List of works - Arkadi Nemirovski

?Cone-free? primal-dual path-following and potential-reduction polynomial time interior-point methods

A Randomized Mirror-Prox Method for Solving Structured Large-Scale Matrix Saddle-Point Problems

Absence of Eigenvalues for Quasi-Periodic Lattice Operators with Liouville Frequencies

Accuracy Certificates for Computational Problems with Convex Structure

Accuracy Guarantees for $\ell_1$ -Recovery

Accuracy guaranties for $\ell_{1}$ recovery of block-sparse signals

Adaptive de-noising of signals satisfying differential inequalities

Adjustable robust solutions of uncertain linear programs

Cascading — an approach to robust material optimization

Conditional gradient algorithms for norm-regularized smooth convex optimization

scholarly article by Zaid Harchaoui et al published 18 April 2014 in Mathematical Programming

Convex Approximations of Chance Constrained Programs

article by Arkadi Nemirovski & Alexander Shapiro published January 2007 in SIAM Journal on Optimization

Decomposition Techniques for Bilinear Saddle Point Problems and Variational Inequalities with Affine Monotone Operators

Discussion on: “Why Is Resorting to Fate Wise? A Critical Look at Randomized Algorithms in Systems and Control”

Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems

Extension of Karmarkar's algorithm onto convex quadratically constrained quadratic problems

article by Arkadi Nemirovski et al published March 1996 in Mathematical Programming

Finding the stationary states of Markov chains by iterative methods

scholarly article by Yurii Nesterov & Arkadi Nemirovski published March 2015 in Applied Mathematics and Computation

Foreword: special issue on nonsmooth optimization and applications

Foreword: special issue on robust optimization

Free Material Design via Semidefinite Programming: The Multiload Case with Contact Conditions

article by A. Ben-Tal et al published January 1999 in SIAM Journal on Optimization

Hypothesis testing by convex optimization

Hypothesis testing via affine detectors ⬇️

Interior-point methods for optimization

Large-scale semidefinite programming via a saddle point Mirror-Prox algorithm

Linear Minimax Regret Estimation of Deterministic Parameters with Bounded Data Uncertainties

scholarly article by Y.C. Eldar et al published August 2004 in IEEE Transactions on Signal Processing

Mirror Prox algorithm for multi-term composite minimization and semi-separable problems

Multi-Parameter Surfaces of Analytic Centers and Long-Step Surface-Following Interior Point Methods

article by Yu. Nesterov & Arkadi Nemirovski published February 1998 in Mathematics of Operations Research

New variants of bundle methods

scientific article published in 1995

Non-asymptotic confidence bounds for the optimal value of a stochastic program

Non-euclidean restricted memory level method for large-scale convex optimization

Nonparametric denoising of signals with unknown local structure, I: Oracle inequalities

Nonparametric denoising signals of unknown local structure, II: Nonparametric function recovery

On Low Rank Matrix Approximations with Applications to Synthesis Problem in Compressed Sensing

On Parallel Complexity of Nonsmooth Convex Optimization

On Polyhedral Approximations of the Second-Order Cone

article by Aharon Ben-Tal et al published May 2001 in Mathematics of Operations Research

On Safe Tractable Approximations of Chance-Constrained Linear Matrix Inequalities

article by Aharon Ben-Tal et al published February 2009 in Mathematics of Operations Research

On Solving Large-Scale Polynomial Convex Problems by Randomized First-Order Algorithms

On Tractable Approximations of Uncertain Linear Matrix Inequalities Affected by Interval Uncertainty

On a unified view of nullspace-type conditions for recoveries associated with general sparsity structures

article published in 2014

On detecting harmonic oscillations

On first-order algorithms for l 1/nuclear norm minimization

scholarly article by Yurii Nesterov & Arkadi Nemirovski published 2 April 2013 in Acta Numerica

On lower complexity bounds for large-scale smooth convex optimization

scholarly article by Cristóbal Guzmán & Arkadi Nemirovski published February 2015 in Journal of Complexity

On nonparametric tests of positivity/monotonicity/convexity

On safe tractable approximations of chance constraints

On self-concordant convex–concave functions

On sparse representation in pairs of bases

On verifiable sufficient conditions for sparse signal recovery via ℓ 1 minimization

Optimal Design of Trusses Under a Nonconvex Global Buckling Constraint

scientific article published in 2000

Optimal Halbach Permanent Magnet Designs for Maximally Pulling and Pushing Nanoparticles

scientific article

Participation in auctions

Probability-Constrained Approach to Estimation of Random Gaussian Parameters

scholarly article

Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems

article published in 2004

Randomized first order algorithms with applications to ℓ 1-minimization

scholarly article by Anatoli Juditsky et al published 25 July 2012 in Mathematical Programming

Rejoinder of “Hypothesis testing by convex optimization”

Retailer-Supplier Flexible Commitments Contracts: A Robust Optimization Approach

Robust Convex Optimization

Robust Dissipativity of Interval Uncertain Linear Systems

Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems

Robust Stochastic Approximation Approach to Stochastic Programming

Robust Truss Topology Design via Semidefinite Programming

article by A. Ben-Tal et al published November 1997 in SIAM Journal on Optimization

Robust mean-squared error estimation in the presence of model uncertainties

article

Robust optimization – methodology and applications

scientific article (publication date: May 2002)

Robust solutions of uncertain linear programs

scientific article published in 1999

Robust solutions to conic quadratic problems and their applications

Selected topics in robust convex optimization

article published in 2007

Self-Concordant Barriers for Convex Approximations of Structured Convex Sets

Several NP-hard problems arising in robust stability analysis

scientific article published in 1993

Solving variational inequalities with monotone operators on domains given by Linear Minimization Oracles

Sparse non Gaussian component analysis by semidefinite programming

Sums of random symmetric matrices and quadratic optimization under orthogonality constraints

article

The Ordered Subsets Mirror Descent Optimization Method with Applications to Tomography

The design and implementation of COSEM, an iterative algorithm for fully 3-D listmode data.

scientific article

The long-step method of analytic centers for fractional problems

article by Arkadi Nemirovski published April 1997 in Mathematical Programming

Validation analysis of mirror descent stochastic approximation method

article

List of works by Arkadi Nemirovski

?Cone-free? primal-dual path-following and potential-reduction polynomial time interior-point methods

A Randomized Mirror-Prox Method for Solving Structured Large-Scale Matrix Saddle-Point Problems

Absence of Eigenvalues for Quasi-Periodic Lattice Operators with Liouville Frequencies

Accuracy Certificates for Computational Problems with Convex Structure

Accuracy Guarantees for $\ell_1$ -Recovery

Accuracy guaranties for $\ell_{1}$ recovery of block-sparse signals

Adaptive de-noising of signals satisfying differential inequalities

Adjustable robust solutions of uncertain linear programs

Cascading — an approach to robust material optimization

Conditional gradient algorithms for norm-regularized smooth convex optimization

Convex Approximations of Chance Constrained Programs

Decomposition Techniques for Bilinear Saddle Point Problems and Variational Inequalities with Affine Monotone Operators

Discussion on: “Why Is Resorting to Fate Wise? A Critical Look at Randomized Algorithms in Systems and Control”

Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems

Extension of Karmarkar's algorithm onto convex quadratically constrained quadratic problems

Finding the stationary states of Markov chains by iterative methods

Foreword: special issue on nonsmooth optimization and applications

Foreword: special issue on robust optimization

Free Material Design via Semidefinite Programming: The Multiload Case with Contact Conditions

Free Material Design via Semidefinite Programming: The Multiload Case with Contact Conditions

Hypothesis testing by convex optimization

Hypothesis testing via affine detectors ⬇️

Interior-point methods for optimization

Large-scale semidefinite programming via a saddle point Mirror-Prox algorithm

Linear Minimax Regret Estimation of Deterministic Parameters with Bounded Data Uncertainties

Mirror Prox algorithm for multi-term composite minimization and semi-separable problems

Multi-Parameter Surfaces of Analytic Centers and Long-Step Surface-Following Interior Point Methods

New variants of bundle methods

Non-asymptotic confidence bounds for the optimal value of a stochastic program

Non-euclidean restricted memory level method for large-scale convex optimization

Nonparametric denoising of signals with unknown local structure, I: Oracle inequalities

Nonparametric denoising signals of unknown local structure, II: Nonparametric function recovery

On Low Rank Matrix Approximations with Applications to Synthesis Problem in Compressed Sensing

On Parallel Complexity of Nonsmooth Convex Optimization

On Polyhedral Approximations of the Second-Order Cone

On Safe Tractable Approximations of Chance-Constrained Linear Matrix Inequalities

On Solving Large-Scale Polynomial Convex Problems by Randomized First-Order Algorithms

On Tractable Approximations of Uncertain Linear Matrix Inequalities Affected by Interval Uncertainty

On a unified view of nullspace-type conditions for recoveries associated with general sparsity structures

On detecting harmonic oscillations

On first-order algorithms for l 1/nuclear norm minimization

On lower complexity bounds for large-scale smooth convex optimization

On nonparametric tests of positivity/monotonicity/convexity

On safe tractable approximations of chance constraints

On self-concordant convex–concave functions

On sparse representation in pairs of bases

On verifiable sufficient conditions for sparse signal recovery via ℓ 1 minimization

Optimal Design of Trusses Under a Nonconvex Global Buckling Constraint

Optimal Halbach Permanent Magnet Designs for Maximally Pulling and Pushing Nanoparticles

Participation in auctions

Probability-Constrained Approach to Estimation of Random Gaussian Parameters

Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems

Randomized first order algorithms with applications to ℓ 1-minimization

Rejoinder of “Hypothesis testing by convex optimization”

Retailer-Supplier Flexible Commitments Contracts: A Robust Optimization Approach

Robust Convex Optimization

Robust Dissipativity of Interval Uncertain Linear Systems

Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems

Robust Stochastic Approximation Approach to Stochastic Programming

Robust Truss Topology Design via Semidefinite Programming

Robust mean-squared error estimation in the presence of model uncertainties

Robust optimization – methodology and applications

Robust solutions of uncertain linear programs

Robust solutions to conic quadratic problems and their applications

Selected topics in robust convex optimization

Self-Concordant Barriers for Convex Approximations of Structured Convex Sets

Several NP-hard problems arising in robust stability analysis

Solving variational inequalities with monotone operators on domains given by Linear Minimization Oracles

Sparse non Gaussian component analysis by semidefinite programming

Sums of random symmetric matrices and quadratic optimization under orthogonality constraints

The Ordered Subsets Mirror Descent Optimization Method with Applications to Tomography

The design and implementation of COSEM, an iterative algorithm for fully 3-D listmode data.

The long-step method of analytic centers for fractional problems

Validation analysis of mirror descent stochastic approximation method

Verifiable conditions of ℓ 1-recovery for sparse signals with sign restrictions