient with Linear Function Approximation . . . . . . . . . 2729--2755 P. D. Khanh and V. V. H. Khoa and B. S. Mordukhovich and V. T. Phat Variational and Strong Variational Convexity in Infinite-Dimensional Variational Analysis . . . . . . . . . . 2756--2787 Andersen Ang and Hans De Sterck and Stephen Vavasis MGProx: a Nonsmooth Multigrid Proximal Gradient Method with Adaptive Restriction for Strongly Convex Optimization . . . . . . . . . . . . . . 2788--2820 Michael Hintermüller and Thomas M. Surowiec and Mike Theiß On a Differential Generalized Nash Equilibrium Problem with Mean Field Interaction . . . . . . . . . . . . . . 2821--2855 Taotao He and Mohit Tawarmalani MIP Relaxations in Factorable Programming . . . . . . . . . . . . . . 2856--2882