フォロー
Javier Peña
Javier Peña
確認したメール アドレス: andrew.cmu.edu
タイトル
引用先
引用先
Smoothing techniques for computing Nash equilibria of sequential games
S Hoda, A Gilpin, J Pena, T Sandholm
Mathematics of Operations Research 35 (2), 494-512, 2010
1962010
Computing the stability number of a graph via linear and semidefinite programming
J Pena, J Vera, LF Zuluaga
SIAM Journal on Optimization 18 (1), 87-105, 2007
1192007
First-order algorithm with convergence for-equilibrium in two-person zero-sum games
A Gilpin, J Pena, T Sandholm
Mathematical programming 133 (1), 279-298, 2012
1002012
Gradient-based algorithms for finding Nash equilibria in extensive form games
A Gilpin, S Hoda, J Pena, T Sandholm
Internet and Network Economics: Third International Workshop, WINE 2007, San …, 2007
862007
Understanding the geometry of infeasible perturbations of a conic linear system
J Pena
SIAM Journal on Optimization 10 (2), 534-550, 2000
752000
Completely positive reformulations for polynomial optimization
J Pena, JC Vera, LF Zuluaga
Mathematical Programming 151, 405-431, 2015
692015
Optimal regularized dual averaging methods for stochastic optimization
X Chen, Q Lin, J Pena
Advances in Neural Information Processing Systems 25, 2012
692012
Polytope conditioning and linear convergence of the Frank–Wolfe algorithm
J Pena, D Rodriguez
Mathematics of Operations Research 44 (1), 1-18, 2019
672019
Computing approximate solutions for convex conic systems of constraints
J Pena, J Renegar
Mathematical Programming 87, 351-383, 2000
662000
LMI approximations for cones of positive semidefinite forms
LF Zuluaga, J Vera, J Pena
SIAM Journal on Optimization 16 (4), 1076-1091, 2006
532006
New characterizations of Hoffman constants for systems of linear constraints
J Pena, JC Vera, LF Zuluaga
Mathematical Programming 187, 79-109, 2021
512021
A primal-dual algorithm for solving polyhedral conic systems with a finite-precision machine
F Cucker, J Peña
SIAM Journal on Optimization 12 (2), 522-554, 2002
492002
A conic programming approach to generalized Tchebycheff inequalities
LF Zuluaga, JF Pena
Mathematics of Operations Research 30 (2), 369-388, 2005
452005
The condition number of a function relative to a set
DH Gutman, JF Pena
Mathematical Programming 188, 255-294, 2021
352021
Static-arbitrage lower bounds on the prices of basket options via linear programming
J Pena, JC Vera, LF Zuluaga
Quantitative Finance 10 (8), 819-827, 2010
342010
A deterministic rescaled perceptron algorithm
J Pena, N Soheili
Mathematical Programming 155, 497-510, 2016
332016
A smooth perceptron algorithm
N Soheili, J Pena
SIAM Journal on Optimization 22 (2), 728-737, 2012
322012
A unified framework for Bregman proximal methods: subgradient, gradient, and accelerated gradient schemes
DH Gutman, JF Pena
arXiv preprint arXiv:1812.10198, 2018
30*2018
Third-order extensions of Lo’s semiparametric bound for European call options
LF Zuluaga, J Peña, D Du
European Journal of Operational Research 198 (2), 557-570, 2009
292009
On the von Neumann and Frank--Wolfe algorithms with away steps
J Pena, D Rodríguez, N Soheili
SIAM Journal on Optimization 26 (1), 499-512, 2016
282016
現在システムで処理を実行できません。しばらくしてからもう一度お試しください。
論文 1–20