| Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations |
71 |
| Data-driven robust optimization |
41 |
| Fast convergence of inertial dynamics and algorithms with asymptotic vanishing viscosity |
32 |
| DC programming and DCA: thirty years of developments |
29 |
| Linear convergence of first order methods for non-strongly convex optimization |
22 |
| Stochastic dual dynamic integer programming |
18 |
| An optimal randomized incremental gradient method |
18 |
| Robust sample average approximation |
15 |
| Accelerating the DC algorithm for smooth functions |
12 |
| Gradient descent with random initialization: fast global convergence for nonconvex phase retrieval |
11 |
| Distributed nonconvex constrained optimization over time-varying digraphs |
11 |
| Relative-error approximate versions of Douglas-Rachford splitting and special cases of the ADMM |
11 |
| Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging |
11 |
| Set regularities and feasibility problems |
11 |
| Asynchronous block-iterative primal-dual decomposition methods for monotone inclusions |
10 |
| Discrete approximation of two-stage stochastic and distributionally robust linear complementarity problems |
10 |
| Tensor eigenvalue complementarity problems |
10 |
| Convergence of inertial dynamics and proximal algorithms governed by maximally monotone operators |
9 |
| Submodular functions: from discrete to continuous domains |
8 |
| Global convergence rate analysis of unconstrained optimization methods based on probabilistic models |
8 |
| DC formulations and algorithms for sparse optimization problems |
8 |
| Learning in games with continuous action sets and unknown payoff functions |
8 |
| A simplified view of first order methods for optimization |
8 |
| Subdifferential characterization of probability functions under Gaussian distribution |
7 |
| Critical multipliers in variational systems via second-order generalized differentiation |
7 |
| Polyhedral approximation in mixed-integer convex optimization |
7 |
| Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods |
6 |
| Stochastic optimization using a trust-region method and random models |
6 |
| SOCP reformulation for the generalized trust region subproblem via a canonical form of two symmetric matrices |
6 |
| Data-driven inverse optimization with imperfect information |
6 |
| Partial facial reduction: simplified, equivalent SDPs via approximations of the PSD cone |
6 |
| A general double-proximal gradient algorithm for d.c. programming |
6 |
| Extended ADMM and BCD for nonseparable convex minimization models with quadratic coupling terms: convergence analysis and insights |
6 |
| Ambiguous risk constraints with moment and unimodality information |
6 |
| Monotone operator theory in convex optimization |
6 |
| Least cost influence propagation in (social) networks |
6 |
| Sub-sampled Newton methods |
6 |
| On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming |
5 |
| First-order methods almost always avoid strict saddle points |
5 |
| Enhanced proximal DC algorithms with extrapolation for a class of structured nonsmooth DC minimization |
5 |
| A global MINLP approach to symbolic regression |
5 |
| Strong formulations for quadratic optimization with M-matrices and indicator variables |
5 |
| Optimal estimation of sensor biases for asynchronous multi-sensor data fusion |
5 |
| Approximations and solution estimates in optimization |
5 |
| Distributionally robust shortfall risk optimization model and its approximation |
5 |
| Binary decision rules for multistage adaptive mixed-integer optimization |
5 |
| Near-optimal stochastic approximation for online principal component estimation |
5 |
| Wait-and-judge scenario optimization |
5 |
| A block symmetric Gauss-Seidel decomposition theorem for convex composite quadratic programming and its applications |
5 |
| Maximizing monotone submodular functions over the integer lattice |
5 |
