James V. Burke

Orcid: 0000-0002-0215-7306

According to our database1, James V. Burke authored at least 63 papers between 1985 and 2024.

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Bibliography

2024
A Relaxation Approach to Feature Selection for Linear Mixed Effects Models.
J. Comput. Graph. Stat., 2024

2021
On the Global Minimizers of Real Robust Phase Retrieval With Sparse Noise.
IEEE Trans. Inf. Theory, 2021

A Study of Convex Convex-Composite Functions via Infimal Convolution with Applications.
Math. Oper. Res., 2021

2020
Inexact Sequential Quadratic Optimization with Penalty Parameter Updates within the QP Solver.
SIAM J. Optim., 2020

The subdifferential of measurable composite max integrands and smoothing approximation.
Math. Program., 2020

Strong Metric (Sub)regularity of Karush-Kuhn-Tucker Mappings for Piecewise Linear-Quadratic Convex-Composite Optimization and the Quadratic Convergence of Newton's Method.
Math. Oper. Res., 2020

2019
Variational Properties of Matrix Functions via the Generalized Matrix-Fractional Function.
SIAM J. Optim., 2019

Level-set methods for convex optimization.
Math. Program., 2019

Fast robust methods for singular state-space models.
Autom., 2019

Robust Singular Smoothers for Tracking Using Low-Fidelity Data.
Proceedings of the Robotics: Science and Systems XV, 2019

2018
Generalized System Identification with Stable Spline Kernels.
SIAM J. Sci. Comput., 2018

Convex Geometry of the Generalized Matrix-Fractional Function.
SIAM J. Optim., 2018

Foundations of Gauge and Perspective Duality.
SIAM J. Optim., 2018

Variational analysis of convexly generated spectral max functions.
Math. Program., 2018

2017
Generalized Kalman smoothing: Modeling and algorithms.
Autom., 2017

2015
The Connection Between Bayesian Estimation of a Gaussian Random Field and RKHS.
IEEE Trans. Neural Networks Learn. Syst., 2015

Matrix Support Functionals for Inverse Problems, Regularization, and Learning.
SIAM J. Optim., 2015

Iterative Reweighted Linear Least Squares for Exact Penalty Subproblems on Product Sets.
SIAM J. Optim., 2015

2014
A Sequential Quadratic Optimization Algorithm with Rapid Infeasibility Detection.
SIAM J. Optim., 2014

Robust and Trend-Following Student's t Kalman Smoothers.
SIAM J. Control. Optim., 2014

Convex vs non-convex estimators for regression and sparse estimation: the mean squared error properties of ARD and GLasso.
J. Mach. Learn. Res., 2014

Smoothing dynamic systems with state-dependent covariance matrices.
Proceedings of the 53rd IEEE Conference on Decision and Control, 2014

2013
Epi-convergent Smoothing with Applications to Convex Composite Functions.
SIAM J. Optim., 2013

Variational Properties of Value Functions.
SIAM J. Optim., 2013

Sparse/robust estimation and Kalman smoothing with nonsmooth log-concave densities: modeling, computation, and theory.
J. Mach. Learn. Res., 2013

The exact relationship between regularization in RKHS and Bayesian estimation of Gaussian random fields
CoRR, 2013

Linear system identification using stable spline kernels and PLQ penalties.
Proceedings of the 52nd IEEE Conference on Decision and Control, 2013

2012
Nonsmooth regression and state estimation using piecewise quadratic log-concave densities.
Proceedings of the 51th IEEE Conference on Decision and Control, 2012

2011
An <sub>1</sub> -Laplace Robust Kalman Smoother.
IEEE Trans. Autom. Control., 2011

Convex vs nonconvex approaches for sparse estimation: Lasso, Multiple Kernel Learning and Hyperparameter Lasso.
Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011

2009
Weak sharp minima revisited, Part III: error bounds for differentiable convex inclusions.
Math. Program., 2009

An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization.
Autom., 2009

2007
Convexity and Lipschitz Behavior of Small Pseudospectra.
SIAM J. Matrix Anal. Appl., 2007

Spectral conditioning and pseudospectral growth.
Numerische Mathematik, 2007

2006
Stabilization via Nonsmooth, Nonconvex Optimization.
IEEE Trans. Autom. Control., 2006

2005
A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization.
SIAM J. Optim., 2005

Variational analysis of functions of the roots of polynomials.
Math. Program., 2005

Weak sharp minima revisited, part II: application to linear regularity and error bounds.
Math. Program., 2005

2004
Pseudospectral Components and the Distance to Uncontrollability.
SIAM J. Matrix Anal. Appl., 2004

Variational Analysis of the Abscissa Mapping for Polynomials via the Gauss-Lucas Theorem.
J. Glob. Optim., 2004

2003
Optimization and Pseudospectra, with Applications to Robust Stability.
SIAM J. Matrix Anal. Appl., 2003

Variational Analysis Applied to the Problem of Optical Phase Retrieval.
SIAM J. Control. Optim., 2003

2002
Optical Wavefront Reconstruction: Theory and Numerical Methods.
SIAM Rev., 2002

Approximating Subdifferentials by Random Sampling of Gradients.
Math. Oper. Res., 2002

2001
Variational Analysis of the Abscissa Mapping for Polynomials.
SIAM J. Control. Optim., 2001

Variational analysis of non-Lipschitz spectral functions.
Math. Program., 2001

Optimal Stability and Eigenvalue Multiplicity.
Found. Comput. Math., 2001

2000
A non-interior predictor-corrector path following algorithm for the monotone linear complementarity problem.
Math. Program., 2000

On the superlinear convergence of the variable metric proximal point algorithm using Broyden and BFGS matrix secant updating.
Math. Program., 2000

1999
A polynomial time interior-point path-following algorithm for LCP based on Chen-Harker-Kanzow smoothing techniques.
Math. Program., 1999

1998
The Global Linear Convergence of a Noninterior Path-Following Algorithm for Linear Complementarity Problems.
Math. Oper. Res., 1998

1997
On the Lidskii-Vishik-Lyusternik Perturbation Theory for Eigenvalues of Matrices with Arbitrary Jordan Structure.
SIAM J. Matrix Anal. Appl., October, 1997

1996
A Unified Analysis of Hoffman's Bound via Fenchel Duality.
SIAM J. Optim., 1996

1995
A Gauss-Newton method for convex composite optimization.
Math. Program., 1995

1994
Exposing Constraints.
SIAM J. Optim., 1994

1992
A Robust Trust Region Method for Constrained Nonlinear Programming Problems.
SIAM J. Optim., 1992

Optimality conditions for non-finite valued convex composite functions.
Math. Program., 1992

1991
Characterization of solution sets of convex programs.
Oper. Res. Lett., 1991

1990
Convergence Properties of Trust Region Methods for Linear and Convex Constraints.
Math. Program., 1990

1989
A robust sequential quadratic programming method.
Math. Program., 1989

1987
Second order necessary and sufficient conditions for convex composite NDO.
Math. Program., 1987

1986
A Gauss-Newton Approach to Solving Generalized Inequalities.
Math. Oper. Res., 1986

1985
Descent methods for composite nondifferentiable optimization problems.
Math. Program., 1985


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