Last update:
Thu Apr 11 10:16:20 MDT 2024
William 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