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SIAM Journal on Optimization

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Volume 19, Issue 4, pp. 1511-2014

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Multivariable Utility Functions

Maria B. Chiarolla and Ulrich G. Haussmann

pp. 1511-1533

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Sparse SOS Relaxations for Minimizing Functions that are Summations of Small Polynomials

Jiawang Nie and James Demmel

pp. 1534-1558

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On Semidefinite Programming Relaxations of the Traveling Salesman Problem

Etienne de Klerk, Dmitrii V. Pasechnik, and Renata Sotirov

pp. 1559-1573

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Robust Stochastic Approximation Approach to Stochastic Programming

A. Nemirovski, A. Juditsky, G. Lan, and A. Shapiro

pp. 1574-1609

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Shape Optimization Under Uncertainty—A Stochastic Programming Perspective

Sergio Conti, Harald Held, Martin Pach, Martin Rumpf, and Rüdiger Schultz

pp. 1610-1632

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Error Bounds for Convex Polynomials

W. H. Yang

pp. 1633-1647

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Calmness for L-Subsmooth Multifunctions in Banach Spaces

Xi Yin Zheng and Kung Fu Ng

pp. 1648-1673

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Adaptive Barrier Update Strategies for Nonlinear Interior Methods

Jorge Nocedal, Andreas Wächter, and Richard A. Waltz

pp. 1674-1693

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An Adaptive Scalarization Method in Multiobjective Optimization

Gabriele Eichfelder

pp. 1694-1718

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Approximations of Stochastic Optimization Problems Subject to Measurability Constraints

Pierre Carpentier, Jean-Philippe Chancelier, and Michel De Lara

pp. 1719-1734

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Strong Duality for the CDT Subproblem: A Necessary and Sufficient Condition

Wenbao Ai and Shuzhong Zhang

pp. 1735-1756

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Approximate Primal Solutions and Rate Analysis for Dual Subgradient Methods

Angelia Nedić and Asuman Ozdaglar

pp. 1757-1780

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On Multivariate Discrete Moment Problems: Generalization of the Bivariate Min Algorithm for Higher Dimensions

Gergely Mádi-Nagy

pp. 1781-1806

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Smooth Optimization Approach for Sparse Covariance Selection

Zhaosong Lu

pp. 1807-1827

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Convergence Analysis of Generalized Iteratively Reweighted Least Squares Algorithms on Convex Function Spaces

Nicolai Bissantz, Lutz Dümbgen, Axel Munk, and Bernd Stratmann

pp. 1828-1845

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On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic Programs

Sanjay Mehrotra and M. Gökhan Özevin

pp. 1846-1880

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A Use of Conjugate Gradient Direction for the Convex Optimization Problem over the Fixed Point Set of a Nonexpansive Mapping

Hideaki Iiduka and Isao Yamada

pp. 1881-1893

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An Invitation to Tame Optimization

A. D. Ioffe

pp. 1894-1917

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A Polynomial Predictor-Corrector Trust-Region Algorithm for Linear Programming

Guanghui Lan, Renato D. C. Monteiro, and Takashi Tsuchiya

pp. 1918-1946

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A New Class of Minimum Norm Duality Theorems

Achiya Dax

pp. 1947-1969

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Pareto Subdifferential Calculus for Convex Vector Mappings and Applications to Vector Optimization

Mounir El Maghri and Mohamed Laghdir

pp. 1970-1994

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Convexity in SemiAlgebraic Geometry and Polynomial Optimization

Jean B. Lasserre

pp. 1995-2014

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