Javier Peña - RankMe

55 papers A* 2Journal 51Unranked 2

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Accelerated affine-invariant convergence rates of the Frank-Wolfe algorithm with open-loop step-sizes. Math. Program. Elias Samuel Wirth, Javier Peña, Sebastian Pokutta
2025	J	`jnl`	Correction: Accelerated affine-invariant convergence rates of the Frank-Wolfe algorithm with open-loop step-sizes. Math. Program. Elias Samuel Wirth, Javier Peña, Sebastian Pokutta
2024	J	`jnl`	An easily computable upper bound on the Hoffman constant for homogeneous inequality systems. Comput. Optim. Appl. Javier Peña
2023	J	`jnl`	Affine Invariant Convergence Rates of the Conditional Gradient Method. SIAM J. Optim. Javier Peña
2023	J	`jnl`	Implementation of a projection and rescaling algorithm for second-order conic feasibility problems. Optim. Methods Softw. Javier Peña, Negar Soheili
2022	J	`jnl`	Projection and Rescaling Algorithm for Finding Maximum Support Solutions to Polyhedral Conic Systems. Math. Oper. Res. Javier Peña, Negar Soheili
2021	J	`jnl`	Computational performance of a projection and rescaling algorithm. Optim. Methods Softw. Javier Peña, Negar Soheili
2021	J	`jnl`	New characterizations of Hoffman constants for systems of linear constraints. Math. Program. Javier Peña, Juan C. Vera, Luis F. Zuluaga
2020	J	`jnl`	A Data-Independent Distance to Infeasibility for Linear Conic Systems. SIAM J. Optim. Javier Peña, Vera Roshchina
2019	J	`jnl`	Polytope Conditioning and Linear Convergence of the Frank-Wolfe Algorithm. Math. Oper. Res. Javier Peña, Daniel Rodríguez
2017	J	`jnl`	Convergence of first-order methods via the convex conjugate. Oper. Res. Lett. Javier Peña
2017	J	`jnl`	Solving Conic Systems via Projection and Rescaling. Math. Program. Javier Peña, Negar Soheili
2016	J	`jnl`	A deterministic rescaled perceptron algorithm. Math. Program. Javier Peña, Negar Soheili
2016	J	`jnl`	On the von Neumann and Frank-Wolfe Algorithms with Away Steps. SIAM J. Optim. Javier Peña, Daniel Rodríguez, Negar Soheili
2016	J	`jnl`	Towards a deeper geometric, analytic and algorithmic understanding of margins. Optim. Methods Softw. Aaditya Ramdas, Javier Peña
2015	J	`jnl`	A trade execution model under a composite dynamic coherent risk measure. Oper. Res. Lett. Qihang Lin, Xi Chen, Javier Peña
2015	J	`jnl`	Completely positive reformulations for polynomial optimization. Math. Program. Javier Peña, Juan Carlos Vera, Luis Fernando Zuluaga
2015	J	`jnl`	Margins, Kernels and Non-linear Smoothed Perceptrons. CoRR Aaditya Ramdas, Javier Peña
2015	J	`jnl`	Solving second-order conic systems with variable precision. Math. Program. Felipe Cucker, Javier Peña, Vera Roshchina
2014	J	`jnl`	A condition-based algorithm for solving polyhedral feasibility problems. J. Complex. Negar Soheili, Javier Peña
2014	J	`jnl`	A smoothing stochastic gradient method for composite optimization. Optim. Methods Softw. Qihang Lin, Xi Chen, Javier Peña
2014	J	`jnl`	A sparsity preserving stochastic gradient methods for sparse regression. Comput. Optim. Appl. Qihang Lin, Xi Chen, Javier Peña
2014	J	`jnl`	Fast computation of zeros of polynomial systems with bounded degree under finite-precision. Math. Comput. Irénée Briquel, Felipe Cucker, Javier Peña, Vera Roshchina
2014	A*	`conf`	Margins, Kernels and Non-linear Smoothed Perceptrons. ICML Aaditya Ramdas, Javier Peña
2014	J	`jnl`	Some preconditioners for systems of linear inequalities. Optim. Lett. Javier Peña, Vera Roshchina, Negar Soheili
2014	J	`jnl`	Towards A Deeper Geometric, Analytic and Algorithmic Understanding of Margins. CoRR Aaditya Ramdas, Javier Peña
2013	J	`jnl`	A complementarity partition theorem for multifold conic systems. Math. Program. Javier Peña, Vera Roshchina
2012	J	`jnl`	A Smooth Perceptron Algorithm. SIAM J. Optim. Negar Soheili, Javier Peña
2012	J	`jnl`	Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads. Eur. J. Oper. Res. Javier Peña, Juan Carlos Vera, Luis F. Zuluaga
2012	J	`jnl`	First-order algorithm with 𝒪(ln(1/ε)) convergence for ε-equilibrium in two-person zero-sum games. Math. Program. Andrew Gilpin, Javier Peña, Tuomas Sandholm
2012	—	`conf`	Optimal Regularized Dual Averaging Methods for Stochastic Optimization. NIPS Xi Chen, Qihang Lin, Javier Peña
2010	J	`jnl`	An Efficient Proximal-Gradient Method for Single and Multi-task Regression with Structured Sparsity CoRR Xi Chen, Qihang Lin, Seyoung Kim, Javier Peña, Jaime G. Carbonell, Eric P. Xing
2010	J	`jnl`	Applying Metric Regularity to Compute a Condition Measure of a Smoothing Algorithm for Matrix Games. SIAM J. Optim. Boris S. Mordukhovich, Javier Peña, Vera Roshchina
2010	J	`jnl`	Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition. Algorithmic Oper. Res. Javier Peña, Xavier Saynac, Juan Carlos Vera, Luis Fernando Zuluaga
2010	J	`jnl`	On strata of degenerate polyhedral cones, II: Relations between condition measures. J. Complex. Dennis Cheung, Felipe Cucker, Javier Peña
2010	J	`jnl`	Separable self-concordant spectral functions and a conjecture of Tunçel. Math. Program. Javier Peña, Hristo S. Sendov
2010	J	`jnl`	Smoothing Techniques for Computing Nash Equilibria of Sequential Games. Math. Oper. Res. Samid Hoda, Andrew Gilpin, Javier Peña, Tuomas Sandholm
2009	J	`jnl`	On strata of degenerate polyhedral cones I: Condition and distance to strata. Eur. J. Oper. Res. Dennis Cheung, Felipe Cucker, Javier Peña
2009	J	`jnl`	Third-order extensions of Lo's semiparametric bound for European call options. Eur. J. Oper. Res. Luis Fernando Zuluaga, Javier Peña, Donglei Du
2008	J	`jnl`	A Condition Number for Multifold Conic Systems. SIAM J. Optim. Dennis Cheung, Felipe Cucker, Javier Peña
2008	J	`jnl`	Exploiting equalities in polynomial programming. Oper. Res. Lett. Javier Peña, Juan Carlos Vera, Luis Fernando Zuluaga
2008	A*	`conf`	First-Order Algorithm with O(ln(1/e)) Convergence for e-Equilibrium in Two-Person Zero-Sum Games. AAAI Andrew Gilpin, Javier Peña, Tuomas Sandholm
2007	J	`jnl`	A primal-dual symmetric relaxation for homogeneous conic systems. J. Complex. Juan Carlos Vera, Juan Carlos Rivera, Javier Peña, Yao Hui
2007	J	`jnl`	Computing the Stability Number of a Graph Via Linear and Semidefinite Programming. SIAM J. Optim. Javier Peña, Juan Carlos Vera, Luis Fernando Zuluaga
2007	—	`conf`	Gradient-Based Algorithms for Finding Nash Equilibria in Extensive Form Games. WINE Andrew Gilpin, Samid Hoda, Javier Peña, Tuomas Sandholm
2006	J	`jnl`	LMI Approximations for Cones of Positive Semidefinite Forms. SIAM J. Optim. Luis Fernando Zuluaga, Juan Carlos Vera, Javier Peña
2005	J	`jnl`	A Conic Programming Approach to Generalized Tchebycheff Inequalities. Math. Oper. Res. Luis Fernando Zuluaga, Javier Peña
2005	J	`jnl`	On the block-structured distance to non-surjectivity of sublinear mappings. Math. Program. Javier Peña
2004	J	`jnl`	Conic systems and sublinear mappings: equivalent approaches. Oper. Res. Lett. Javier Peña
2003	J	`jnl`	Unifying Condition Numbers for Linear Programming. Math. Oper. Res. Dennis Cheung, Felipe Cucker, Javier Peña
2002	J	`jnl`	A Primal-Dual Algorithm for Solving Polyhedral Conic Systems with a Finite-Precision Machine. SIAM J. Optim. Felipe Cucker, Javier Peña
2002	J	`jnl`	Two properties of condition numbers for convex programs via implicitly defined barrier functions. Math. Program. Javier Peña
2001	J	`jnl`	Conditioning of Convex Programs from a Primal-Dual Perspective. Math. Oper. Res. Javier Peña
2000	J	`jnl`	Computing approximate solutions for convex conic systems of constraints. Math. Program. Javier Peña, James Renegar
2000	J	`jnl`	Understanding the Geometry of Infeasible Perturbations of a Conic Linear System. SIAM J. Optim. Javier Peña