Arkadi Nemirovski

Publication Activity (10 Years)

Years Active: 1994-2024
Publications (10 Years): 11

Top Topics

Convex Optimization

Top Venues

Optim. Methods Softw.

J. Optim. Theory Appl.

Publications

Anatoli B. Juditsky, Arkadi Nemirovski
On Design of Polyhedral Estimates in Linear Inverse Problems. SIAM J. Math. Data Sci. 6 (1) (2024)
Anatoli B. Juditsky, Arkadi Nemirovski, Yao Xie, Chen Xu
Generalized generalized linear models: Convex estimation and online bounds. CoRR (2023)
Anatoli B. Juditsky, Georgios Kotsalis, Arkadi Nemirovski
Tight computationally efficient approximation of matrix norms with applications. Open J. Math. Optim. 3 (2022)
Anatoli B. Juditsky, Arkadi Nemirovski
On well-structured convex-concave saddle point problems and variational inequalities with monotone operators. Optim. Methods Softw. 37 (5) (2022)
Vincent Guigues, Anatoli B. Juditsky, Arkadi Nemirovski
Constant Depth Decision Rules for multistage optimization under uncertainty. Eur. J. Oper. Res. 295 (1) (2021)
Anatoli B. Juditsky, Arkadi Nemirovski, Liyan Xie, Yao Xie
Convex Recovery of Marked Spatio-Temporal Point Processes. CoRR (2020)
Anatoli B. Juditsky, Arkadi Nemirovski, Liyan Xie, Yao Xie
Convex Parameter Recovery for Interacting Marked Processes. IEEE J. Sel. Areas Inf. Theory 1 (3) (2020)
Vincent Guigues, Anatoli B. Juditsky, Arkadi Nemirovski
Non-asymptotic confidence bounds for the optimal value of a stochastic program. Optim. Methods Softw. 32 (5) (2017)
Bruce Cox, Anatoli B. Juditsky, Arkadi Nemirovski
Decomposition Techniques for Bilinear Saddle Point Problems and Variational Inequalities with Affine Monotone Operators. J. Optim. Theory Appl. 172 (2) (2017)
Anatoli B. Juditsky, Arkadi Nemirovski
Solving variational inequalities with monotone operators on domains given by Linear Minimization Oracles. Math. Program. 156 (1-2) (2016)
Dmitry Ostrovsky, Zaïd Harchaoui, Anatoli B. Juditsky, Arkadi Nemirovski
Structure-Blind Signal Recovery. NIPS (2016)
Niao He, Anatoli B. Juditsky, Arkadi Nemirovski
Mirror Prox algorithm for multi-term composite minimization and semi-separable problems. Comput. Optim. Appl. 61 (2) (2015)
Zaïd Harchaoui, Anatoli B. Juditsky, Arkadi Nemirovski
Conditional gradient algorithms for norm-regularized smooth convex optimization. Math. Program. 152 (1-2) (2015)
Cristobal Guzman, Arkadi Nemirovski
On lower complexity bounds for large-scale smooth convex optimization. J. Complex. 31 (1) (2015)
Zaïd Harchaoui, Anatoli B. Juditsky, Arkadi Nemirovski, Dmitry Ostrovsky
Adaptive Recovery of Signals by Convex Optimization. COLT (2015)
Yurii E. Nesterov, Arkadi Nemirovski
Finding the stationary states of Markov chains by iterative methods. Appl. Math. Comput. 255 (2015)
Aharon Ben-Tal, Arkadi Nemirovski
On Solving Large-Scale Polynomial Convex Problems by Randomized First-Order Algorithms. Math. Oper. Res. 40 (2) (2015)
Bruce Cox, Anatoli B. Juditsky, Arkadi Nemirovski
Dual subgradient algorithms for large-scale nonsmooth learning problems. Math. Program. 148 (1-2) (2014)
Michel Baes, Michael Bürgisser, Arkadi Nemirovski
A Randomized Mirror-Prox Method for Solving Structured Large-Scale Matrix Saddle-Point Problems. SIAM J. Optim. 23 (2) (2013)
Elmar Diederichs, Anatoli B. Juditsky, Arkadi Nemirovski, Vladimir G. Spokoiny
Sparse non Gaussian component analysis by semidefinite programming. Mach. Learn. 91 (2) (2013)
Yurii E. Nesterov, Arkadi Nemirovski
On first-order algorithms for l1/nuclear norm minimization. Acta Numer. 22 (2013)
Niao He, Anatoli B. Juditsky, Arkadi Nemirovski
Mirror Prox Algorithm for Multi-Term Composite Minimization and Alternating Directions. CoRR (2013)
Cristobal Guzman, Arkadi Nemirovski
On Lower Complexity Bounds for Large-Scale Smooth Convex Optimization. CoRR (2013)
Anatoli B. Juditsky, Fatma Kilinç-Karzan, Arkadi Nemirovski
Randomized first order algorithms with applications to ℓ 1-minimization. Math. Program. 142 (1-2) (2013)
Guanghui Lan, Arkadi Nemirovski, Alexander Shapiro
Validation analysis of mirror descent stochastic approximation method. Math. Program. 134 (2) (2012)
Aharon Ben-Tal, Arkadi Nemirovski
/nuclear norm balls by randomized first-order algorithms CoRR (2012)
Anatoli B. Juditsky, Fatma Kilinç-Karzan, Arkadi Nemirovski
On unified view of nullspace-type conditions for recoveries associated with general sparsity structures CoRR (2012)
Arkadi Nemirovski
On safe tractable approximations of chance constraints. Eur. J. Oper. Res. 219 (3) (2012)
Aharon Ben-Tal, Sahely Bhadra, Chiranjib Bhattacharyya, Arkadi Nemirovski
Efficient methods for robust classification under uncertainty in kernel matrices. J. Mach. Learn. Res. 13 (2012)
Anatoli B. Juditsky, Fatma Kilinç-Karzan, Arkadi Nemirovski
On Low Rank Matrix Approximations with Applications to Synthesis Problem in Compressed Sensing. SIAM J. Matrix Anal. Appl. 32 (3) (2011)
Anatoli B. Juditsky, Fatma Kilinç-Karzan, Arkadi Nemirovski
-recovery for sparse signals with sign restrictions. Math. Program. 127 (1) (2011)
Anatoli B. Juditsky, Arkadi Nemirovski
-Recovery. IEEE Trans. Inf. Theory 57 (12) (2011)
Anatoli Iouditski, Fatma Kilinç-Karzan, Arkadi Nemirovski, Boris T. Polyak
On the accuracy of l1-filtering of signals with block-sparse structure. NIPS (2011)
Anatoli B. Juditsky, Arkadi Nemirovski
minimization. Math. Program. 127 (1) (2011)
Arkadi Nemirovski, Shmuel Onn, Uriel G. Rothblum
Accuracy Certificates for Computational Problems with Convex Structure. Math. Oper. Res. 35 (1) (2010)
Levent Tunçel, Arkadi Nemirovski
Self-Concordant Barriers for Convex Approximations of Structured Convex Sets. Found. Comput. Math. 10 (5) (2010)
Sanjoy K. Mitter, Arkadi Nemirovski, Jan C. Willems
Discussion on: "Why Is Resorting to Fate Wise? A Critical Look at Randomized Algorithms in Systems and Control". Eur. J. Control 16 (5) (2010)
Arkadi Nemirovski, Anatoli B. Juditsky, Guanghui Lan, Alexander Shapiro
Robust Stochastic Approximation Approach to Stochastic Programming. SIAM J. Optim. 19 (4) (2009)
Boris S. Mordukhovich, Arkadi Nemirovski, Yurii E. Nesterov
Foreword: special issue on nonsmooth optimization and applications. Math. Program. 120 (1) (2009)
Aharon Ben-Tal, Arkadi Nemirovski
On Safe Tractable Approximations of Chance-Constrained Linear Matrix Inequalities. Math. Oper. Res. 34 (1) (2009)
Aharon Ben-Tal, Arkadi Nemirovski
Selected topics in robust convex optimization. Math. Program. 112 (1) (2008)
Yurii E. Nesterov, Arkadi Nemirovski
Primal Central Paths and Riemannian Distances for Convex Sets. Found. Comput. Math. 8 (5) (2008)
Zhaosong Lu, Arkadi Nemirovski, Renato D. C. Monteiro
Large-scale semidefinite programming via a saddle point Mirror-Prox algorithm. Math. Program. 109 (2-3) (2007)
Shmuel Gal, Michael Landsberger, Arkadi Nemirovski
Participation in auctions. Games Econ. Behav. 60 (1) (2007)
Arkadi Nemirovski
Sums of random symmetric matrices and quadratic optimization under orthogonality constraints. Math. Program. 109 (2-3) (2007)
Aharon Ben-Tal, Stephen P. Boyd, Arkadi Nemirovski
Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems. Math. Program. 107 (1-2) (2006)
Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski
Foreword: special issue on robust optimization. Math. Program. 107 (1-2) (2006)
Arkadi Nemirovski, Alexander Shapiro
Convex Approximations of Chance Constrained Programs. SIAM J. Optim. 17 (4) (2006)
Aharon Ben-Tal, Boaz Golany, Arkadi Nemirovski, Jean-Philippe Vial
Retailer-Supplier Flexible Commitments Contracts: A Robust Optimization Approach. Manuf. Serv. Oper. Manag. 7 (3) (2005)
Arkadi Nemirovski, Levent Tunçel
"Cone-free" primal-dual path-following and potential-reduction polynomial time interior-point methods. Math. Program. 102 (2) (2005)
Aharon Ben-Tal, Arkadi Nemirovski
Non-euclidean restricted memory level method for large-scale convex optimization. Math. Program. 102 (3) (2005)
Yonina C. Eldar, Aharon Ben-Tal, Arkadi Nemirovski
Robust mean-squared error estimation in the presence of model uncertainties. IEEE Trans. Signal Process. 53 (1) (2005)
Yonina C. Eldar, Aharon Ben-Tal, Arkadi Nemirovski
Minimax regret estimation in linear models. ICASSP (2) (2004)
Aharon Ben-Tal, A. P. Goryashko, E. Guslitzer, Arkadi Nemirovski
Adjustable robust solutions of uncertain linear programs. Math. Program. 99 (2) (2004)
Yonina C. Eldar, Aharon Ben-Tal, Arkadi Nemirovski
Linear minimax regret estimation of deterministic parameters with bounded data uncertainties. IEEE Trans. Signal Process. 52 (8) (2004)
Arkadi Nemirovski
Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems. SIAM J. Optim. 15 (1) (2004)
Arie Feuer, Arkadi Nemirovski
On sparse representation in pairs of bases. IEEE Trans. Inf. Theory 49 (6) (2003)
Florin Dan Barb, Aharon Ben-Tal, Arkadi Nemirovski
Robust Dissipativity of Interval Uncertain Linear Systems. SIAM J. Control. Optim. 41 (6) (2003)
Aharon Ben-Tal, Arkadi Nemirovski, Cornelis Roos
Extended Matrix Cube Theorems with Applications to µ-Theory in Control. Math. Oper. Res. 28 (3) (2003)
Arkadi Nemirovski
On tractable approximations of randomly perturbed convex constraints. CDC (2003)
Aharon Ben-Tal, Arkadi Nemirovski, Cees Roos
Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems. SIAM J. Optim. 13 (2) (2002)
Aharon Ben-Tal, Arkadi Nemirovski
Robust optimization - methodology and applications. Math. Program. 92 (3) (2002)
Aharon Ben-Tal, Arkadi Nemirovski
On Tractable Approximations of Uncertain Linear Matrix Inequalities Affected by Interval Uncertainty. SIAM J. Optim. 12 (3) (2002)
Aharon Ben-Tal, Arkadi Nemirovski
On Polyhedral Approximations of the Second-Order Cone. Math. Oper. Res. 26 (2) (2001)
Aharon Ben-Tal, Arkadi Nemirovski
On Approximate Robust Counterparts of Uncertain Semidefinite and Conic Quadratic Programs. System Modelling and Optimization (2001)
Aharon Ben-Tal, Tamar Margalit, Arkadi Nemirovski
The Ordered Subsets Mirror Descent Optimization Method with Applications to Tomography. SIAM J. Optim. 12 (1) (2001)
Ron Lekkvkovitz, Dmitry Falikman, Michael Zibulevsky, Aharon Ben-Tal, Arkadi Nemirovski
The Design and Implementation of COSEM, an Iterative Algorithm for Fully 3D Listmode Data. IEEE Trans. Medical Imaging 20 (7) (2001)
Aharon Ben-Tal, Michal Kocvara, Arkadi Nemirovski, Jochem Zowe
Free Material Design via Semidefinite Programming: The Multiload Case with Contact Conditions. SIAM Rev. 42 (4) (2000)
Aharon Ben-Tal, Arkadi Nemirovski
Robust solutions of Linear Programming problems contaminated with uncertain data. Math. Program. 88 (3) (2000)
Aharon Ben-Tal, Arkadi Nemirovski
Robust solutions of uncertain linear programs. Oper. Res. Lett. 25 (1) (1999)
Arkadi Nemirovski, Cornelis Roos, Tamás Terlaky
On maximization of quadratic form over intersection of ellipsoids with common center. Math. Program. 86 (3) (1999)
Aharon Ben-Tal, Michal Kocvara, Arkadi Nemirovski, Jochem Zowe
Free Material Design via Semidefinite Programming: The Multiload Case with Contact Conditions. SIAM J. Optim. 9 (4) (1999)
Aharon Ben-Tal, Arkadi Nemirovski
Robust Convex Optimization. Math. Oper. Res. 23 (4) (1998)
Yurii E. Nesterov, Arkadi Nemirovski
Multi-Parameter Surfaces of Analytic Centers and Long-Step Surface-Following Interior Point Methods. Math. Oper. Res. 23 (1) (1998)
Arkadi Nemirovski
The long-step method of analytic centers for fractional problems. Math. Program. 77 (1997)
Alexander Goldenshluger, Arkadi Nemirovski
Adaptive de-noising of signals satisfying differential inequalities. IEEE Trans. Inf. Theory 43 (3) (1997)
Aharon Ben-Tal, Arkadi Nemirovski
Robust Truss Topology Design via Semidefinite Programming. SIAM J. Optim. 7 (4) (1997)
Pascal Gahinet, Arkadi Nemirovski
The Projective Method for solving linear matrix inequalities. Math. Program. 77 (1997)
Arkadi Nemirovski
On polynomiality of the method of analyitc centers for fractional problems. Math. Program. 73 (1996)
Arkadi Nemirovski
On Parallel Complexity of Nonsmooth Convex Optimization. J. Complex. 10 (4) (1994)