scientific article; zbMATH DE number 729680

zbMath0824.90112MaRDI QIDQ4324980

Arkadi Nemirovski, Yu. E. Nesterov

Publication date: 6 March 1995

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

penalty function methodsNewton type algorithmsinterior-point polynomial-time methodsself- concordance

Mathematics Subject Classification ID

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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inequalities for the Lasso and Group Lasso in high dimensional logistic model, A Self-Concordant Interior Point Approach for Optimal Control with State Constraints, New complexity analysis of a full Nesterov–Todd step interior-point method for semidefinite optimization, Rejection of unknown periodic disturbances for continuous-time MIMO systems with dynamic uncertainties, Matrix-Free Convex Optimization Modeling, Several Jordan-algebraic aspects of optimization†, Some conditions which make the constantly scaledH? control synthesis problems convex, Spectrahedral Shadows, Newton Sketch: A Near Linear-Time Optimization Algorithm with Linear-Quadratic Convergence, $LDL^T$ Direction Interior Point Method for Semidefinite Programming, Semidefinite Approximation of Closed Convex Set, Discrete Approximations to Continuum Optimal Flow Problems, On approximatingD-induced polar sets of geometric and extended geometric cones, On approximating D-induced polar sets of a second-order cone by an 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problems based on trigonometric kernel functions, Output feedback model predictive control of uncertain norm-bounded linear systems, The chromatic number of the space $( {\mathbb R}^n, l_1)$, Cone-LP's and semidefinite programs: Geometry and a simplex-type method, Primal–dual interior-point method for linear optimization based on a kernel function with trigonometric growth term, A long-step interior-point algorithm for symmetric cone Cartesian P<sub>*</sub>(κ)-HLCP, Primal interior-point decomposition algorithms for two-stage stochastic extended second-order cone programming, Quasi-Newton methods: superlinear convergence without line searches for self-concordant functions, A class of polynomial volumetric barrier decomposition algorithms for stochastic semidefinite programming, Interior Point Methods for Nonlinear Optimization, Computational Optimization: An Overview, New results of robust quadratically stabilizing control for uncertain linear time-delay systems, Model predictive control for perturbed max-plus-linear systems: a stochastic approach, Computing Maximum Likelihood Estimators of Convex Density Functions, On the estimation of the equilibrium points of uncertain nonlinear systems, Semidefinite relaxation and nonconvex quadratic optimization, Semidefinite relaxation for linear programs with equilibrium constraints, Logarithmic Barrier Decomposition Methods for Semi-infinite Programming, Mesh adaptive computation of upper and lower bounds in limit analysis, What Does a Random Contingency Table Look Like?, Implementation of interior point methods for mixed semidefinite and second order cone optimization problems, The Lax conjecture is true, Unnamed Item, Computation of the distance to semi-algebraic sets, Introduction, An improved stability criterion for systems with distributed delays, A double homotopy method for decentralised control design, Four Good Reasons to Use an Interior Point Solver Within a MIP Solver, Uncertainty modelling and robust output feedback control of nonlinear discrete systems: a mathematical programming approach, An interior-point algorithm for $P_{ast}(kappa)$-linear complementarity problem based on a new trigonometric kernel function, Image Labeling Based on Graphical Models Using Wasserstein Messages and Geometric Assignment, Interior-point methods for optimization, Unnamed Item, Universal Barrier Is n-Self-Concordant, Robust convex conic optimization in D-induced duality framework, Unnamed Item, A new series of conjectures and open questions in optimization and matrix analysis, Realizations of non‐commutative rational functions around a matrix centre, I: synthesis, minimal realizations and evaluation on stably finite algebras, Structure and Optimisation in Computational Harmonic Analysis: On Key Aspects in Sparse Regularisation, A robust model predictive control algorithm for incrementally conic uncertain/nonlinear systems, Kernel-function Based Algorithms for Semidefinite Optimization, Guaranteed set-membership state estimation of an octorotor's position for radar applications, Interior point methods, a decade after Karmarkar—a survey, with application to the smallest eigenvalue problem, Observer-based control of piecewise-affine systems, Performance bounds and suboptimal policies for linear stochastic control via LMIs, Unnamed Item, On convex quadratic approximation, Towards a Computationally Tractable Maximum Entropy Principle for Nonstationary Financial Time Series, Guaranteed level-γ ℋ <sub>∞</sub> control in uncertain linear systems via linear matrix inequalities, Unnamed Item, Unnamed Item, Linear matrix inequality representation of sets, Extending Mehrotra and Gondzio higher order methods to mixed semidefinite-quadratic-linear programming, Implementation of primal-dual methods for semidefinite programming based on Monteiro and Tsuchiya Newton directions and their variants, Homogeneous analytic center cutting plane methods with approximate centers, Mixed linear and semidefinite programming for combinatorial and quadratic optimization, A new viewpoint of H ∞ control in frequency domain, Optimal exponential synchronization of general chaotic delayed neural networks: an LMI approach, On the construction of general cubature formula by flat extensions, Robust adaptive attenuation of unknown periodic disturbances in uncertain multi-input multi-output systems, Douglas-Rachford splitting method for semidefinite programming, Random sampling: billiard walk algorithm, On the solution of convex QPQC problems with elliptic and other separable constraints with strong curvature, CBLIB 2014: a benchmark library for conic mixed-integer and continuous optimization, Decomposition-based interior point methods for stochastic quadratic second-order cone programming, Conic optimization via operator splitting and homogeneous self-dual embedding, Sufficient optimality conditions hold for almost all nonlinear semidefinite programs, A linear-time algorithm for trust region problems, Methods for minimax estimation under elementwise covariance uncertainty, Derivatives of eigenvalues and Jordan frames, An inexact proximal method for quasiconvex minimization, Continuous multifacility ordered median location problems, Synchronization of delayed neural networks with Lévy noise and Markovian switching via sampled data, A logarithmic barrier approach for linear programming, Logarithmically homogeneous preferences, Computationally efficient approach for the minimization of volume constrained vector-valued Ginzburg-Landau energy functional, A trust region method for solving semidefinite programs, A novel LMI-based optimization algorithm for the guaranteed estimation of the domain of attraction using rational Lyapunov functions, Central swaths, Gradient methods for minimizing composite functions, A homotopy method for nonlinear semidefinite programming, Information geometry and interior-point algorithms in semidefinite programs and symmetric cone programs, New 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sets for concave and differentiable criteria, Maximum divert for planetary landing using convex optimization, Control: a perspective, Lossless convexification of non-convex optimal control problems for state constrained linear systems, Full-NT step infeasible interior-point method for SOCO based on a specific kernel function, qpOASES: a parametric active-set algorithm for~quadratic programming, Quadratic optimization over a second-order cone with linear equality constraints, Calibration, sharpness and the weighting of experts in a linear opinion pool, \( H_\infty\) control for networked systems with multiple packet dropouts, Curvature of Hessian manifolds, Relative entropy optimization and its applications, Exactness criteria for SDP-relaxations of quadratic extremum problems, Semidefinite approximations of conical hulls of measured sets, An axiomatic duality framework for the theta body and related convex corners, Weak infeasibility in second order cone programming, Networked control design for coalitional schemes using game-theoretic methods, An \(O(\sqrt nL)\) wide neighborhood interior-point algorithm for semidefinite optimization, Inexact proximal Newton methods for self-concordant functions, A polynomial primal-dual affine scaling algorithm for symmetric conic optimization, Derivative of an integral over a convex polytope, Branching on hyperplane methods for mixed integer linear and convex programming using adjoint lattices, Quadratic factorization heuristics for copositive programming, OSQP: An Operator Splitting Solver for Quadratic Programs, Convexity conditions of Kantorovich function and related semi-infinite linear matrix inequalities, Robust \(\mathcal S\)-regularity of matrix pencils applied to the analysis of descriptor models, Robust synchronization analysis in nonlinear stochastic cellular networks with time-varying delays, intracellular perturbations and intercellular noise, Speed scaling for maximum lateness, Randomized interior point methods for sampling and optimization, 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, A quadratic semidefinite relaxation approach for resource allocation in orthogonal frequency division multiple access, Subgradient Based Outer Approximation for Mixed Integer Second Order Cone Programming, The bundle scheme for solving arbitrary eigenvalue optimizations, A new infeasible-interior-point algorithm based on wide neighborhoods for symmetric cone programming, Dynamical Gene-Environment Networks Under Ellipsoidal Uncertainty: Set-Theoretic Regression Analysis Based on Ellipsoidal OR, On the estimation of robustness and filtering ability of dynamic biochemical networks under process delays, internal parametric perturbations and external disturbances, Linear matrix inequalities in control systems with uncertainty, Superfast second-order methods for unconstrained convex 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states, Generalized self-concordant analysis of Frank-Wolfe algorithms, Distributionally robust joint chance-constrained support vector machines, Construction of discontinuous piecewise quadratic value functions in a target control problem, Inexact accelerated high-order proximal-point methods, Sum-of-squares chordal decomposition of polynomial matrix inequalities, Computational aspects of column generation for nonlinear and conic optimization: classical and linearized schemes, Convergence of a weighted barrier algorithm for stochastic convex quadratic semidefinite optimization, Towards nonconservative conditions for equilibrium stability. 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Complexity reduction in MPC for stochastic max-plus-linear discrete event systems by variability expansion, Squaring the circle: an algorithm for generating polyhedral invariant sets from ellipsoidal ones, The convergence of an interior point method for an elliptic control problem with mixed control-state constraints, On local convergence of sequential quadratically-constrained quadratic-programming type methods, with an extension to variational problems, Robust \(H_{2}\) fuzzy output feedback control for discrete-time nonlinear systems with parametric uncertainties, Geometric dual formulation for first-derivative-based univariate cubic \(L_{1}\) splines, New self-concordant barrier for the hypercube, Approximation of the joint spectral radius using sum of squares, Dynamic modeling and control of supply chain systems: A review, Contracting optimally an interval matrix without loosing any positive semi-definite matrix is a tractable problem, Estimation of exponential convergence rate and exponential stability for neural networks with time-varying delay, A complex projection scheme and applications, On the behavior of the homogeneous self-dual model for conic convex optimization, Robust mean-squared error estimation of multiple signals in linear systems affected by model and noise uncertainties, On the gap between the quadratic integer programming problem and its semidefinite relaxation, Solving semidefinite programming problems via alternating direction methods, Cubic regularization of Newton method and its global performance, Pole placement in a union of regions with prespecified subregion allocation, Survey on nonlocal games and operator space theory, Probability-guaranteed robust \(H_{\infty }\) performance analysis and state-feedback design, Robust stability and stabilisation of 2d discrete state-delayed systems, MPC for continuous piecewise-affine systems, Fast linear iterations for distributed averaging, Duality and Convex Programming, Matrix convex hulls of free semialgebraic sets, Identification for control: from the early achievements to the revival of experiment design, Positivity and linear matrix inequalities, Semidefinite programming relaxations and algebraic optimization in control, Low Complexity Regularization of Linear Inverse Problems, Positive definite matrices and the S-divergence, Semidefinite Representation of Convex Sets and Convex Hulls, Copositive Programming, An Introduction to Formally Real Jordan Algebras and Their Applications in Optimization, Complementarity Problems Over Symmetric Cones: A Survey of Recent Developments in Several Aspects, Self-Regular Interior-Point Methods for Semidefinite Optimization, Elementary Optimality Conditions for Nonlinear SDPs, Recent Progress in Interior-Point Methods: Cutting-Plane Algorithms and Warm Starts, Robust output stabilization for a class of nonlinear uncertain stochastic systems under multiplicative and additive noises: the attractive ellipsoid method, Lower Bounds for 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direction algorithm for nonlinear second-order cone programs, A new wide neighbourhood primal-dual interior-point algorithm for semidefinite optimization, Convex Algebraic Geometry of Curvature Operators, Unnamed Item, A primal-dual interior-point method based on a new kernel function for linear complementarity problem, Orthogonal Trace-Sum Maximization: Applications, Local Algorithms, and Global Optimality, Canonical Barriers on Convex Cones, An ADMM-based interior-point method for large-scale linear programming, Solving SDP completely with an interior point oracle, Scalable Semidefinite Programming, Unnamed Item, On Implied Volatility Surface Construction for Stochastic Investment Models, Conic Geometric Optimization on the Manifold of Positive Definite Matrices, Iterative Bregman Projections for Regularized Transportation Problems, A Superlinearly Convergent Smoothing Newton Continuation Algorithm for Variational Inequalities over Definable Sets, Operator Splitting for a Homogeneous 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Linear optimization over homogeneous matrix cones, Smoothed counting of 0–1 points in polyhedra, SCORE: approximating curvature information under self-concordant regularization, Sensor fault detection and isolation via networked estimation: rank-deficient dynamical systems, Discrete-time Takagi-Sugeno singular systems with unmeasurable decision variables: state and fault fuzzy observer design, Adaptive event-triggered synchronization of neural networks under stochastic cyber-attacks with application to Chua's circuit, An adaptive neurodynamic approach for solving nonsmooth \(N\)-cluster games, Optimal Self-Concordant Barriers for Quantum Relative Entropies, Real zeros of mixed random fewnomial systems, Finding Bayesian Optimal Designs for Nonlinear Models: A Semidefinite Programming‐Based Approach, Volumes of Sublevel Sets of Nonnegative Forms and Complete Monotonicity, Complex portfolio selection via convex mixed‐integer quadratic programming: a survey, Sparse approximation over the cube, Event-triggered resilient control for cyber-physical systems under periodic DoS jamming attacks, Formulation for wave propagation in dissipative media and its application to absorbing layers in elastoplastic analysis using mathematical programming, A partial ellipsoidal approximation scheme for nonconvex homogeneous quadratic optimization with quadratic constraints, Strong observability as a sufficient condition for non-singularity and lossless convexification in optimal control with mixed constraints, Performance enhancements for a generic conic interior point algorithm, Conic relaxations with stable exactness conditions for parametric robust convex polynomial problems, Cardinality-constrained distributionally robust portfolio optimization, A Newton-CG Based Barrier Method for Finding a Second-Order Stationary Point of Nonconvex Conic Optimization with Complexity Guarantees, Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates, Conic optimization: a survey with special focus on copositive optimization and binary quadratic problems, On the complexity of analyticity in semi-definite optimization, A \(J\)-symmetric quasi-Newton method for minimax problems, Entropy constraints for ground energy optimization, Optimal step length for the maximal decrease of a self-concordant function by the Newton method, Super-Universal Regularized Newton Method, Doubly autoparallel structure and curvature integrals. Applications to iteration complexity for solving convex programs, A wide neighbourhood primal-dual second-order corrector interior point algorithm for semidefinite optimization, On a unified convergence analysis for Newton-type methods solving generalized equations with the Aubin property, Efficiency of higher-order algorithms for minimizing composite functions, Discrete Optimal Transport with Independent Marginals is #P-Hard, Some Aspects on a Special Type of $(\alpha,\beta )$-metric, Corrector-predictor interior-point method with new search direction for semidefinite optimization, Convergence rate analysis of the multiplicative gradient method for PET-type problems, Adaptive cooperative output regulation of polytopic systems via spectrum estimation: an \(H_\infty\) perspective, Log-domain interior-point methods for convex quadratic programming, First-order methods for convex optimization, Distributionally robust Weber problem with uncertain demand, A class of new search directions for full-NT step feasible interior point method in semidefinite optimization, How Do Exponential Size Solutions Arise in Semidefinite Programming?, On \(\Delta\)-modular integer linear problems in the canonical form and equivalent problems, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, Solving limit analysis problems: an interior-point method, Finding Low-rank Solutions of Sparse Linear Matrix Inequalities using Convex Optimization, Kantorovich's Theorem on Newton's Method for Solving Strongly Regular Generalized Equation, Convergence of Entropic Schemes for Optimal Transport and Gradient Flows, Semidefinite programming and combinatorial optimization, A Linearly Convergent Variant of the Conditional Gradient Algorithm under Strong Convexity, with Applications to Online and Stochastic Optimization, Solving the discrete \(l_p\)-approximation problem by a method of centers, Robust fuzzy \(H^\infty\) control for uncertain nonlinear systems via state feedback: An LMI approach, A primal-dual interior-point algorithm for symmetric optimization based on a new method for finding search directions, Shape-preserving, multiscale interpolation by bi- and multivariate cubic \(L_{1}\) splines, Sparse portfolio rebalancing model based on inverse optimization, On using exterior penalty approaches for solving linear programming problems, An LMI solution to the robust synthesis problem for multi-rate sampled-data systems, New complexity analysis of the primal-dual method for semidefinite optimization based on the Nesterov-Todd direction, Validating numerical semidefinite programming solvers for polynomial invariants, Quadratic expansions of spectral functions, Multi-input multi-output ellipsoidal state bounding., Model predictive control for perturbed max-plus-linear systems, Robustness analysis via the running time of the interior point methods, First-order semidefinite programming for the two-electron treatment of many-electron atoms and molecules, An interior-point smoothing technique for Lagrangian relaxation in large-scale convex programming†, Positive semidefinite relaxations for distance geometry problems., Conic version of Loewner-John ellipsoid theorem, On the coupled continuous knapsack problems: projection onto the volume constrained Gibbs \(N\)-simplex, Semidefinite relaxations for partitioning, assignment and ordering problems, Sparse Approximate Solutions to Semidefinite Programs, Semidefinite relaxations for partitioning, assignment and ordering problems, Approximate minimum enclosing balls in high dimensions using core-sets, Duality for inexact semi-infinite linear programming, Sensitivity analysis in convex quadratic optimization: invariant support set interval, Semidefinite and second-order cone optimization approach for the Toeplitz matrix approximation problem, Convex Optimal Uncertainty Quantification, A relaxed logarithmic barrier method for semidefinite programming, Greedy Quasi-Newton Methods with Explicit Superlinear Convergence, On the existence of affine invariant descent directions, New versions of Newton method: step-size choice, convergence domain and under-determined equations, On inexact solution of auxiliary problems in tensor methods for convex optimization, A dual approach for optimal algorithms in distributed optimization over networks, A new outlier detection method based on convex optimization: application to diagnosis of Parkinson’s disease, On the Central Path of Semidefinite Optimization: Degree and Worst-Case Convergence Rate, Projectively Self-Concordant Barriers, Higher-Order Methods for Convex-Concave Min-Max Optimization and Monotone Variational Inequalities, High-Order Optimization Methods for Fully Composite Problems, On Computing the Nonlinearity Interval in Parametric Semidefinite Optimization, Lagrangian duality in convex conic programming with simple proofs