| Publication | Date of Publication | Type |
|---|
A Relaxation Approach to Feature Selection for Linear Mixed Effects Models
Journal of Computational and Graphical Statistics | 2024-06-10 | Paper |
A study of convex convex-composite functions via infimal convolution with applications
Mathematics of Operations Research | 2022-02-08 | Paper |
On the Global Minimizers of Real Robust Phase Retrieval With Sparse Noise
IEEE Transactions on Information Theory | 2021-07-22 | Paper |
Strong metric (sub)regularity of Karush-Kuhn-Tucker mappings for piecewise linear-quadratic convex-composite optimization and the quadratic convergence of Newton's method
Mathematics of Operations Research | 2021-01-08 | Paper |
Inexact sequential quadratic optimization with penalty parameter updates within the QP solver
SIAM Journal on Optimization | 2020-07-30 | Paper |
The subdifferential of measurable composite max integrands and smoothing approximation
Mathematical Programming. Series A. Series B | 2020-06-15 | Paper |
Fast robust methods for singular state-space models
Automatica | 2019-12-19 | Paper |
Variational properties of matrix functions via the generalized matrix-fractional function
SIAM Journal on Optimization | 2019-08-27 | Paper |
| Robust Singular Smoothers For Tracking Using Low-Fidelity Data | 2019-05-22 | Paper |
Level-set methods for convex optimization
Mathematical Programming. Series A. Series B | 2019-04-24 | Paper |
Generalized system identification with stable spline kernels
SIAM Journal on Scientific Computing | 2018-10-31 | Paper |
Foundations of gauge and perspective duality
SIAM Journal on Optimization | 2018-09-18 | Paper |
Convex geometry of the generalized matrix-fractional function
SIAM Journal on Optimization | 2018-08-03 | Paper |
| Line Search and Trust-Region Methods for Convex-Composite Optimization | 2018-06-13 | Paper |
Strong Metric (Sub)regularity of KKT Mappings for Piecewise Linear-Quadratic Convex-Composite Optimization
(available as arXiv preprint) | 2018-05-02 | Paper |
| Gradient Sampling Methods for Nonsmooth Optimization | 2018-04-29 | Paper |
Variational analysis of convexly generated spectral max functions
Mathematical Programming. Series A. Series B | 2018-04-06 | Paper |
Generalized Kalman smoothing: modeling and algorithms
Automatica | 2017-11-17 | Paper |
An $\ell _{1}$-Laplace Robust Kalman Smoother
IEEE Transactions on Automatic Control | 2017-08-25 | Paper |
Stabilization via Nonsmooth, Nonconvex Optimization
IEEE Transactions on Automatic Control | 2017-07-27 | Paper |
Epi-convergence properties of smoothing by infimal convolution
Set-Valued and Variational Analysis | 2017-05-12 | Paper |
Iterative reweighted linear least squares for exact penalty subproblems on product sets
SIAM Journal on Optimization | 2017-01-13 | Paper |
Gradient consistency for integral-convolution smoothing functions
Set-Valued and Variational Analysis | 2015-08-24 | Paper |
Optimization viewpoint on Kalman smoothing with applications to robust and sparse estimation
Compressed Sensing & Sparse Filtering | 2015-07-23 | Paper |
Matrix support functionals for inverse problems, regularization, and learning
SIAM Journal on Optimization | 2015-06-24 | Paper |
Robust and Trend-Following Student's t Kalman Smoothers
SIAM Journal on Control and Optimization | 2015-02-09 | Paper |
| Convex vs non-convex estimators for regression and sparse estimation: the mean squared error properties of ARD and GLasso | 2014-12-08 | Paper |
| Sparse/Robust Estimation and Kalman Smoothing with Nonsmooth Log-Concave Densities: Modeling, Computation, and Theory | 2014-12-08 | Paper |
Sparse/Robust Estimation and Kalman Smoothing with Nonsmooth Log-Concave Densities: Modeling, Computation, and Theory
(available as arXiv preprint) | 2014-12-08 | Paper |
A sequential quadratic optimization algorithm with rapid infeasibility detection
SIAM Journal on Optimization | 2014-09-26 | Paper |
Epi-convergent smoothing with applications to convex composite functions
SIAM Journal on Optimization | 2013-12-13 | Paper |
Variational properties of value functions
SIAM Journal on Optimization | 2013-12-13 | Paper |
| Kalman smoothing and block tridiagonal systems: new connections and numerical stability results | 2013-03-21 | Paper |
On the subdifferential regularity of max root functions for polynomials
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2011-12-21 | Paper |
An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization
Automatica | 2009-02-10 | Paper |
Weak sharp minima revisited. III: Error bounds for differentiable convex inclusions
Mathematical Programming. Series A. Series B | 2008-12-16 | Paper |
The Speed of Shor's R-algorithm
IMA Journal of Numerical Analysis | 2008-12-02 | Paper |
| Algorithm differentiation of implicit functions and optimal values | 2008-10-17 | Paper |
Convexity and Lipschitz Behavior of Small Pseudospectra
SIAM Journal on Matrix Analysis and Applications | 2008-04-29 | Paper |
Spectral conditioning and pseudospectral growth
Numerische Mathematik | 2007-08-20 | Paper |
Characterizations of the polynomial numerical hull of degree \(k\)
Linear Algebra and its Applications | 2006-12-07 | Paper |
| Weak sharp minima revisited. I: Basic theory | 2006-07-14 | Paper |
Weak sharp minima revisited. II: Application to linear regularity and error bounds
Mathematical Programming. Series A. Series B | 2005-12-14 | Paper |
Variational analysis of functions of the roots of polynomials
Mathematical Programming. Series A. Series B | 2005-12-14 | Paper |
Variational analysis of the abscissa mapping for polynomials via the Gauss-Lucas theorem
Journal of Global Optimization | 2005-12-02 | Paper |
Approximating Subdifferentials by Random Sampling of Gradients
Mathematics of Operations Research | 2005-11-11 | Paper |
A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
SIAM Journal on Optimization | 2005-09-16 | Paper |
A new proximal point iteration that converges weakly but not in norm
Proceedings of the American Mathematical Society | 2005-03-01 | Paper |
Pseudospectral Components and the Distance to Uncontrollability
SIAM Journal on Matrix Analysis and Applications | 2005-02-21 | Paper |
Robust stability and a criss-cross algorithm for pseudospectra
IMA Journal of Numerical Analysis | 2004-03-17 | Paper |
Differentiability of cone-monotone functions on separable Banach space
Proceedings of the American Mathematical Society | 2004-02-12 | Paper |
On the superlinear convergence of the variable metric proximal point algorithm using Broyden and BFGS matrix secant updating
Mathematical Programming. Series A. Series B | 2004-01-27 | Paper |
Optimization and Pseudospectra, with Applications to Robust Stability
SIAM Journal on Matrix Analysis and Applications | 2004-01-18 | Paper |
Variational Analysis Applied to the Problem of Optical Phase Retrieval
SIAM Journal on Control and Optimization | 2004-01-08 | Paper |
Optimal stability and eigenvalue multiplicity
Foundations of Computational Mathematics | 2002-09-26 | Paper |
Two numerical methods for optimizing matrix stability
Linear Algebra and its Applications | 2002-08-28 | Paper |
Optical Wavefront Reconstruction: Theory and Numerical Methods
SIAM Review | 2002-08-07 | Paper |
Variational analysis of non-Lipschitz spectral functions
Mathematical Programming. Series A. Series B | 2002-06-20 | Paper |
Complexity of a noninterior path-following method for the linear complementarity problem
Journal of Optimization Theory and Applications | 2002-04-11 | Paper |
The global linear convergence of a noninterior path-following algorithm for linear complementarity problems
Mathematics of Operations Research | 2001-11-26 | Paper |
| Translational cuts for convex minimization | 2001-09-18 | Paper |
| On the subdifferentiability of functions of a matrix spectrum. I: Mathematical foundations | 2001-04-23 | Paper |
| On the subdifferentiability of functions of a matrix spectrum. II: Subdifferential formulas | 2001-04-23 | Paper |
Optimizing matrix stability
Proceedings of the American Mathematical Society | 2001-03-20 | Paper |
Variational analysis of the abscissa mapping for polynomials
SIAM Journal on Control and Optimization | 2001-03-19 | Paper |
| scientific article; zbMATH DE number 1306969 (Why is no real title available?) | 1999-12-06 | Paper |
| scientific article; zbMATH DE number 1306982 (Why is no real title available?) | 1999-11-02 | Paper |
A Variable Metric Proximal Point Algorithm for Monotone Operators
SIAM Journal on Control and Optimization | 1999-06-24 | Paper |
A polynomial time interior-point path-following algorithm for LCP based on Chen-Harker-Kanzow smoothing techniques
Mathematical Programming. Series A. Series B | 1999-01-01 | Paper |
On the Lidskii--Vishik--Lyusternik Perturbation Theory for Eigenvalues of Matrices with Arbitrary Jordan Structure
SIAM Journal on Matrix Analysis and Applications | 1998-02-09 | Paper |
A relative weighting method for estimating parameters and variances in multiple data sets
Computational Statistics and Data Analysis | 1997-02-27 | Paper |
A Unified Analysis of Hoffman’s Bound via Fenchel Duality
SIAM Journal on Optimization | 1996-07-08 | Paper |
A Gauss-Newton method for convex composite optimization
Mathematical Programming. Series A. Series B | 1996-06-02 | Paper |
Exposing Constraints
SIAM Journal on Optimization | 1995-03-28 | Paper |
Differential properties of the spectral abscissa and the spectral radius for analytic matrix-valued mappings
Nonlinear Analysis: Theory, Methods & Applications | 1994-12-19 | Paper |
Weak Sharp Minima in Mathematical Programming
SIAM Journal on Control and Optimization | 1994-07-13 | Paper |
Optimality conditions for non-finite valued convex composite functions
Discrete Mathematics | 1993-12-08 | Paper |
A Robust Trust Region Method for Constrained Nonlinear Programming Problems
SIAM Journal on Optimization | 1993-01-16 | Paper |
On the Clarke subdifferential of the distance function of a closed set
Journal of Mathematical Analysis and Applications | 1992-09-27 | Paper |
Stable perturbations of nonsymmetric matrices
Linear Algebra and its Applications | 1992-08-13 | Paper |
An Exact Penalization Viewpoint of Constrained Optimization
SIAM Journal on Control and Optimization | 1992-06-25 | Paper |
Weak directional closedness and generalized subdifferentials
Journal of Mathematical Analysis and Applications | 1992-06-25 | Paper |
Calmness and Exact Penalization
SIAM Journal on Control and Optimization | 1991-01-01 | Paper |
Characterization of solution sets of convex programs
Operations Research Letters | 1991-01-01 | Paper |
Convergence properties of trust region methods for linear and convex constraints
Mathematical Programming. Series A. Series B | 1990-01-01 | Paper |
A sequential quadratic programming method for potentially infeasible mathematical programs
Journal of Mathematical Analysis and Applications | 1989-01-01 | Paper |
On the Identification of Active Constraints
SIAM Journal on Numerical Analysis | 1988-01-01 | Paper |
Second order necessary and sufficient conditions for convex composite NDO
Mathematical Programming | 1987-01-01 | Paper |
Descent methods for composite nondifferentiable optimization problems
Mathematical Programming | 1985-01-01 | Paper |
