Следене
Javier Peña
Javier Peña
Потвърден имейл адрес: andrew.cmu.edu
Заглавие
Позовавания
Позовавания
Година
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
1852010
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
1172007
First-order algorithm with convergence for-equilibrium in two-person zero-sum games
A Gilpin, J Pena, T Sandholm
Mathematical programming 133 (1-2), 279-298, 2012
952012
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
812007
Understanding the geometry of infeasible perturbations of a conic linear system
J Pena
SIAM Journal on Optimization 10 (2), 534-550, 2000
762000
Completely positive reformulations for polynomial optimization
J Pena, JC Vera, LF Zuluaga
Mathematical Programming 151, 405-431, 2015
642015
Optimal regularized dual averaging methods for stochastic optimization
X Chen, Q Lin, J Pena
Advances in Neural Information Processing Systems 25, 2012
642012
Computing approximate solutions for convex conic systems of constraints
J Pena, J Renegar
Mathematical Programming 87, 351-383, 2000
642000
Polytope conditioning and linear convergence of the Frank–Wolfe algorithm
J Pena, D Rodriguez
Mathematics of Operations Research 44 (1), 1-18, 2019
552019
LMI approximations for cones of positive semidefinite forms
LF Zuluaga, J Vera, J Pena
SIAM Journal on Optimization 16 (4), 1076-1091, 2006
512006
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
482002
A conic programming approach to generalized Tchebycheff inequalities
LF Zuluaga, JF Pena
Mathematics of Operations Research 30 (2), 369-388, 2005
472005
New characterizations of Hoffman constants for systems of linear constraints
J Pena, JC Vera, LF Zuluaga
Mathematical Programming 187, 79-109, 2021
362021
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
322010
A smooth perceptron algorithm
N Soheili, J Pena
SIAM Journal on Optimization 22 (2), 728-737, 2012
302012
A deterministic rescaled perceptron algorithm
J Pena, N Soheili
Mathematical Programming 155, 497-510, 2016
282016
An estimation-free, robust CVaR portfolio allocation model
C Jabbour, J Pena, J Vera, L Zuluaga
Journal of Risk 11 (1), 57-78, 2008
282008
Unifying condition numbers for linear programming
D Cheung, F Cucker, J Pena
Mathematics of Operations Research 28 (4), 609-624, 2003
272003
A unified framework for Bregman proximal methods: subgradient, gradient, and accelerated gradient schemes
DH Gutman, JF Pena
arXiv preprint arXiv:1812.10198, 2018
26*2018
Towards a deeper geometric, analytic and algorithmic understanding of margins
A Ramdas, J Pena
Optimization Methods and Software 31 (2), 377-391, 2016
242016
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Статии 1–20