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Peña, Javier F.

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Author ID: pena.javier-f Recent zbMATH articles by "Peña, Javier F."
Published as: Peña, Javier; Peña, Javier F.
Documents Indexed: 47 Publications since 2000, including 1 Book

Publications by Year

Citations contained in zbMATH Open

40 Publications have been cited 272 times in 207 Documents Cited by Year
Computing the stability number of a graph via linear and semidefinite programming. Zbl 1176.90611
Peña, Javier; Vera, Juan; Zuluaga, Luis F.
42
2007
Completely positive reformulations for polynomial optimization. Zbl 1328.90114
Peña, Javier; Vera, Juan C.; Zuluaga, Luis F.
26
2015
Understanding the geometry of infeasible perturbations of a conic linear system. Zbl 0957.15005
Peña, Javier
22
2000
A primal-dual algorithm for solving polyhedral conic systems with a finite-precision machine. Zbl 0996.90052
Cucker, Felipe; Peña, Javier
17
2001
LMI approximations for cones of positive semidefinite forms. Zbl 1131.90040
Zuluaga, Luis F.; Vera, Juan; Peña, Javier
17
2006
First-order algorithm with \({\mathcal{O}(\ln(1/\epsilon))}\) convergence for \({\epsilon}\)-equilibrium in two-person zero-sum games. Zbl 1243.91004
Gilpin, Andrew; Peña, Javier; Sandholm, Tuomas
11
2012
Unifying condition numbers for linear programming. Zbl 1082.90061
Cheung, Dennis; Cucker, Felipe; Peña, Javier
11
2003
Static-arbitrage lower bounds on the prices of basket options via linear programming. Zbl 1204.91132
Peña, Javier; Vera, Juan C.; Zuluaga, Luis F.
10
2010
A conic programming approach to generalized Tchebycheff inequalities. Zbl 1082.90089
Zuluaga, Luis F.; Peña, Javier F.
10
2005
A characterization of the distance to infeasibility under block-structured perturbations. Zbl 1028.15003
Peña, Javier
8
2003
Third-order extensions of Lo’s semiparametric bound for European call options. Zbl 1163.90640
Zuluaga, Luis F.; Peña, Javier; Du, Donglei
7
2009
Smoothing techniques for computing Nash equilibria of sequential games. Zbl 1232.91042
Hoda, Samid; Gilpin, Andrew; Peña, Javier; Sandholm, Tuomas
7
2010
Solving conic systems via projection and rescaling. Zbl 1386.90107
Peña, Javier; Soheili, Negar
6
2017
Towards a deeper geometric, analytic and algorithmic understanding of margins. Zbl 1382.90056
Ramdas, Aaditya; Peña, Javier
5
2016
Conditioning of convex programs from a primal-dual perspective. Zbl 1082.90557
Peña, Javier
5
2001
A condition number for multifold conic systems. Zbl 1168.90572
Cheung, Dennis; Cucker, Felipe; Peña, Javier
5
2008
Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition. Zbl 1277.90165
Peña, Javier; Saynac, Xavier; Vera, Juan C.; Zuluaga, Luis Fernando
4
2010
Fast computation of zeros of polynomial systems with bounded degree under finite-precision. Zbl 1291.65158
Briquel, Irénée; Cucker, Felipe; Peña, Javier; Roshchina, Vera
4
2014
On the von Neumann and Frank-Wolfe algorithms with away steps. Zbl 1382.90071
Peña, Javier; Rodríguez, Daniel; Soheili, Negar
4
2016
A sparsity preserving stochastic gradient methods for sparse regression. Zbl 1401.62129
Lin, Qihang; Chen, Xi; Peña, Javier
4
2014
Two properties of condition numbers for convex programs via implicitly defined barrier functions. Zbl 1014.65049
Peña, Javier
4
2002
A deterministic rescaled perceptron algorithm. Zbl 1332.90202
Peña, Javier; Soheili, Negar
4
2016
Optimization methods in finance. 2nd edition. Zbl 1400.91001
Cornuéjols, Gérard; Peña, Javier; Tütüncü, Reha
4
2018
A primal-dual smooth perceptron-von Neumann algorithm. Zbl 1273.90121
Soheili, Negar; Peña, Javier
3
2013
A complementarity partition theorem for multifold conic systems. Zbl 1282.90130
Peña, Javier; Roshchina, Vera
3
2013
Applying metric regularity to compute a condition measure of a smoothing algorithm for matrix games. Zbl 1209.91017
Mordukhovich, Boris S.; Peña, Javier F.; Roshchina, Vera
3
2010
On strata of degenerate polyhedral cones. I: Condition and distance to strata. Zbl 1163.90644
Cheung, Dennis; Cucker, Felipe; Peña, Javier
3
2009
Solving second-order conic systems with variable precision. Zbl 1309.90076
Cucker, Felipe; Peña, Javier; Roshchina, Vera
3
2015
Polytope conditioning and linear convergence of the Frank-Wolfe algorithm. Zbl 1440.90048
Peña, Javier; Rodríguez, Daniel
3
2019
A primal-dual symmetric relaxation for homogeneous conic systems. Zbl 1118.65065
Vera, Juan Carlos; Rivera, Juan Carlos; Peña, Javier; Hui, Yao
3
2007
Exploiting equalities in polynomial programming. Zbl 1163.90755
Peña, Javier F.; Vera, Juan C.; Zuluaga, Luis F.
3
2008
Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads. Zbl 1253.91179
Peña, Javier; Vera, Juan C.; Zuluaga, Luis F.
2
2012
On the block-structured distance to non-surjectivity of sublinear mappings. Zbl 1125.90068
Peña, Javier
2
2005
Separable self-concordant spectral functions and a conjecture of Tunçel. Zbl 1206.65172
Peña, Javier; Sendov, Hristo S.
1
2010
A condition-based algorithm for solving polyhedral feasibility problems. Zbl 1334.90070
Soheili, Negar; Peña, Javier
1
2014
A data-independent distance to infeasibility for linear conic systems. Zbl 1437.90120
Peña, Javier; Roshchina, Vera
1
2020
On strata of degenerate polyhedral cones. II: Relations between condition measures. Zbl 1273.90214
Cheung, Dennis; Cucker, Felipe; Peña, Javier
1
2010
Some preconditioners for systems of linear inequalities. Zbl 1302.90124
Peña, Javier; Roshchina, Vera; Soheili, Negar
1
2014
Convergence of first-order methods via the convex conjugate. Zbl 1409.90142
Peña, Javier
1
2017
New characterizations of Hoffman constants for systems of linear constraints. Zbl 1465.90043
Peña, Javier; Vera, Juan C.; Zuluaga, Luis F.
1
2021
New characterizations of Hoffman constants for systems of linear constraints. Zbl 1465.90043
Peña, Javier; Vera, Juan C.; Zuluaga, Luis F.
1
2021
A data-independent distance to infeasibility for linear conic systems. Zbl 1437.90120
Peña, Javier; Roshchina, Vera
1
2020
Polytope conditioning and linear convergence of the Frank-Wolfe algorithm. Zbl 1440.90048
Peña, Javier; Rodríguez, Daniel
3
2019
Optimization methods in finance. 2nd edition. Zbl 1400.91001
Cornuéjols, Gérard; Peña, Javier; Tütüncü, Reha
4
2018
Solving conic systems via projection and rescaling. Zbl 1386.90107
Peña, Javier; Soheili, Negar
6
2017
Convergence of first-order methods via the convex conjugate. Zbl 1409.90142
Peña, Javier
1
2017
Towards a deeper geometric, analytic and algorithmic understanding of margins. Zbl 1382.90056
Ramdas, Aaditya; Peña, Javier
5
2016
On the von Neumann and Frank-Wolfe algorithms with away steps. Zbl 1382.90071
Peña, Javier; Rodríguez, Daniel; Soheili, Negar
4
2016
A deterministic rescaled perceptron algorithm. Zbl 1332.90202
Peña, Javier; Soheili, Negar
4
2016
Completely positive reformulations for polynomial optimization. Zbl 1328.90114
Peña, Javier; Vera, Juan C.; Zuluaga, Luis F.
26
2015
Solving second-order conic systems with variable precision. Zbl 1309.90076
Cucker, Felipe; Peña, Javier; Roshchina, Vera
3
2015
Fast computation of zeros of polynomial systems with bounded degree under finite-precision. Zbl 1291.65158
Briquel, Irénée; Cucker, Felipe; Peña, Javier; Roshchina, Vera
4
2014
A sparsity preserving stochastic gradient methods for sparse regression. Zbl 1401.62129
Lin, Qihang; Chen, Xi; Peña, Javier
4
2014
A condition-based algorithm for solving polyhedral feasibility problems. Zbl 1334.90070
Soheili, Negar; Peña, Javier
1
2014
Some preconditioners for systems of linear inequalities. Zbl 1302.90124
Peña, Javier; Roshchina, Vera; Soheili, Negar
1
2014
A primal-dual smooth perceptron-von Neumann algorithm. Zbl 1273.90121
Soheili, Negar; Peña, Javier
3
2013
A complementarity partition theorem for multifold conic systems. Zbl 1282.90130
Peña, Javier; Roshchina, Vera
3
2013
First-order algorithm with \({\mathcal{O}(\ln(1/\epsilon))}\) convergence for \({\epsilon}\)-equilibrium in two-person zero-sum games. Zbl 1243.91004
Gilpin, Andrew; Peña, Javier; Sandholm, Tuomas
11
2012
Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads. Zbl 1253.91179
Peña, Javier; Vera, Juan C.; Zuluaga, Luis F.
2
2012
Static-arbitrage lower bounds on the prices of basket options via linear programming. Zbl 1204.91132
Peña, Javier; Vera, Juan C.; Zuluaga, Luis F.
10
2010
Smoothing techniques for computing Nash equilibria of sequential games. Zbl 1232.91042
Hoda, Samid; Gilpin, Andrew; Peña, Javier; Sandholm, Tuomas
7
2010
Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition. Zbl 1277.90165
Peña, Javier; Saynac, Xavier; Vera, Juan C.; Zuluaga, Luis Fernando
4
2010
Applying metric regularity to compute a condition measure of a smoothing algorithm for matrix games. Zbl 1209.91017
Mordukhovich, Boris S.; Peña, Javier F.; Roshchina, Vera
3
2010
Separable self-concordant spectral functions and a conjecture of Tunçel. Zbl 1206.65172
Peña, Javier; Sendov, Hristo S.
1
2010
On strata of degenerate polyhedral cones. II: Relations between condition measures. Zbl 1273.90214
Cheung, Dennis; Cucker, Felipe; Peña, Javier
1
2010
Third-order extensions of Lo’s semiparametric bound for European call options. Zbl 1163.90640
Zuluaga, Luis F.; Peña, Javier; Du, Donglei
7
2009
On strata of degenerate polyhedral cones. I: Condition and distance to strata. Zbl 1163.90644
Cheung, Dennis; Cucker, Felipe; Peña, Javier
3
2009
A condition number for multifold conic systems. Zbl 1168.90572
Cheung, Dennis; Cucker, Felipe; Peña, Javier
5
2008
Exploiting equalities in polynomial programming. Zbl 1163.90755
Peña, Javier F.; Vera, Juan C.; Zuluaga, Luis F.
3
2008
Computing the stability number of a graph via linear and semidefinite programming. Zbl 1176.90611
Peña, Javier; Vera, Juan; Zuluaga, Luis F.
42
2007
A primal-dual symmetric relaxation for homogeneous conic systems. Zbl 1118.65065
Vera, Juan Carlos; Rivera, Juan Carlos; Peña, Javier; Hui, Yao
3
2007
LMI approximations for cones of positive semidefinite forms. Zbl 1131.90040
Zuluaga, Luis F.; Vera, Juan; Peña, Javier
17
2006
A conic programming approach to generalized Tchebycheff inequalities. Zbl 1082.90089
Zuluaga, Luis F.; Peña, Javier F.
10
2005
On the block-structured distance to non-surjectivity of sublinear mappings. Zbl 1125.90068
Peña, Javier
2
2005
Unifying condition numbers for linear programming. Zbl 1082.90061
Cheung, Dennis; Cucker, Felipe; Peña, Javier
11
2003
A characterization of the distance to infeasibility under block-structured perturbations. Zbl 1028.15003
Peña, Javier
8
2003
Two properties of condition numbers for convex programs via implicitly defined barrier functions. Zbl 1014.65049
Peña, Javier
4
2002
A primal-dual algorithm for solving polyhedral conic systems with a finite-precision machine. Zbl 0996.90052
Cucker, Felipe; Peña, Javier
17
2001
Conditioning of convex programs from a primal-dual perspective. Zbl 1082.90557
Peña, Javier
5
2001
Understanding the geometry of infeasible perturbations of a conic linear system. Zbl 0957.15005
Peña, Javier
22
2000
all top 5

Cited by 278 Authors

24 Peña, Javier F.
12 Cucker, Felipe
11 Zuluaga, Luis Fernando
10 Bomze, Immanuel M.
8 Fan, Jinyan
8 Vera, Juan-Carlos
8 Zhou, Anwa
7 Cánovas, María Josefa
7 Parra, Juan
6 Chen, Haibin
6 López-Cerdá, Marco Antonio
6 Qi, Liqun
5 Amaral, Paula Alexandra
5 Locatelli, Marco
5 Roshchina, Vera
4 Cheung, Dennis
4 de Klerk, Etienne
4 Dickinson, Peter J. C.
4 Dür, Mirjam
4 Natarajan, Karthik
4 Soheili, Negar
4 Toledo, Fco. Javier
4 Tunçel, Levent
4 Zhang, Shuzhong
3 Amelunxen, Dennis
3 Anjos, Miguel F.
3 Burer, Samuel
3 Bürgisser, Peter
3 Dontchev, Asen L.
3 Freund, Robert M.
3 Ghaddar, Bissan
3 Goberna, Miguel Angel
3 Huang, Zheng-Hai
3 Júdice, Joaquim João
3 Laurent, Monique
3 Sandholm, Tuomas W.
3 Végh, László A.
3 Witzel, Julia
3 Zambelli, Giacomo
2 Anstreicher, Kurt M.
2 Armentano, Diego
2 Au, Yu-Hin
2 Bertsimas, Dimitris John
2 Bošanský, Branislav
2 Čermák, Jiří
2 Chen, Zhibing
2 Chubanov, Sergei
2 Dadush, Daniel
2 Dong, Hongbo
2 Du, Donglei
2 Engau, Alexander
2 Frommlet, Florian
2 Gómez-Senent, Francisco José
2 Gutman, David Huckleberry
2 Ioffe, Alexander Davidovich
2 Kim, Sunyoung
2 Kojima, Masakazu
2 Krick, Teresa
2 Kroer, Christian
2 Kuang, Xiaolong
2 Kuhn, Daniel
2 Lairez, Pierre
2 Lasserre, Jean-Bernard
2 Lisý, Viliam
2 Lotz, Martin
2 Lu, Haihao
2 Luo, ZiYan
2 Mordukhovich, Boris S.
2 Nie, Jiawang
2 Rodríguez, Daniel J.
2 Rosasco, Lorenzo A.
2 Schachinger, Werner
2 Sherali, Hanif D.
2 Singh, Derek
2 Sun, Zhao
2 Teo, Chungpiaw
2 Villa, Silvia
2 Vũ, Bằng Công
2 Wang, Chunyan
2 Wang, Yiju
2 Wong, Man Hong
2 Xu, Changqing
2 Zhang, Xinzhen
2 Zolezzi, Tullio
1 Abad, Carlos
1 Alexe, Gabriela
1 Arima, Naohiko
1 Audet, Charles
1 Bansal, Nikhil
1 Barahona, Pedro
1 Bednarczuk, Ewa M.
1 Behling, Roger
1 Bello Cruz, Yunier Y.
1 Berman, Abraham S.
1 Bernard, Carole
1 Bigeon, Jean
1 Breiding, Paul
1 Briceño-Arias, Luis M.
1 Bundfuss, Stefan
1 Bünger, Florian
...and 178 more Authors
all top 5

Cited in 66 Serials

38 Mathematical Programming. Series A. Series B
13 Journal of Global Optimization
12 SIAM Journal on Optimization
11 European Journal of Operational Research
9 Linear Algebra and its Applications
9 Computational Optimization and Applications
8 Optimization
6 Journal of Complexity
6 Foundations of Computational Mathematics
6 Optimization Letters
5 Journal of Optimization Theory and Applications
5 Operations Research Letters
4 Mathematics of Operations Research
4 Optimization Methods & Software
3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Artificial Intelligence
2 Discrete Applied Mathematics
2 Applied Mathematics and Optimization
2 Operations Research
2 Insurance Mathematics & Economics
2 Computers & Operations Research
2 Asia-Pacific Journal of Operational Research
2 SIAM Journal on Matrix Analysis and Applications
2 Annals of Operations Research
2 Numerical Algorithms
2 Mathematical Problems in Engineering
2 Mathematical Methods of Operations Research
2 Journal of Machine Learning Research (JMLR)
2 SN Operations Research Forum
1 Advances in Applied Probability
1 The Annals of Probability
1 Journal of Computational and Applied Mathematics
1 Numerical Functional Analysis and Optimization
1 SIAM Journal on Computing
1 Theoretical Computer Science
1 Transactions of the American Mathematical Society
1 International Journal of Approximate Reasoning
1 Journal of the American Mathematical Society
1 SIAM Journal on Discrete Mathematics
1 Queueing Systems
1 Science in China. Series A
1 The Annals of Applied Probability
1 Games and Economic Behavior
1 Set-Valued Analysis
1 Top
1 ELA. The Electronic Journal of Linear Algebra
1 Mathematical Finance
1 Vietnam Journal of Mathematics
1 International Journal of Theoretical and Applied Finance
1 Quantitative Finance
1 Journal of the Australian Mathematical Society
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 4OR
1 Acta Numerica
1 Discrete Optimization
1 Journal of Industrial and Management Optimization
1 SIAM Journal on Financial Mathematics
1 Set-Valued and Variational Analysis
1 Mathematical Programming Computation
1 Science China. Mathematics
1 Theory of Computing
1 Journal of Applied Analysis and Computation
1 Forum of Mathematics, Sigma
1 EURO Journal on Computational Optimization
1 Journal of the Operations Research Society of China
1 JSIAM Letters

Citations by Year