Javier Peña
Javier Peña
Adresse e-mail validée de andrew.cmu.edu
Citée par
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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
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
Gradient-based algorithms for finding Nash equilibria in extensive form games
A Gilpin, S Hoda, J Pena, T Sandholm
International Workshop on Web and Internet Economics, 57-69, 2007
First-order algorithm with convergence for -equilibrium in two-person zero-sum games
A Gilpin, J Pena, T Sandholm
Mathematical programming 133 (1), 279-298, 2012
Understanding the geometry of infeasible perturbations of a conic linear system
J Pena
SIAM Journal on Optimization 10 (2), 534-550, 2000
Computing approximate solutions for convex conic systems of constraints
J Pena, J Renegar
Mathematical Programming 87 (3), 351-383, 2000
Completely positive reformulations for polynomial optimization
J Pena, JC Vera, LF Zuluaga
Mathematical Programming 151 (2), 405-431, 2015
Optimal regularized dual averaging methods for stochastic optimization
X Chen, Q Lin, J Pena
Advances in Neural Information Processing Systems, 395-403, 2012
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
Polytope conditioning and linear convergence of the Frank–Wolfe algorithm
J Pena, D Rodriguez
Mathematics of Operations Research 44 (1), 1-18, 2019
A conic programming approach to generalized Tchebycheff inequalities
LF Zuluaga, JF Pena
Mathematics of Operations Research 30 (2), 369-388, 2005
LMI approximations for cones of positive semidefinite forms
LF Zuluaga, J Vera, J Pena
SIAM Journal on Optimization 16 (4), 1076-1091, 2006
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
Unifying condition numbers for linear programming
D Cheung, F Cucker, J Pena
Mathematics of Operations Research 28 (4), 609-624, 2003
A smooth perceptron algorithm
N Soheili, J Pena
SIAM Journal on Optimization 22 (2), 728-737, 2012
An estimation-free, robust CVaR portfolio allocation model
C Jabbour, J Pena, J Vera, L Zuluaga
Journal of Risk 11 (1), 57-78, 2008
On the von Neumann and Frank--Wolfe algorithms with away steps
J Pena, D Rodríguez, N Soheili
SIAM Journal on Optimization 26 (1), 499-512, 2016
Third-order extensions of Lo’s semiparametric bound for European call options
LF Zuluaga, J Peña, D Du
European Journal of Operational Research 198 (2), 557-570, 2009
A sparsity preserving stochastic gradient methods for sparse regression
Q Lin, X Chen, J Pena
Computational Optimization and Applications 58 (2), 455-482, 2014
Solving conic systems via projection and rescaling
J Pena, N Soheili
Mathematical Programming 166 (1), 87-111, 2017
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