| Publication | Date of Publication | Type |
|---|
Predict globally, correct locally: parallel-in-time optimization of neural networks
Automatica | 2025-01-08 | Paper |
A multilevel method for self-concordant minimization
Journal of Optimization Theory and Applications | 2024-12-27 | Paper |
Stochastic mirror descent for convex optimization with consensus constraints
SIAM Journal on Applied Dynamical Systems | 2024-09-05 | Paper |
| Error bounds on the solution to an optimal control problem over clustered consensus networks | 2024-07-05 | Paper |
| On using spectral graph theory to infer the structure of multiscale Markov processes | 2024-07-03 | Paper |
Using Witten Laplacians to Locate Index-1 Saddle Points
SIAM Journal on Scientific Computing | 2024-03-12 | Paper |
| Curvature Aligned Simplex Gradient: Principled Sample Set Construction For Numerical Differentiation | 2023-10-19 | Paper |
Partial Lasserre relaxation for sparse Max-Cut
Optimization and Engineering | 2023-09-18 | Paper |
| Simba: A Scalable Bilevel Preconditioned Gradient Method for Fast Evasion of Flat Areas and Saddle Points | 2023-09-11 | Paper |
Online parameter estimation for the McKean-Vlasov stochastic differential equation
Stochastic Processes and their Applications | 2023-07-12 | Paper |
| A Multilevel Low-Rank Newton Method with Super-linear Convergence Rate and its Application to Non-convex Problems | 2023-05-15 | Paper |
Newton-type multilevel optimization method
Optimization Methods & Software | 2022-09-29 | Paper |
| Uncertainty quantification for subgradient descent, with applications to relaxations of discrete problems | 2022-07-05 | Paper |
| Fast Multilevel Algorithms for Compressive Principle Component Pursuit | 2022-06-27 | Paper |
In memoriam: Nicos Christofides (1942--2019)
SN Operations Research Forum | 2022-03-31 | Paper |
| Uncertainty Quantification for Gradient and Accelerated Gradient Descent Methods on Strongly Convex Functions | 2021-11-04 | Paper |
Empirical risk minimization: probabilistic complexity and stepsize strategy
Computational Optimization and Applications | 2019-06-13 | Paper |
A multilevel analysis of the Lasserre hierarchy
European Journal of Operational Research | 2019-03-28 | Paper |
A multigrid approach to SDP relaxations of sparse polynomial optimization problems
SIAM Journal on Optimization | 2018-01-17 | Paper |
A multilevel proximal gradient algorithm for a class of composite optimization problems
SIAM Journal on Scientific Computing | 2017-10-27 | Paper |
A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control
Automatica | 2017-04-19 | Paper |
| Arbitrarily Tight Bounds on a Singularly Perturbed Linear-Quadratic Optimal Control Problem | 2017-02-14 | Paper |
Robust Numerical Calibration for Implied Volatility Expansion Models
SIAM Journal on Financial Mathematics | 2017-01-11 | Paper |
MAGMA: multilevel accelerated gradient mirror descent algorithm for large-scale convex composite minimization
SIAM Journal on Imaging Sciences | 2016-12-19 | Paper |
A weighted mirror descent algorithm for nonsmooth convex optimization problem
Journal of Optimization Theory and Applications | 2016-10-20 | Paper |
| Error Bounds for Control Constrained Singularly Perturbed Linear-Quadratic Optimal Control Problems | 2016-10-19 | Paper |
Importance sampling in stochastic programming: a Markov chain Monte Carlo approach
INFORMS Journal on Computing | 2016-01-25 | Paper |
Singularly perturbed Markov decision processes: a multiresolution algorithm
SIAM Journal on Control and Optimization | 2015-03-27 | Paper |
A stochastic multiscale model for electricity generation capacity expansion
European Journal of Operational Research | 2015-02-18 | Paper |
On the information-based complexity of stochastic programming
Operations Research Letters | 2014-05-15 | Paper |
An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty
Computational Management Science | 2013-10-21 | Paper |
Robust portfolio optimization: a conic programming approach
Computational Optimization and Applications | 2012-09-27 | Paper |
Computational assessment of nested Benders and augmented Lagrangian decomposition for mean-variance multistage stochastic problems
INFORMS Journal on Computing | 2012-06-18 | Paper |
Partitioning procedure for polynomial optimization
Journal of Global Optimization | 2010-11-12 | Paper |
Decomposition-based method for sparse semidefinite relaxations of polynomial optimization problems
Journal of Optimization Theory and Applications | 2010-08-13 | Paper |
Dynamic mean-variance portfolio analysis under model risk
The Journal of Computational Finance | 2010-02-08 | Paper |
Convergence analysis of a global optimization algorithm using stochastic differential equations
Journal of Global Optimization | 2009-09-25 | Paper |
Global optimization of robust chance constrained problems
Journal of Global Optimization | 2009-07-13 | Paper |
Global optimization of higher order moments in portfolio selection
Journal of Global Optimization | 2009-07-13 | Paper |
An algorithm for the global optimization of a class of continuous minimax problems
Journal of Optimization Theory and Applications | 2009-07-06 | Paper |
| Bound-based decision rules in multistage stochastic programming | 2009-02-24 | Paper |
| Bound-based decision rules in multistage stochastic programming | 2009-02-24 | Paper |
A smoothing algorithm for finite min-max-min problems
Optimization Letters | 2009-02-17 | Paper |
Global Optimization of the Scenario Generation and Portfolio Selection Problems
Computational Science and Its Applications - ICCSA 2006 | 2009-02-10 | Paper |
| Threshold accepting approach to improve bound-based approximations for portfolio optimization | 2008-09-09 | Paper |
A pricing mechanism for resource management in grid computing
Computational Economics | 2008-06-11 | Paper |
Linearly constrained global optimization and stochastic differential equations
Journal of Global Optimization | 2007-01-05 | Paper |
A Multilevel Method for Self-Concordant Minimization
(available as arXiv preprint) | N/A | Paper |
Stochastic Mirror Descent for Convex Optimization with Consensus Constraints
(available as arXiv preprint) | N/A | Paper |
