“POST”, a robust method for Real-Option Valuation in Multiple Dimensions Using Poisson Optional Stopping Times

Optimal hedging strategies for salmon producers

Computing near-optimal Value-at-Risk portfolios using integer programming techniques

Decentralized Learning with Communication Compression

Expected smoothness is the key to understanding the mini-batch complexity of stochastic gradient methods

Almost surely constrained convex optimization

Implicit Regularization in Nonconvex Low-Rank Matrix Completion

Nonconvex-Nonconcave Minmax Optimization: Stable Limit Points of Gradient Descent Ascent are Locally Optimal

On the Effectiveness of SGD in Modern Over-parameterized Machine Learning

Asymptotic Network Independence for Stochastic Gradient Descent

On the Complexity of Approximating Wasserstein Barycenters

Direct Runge-Kutta discretization achieves acceleration

On Solving Models with Optimal Value Function

SELKIE: a model transformation and distributed solver for structured equilibrium problems

Capacity expansion and operations tradeoffs in renewable electricity

On the generalized inverse of a copositive matrix

Duality theory of SDP revisited: most primal-dual weakly feasible SDPs have finite nonzero duality gaps

Towards optimal barriers for convex cones

TBA

Average-Case Algorithm Design Using Sum-of-Squares

Learning Dynamical Systems with Side Information

Generalized forward-backward splitting with penalty terms for monotone inclusion problems

A proximal minimization algorithm for structured nonconvex and nonsmooth problems

Examining failure of a Mehrotra predictor-corrector method on minimal examples

A superlinearly convergent Bregman forward-backward method for nonsmooth nonconvex optimization

A new accelerated algorithm to solve convex optimization problems

[moved] On Lipschitzness of projections onto convex sets given by systems of nonlinear inequalities and equations under relaxed constant rank condition

Data-driven branch-and-bound algorithms for derivative-free optimization

Near-optimal noise control in derivative-free stochastic optimization

Efficient noisy black box optimization

The Fitzpatrick Distance

A universal majorization-minimization framework for the convergence analysis of nonconvex proximal algorithms

Polar envelope and polar proximal map

Nonlinear matrix recovery

A geometric integration approach to nonsmooth, nonconvex optimisation

Optimization in compact matrix Lie groups, with applications to machine learning

An eigenvalue based active-set solver for norm-constrained quadratic problems, with applications to extended trust region subproblems and sparse PCA

A Riemannian optimization approach to sparse low-rank recovery

A successive difference-of-convex approximation method with applications to control problems

An Eigenvalue Based Limited Memory BFGS Method

A modified projected gradient method for bound constrained optimization problems

An inexact first-order method for constrained nonlinear optimization

Zeroth-order Nonconvex Stochastic Optimization: Handling Constraints, High-Dimensionality, and Saddle-Points

Inertial Block Mirror Descent Method for Non-convex Non-smooth Optimization

Non-linear inverse problems via sequential convex optimization

On Newton-type multilevel optimization methods

Accelerating Nonnegative-X by extrapolation, where X \ensuremath{\in} {Least Square, Matrix Factorization, Tensor Factorization}

Second-order conditions for optimal control of the obstacle problem

Subgradient Calculus for the Obstacle Problem

Multiobjective Optimal Control of a Non-Smooth Semi-Linear Elliptic PDE

Some results on the optimal control of implicit sweeping processes

Hamilton-Jacobi-Bellman approach for optimal control problems of sweeping processes

A Predictive Control Framework for the Sustainable Management of Resources

Layer-parallel training of deep residual neural networks

Decomposition of optimal control problems using bi-level distributed ALADIN

Schur-complement and ADMM approaches for Time-Domain Decomposition in Optimization with PyNumero

Finite-horizon singular \ensuremath{H_\infty} control problem: a regularization method

Distributionally Robust Nonlinear Optimization

Effective approach for hard uncertain convex inequalities

Robust Multidimensional Pricing: Separation without Regret

Data-Driven Chance Constrained Programs over Wasserstein Balls

An Inexact Primal-Dual Smoothing Framework with Applications to Robust Optimization

On projected dynamical system related to best approximation primal-dual algorithm for solving maximally monotone operators inclusion problem

A variable metric nonlinear Gauss-Seidel algorithm for nonconvex nonsmooth optimization

A Random Block-Coordinate Douglas-Rachford Splitting Method with Low Computational Complexity for Binary Logistic Regression

Pricing American options by exercise rate optimization

Inventory Repositioning in On-Demand Product Rental Networks