1. Accelerated first-order methods for hyperbolic programming

   • James Renegar

   Full Length Paper 07 November 2017 Pages: 1 - 35

   

2. Extended ADMM and BCD for nonseparable convex minimization models with quadratic coupling terms: convergence analysis and insights

   • Caihua Chen
   • Min Li
   • Yinyu Ye

   Full Length Paper 08 November 2017 Pages: 37 - 77

3. Eigenvalue-based algorithm and analysis for nonconvex QCQP with one constraint

   • Satoru Adachi
   • Yuji Nakatsukasa

   Full Length Paper Open access 10 November 2017 Pages: 79 - 116

   

4. An extension of Chubanov’s algorithm to symmetric cones

   • Bruno F. Lourenço
   • Tomonari Kitahara
   • Takashi Tsuchiya

   Full Length Paper 13 November 2017 Pages: 117 - 149

   

5. Ambiguous risk constraints with moment and unimodality information

   • Bowen Li
   • Ruiwei Jiang
   • Johanna L. Mathieu

   Full Length Paper 24 November 2017 Pages: 151 - 192

   

6. First-order dominance: stronger characterization and a bivariate checking algorithm

   • Troels Martin Range
   • Lars Peter Østerdal

   Full Length Paper 02 December 2017 Pages: 193 - 219

   

7. Global optimization in Hilbert space

   • Boris Houska
   • Benoît Chachuat

   Full Length Paper Open access 16 December 2017 Pages: 221 - 249

   

8. Distributionally robust expectation inequalities for structured distributions

   • Bart P. G. Van Parys
   • Paul J. Goulart
   • Manfred Morari

   Full Length Paper 23 December 2017 Pages: 251 - 280

   

9. Affine reductions for LPs and SDPs

   • Gábor Braun
   • Sebastian Pokutta
   • Daniel Zink

   Full Length Paper 16 January 2018 Pages: 281 - 312

   

10. On the adaptivity gap in two-stage robust linear optimization under uncertain packing constraints

    • Pranjal Awasthi
    • Vineet Goyal
    • Brian Y. Lu

    Full Length Paper 02 January 2018 Pages: 313 - 352

    

11. Convexification of generalized network flow problem

    • Somayeh Sojoudi
    • Salar Fattahi
    • Javad Lavaei

    Full Length Paper 08 January 2018 Pages: 353 - 391

    

12. Identifying effective scenarios in distributionally robust stochastic programs with total variation distance

    • Hamed Rahimian
    • Güzin Bayraksan
    • Tito Homem-de-Mello

    Full Length Paper 22 January 2018 Pages: 393 - 430

    

13. Conditional gradient type methods for composite nonlinear and stochastic optimization

    • Saeed Ghadimi

    Full Length Paper 24 January 2018 Pages: 431 - 464

    

14. Learning in games with continuous action sets and unknown payoff functions

    • Panayotis Mertikopoulos
    • Zhengyuan Zhou

    Full Length Paper 12 March 2018 Pages: 465 - 507

    

15. Linear convergence of the randomized sparse Kaczmarz method

    • Frank Schöpfer
    • Dirk A. Lorenz

    Full Length Paper 18 January 2018 Pages: 509 - 536