Publication | Date of Publication | Type |
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An easily computable upper bound on the Hoffman constant for homogeneous inequality systems | 2024-01-18 | Paper |
Duality of Hoffman constants | 2023-12-15 | Paper |
Affine Invariant Convergence Rates of the Conditional Gradient Method | 2023-10-17 | Paper |
Accelerated Affine-Invariant Convergence Rates of the Frank-Wolfe Algorithm with Open-Loop Step-Sizes | 2023-10-06 | Paper |
Implementation of a projection and rescaling algorithm for second-order conic feasibility problems | 2023-03-15 | Paper |
Perturbed Fenchel duality and first-order methods | 2023-03-01 | Paper |
Projection and Rescaling Algorithm for Finding Maximum Support Solutions to Polyhedral Conic Systems | 2023-01-09 | Paper |
Computational performance of a projection and rescaling algorithm | 2022-06-13 | Paper |
Linear convergence of the Douglas-Rachford algorithm via a generic error bound condition | 2021-11-11 | Paper |
The condition number of a function relative to a set | 2021-07-02 | Paper |
New characterizations of Hoffman constants for systems of linear constraints | 2021-04-23 | Paper |
A Data-Independent Distance to Infeasibility for Linear Conic Systems | 2020-04-07 | Paper |
Projection and rescaling algorithm for finding maximum support solutions to polyhedral conic systems | 2020-03-19 | Paper |
Polytope Conditioning and Linear Convergence of the Frank–Wolfe Algorithm | 2020-03-12 | Paper |
Equivalence and invariance of the chi and Hoffman constants of a matrix | 2019-05-15 | Paper |
Generalized conditional subgradient and generalized mirror descent: duality, convergence, and symmetry | 2019-03-01 | Paper |
Convergence of first-order methods via the convex conjugate | 2019-02-22 | Paper |
Convergence Rates of Proximal Gradient Methods via the Convex Conjugate | 2019-02-08 | Paper |
Perturbed Fenchel duality and first-order methods | 2018-12-25 | Paper |
A trade execution model under a composite dynamic coherent risk measure | 2018-09-28 | Paper |
Optimization Methods in Finance | 2018-08-07 | Paper |
An algorithm to compute the Hoffman constant of a system of linear constraints | 2018-04-23 | Paper |
The condition of a function relative to a polytope | 2018-02-01 | Paper |
Solving conic systems via projection and rescaling | 2017-12-01 | Paper |
Towards a deeper geometric, analytic and algorithmic understanding of margins | 2016-06-29 | Paper |
On the Grassmann condition number | 2016-04-15 | Paper |
On the von Neumann and Frank--Wolfe Algorithms with Away Steps | 2016-03-02 | Paper |
A deterministic rescaled perceptron algorithm | 2016-02-23 | Paper |
Completely positive reformulations for polynomial optimization | 2015-06-19 | Paper |
Solving second-order conic systems with variable precision | 2015-04-16 | Paper |
Some preconditioners for systems of linear inequalities | 2014-11-28 | Paper |
A smoothing stochastic gradient method for composite optimization | 2014-10-29 | Paper |
A condition-based algorithm for solving polyhedral feasibility problems | 2014-09-29 | Paper |
A sparsity preserving stochastic gradient methods for sparse regression | 2014-09-26 | Paper |
Fast computation of zeros of polynomial systems with bounded degree under finite-precision | 2014-03-12 | Paper |
A complementarity partition theorem for multifold conic systems | 2014-02-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q2865856 | 2013-12-11 | Paper |
A Primal–Dual Smooth Perceptron–von Neumann Algorithm | 2013-09-13 | Paper |
Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads | 2012-12-29 | Paper |
Round-off estimates for second-order conic feasibility problems | 2012-08-30 | Paper |
First-order algorithm with \({\mathcal{O}(\ln(1/\epsilon))}\) convergence for \({\epsilon}\)-equilibrium in two-person zero-sum games | 2012-06-26 | Paper |
Spectral self-concordant functions in the space of two-by-two symmetric matrices | 2011-10-12 | Paper |
Smoothing Techniques for Computing Nash Equilibria of Sequential Games | 2011-04-27 | Paper |
Applying Metric Regularity to Compute a Condition Measure of a Smoothing Algorithm for Matrix Games | 2011-03-21 | Paper |
Static-arbitrage lower bounds on the prices of basket options via linear programming | 2010-12-15 | Paper |
Separable self-concordant spectral functions and a conjecture of Tunçel | 2010-10-13 | Paper |
On strata of degenerate polyhedral cones. II: Relations between condition measures | 2010-04-21 | Paper |
On strata of degenerate polyhedral cones. I: Condition and distance to strata | 2009-06-30 | Paper |
Third-order extensions of Lo's semiparametric bound for European call options | 2009-06-29 | Paper |
A Condition Number for Multifold Conic Systems | 2009-03-06 | Paper |
Exploiting equalities in polynomial programming | 2008-08-06 | Paper |
Computing the Stability Number of a Graph Via Linear and Semidefinite Programming | 2008-02-25 | Paper |
A primal-dual symmetric relaxation for homogeneous conic systems | 2007-06-04 | Paper |
LMI Approximations for Cones of Positive Semidefinite Forms | 2006-05-30 | Paper |
Conditioning of Convex Programs from a Primal-Dual Perspective | 2005-11-11 | Paper |
Unifying Condition Numbers for Linear Programming | 2005-11-11 | Paper |
A Conic Programming Approach to Generalized Tchebycheff Inequalities | 2005-11-11 | Paper |
On the block-structured distance to non-surjectivity of sublinear mappings | 2005-08-08 | Paper |
Conic systems and sublinear mappings: equivalent approaches. | 2005-01-11 | Paper |
A characterization of the distance to infeasibility under block-structured perturbations | 2003-08-25 | Paper |
Two properties of condition numbers for convex programs via implicitly defined barrier functions | 2002-12-01 | Paper |
A Primal-Dual Algorithm for Solving Polyhedral Conic Systems with a Finite-Precision Machine | 2002-04-23 | Paper |
Understanding the Geometry of Infeasible Perturbations of a Conic Linear System | 2000-03-19 | Paper |