Arkadi Nemirovski

发表

Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems

Arkadi Nemirovski, A. Nemirovski, 2004, SIAM J. Optim..

On Complexity of Stochastic Programming Problems

Alexander Shapiro, Arkadi Nemirovski, A. Nemirovski, 2005 .

3. Conic Quadratic Programming

Arkadi Nemirovski, Aharon Ben-Tal, 2001 .

ROBUST OPTIMIZATION. 2009: PRINCETON UNIVERSITY PRESS. [56]TSAI, W.-H., ET AL., A MCDM APPROACH FOR SOURCING STRATEGY MIX DECISION IN IT PROJECTS

Arkadi Nemirovski, A Ben Tal, L El Ghaoui, 2010 .

Free Material Design via Semidefinite Programming: The Multiload Case with Contact Conditions

Arkadi Nemirovski, Michal Kocvara, Aharon Ben-Tal, 1999, SIAM Rev..

Semidefinite Programming and Structural Optimization

Arkadi Nemirovski, Aharon Ben-Tal, Jochem Zowe, 2009, Encyclopedia of Optimization.

Adaptive Recovery of Signals by Convex Optimization

Zaïd Harchaoui, Arkadi Nemirovski, Anatoli B. Juditsky, 2015, COLT.

Chapter Thirteen. Robust Markov Decision Processes

Laurent El Ghaoui, Arkadi Nemirovski, Aharon Ben-Tal, 2009 .

Self-Concordant Barriers for Convex Approximations of Structured Convex Sets

Levent Tunçel, Arkadi Nemirovski, A. Nemirovski, 2010, Found. Comput. Math..

Chapter Twelve. Robust Classi¯cation and Estimation

Laurent El Ghaoui, Arkadi Nemirovski, Aharon Ben-Tal, 2009 .

Robust Modeling of Multi-Stage Portfolio Problems

Arkadi Nemirovski, Aharon Ben-Tal, Tamar Margalit, 2000 .

Chapter Nine. Approximating RCs of Uncertain Semidefinite Problems

Laurent El Ghaoui, Arkadi Nemirovski, Aharon Ben-Tal, 2009 .

On polynomiality of the method of analyitc centers for fractional problems

Arkadi Nemirovski, 1996, Math. Program..

Robust optimization – methodology and applications

Arkadi Nemirovski, Aharon Ben-Tal, A. Nemirovski, 2002, Math. Program..

Hypothesis testing by convex optimization (extended version)

Arkadi Nemirovski, Alexander Goldenshluger, A. Juditski, 2013 .

Mirror Prox algorithm for multi-term composite minimization and semi-separable problems

Niao He, Arkadi Nemirovski, Anatoli B. Juditsky, 2013, Computational Optimization and Applications.

Non-euclidean restricted memory level method for large-scale convex optimization

Arkadi Nemirovski, Aharon Ben-Tal, A. Nemirovski, 2005, Math. Program..

On maximization of quadratic form over intersection of ellipsoids with common center

Tamás Terlaky, Kees Roos, Arkadi Nemirovski, 1999, Math. Program..

Accuracy Guarantees for ℓ1-Recovery

Arkadi Nemirovski, Anatoli B. Juditsky, A. Juditsky, 2010, IEEE Trans. Inf. Theory.

On Semi-Stochastic Model for Multi-Stage Decision Making Under Uncertainty

Arkadi Nemirovski, 2019 .

On Approximate Robust Counterparts of Uncertain Semidefinite and Conic Quadratic Programs

Arkadi Nemirovski, Aharon Ben-Tal, 2001, System Modelling and Optimization.

5. Computational Tractability of Convex Programs

Arkadi Nemirovski, Aharon Ben-Tal, 2001 .

Non-asymptotic confidence bounds for the optimal value of a stochastic program

Arkadi Nemirovski, Anatoli B. Juditsky, Vincent Guigues, 2016, Optim. Methods Softw..

On safe tractable approximations of chance constraints

Arkadi Nemirovski, A. Nemirovski, 2012, Eur. J. Oper. Res..

Chapter Eight. Uncertain Semidefinite Problems with Tractable RCs

Laurent El Ghaoui, Arkadi Nemirovski, Aharon Ben-Tal, 2009 .

2. From Linear Programming to Conic Programming

Arkadi Nemirovski, Aharon Ben-Tal, 2001 .

Linear minimax regret estimation of deterministic parameters with bounded data uncertainties

Yonina C. Eldar, Arkadi Nemirovski, Aharon Ben-Tal, 2004, IEEE Transactions on Signal Processing.

Robust Dissipativity of Interval Uncertain Linear Systems

Arkadi Nemirovski, Aharon Ben-Tal, Florin Dan Barb, 2002, SIAM J. Control. Optim..

New variants of bundle methods

Yurii Nesterov, Claude Lemaréchal, Arkadi Nemirovski, 1995, Math. Program..

Finding the stationary states of Markov chains by iterative methods

Yurii Nesterov, Arkadi Nemirovski, Y. Nesterov, 2015, Appl. Math. Comput..

Chapter Fourteen. Robust Adjustable Multistage Optimization

Laurent El Ghaoui, Arkadi Nemirovski, Aharon Ben-Tal, 2009 .

On first-order algorithms for l1/nuclear norm minimization

Yurii Nesterov, Arkadi Nemirovski, Y. Nesterov, 2013, Acta Numerica.

Accuracy Certificates for Computational Problems with Convex Structure

Uriel G. Rothblum, Arkadi Nemirovski, Shmuel Onn, 2010, Math. Oper. Res..

Robust mean-squared error estimation in the presence of model uncertainties

Yonina C. Eldar, Arkadi Nemirovski, Aharon Ben-Tal, 2005, IEEE Transactions on Signal Processing.

On Tractable Approximations of Uncertain Linear Matrix Inequalities Affected by Interval Uncertainty

Arkadi Nemirovski, Aharon Ben-Tal, A. Nemirovski, 2002, SIAM J. Optim..

Lectures on modern convex optimization - analysis, algorithms, and engineering applications

Arkadi Nemirovski, Aharon Ben-Tal, A. Nemirovski, 2001, MPS-SIAM series on optimization.

On the accuracy of l1-filtering of signals with block-sparse structure

Arkadi Nemirovski, Boris T. Polyak, Anatoli Iouditski, 2011, NIPS.

Selected topics in robust convex optimization

Arkadi Nemirovski, Aharon Ben-Tal, A. Nemirovski, 2007, Math. Program..

Decomposition Techniques for Bilinear Saddle Point Problems and Variational Inequalities with Affine Monotone Operators

Arkadi Nemirovski, Bruce Cox, Anatoli B. Juditsky, 2015, J. Optim. Theory Appl..

Validation analysis of mirror descent stochastic approximation method

Alexander Shapiro, Guanghui Lan, Arkadi Nemirovski, 2012, Math. Program..

Sums of random symmetric matrices and quadratic optimization under orthogonality constraints

Arkadi Nemirovski, A. Nemirovski, 2007, Math. Program..

Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems

Stephen P. Boyd, Arkadi Nemirovski, Aharon Ben-Tal, 2006, Math. Program..

Dual subgradient algorithms for large-scale nonsmooth learning problems

Arkadi Nemirovski, Bruce Cox, Anatoli B. Juditsky, 2013, Math. Program..

1. Linear Programming

Arkadi Nemirovski, Aharon Ben-Tal, 2001 .

Minimax regret estimation in linear models

Yonina C. Eldar, Arkadi Nemirovski, Aharon Ben-Tal, 2004, 2004 IEEE International Conference on Acoustics, Speech, and Signal Processing.

Robust solutions of uncertain linear programs

Arkadi Nemirovski, Aharon Ben-Tal, A. Nemirovski, 1999, Oper. Res. Lett..

Lmi Control Toolbox For Use With Matlab

Arkadi Nemirovski, Pascal Gahinet, A. Nemirovski, 2014 .

Large-scale semidefinite programming via a saddle point Mirror-Prox algorithm

Renato D. C. Monteiro, Zhaosong Lu, Arkadi Nemirovski, 2007, Math. Program..

Interior-point polynomial algorithms in convex programming

Yurii Nesterov, Arkadi Nemirovski, Y. Nesterov, 1994, Siam studies in applied mathematics.

Free Material Design via Semidefinite Programming: The Multiload Case with Contact Conditions

Arkadi Nemirovski, Michal Kocvara, Aharon Ben-Tal, 1999, SIAM J. Optim..

Adaptive de-noising of signals satisfying differential inequalities

Arkadi Nemirovski, Alexander Goldenshluger, A. Nemirovski, 1997, IEEE Trans. Inf. Theory.

Primal Central Paths and Riemannian Distances for Convex Sets

Yurii Nesterov, Arkadi Nemirovski, Y. Nesterov, 2022 .

The Ordered Subsets Mirror Descent Optimization Method with Applications to Tomography

Arkadi Nemirovski, Aharon Ben-Tal, Tamar Margalit, 2001, SIAM J. Optim..

Multi-Parameter Surfaces of Analytic Centers and Long-Step Surface-Following Interior Point Methods

Yurii Nesterov, Arkadi Nemirovski, 1998, Math. Oper. Res..

Discussion on: "Why Is Resorting to Fate Wise? A Critical Look at Randomized Algorithms in Systems and Control"

Jan C. Willems, Arkadi Nemirovski, Sanjoy K. Mitter, 2010, Eur. J. Control.

Extension of Karmarkar's algorithm onto convex quadratically constrained quadratic problems

Katya Scheinberg, Arkadi Nemirovski, A. Nemirovski, 1996, Math. Program..

The Design and Implementation of COSEM, an Iterative Algorithm for Fully 3D Listmode Data

Michael Zibulevsky, Arkadi Nemirovski, Aharon Ben-Tal, 2001, IEEE Trans. Medical Imaging.

Robust Truss Topology Design via Semidefinite Programming

Arkadi Nemirovski, Aharon Ben-Tal, A. Nemirovski, 1997, SIAM J. Optim..

On Polyhedral Approximations of the Second-Order Cone

Arkadi Nemirovski, Aharon Ben-Tal, A. Nemirovski, 2001, Math. Oper. Res..

Solving variational inequalities with monotone operators on domains given by Linear Minimization Oracles

Arkadi Nemirovski, Anatoli B. Juditsky, A. Juditsky, 2013, Math. Program..

Several NP-hard problems arising in robust stability analysis

Arkadi Nemirovski, A. Nemirovski, 1993, Math. Control. Signals Syst..

The projective method for solving linear matrix inequalities

Arkadi Nemirovski, Pascal Gahinet, A. Nemirovski, 1997, Math. Program..

Stochastic Approximation approach to Stochastic Programming

Alexander Shapiro, Guanghui Lan, Anatoli Juditsky, 2013 .

Robust dissipativity of interval uncertain systems

Arkadi Nemirovski, Aharon Ben-Tal, Florin Dan Barb, 2004 .

Extended Matrix Cube Theorems with Applications to µ-Theory in Control

Kees Roos, Arkadi Nemirovski, Aharon Ben-Tal, 2003, Math. Oper. Res..

Foreword: special issue on nonsmooth optimization and applications

Boris S. Mordukhovich, Yurii Nesterov, Arkadi Nemirovski, 2009, Math. Program..

Participation in auctions

Arkadi Nemirovski, Shmuel Gal, Michael Landsberger, 2007, Games Econ. Behav..

Efficient methods for robust classification under uncertainty in kernel matrices

Chiranjib Bhattacharyya, Sahely Bhadra, Arkadi Nemirovski, 2012, J. Mach. Learn. Res..

Convex Recovery of Marked Spatio-Temporal Point Processes pdf

Yao Xie, Anatoli Juditsky, Arkadi Nemirovski, 2020, ArXiv.

Robust Optimization

Laurent El Ghaoui, Arkadi Nemirovski, Aharon Ben-Tal, 2021, ICORES.

On sparse representation in pairs of bases

Arkadi Nemirovski, Arie Feuer, A. Nemirovski, 2003, IEEE Trans. Inf. Theory.

Appendix A: Notation and Prerequisites

Laurent El Ghaoui, Arkadi Nemirovski, Aharon Ben-Tal, 2009 .

Robust solutions of Linear Programming problems contaminated with uncertain data

Arkadi Nemirovski, Aharon Ben-Tal, A. Nemirovski, 2000, Math. Program..

Chapter One. Uncertain Linear Optimization Problems and their Robust Counterparts

Laurent El Ghaoui, Arkadi Nemirovski, Aharon Ben-Tal, 2009 .

On Low Rank Matrix Approximations with Applications to Synthesis Problem in Compressed Sensing

Arkadi Nemirovski, Anatoli B. Juditsky, Fatma Kilinç-Karzan, 2010, SIAM J. Matrix Anal. Appl..

The long-step method of analytic centers for fractional problems

Arkadi Nemirovski, 1997, Math. Program..

Robust Convex Optimization

Arkadi Nemirovski, Aharon Ben-Tal, A. Nemirovski, 1998, Math. Oper. Res..

Motzkin Transposition Theorem

Kees Roos, Arkadi Nemirovski, 2009, Encyclopedia of Optimization.

Chapter Eleven. Globalized Robust Counterparts of Uncertain Conic Problems

Laurent El Ghaoui, Arkadi Nemirovski, Aharon Ben-Tal, 2009 .

Potential Reduction Polynomial Time Method for Truss Topology Design

Arkadi Nemirovski, Aharon Ben-Tal, A. Nemirovski, 1994, SIAM J. Optim..

6. Interior Point Polynomial Time Methods for Linear Programming, Conic Quadratic Programming, and Semidefinite Programming

Arkadi Nemirovski, Aharon Ben-Tal, A. Nemirovski, 2001 .

Foreword: special issue on robust optimization

Laurent El Ghaoui, Arkadi Nemirovski, Aharon Ben-Tal, 2006, Math. Program..

Convex Approximations of Chance Constrained Programs

Alexander Shapiro, Arkadi Nemirovski, A. Nemirovski, 2006, SIAM J. Optim..

On the quality of SDP approximations of uncertain SDP programs

Arkadi Nemirovski, Aharon Ben-Tal, 1998 .

Structure-Blind Signal Recovery

Zaïd Harchaoui, Arkadi Nemirovski, Anatoli B. Juditsky, 2016, NIPS.

Mirror Prox Algorithm for Multi-Term Composite Minimization and Alternating Directions pdf

Niao He, Arkadi Nemirovski, Anatoli B. Juditsky, 2013, ArXiv.

Acceleration and Parallelization of the Path-Following Interior Point Method for a Linearly Constrained Convex Quadratic Problem

Yurii Nesterov, Arkadi Nemirovski, 1991, SIAM J. Optim..

Stochastic Approximation approach to Stochastic Programming

Alexander Shapiro, Guanghui Lan, Arkadi Nemirovski, 2013 .

A Randomized Mirror-Prox Method for Solving Structured Large-Scale Matrix Saddle-Point Problems

Arkadi Nemirovski, Michel Baes, Michael Bürgisser, 2011, SIAM J. Optim..

Convex Parameter Recovery for Interacting Marked Processes

Yao Xie, Anatoli Juditsky, Arkadi Nemirovski, 2020, IEEE Journal on Selected Areas in Information Theory.

EFFICIENT METHODS IN CONVEX PROGRAMMING

Arkadi Nemirovski, A. Nemirovski, 2007 .

On verifiable sufficient conditions for sparse signal recovery via ℓ1 minimization

Arkadi Nemirovski, Anatoli B. Juditsky, A. Juditsky, 2008, Math. Program..

Chapter Seven. Approximating RCs of Uncertain Conic Quadratic Problems

Laurent El Ghaoui, Arkadi Nemirovski, Aharon Ben-Tal, 2009 .

On unified view of nullspace-type conditions for recoveries associated with general sparsity structures pdf

Arkadi Nemirovski, Anatoli B. Juditsky, Fatma Kilinç-Karzan, 2012, ArXiv.

On Safe Tractable Approximations of Chance-Constrained Linear Matrix Inequalities

Arkadi Nemirovski, Aharon Ben-Tal, A. Nemirovski, 2009, Math. Oper. Res..

Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems

Kees Roos, Arkadi Nemirovski, Aharon Ben-Tal, 2002, SIAM J. Optim..

Topics in Non-Parametric Statistics

Arkadi Nemirovski, A. Nemirovski, 2000 .

Sparse non Gaussian component analysis by semidefinite programming

Arkadi Nemirovski, Anatoli B. Juditsky, Vladimir G. Spokoiny, 2013, Machine Learning.

Randomized first order algorithms with applications to ℓ1-minimization

Arkadi Nemirovski, Anatoli B. Juditsky, Fatma Kilinç-Karzan, 2013, Math. Program..

Solving large scale polynomial convex problems on ℓ1/nuclear norm balls by randomized first-order algorithms pdf

Arkadi Nemirovski, Aharon Ben-Tal, 2012, ArXiv.

“Cone-free” primal-dual path-following and potential-reduction polynomial time interior-point methods

Levent Tunçel, Arkadi Nemirovski, A. Nemirovski, 2005, Math. Program..

On lower complexity bounds for large-scale smooth convex optimization pdf

Cristobal Guzman, Arkadi Nemirovski, A. Nemirovski, 2013, J. Complex..

On Solving Large-Scale Polynomial Convex Problems by Randomized First-Order Algorithms

Arkadi Nemirovski, Aharon Ben-Tal, 2015, Math. Oper. Res..

Conditional gradient algorithms for norm-regularized smooth convex optimization

Zaïd Harchaoui, Arkadi Nemirovski, Anatoli B. Juditsky, 2013, Math. Program..

On Parallel Complexity of Nonsmooth Convex Optimization

Arkadi Nemirovski, A. Nemirovski, 1994, J. Complex..

Retailer-Supplier Flexible Commitments Contracts: A Robust Optimization Approach

Boaz Golany, Jean-Philippe Vial, Arkadi Nemirovski, 2005, Manuf. Serv. Oper. Manag..

Tight Computationally Efficient Approximation of Matrix Norms with Applications

Anatoli Juditsky, Arkadi Nemirovski, Georgios Kotsalis, 2021 .

Constant Depth Decision Rules for multistage optimization under uncertainty

Anatoli Juditsky, Arkadi Nemirovski, Vincent Guigues, 2021, Eur. J. Oper. Res..

Aggregating estimates by convex optimization

Anatoli Juditsky, Arkadi Nemirovski, A. Juditsky, 2021, Mathematical Statistics and Learning.

On complexity of Shmoys-Swamy class of two-stage linear stochastic programming problems

Alexander Shapiro, Arkadi Nemirovski, A. Nemirovski, 2006 .

Statistical Inference via Convex Optimization

Anatoli Juditsky, Arkadi Nemirovski, A. Juditsky, 2020 .

Control of Uncertainty-Affected Discrete Time Linear Systems via Convex Programming

Arkadi Nemirovski, Aharon Ben-Tal, 2006 .

Hypothesis testing via affine detectors

Anatoli Juditsky, Arkadi Nemirovski, A. Juditsky, 2016 .

Cascading — an approach to robust material optimization

Michal Kočvara, Arkadi Nemirovski, Jochem Zowe, 2000 .

Central path and Riemannian distances

Yurii Nesterov, Arkadi Nemirovski, Y. Nesterov, 2003 .

Duality of linear conic problems

Alexander Shapiro, Arkadi Nemirovski, A. Nemirovski, 2003 .

Structural Design via Semidefinite Programming

Arkadi Nemirovski, A. Nemirovski, 2008 .

Lectures on Probability Theory and Statistics: Ecole d'Ete de Probabilites de Saint-Flour XXVI - 1996

Pierre Bernard, Arkadi Nemirovski, Dan Voiculescu, 1997 .

Tutorial: Mirror Descent Algorithms for Large-Scale Deterministic and Stochastic Convex Optimization

Arkadi Nemirovski, A. Nemirovski, 2012 .