Javier Peña

Publication Activity (10 Years)

Years Active: 2000-2024
Publications (10 Years): 13

Top Topics

Perceptron Algorithm

Convergence Rate

Gradient Method

Execution Model

Top Venues

Optim. Methods Softw.

Oper. Res. Lett.

Publications

Javier Peña
An easily computable upper bound on the Hoffman constant for homogeneous inequality systems. Comput. Optim. Appl. 87 (1) (2024)
Javier Peña, Negar Soheili
Implementation of a projection and rescaling algorithm for second-order conic feasibility problems. Optim. Methods Softw. 38 (1) (2023)
Javier Peña
Affine Invariant Convergence Rates of the Conditional Gradient Method. SIAM J. Optim. 33 (4) (2023)
Javier Peña, Negar Soheili
Projection and Rescaling Algorithm for Finding Maximum Support Solutions to Polyhedral Conic Systems. Math. Oper. Res. 47 (4) (2022)
Javier Peña, Juan C. Vera, Luis F. Zuluaga
New characterizations of Hoffman constants for systems of linear constraints. Math. Program. 187 (1) (2021)
Javier Peña, Negar Soheili
Computational performance of a projection and rescaling algorithm. Optim. Methods Softw. 36 (5) (2021)
Javier Peña, Vera Roshchina
A Data-Independent Distance to Infeasibility for Linear Conic Systems. SIAM J. Optim. 30 (2) (2020)
Javier Peña, Daniel Rodríguez
Polytope Conditioning and Linear Convergence of the Frank-Wolfe Algorithm. Math. Oper. Res. 44 (1) (2019)
Javier Peña
Convergence of first-order methods via the convex conjugate. Oper. Res. Lett. 45 (6) (2017)
Javier Peña, Negar Soheili
Solving Conic Systems via Projection and Rescaling. Math. Program. 166 (1-2) (2017)
Javier Peña, Negar Soheili
A deterministic rescaled perceptron algorithm. Math. Program. 155 (1-2) (2016)
Aaditya Ramdas, Javier Peña
Towards a deeper geometric, analytic and algorithmic understanding of margins. Optim. Methods Softw. 31 (2) (2016)
Javier Peña, Daniel Rodríguez, Negar Soheili
On the von Neumann and Frank-Wolfe Algorithms with Away Steps. SIAM J. Optim. 26 (1) (2016)
Felipe Cucker, Javier Peña, Vera Roshchina
Solving second-order conic systems with variable precision. Math. Program. 150 (2) (2015)
Javier Peña, Juan Carlos Vera, Luis Fernando Zuluaga
Completely positive reformulations for polynomial optimization. Math. Program. 151 (2) (2015)
Aaditya Ramdas, Javier Peña
Margins, Kernels and Non-linear Smoothed Perceptrons. CoRR (2015)
Qihang Lin, Xi Chen, Javier Peña
A trade execution model under a composite dynamic coherent risk measure. Oper. Res. Lett. 43 (1) (2015)
Negar Soheili, Javier Peña
A condition-based algorithm for solving polyhedral feasibility problems. J. Complex. 30 (6) (2014)
Aaditya Ramdas, Javier Peña
Towards A Deeper Geometric, Analytic and Algorithmic Understanding of Margins. CoRR (2014)
Aaditya Ramdas, Javier Peña
Margins, Kernels and Non-linear Smoothed Perceptrons. ICML (2014)
Qihang Lin, Xi Chen, Javier Peña
A smoothing stochastic gradient method for composite optimization. Optim. Methods Softw. 29 (6) (2014)
Qihang Lin, Xi Chen, Javier Peña
A sparsity preserving stochastic gradient methods for sparse regression. Comput. Optim. Appl. 58 (2) (2014)
Irénée Briquel, Felipe Cucker, Javier Peña, Vera Roshchina
Fast computation of zeros of polynomial systems with bounded degree under finite-precision. Math. Comput. 83 (287) (2014)
Javier Peña, Vera Roshchina, Negar Soheili
Some preconditioners for systems of linear inequalities. Optim. Lett. 8 (7) (2014)
Javier Peña, Vera Roshchina
A complementarity partition theorem for multifold conic systems. Math. Program. 142 (1-2) (2013)
Andrew Gilpin, Javier Peña, Tuomas Sandholm
First-order algorithm with 𝒪(ln(1/ε)) convergence for ε-equilibrium in two-person zero-sum games. Math. Program. 133 (1-2) (2012)
Javier Peña, Juan Carlos Vera, Luis F. Zuluaga
Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads. Eur. J. Oper. Res. 222 (2) (2012)
Negar Soheili, Javier Peña
A Smooth Perceptron Algorithm. SIAM J. Optim. 22 (2) (2012)
Xi Chen, Qihang Lin, Javier Peña
Optimal Regularized Dual Averaging Methods for Stochastic Optimization. NIPS (2012)
Samid Hoda, Andrew Gilpin, Javier Peña, Tuomas Sandholm
Smoothing Techniques for Computing Nash Equilibria of Sequential Games. Math. Oper. Res. 35 (2) (2010)
Javier Peña, Xavier Saynac, Juan Carlos Vera, Luis Fernando Zuluaga
Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition. Algorithmic Oper. Res. 5 (2) (2010)
Xi Chen, Qihang Lin, Seyoung Kim, Javier Peña, Jaime G. Carbonell, Eric P. Xing
An Efficient Proximal-Gradient Method for Single and Multi-task Regression with Structured Sparsity CoRR (2010)
Javier Peña, Hristo S. Sendov
Separable self-concordant spectral functions and a conjecture of Tunçel. Math. Program. 125 (1) (2010)
Dennis Cheung, Felipe Cucker, Javier Peña
On strata of degenerate polyhedral cones, II: Relations between condition measures. J. Complex. 26 (2) (2010)
Boris S. Mordukhovich, Javier Peña, Vera Roshchina
Applying Metric Regularity to Compute a Condition Measure of a Smoothing Algorithm for Matrix Games. SIAM J. Optim. 20 (6) (2010)
Dennis Cheung, Felipe Cucker, Javier Peña
On strata of degenerate polyhedral cones I: Condition and distance to strata. Eur. J. Oper. Res. 198 (1) (2009)
Luis Fernando Zuluaga, Javier Peña, Donglei Du
Third-order extensions of Lo's semiparametric bound for European call options. Eur. J. Oper. Res. 198 (2) (2009)
Javier Peña, Juan Carlos Vera, Luis Fernando Zuluaga
Exploiting equalities in polynomial programming. Oper. Res. Lett. 36 (2) (2008)
Andrew Gilpin, Javier Peña, Tuomas Sandholm
First-Order Algorithm with O(ln(1/e)) Convergence for e-Equilibrium in Two-Person Zero-Sum Games. AAAI (2008)
Dennis Cheung, Felipe Cucker, Javier Peña
A Condition Number for Multifold Conic Systems. SIAM J. Optim. 19 (1) (2008)
Javier Peña, Juan Carlos Vera, Luis Fernando Zuluaga
Computing the Stability Number of a Graph Via Linear and Semidefinite Programming. SIAM J. Optim. 18 (1) (2007)
Andrew Gilpin, Samid Hoda, Javier Peña, Tuomas Sandholm
Gradient-Based Algorithms for Finding Nash Equilibria in Extensive Form Games. WINE (2007)
Juan Carlos Vera, Juan Carlos Rivera, Javier Peña, Yao Hui
A primal-dual symmetric relaxation for homogeneous conic systems. J. Complex. 23 (2) (2007)
Luis Fernando Zuluaga, Juan Carlos Vera, Javier Peña
LMI Approximations for Cones of Positive Semidefinite Forms. SIAM J. Optim. 16 (4) (2006)
Luis Fernando Zuluaga, Javier Peña
A Conic Programming Approach to Generalized Tchebycheff Inequalities. Math. Oper. Res. 30 (2) (2005)
Javier Peña
On the block-structured distance to non-surjectivity of sublinear mappings. Math. Program. 103 (3) (2005)
Javier Peña
Conic systems and sublinear mappings: equivalent approaches. Oper. Res. Lett. 32 (5) (2004)
Dennis Cheung, Felipe Cucker, Javier Peña
Unifying Condition Numbers for Linear Programming. Math. Oper. Res. 28 (4) (2003)
Javier Peña
Two properties of condition numbers for convex programs via implicitly defined barrier functions. Math. Program. 93 (1) (2002)
Felipe Cucker, Javier Peña
A Primal-Dual Algorithm for Solving Polyhedral Conic Systems with a Finite-Precision Machine. SIAM J. Optim. 12 (2) (2002)
Javier Peña
Conditioning of Convex Programs from a Primal-Dual Perspective. Math. Oper. Res. 26 (2) (2001)
Javier Peña
Understanding the Geometry of Infeasible Perturbations of a Conic Linear System. SIAM J. Optim. 10 (2) (2000)
Javier Peña, James Renegar
Computing approximate solutions for convex conic systems of constraints. Math. Program. 87 (3) (2000)