Javier Peña

According to our database, Javier Peña authored at least 54 papers between 2000 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2024

An easily computable upper bound on the Hoffman constant for homogeneous inequality systems.

Javier Peña

Comput. Optim. Appl., January, 2024

2023

Affine Invariant Convergence Rates of the Conditional Gradient Method.

Javier Peña

SIAM J. Optim., December, 2023

Perturbed Fenchel duality and first-order methods.

David H. Gutman, Javier F. Peña

Math. Program., March, 2023

Implementation of a projection and rescaling algorithm for second-order conic feasibility problems.

Javier Peña, Negar Soheili

Optim. Methods Softw., January, 2023

2022

Projection and Rescaling Algorithm for Finding Maximum Support Solutions to Polyhedral Conic Systems.

Javier Peña, Negar Soheili

Math. Oper. Res., November, 2022

2021

Computational performance of a projection and rescaling algorithm.

Javier Peña, Negar Soheili

Optim. Methods Softw., 2021

New characterizations of Hoffman constants for systems of linear constraints.

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

Math. Program., 2021

The condition number of a function relative to a set.

David H. Gutman, Javier F. Peña

Math. Program., 2021

2020

A Data-Independent Distance to Infeasibility for Linear Conic Systems.

Javier Peña, Vera Roshchina

SIAM J. Optim., 2020

2019

Convergence Rates of Proximal Gradient Methods via the Convex Conjugate.

David H. Gutman, Javier F. Peña

SIAM J. Optim., 2019

Polytope Conditioning and Linear Convergence of the Frank-Wolfe Algorithm.

Javier Peña, Daniel Rodríguez

Math. Oper. Res., 2019

2017

Convergence of first-order methods via the convex conjugate.

Javier Peña

Oper. Res. Lett., 2017

Solving Conic Systems via Projection and Rescaling.

Javier Peña, Negar Soheili

Math. Program., 2017

2016

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

Javier Peña, Daniel Rodríguez, Negar Soheili

SIAM J. Optim., 2016

Towards a deeper geometric, analytic and algorithmic understanding of margins.

Aaditya Ramdas, Javier Peña

Optim. Methods Softw., 2016

A deterministic rescaled perceptron algorithm.

Javier Peña, Negar Soheili

Math. Program., 2016

2015

A trade execution model under a composite dynamic coherent risk measure.

Qihang Lin, Xi Chen, Javier Peña

Oper. Res. Lett., 2015

Completely positive reformulations for polynomial optimization.

Javier Peña, Juan Carlos Vera, Luis Fernando Zuluaga

Math. Program., 2015

Solving second-order conic systems with variable precision.

Felipe Cucker, Javier Peña, Vera Roshchina

Math. Program., 2015

2014

A smoothing stochastic gradient method for composite optimization.

Qihang Lin, Xi Chen, Javier Peña

Optim. Methods Softw., 2014

Some preconditioners for systems of linear inequalities.

Javier Peña, Vera Roshchina, Negar Soheili

Optim. Lett., 2014

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

Irénée Briquel, Felipe Cucker, Javier Peña, Vera Roshchina

Math. Comput., 2014

A condition-based algorithm for solving polyhedral feasibility problems.

Negar Soheili, Javier Peña

J. Complex., 2014

A sparsity preserving stochastic gradient methods for sparse regression.

Qihang Lin, Xi Chen, Javier Peña

Comput. Optim. Appl., 2014

Margins, Kernels and Non-linear Smoothed Perceptrons.

Aaditya Ramdas, Javier Peña

Proceedings of the 31th International Conference on Machine Learning, 2014

2013

A complementarity partition theorem for multifold conic systems.

Javier Peña, Vera Roshchina

Math. Program., 2013

2012

A Smooth Perceptron Algorithm.

Negar Soheili, Javier Peña

SIAM J. Optim., 2012

First-order algorithm with 𝒪(ln(1/ε)) convergence for ε-equilibrium in two-person zero-sum games.

Andrew Gilpin, Javier Peña, Tuomas Sandholm

Math. Program., 2012

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

Javier Peña, Juan Carlos Vera, Luis F. Zuluaga

Eur. J. Oper. Res., 2012

Optimal Regularized Dual Averaging Methods for Stochastic Optimization.

Xi Chen, Qihang Lin, Javier Peña

Proceedings of the Advances in Neural Information Processing Systems 25: 26th Annual Conference on Neural Information Processing Systems 2012. Proceedings of a meeting held December 3-6, 2012

2010

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

Boris S. Mordukhovich, Javier Peña, Vera Roshchina

SIAM J. Optim., 2010

Separable self-concordant spectral functions and a conjecture of Tunçel.

Javier Peña, Hristo S. Sendov

Math. Program., 2010

Smoothing Techniques for Computing Nash Equilibria of Sequential Games.

Samid Hoda, Andrew Gilpin, Javier Peña, Tuomas Sandholm

Math. Oper. Res., 2010

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

Dennis Cheung, Felipe Cucker, Javier Peña

J. Complex., 2010

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

Xi Chen, Qihang Lin, Seyoung Kim, Javier Peña, Jaime G. Carbonell, Eric P. Xing

CoRR, 2010

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

Javier Peña, Xavier Saynac, Juan Carlos Vera, Luis Fernando Zuluaga

Algorithmic Oper. Res., 2010

2009

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

Luis Fernando Zuluaga, Javier Peña, Donglei Du

Eur. J. Oper. Res., 2009

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

Dennis Cheung, Felipe Cucker, Javier Peña

Eur. J. Oper. Res., 2009

2008

A Condition Number for Multifold Conic Systems.

Dennis Cheung, Felipe Cucker, Javier Peña

SIAM J. Optim., 2008

Exploiting equalities in polynomial programming.

Javier Peña, Juan Carlos Vera, Luis Fernando Zuluaga

Oper. Res. Lett., 2008

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

Andrew Gilpin, Javier Peña, Tuomas Sandholm

Proceedings of the Twenty-Third AAAI Conference on Artificial Intelligence, 2008

2007

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

Javier Peña, Juan Carlos Vera, Luis Fernando Zuluaga

SIAM J. Optim., 2007

A primal-dual symmetric relaxation for homogeneous conic systems.

Juan Carlos Vera, Juan Carlos Rivera, Javier Peña, Yao Hui

J. Complex., 2007

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

Andrew Gilpin, Samid Hoda, Javier Peña, Tuomas Sandholm

Proceedings of the Internet and Network Economics, Third International Workshop, 2007

2006

LMI Approximations for Cones of Positive Semidefinite Forms.

Luis Fernando Zuluaga, Juan Carlos Vera, Javier Peña

SIAM J. Optim., 2006

2005

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

Javier Peña

Math. Program., 2005

A Conic Programming Approach to Generalized Tchebycheff Inequalities.

Luis Fernando Zuluaga, Javier Peña

Math. Oper. Res., 2005

2004

Conic systems and sublinear mappings: equivalent approaches.

Javier Peña

Oper. Res. Lett., 2004

2003

Unifying Condition Numbers for Linear Programming.

Dennis Cheung, Felipe Cucker, Javier Peña

Math. Oper. Res., 2003

2002

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

Felipe Cucker, Javier Peña

SIAM J. Optim., 2002

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

Javier Peña

Math. Program., 2002

2001

Conditioning of Convex Programs from a Primal-Dual Perspective.

Javier Peña

Math. Oper. Res., 2001

2000

Understanding the Geometry of Infeasible Perturbations of a Conic Linear System.

Javier Peña

SIAM J. Optim., 2000

Computing approximate solutions for convex conic systems of constraints.

Javier Peña, James Renegar

Math. Program., 2000