A new stochastic descent method for the efficient solution of structural optimization problems with infinitely many load cases

Re-optimization and warm-starting in semidefinite programming

Topological Derivatives for the Optimization of an Electrical Machine

A Decomposition Method for Optimal Capacity Reservation in Stochastic Networks

Semidefinite Relaxations for MIMO Detection: Tightness, Tighterness, and Beyond

SEGA: Variance Reduction via Gradient Sketching

Optimization, Initialization and Preconditioning of Modern ReLU Networks

Continuous-time Models for Accelerated Stochastic Optimization Algorithms

Stochastic Optimization for AUC Maximization in Machine Learning

Sample Complexity of Conditional Stochastic Optimization

A unified framework for Bregman proximal methods

Generalized Nash Equilibrium problems with Inexact line search Newton method

Solution methods for a class of obstacle-type quasi variational inequalities with volume constraints

Error bounds for discontinuous finite volume discretisations of Brinkman optimal control problems

An oblivious ellipsoid algorithm for solving a system of (in)feasible linear inequalities

Polar duality and atomic alignment

A Feasible Level Set Method for Stochastic Convex Optimization with Expectation Constraints

Convergence analysis of a Lasserre hierarchy of upper bounds for polynomial minimization on the sphere

Lower bounds for the covering problem of compact metric spaces

Two-player games between polynomial optimizers, semidefinite solvers and certifiers

Partial smoothness, partial information, and fast local algorithms

Global optimization of sum of convex and nonconvex functions with proximal splitting techniques

Perspective maximum likelihood-type estimation via proximal decomposition

Conformal Symplectic Optimization

A Linearly Convergent Method for Nonsmooth Nonconvex Optimization on the Sphere with Applications to Robust PCA and Orthogonal Dictionary Learning

Accelerated Alternating Minimization

Stochastic Trust Region Methods ASTRO and ASTRO-DF: Convergence, Complexity, and Numerical Performance

Improving the scalability of derivative-free optimization for nonlinear least-squares problems

Derivative Approximation of some Model-based Derivative Free Methods

Solving Optimization over the Efficient Set of a Multiobjective Linear Programming Problem as a Mixed Integer Problem

Exploiting recursive non-linear transformations of the variables space in global optimization problems

A global optimization algorithm by listing KKT points for a quadratic reverse convex programming problem

Multilevel optimization on low-rank manifolds for optimal control problems

Optimization methods for computing low rank eigenspaces

Nonconvex geometry and algorithms for blind deconvolution

Sparse recovery with continuous exact \ensuremath{k}-sparse penalties

Inexact proximal memoryless quasi-Newton methods based on Broyden family for minimizing composite functions

Hyperparameter optimization for lq regularizer via bilevel optimization

Large-Scale Quasi-Newton Trust-Region Methods with Low-Dimensional Equality Constraints

Non-monotone regularized limited memory BFGS method with line search for unconstrained optimization

Conjugate Gradient Methods with Quasi-Newton Features for Unconstrained Optimization

On a Weighted Singular Value Thresholding Algorithm

Robust supervised classification and feature selectionusing a primal-dual method

Time-varying Non-convex Optimisation: Three Case Studies

Stochastic Optimisation for Medical Imaging

Sketching for sparse linear least squares

Distributed optimization with probabilistically consistent models

Optimal control of rate-independent systems

Optimal control of a non-smooth quasilinear elliptic equation

Strong stationarity for the optimal control of non-smooth coupled systems

Numerical approximation of optimal control problems for conservation laws

Analysis of the Receding Horizon Control method for stabilization problems

Space-time discretization for parabolic optimal control problems with state constraints

Towards adaptive parallel-in-time optimization of parabolic PDEs

Time-domain decomposition for PDE-constrained optimization

A multigrid-in-time augmented-Lagrangian method for constrained dynamic optimization

Exploiting Partial Correlations in Distributionally Robust Optimization

Joint Estimation and Robustness Optimization

Improved Decision Rule Approximations for Multi-Stage Robust Optimization via Copositive Programming

A Generalized Cutting Plane Algorithm for Robust Optimization with Decision-dependent Uncertainty Sets

Near-optimal robust bilevel optimization

Optimization Under Decision-dependent Uncertainty

The proximal alternating minimization algorithm for two-block separable convex optimization problems with linear constraints

Complexity rates for accelerated primal-dual gradient method for stochastic optimisation problem

Primal-dual methods for Stochastic Variational Inequalities with Unbounded Operators

Stochastic Subgradient Methods for Dynamic Programming in Continuous State and Action Spaces

Stochastic optimization, Quantum Dynamics and Information Theory

Nesterov-aided Stochastic Gradient Methods using Laplace Approximation for Bayesian Design Optimization