The following pages link to Javier F. Peña (Q935229):
Displaying 44 items.
- (Q245502) (redirect page) (← links)
- First-order algorithm with \({\mathcal{O}(\ln(1/\epsilon))}\) convergence for \({\epsilon}\)-equilibrium in two-person zero-sum games (Q431003) (← links)
- Round-off estimates for second-order conic feasibility problems (Q447897) (← links)
- A sparsity preserving stochastic gradient methods for sparse regression (Q457215) (← links)
- A condition-based algorithm for solving polyhedral feasibility problems (Q457560) (← links)
- Some preconditioners for systems of linear inequalities (Q476281) (← links)
- Conic systems and sublinear mappings: equivalent approaches. (Q703260) (← links)
- A primal-dual symmetric relaxation for homogeneous conic systems (Q883335) (← links)
- Exploiting equalities in polynomial programming (Q935230) (← links)
- On strata of degenerate polyhedral cones. II: Relations between condition measures (Q964924) (← links)
- Third-order extensions of Lo's semiparametric bound for European call options (Q1026788) (← links)
- On strata of degenerate polyhedral cones. I: Condition and distance to strata (Q1027575) (← links)
- A characterization of the distance to infeasibility under block-structured perturbations (Q1405035) (← links)
- Solving conic systems via projection and rescaling (Q1683682) (← links)
- Convergence of first-order methods via the convex conjugate (Q1728354) (← links)
- A trade execution model under a composite dynamic coherent risk measure (Q1785321) (← links)
- Two properties of condition numbers for convex programs via implicitly defined barrier functions (Q1849258) (← links)
- Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads (Q1926944) (← links)
- Separable self-concordant spectral functions and a conjecture of Tunçel (Q1960190) (← links)
- New characterizations of Hoffman constants for systems of linear constraints (Q2020601) (← links)
- The condition number of a function relative to a set (Q2039239) (← links)
- Solving second-order conic systems with variable precision (Q2340331) (← links)
- Completely positive reformulations for polynomial optimization (Q2349130) (← links)
- A complementarity partition theorem for multifold conic systems (Q2434990) (← links)
- On the block-structured distance to non-surjectivity of sublinear mappings (Q2487844) (← links)
- Perturbed Fenchel duality and first-order methods (Q2687051) (← links)
- A Primal-Dual Algorithm for Solving Polyhedral Conic Systems with a Finite-Precision Machine (Q2784423) (← links)
- On the von Neumann and Frank--Wolfe Algorithms with Away Steps (Q2789610) (← links)
- Towards a deeper geometric, analytic and algorithmic understanding of margins (Q2815511) (← links)
- A Primal–Dual Smooth Perceptron–von Neumann Algorithm (Q2849005) (← links)
- (Q2865856) (← links)
- A smoothing stochastic gradient method for composite optimization (Q2926083) (← links)
- Static-arbitrage lower bounds on the prices of basket options via linear programming (Q3063848) (← links)
- Applying Metric Regularity to Compute a Condition Measure of a Smoothing Algorithm for Matrix Games (Q3083340) (← links)
- Spectral self-concordant functions in the space of two-by-two symmetric matrices (Q3093073) (← links)
- Smoothing Techniques for Computing Nash Equilibria of Sequential Games (Q3169104) (← links)
- Polytope Conditioning and Linear Convergence of the Frank–Wolfe Algorithm (Q5219705) (← links)
- Conditioning of Convex Programs from a Primal-Dual Perspective (Q5704034) (← links)
- Unifying Condition Numbers for Linear Programming (Q5704143) (← links)
- A Conic Programming Approach to Generalized Tchebycheff Inequalities (Q5704226) (← links)
- Projection and Rescaling Algorithm for Finding Maximum Support Solutions to Polyhedral Conic Systems (Q5870377) (← links)
- Affine Invariant Convergence Rates of the Conditional Gradient Method (Q6076864) (← links)
- An easily computable upper bound on the Hoffman constant for homogeneous inequality systems (Q6179881) (← links)
- Projection and rescaling algorithm for finding maximum support solutions to polyhedral conic systems (Q6337052) (← links)
