scientific article; zbMATH DE number 729680
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Publication:4324980
zbMATH Open0824.90112MaRDI QIDQ4324980FDOQ4324980
Authors: Arkadi Nemirovski, Yuri Nesterov 
Publication date: 6 March 1995
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Convex programming (90C25) Interior-point methods (90C51) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
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- An improved stability criterion for systems with distributed delays
- Randomized interior point methods for sampling and optimization
- Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra
- A Lagrangian-DNN relaxation: a fast method for computing tight lower bounds for a class of quadratic optimization problems
- Generalized Gauss inequalities via semidefinite programming
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- LFTB: an efficient algorithm to bound linear fractional transformations
- Subgradient methods for huge-scale optimization problems
- Approximation accuracy, gradient methods, and error bound for structured convex optimization
- Sparse Approximate Solutions to Semidefinite Programs
- Robust constrained model predictive control using linear matrix inequalities
- Optimal scaling of a gradient method for distributed resource allocation
- Pseudo-Boolean optimization
- Scaling symmetric positive definite matrices to prescribed row sums.
- Tensors in computations
- CoSaMP: Iterative signal recovery from incomplete and inaccurate samples
- Optimal exponential synchronization of general chaotic delayed neural networks: an LMI approach
- On the construction of general cubature formula by flat extensions
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- An approximate bundle-type auxiliary problem method for solving generalized variational inequalities
- On the convexity of a class of quadratic mappings and its application to the problem of finding the smallest ball enclosing a given intersection of balls
- On the Behrens-Fisher problem: a globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests
- Primal central paths and Riemannian distances for convex sets
- Exploiting special structure in semidefinite programming: a survey of theory and applications
- Semidefinite programming for discrete optimization and matrix completion problems
- Valid inequalities for mixed integer linear programs
- Space tensor conic programming
- Maximum divert for planetary landing using convex optimization
- Lossless convexification of a class of optimal control problems with non-convex control constraints
- Full Nesterov-Todd step infeasible interior-point method for symmetric optimization
- A smoothing Newton method with Fischer-Burmeister function for second-order cone complementarity problems
- Robust adaptive attenuation of unknown periodic disturbances in uncertain multi-input multi-output systems
- Robust portfolio selection involving options under a ``marginal+joint ellipsoidal uncertainty set
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- A robust Kantorovich's theorem on the inexact Newton method with relative residual error tolerance
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- Singularities of rational functions and minimal factorizations: the noncommutative and the commutative setting
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- Implementation of interior point methods for mixed semidefinite and second order cone optimization problems
- Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward-backward splitting, and regularized Gauss-Seidel methods
- Warmstarting the homogeneous and self-dual interior point method for linear and conic quadratic problems
- Minimizing rational functions: a hierarchy of approximations via pushforward measures
- Risk optimization with \(p\)-order conic constraints: a linear programming approach
- An efficient off-line formulation of robust model predictive control using linear matrix inequalities
- Efficient algorithms for the smallest enclosing ball problem
- Computational optimization: an overview
- A second-order mehrotra-type predictor-corrector algorithm with a new wide neighbourhood for semi-definite programming
- Iterative Bregman projections for regularized transportation problems
- New stopping criteria for detecting infeasibility in conic optimization
- Approximate values for mathematical programs with variational inequality constraints
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- On some properties of generalized proximal point methods for variational inequalities
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- Fast linear iterations for distributed averaging
- Inner and outer approximations of polytopes using boxes.
- A polynomial time dual algorithm for the Euclidean multifacility location problem
- \(H_ \infty\) control for descriptor systems: A matrix inequalities approach
- Noncommutative rational functions, their difference-differential calculus and realizations
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- CBLIB 2014: a benchmark library for conic mixed-integer and continuous optimization
- CVXGEN: a code generator for embedded convex optimization
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- Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones
- Asymptotic stability of nonlinear systems with unbounded delays
- Steepest descent method with a generalized Armijo search for quasiconvex functions on Riemannian manifolds
- The constrained Newton method on a Lie group and the symmetric eigenvalue problem
- Random sampling: billiard walk algorithm
- Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
- A new full-Newton step interior-point method for \(P_*(\kappa)\)-LCP based on a positive-asymptotic kernel function
- Self-concordant analysis for logistic regression
- An LMI solution to the robust synthesis problem for multi-rate sampled-data systems
- Conic optimization via operator splitting and homogeneous self-dual embedding
- Newton polytopes and relative entropy optimization
- Lower bounds for polynomials with simplex Newton polytopes based on geometric programming
- Approximation of the joint spectral radius using sum of squares
- On valid inequalities for mixed integer \(p\)-order cone programming
- Dualistic differential geometry of positive definite matrices and its applications to related problems
- qpOASES: a parametric active-set algorithm for~quadratic programming
- Gradient methods for minimizing composite functions
- Logarithmic barrier decomposition-based interior point methods for stochastic symmetric programming
- Computing optimal designs of multiresponse experiments reduces to second-order cone program\-ming
- A path to the Arrow-Debreu competitive market equilibrium
- MPC for continuous piecewise-affine systems
- A fresh variational-analysis look at the positive semidefinite matrices world
- Optimal detection of sparse principal components in high dimension
- Semidefinite relaxation and nonconvex quadratic optimization
- Generalized system identification with stable spline kernels
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