Javier Peña

发表

Convergence of first-order methods via the convex conjugate

Javier Peña, 2017, Oper. Res. Lett..

Computing the Stability Number of a Graph Via Linear and Semidefinite Programming

Javier Peña, Luis Fernando Zuluaga, Juan Carlos Vera, 2007, SIAM J. Optim..

A sparsity preserving stochastic gradient methods for sparse regression

Xi Chen, Javier Peña, Qihang Lin, 2014, Computational Optimization and Applications.

A primal-dual symmetric relaxation for homogeneous conic systems

Javier Peña, Yao Hui, Juan Carlos Vera, 2007, J. Complex..

An Efficient Proximal-Gradient Method for Single and Multi-task Regression with Structured Sparsity pdf

Xi Chen, Jaime G. Carbonell, Eric P. Xing, 2010, ArXiv.

Smoothing Techniques for Computing Nash Equilibria of Sequential Games

Javier Peña, Tuomas Sandholm, Andrew Gilpin, 2010, Math. Oper. Res..

Optimal Regularized Dual Averaging Methods for Stochastic Optimization

Xi Chen, Javier Peña, Qihang Lin, 2012, NIPS.

Conic systems and sublinear mappings: equivalent approaches

Javier Peña, 2004, Oper. Res. Lett..

A Smooth Perceptron Algorithm

Javier Peña, Negar Soheili, Javier F. Pena, 2012, SIAM J. Optim..

Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition

Javier Peña, Luis Fernando Zuluaga, Juan Carlos Vera, 2010, Algorithmic Oper. Res..

A Conic Programming Approach to Generalized Tchebycheff Inequalities

Javier Peña, Luis Fernando Zuluaga, Javier F. Pena, 2005, Math. Oper. Res..

On strata of degenerate polyhedral cones I: Condition and distance to strata

Felipe Cucker, Javier Peña, Dennis Cheung, 2009, Eur. J. Oper. Res..

Conditioning of Convex Programs from a Primal-Dual Perspective

Javier Peña, Javier F. Pena, 2001, Math. Oper. Res..

Applying Metric Regularity to Compute a Condition Measure of a Smoothing Algorithm for Matrix Games

Boris S. Mordukhovich, Javier Peña, Vera Roshchina, 2010, SIAM J. Optim..

A deterministic rescaled perceptron algorithm

Javier Peña, Negar Soheili, Javier F. Pena, 2016, Math. Program..

On strata of degenerate polyhedral cones, II: Relations between condition measures

Felipe Cucker, Javier Peña, Dennis Cheung, 2010, J. Complex..

Solving Conic Systems via Projection and Rescaling

Javier Peña, Negar Soheili, Javier F. Pena, 2015, Math. Program..

Algorithms for abstracting and solving imperfect information games

Bernhard von Stengel, Javier Peña, Geoff Gordon, 2007 .

First-order algorithm with $${\mathcal{O}({\rm ln}(1{/}\epsilon))}$$ convergence for $${\epsilon}$$-equilibrium in two-person zero-sum games

Javier Peña, Tuomas Sandholm, Andrew Gilpin, 2012, Math. Program..

On the block-structured distance to non-surjectivity of sublinear mappings

Javier Peña, Javier F. Pena, 2005, Math. Program..

A Primal-Dual Algorithm for Solving Polyhedral Conic Systems with a Finite-Precision Machine

Felipe Cucker, Javier Peña, Javier F. Pena, 2002, SIAM J. Optim..

Understanding the Geometry of Infeasible Perturbations of a Conic Linear System

Javier Peña, Javier F. Pena, 1999, SIAM J. Optim..

SIAM Journal on Optimization

Nicholas I. M. Gould, Stefan Ulbrich, Masao Fukushima, 2012 .

Computing approximate solutions for convex conic systems of constraints

James Renegar, Javier Peña, Javier F. Pena, 2000, Math. Program..

Third-order extensions of Lo's semiparametric bound for European call options

Donglei Du, Javier Peña, Luis Fernando Zuluaga, 2009, Eur. J. Oper. Res..

Towards a deeper geometric, analytic and algorithmic understanding of margins

Javier Peña, Aaditya Ramdas, Javier F. Pena, 2014, Optim. Methods Softw..

Fast computation of zeros of polynomial systems with bounded degree under finite-precision

Felipe Cucker, Javier Peña, Vera Roshchina, 2014, Math. Comput..

Analysis of the services as a performance factor in high-level volleyball and beach volleyball

Javier Peña, 2013 .

Margins, Kernels and Non-linear Smoothed Perceptrons pdf

Javier Peña, Aaditya Ramdas, 2014, ICML.

Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads

Javier Peña, Luis Fernando Zuluaga, Juan Carlos Vera, 2012, Eur. J. Oper. Res..

Some preconditioners for systems of linear inequalities

Javier Peña, Vera Roshchina, Negar Soheili, 2014, Optim. Lett..

A Condition Number for Multifold Conic Systems

Felipe Cucker, Javier Peña, Dennis Cheung, 2008, SIAM J. Optim..

A GRADIENT-BASED APPROACH FOR COMPUTING NASH EQUILIBRIA OF LARGE SEQUENTIAL GAMES

Javier Peña, Andrew Gilpin, Samid Hoda, 2007 .

Two properties of condition numbers for convex programs via implicitly defined barrier functions

Javier Peña, Javier F. Pena, 2002, Math. Program..

Unifying Condition Numbers for Linear Programming

Felipe Cucker, Javier Peña, Dennis Cheung, 2003, Math. Oper. Res..

Exploiting equalities in polynomial programming

Javier Peña, Luis Fernando Zuluaga, Juan Carlos Vera, 2008, Oper. Res. Lett..

First-Order Algorithm with O(ln(1/e)) Convergence for e-Equilibrium in Two-Person Zero-Sum Games

Javier Peña, Tuomas Sandholm, Andrew Gilpin, 2008, AAAI.

A condition-based algorithm for solving polyhedral feasibility problems

Javier Peña, Negar Soheili, 2014, J. Complex..

Polytope Conditioning and Linear Convergence of the Frank-Wolfe Algorithm

Javier Peña, Daniel Rodríguez, Javier F. Pena, 2015, Math. Oper. Res..

Separable self-concordant spectral functions and a conjecture of Tunçel

Javier Peña, Hristo S. Sendov, Javier F. Pena, 2010, Math. Program..

Solving second-order conic systems with variable precision

Felipe Cucker, Javier Peña, Vera Roshchina, 2015, Math. Program..

LMI Approximations for Cones of Positive Semidefinite Forms

Javier Peña, Luis Fernando Zuluaga, Juan Carlos Vera, 2006, SIAM J. Optim..

A complementarity partition theorem for multifold conic systems

Javier Peña, Vera Roshchina, Javier F. Pena, 2011, Math. Program..

On the von Neumann and Frank-Wolfe Algorithms with Away Steps

Javier Peña, Daniel Rodríguez, Negar Soheili, 2016, SIAM J. Optim..

Completely positive reformulations for polynomial optimization

Javier Peña, Luis Fernando Zuluaga, Juan Carlos Vera, 2015, Math. Program..

A trade execution model under a composite dynamic coherent risk measure

Xi Chen, Javier Peña, Qihang Lin, 2015, Oper. Res. Lett..

Gradient-Based Algorithms for Finding Nash Equilibria in Extensive Form Games

Javier Peña, Tuomas Sandholm, Andrew Gilpin, 2007, WINE.

An estimation-free, robust conditional value-at-risk allocation model

Javier Peña, Luis F. Zuluaga, Juan C. Vera, 2008 .

A characterization of the distance to infeasibility under block-structured perturbations

Javier Peña, Javier F. Pena, 2003 .

Positive polynomials on unbounded equality-constrained domains

Javier Peña, Luis F. Zuluaga, Juan C. Vera, 2011 .

Static-arbitrage lower bounds on the prices of basket options via linear programming

Javier Peña, Luis F. Zuluaga, Juan C. Vera, 2010 .