Javier F. Peña

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Person:935229

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zbMath Open pena.javier-fMaRDI QIDQ935229

List of research outcomes

PublicationDate of PublicationType
An easily computable upper bound on the Hoffman constant for homogeneous inequality systems2024-01-18Paper
Duality of Hoffman constants2023-12-15Paper
Affine Invariant Convergence Rates of the Conditional Gradient Method2023-10-17Paper
Accelerated Affine-Invariant Convergence Rates of the Frank-Wolfe Algorithm with Open-Loop Step-Sizes2023-10-06Paper
Implementation of a projection and rescaling algorithm for second-order conic feasibility problems2023-03-15Paper
Perturbed Fenchel duality and first-order methods2023-03-01Paper
Projection and Rescaling Algorithm for Finding Maximum Support Solutions to Polyhedral Conic Systems2023-01-09Paper
Computational performance of a projection and rescaling algorithm2022-06-13Paper
Linear convergence of the Douglas-Rachford algorithm via a generic error bound condition2021-11-11Paper
The condition number of a function relative to a set2021-07-02Paper
New characterizations of Hoffman constants for systems of linear constraints2021-04-23Paper
A Data-Independent Distance to Infeasibility for Linear Conic Systems2020-04-07Paper
Projection and rescaling algorithm for finding maximum support solutions to polyhedral conic systems2020-03-19Paper
Polytope Conditioning and Linear Convergence of the Frank–Wolfe Algorithm2020-03-12Paper
Equivalence and invariance of the chi and Hoffman constants of a matrix2019-05-15Paper
Generalized conditional subgradient and generalized mirror descent: duality, convergence, and symmetry2019-03-01Paper
Convergence of first-order methods via the convex conjugate2019-02-22Paper
Convergence Rates of Proximal Gradient Methods via the Convex Conjugate2019-02-08Paper
Perturbed Fenchel duality and first-order methods2018-12-25Paper
A trade execution model under a composite dynamic coherent risk measure2018-09-28Paper
Optimization Methods in Finance2018-08-07Paper
An algorithm to compute the Hoffman constant of a system of linear constraints2018-04-23Paper
The condition of a function relative to a polytope2018-02-01Paper
Solving conic systems via projection and rescaling2017-12-01Paper
Towards a deeper geometric, analytic and algorithmic understanding of margins2016-06-29Paper
On the Grassmann condition number2016-04-15Paper
On the von Neumann and Frank--Wolfe Algorithms with Away Steps2016-03-02Paper
A deterministic rescaled perceptron algorithm2016-02-23Paper
Completely positive reformulations for polynomial optimization2015-06-19Paper
Solving second-order conic systems with variable precision2015-04-16Paper
Some preconditioners for systems of linear inequalities2014-11-28Paper
A smoothing stochastic gradient method for composite optimization2014-10-29Paper
A condition-based algorithm for solving polyhedral feasibility problems2014-09-29Paper
A sparsity preserving stochastic gradient methods for sparse regression2014-09-26Paper
Fast computation of zeros of polynomial systems with bounded degree under finite-precision2014-03-12Paper
A complementarity partition theorem for multifold conic systems2014-02-03Paper
https://portal.mardi4nfdi.de/entity/Q28658562013-12-11Paper
A Primal–Dual Smooth Perceptron–von Neumann Algorithm2013-09-13Paper
Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads2012-12-29Paper
Round-off estimates for second-order conic feasibility problems2012-08-30Paper
First-order algorithm with \({\mathcal{O}(\ln(1/\epsilon))}\) convergence for \({\epsilon}\)-equilibrium in two-person zero-sum games2012-06-26Paper
Spectral self-concordant functions in the space of two-by-two symmetric matrices2011-10-12Paper
Smoothing Techniques for Computing Nash Equilibria of Sequential Games2011-04-27Paper
Applying Metric Regularity to Compute a Condition Measure of a Smoothing Algorithm for Matrix Games2011-03-21Paper
Static-arbitrage lower bounds on the prices of basket options via linear programming2010-12-15Paper
Separable self-concordant spectral functions and a conjecture of Tunçel2010-10-13Paper
On strata of degenerate polyhedral cones. II: Relations between condition measures2010-04-21Paper
On strata of degenerate polyhedral cones. I: Condition and distance to strata2009-06-30Paper
Third-order extensions of Lo's semiparametric bound for European call options2009-06-29Paper
A Condition Number for Multifold Conic Systems2009-03-06Paper
Exploiting equalities in polynomial programming2008-08-06Paper
Computing the Stability Number of a Graph Via Linear and Semidefinite Programming2008-02-25Paper
A primal-dual symmetric relaxation for homogeneous conic systems2007-06-04Paper
LMI Approximations for Cones of Positive Semidefinite Forms2006-05-30Paper
Conditioning of Convex Programs from a Primal-Dual Perspective2005-11-11Paper
Unifying Condition Numbers for Linear Programming2005-11-11Paper
A Conic Programming Approach to Generalized Tchebycheff Inequalities2005-11-11Paper
On the block-structured distance to non-surjectivity of sublinear mappings2005-08-08Paper
Conic systems and sublinear mappings: equivalent approaches.2005-01-11Paper
A characterization of the distance to infeasibility under block-structured perturbations2003-08-25Paper
Two properties of condition numbers for convex programs via implicitly defined barrier functions2002-12-01Paper
A Primal-Dual Algorithm for Solving Polyhedral Conic Systems with a Finite-Precision Machine2002-04-23Paper
Understanding the Geometry of Infeasible Perturbations of a Conic Linear System2000-03-19Paper

Research outcomes over time


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