“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