P. Tseng
On Accelerated Proximal Gradient
Methods for
Convex-Concave Optimization
May 2008, submitted to SIAM J. Optim.
(
apgm.pdf,
Matlab code
)
P. Tseng and S. Yun
A Block-Coordinate Gradient Descent Method for
Linearly
Constrained Nonsmooth Separable Optimization
January 2008, to appear in J. Optim. Theory Appl.
(
cgd_cnobi.pdf
)
P. Tseng, I. M. Bomze, and W. Schachinger
A First-Order Interior-Point Method for Linearly Constrained
Smooth Optimization
October 2007, submitted to Mathematical Programming
(
ipsimplex.pdf
)
P. Tseng
A Scaled Projected Reduced-Gradient Method
for Linearly
Constrained Smooth Optimization,
May 2007, submitted to SIAM J. Optim. on Sept 2007
(
sprg.pdf
)
P. Tseng and S. Yun
A Coordinate Gradient Descent Method for Linearly Constrained
Smooth Optimization and Support Vector Machines Training,
March 2007, to appear in Comput. Optim. Appl.
(
cgd_svm.pdf
)
P. Tseng
Further results on a stable recovery of sparse overcomplete representations
in the presence of noise,
Jan 2007; revised June 2008, submitted to IEEE Trans. Info. Theory.
(
sparse.pdf
)
M. P. Friedlander and P. Tseng
Exact regularization of convex programs,
Nov 2006, to appear in SIAM J. Optim.
(
cpreg.pdf
)
P. Tseng and S. Yun
A Coordinate Gradient Descent Method for
Nonsmooth Separable Minimization,
June 2006 (revised Feb 2007), to appear in Math. Prog. B
(
cgd.pdf
)
M. Fukushima and P. Tseng
An Implementable Active-Set Algorithm for Computing a
B-Stationary Point of a Mathematical Program with Linear Complementarity
Constraints: Erratum,
February 2006, to appear in SIAM J. Optim.
(
mpec_erratum.pdf
)
L. Qi and P. Tseng
On Piecewise Smooth Functions and Almost Smooth Functions,
Nonl. Anal. 67, 2007, 773-794.
(
almost.pdf
)
Z.-Q. Luo, N. D. Sidiropoulos, P. Tseng, and S. Zhang
Approximation Bounds for Quadratic Optimization with
Homogeneous Quadratic Constraints
SIAM J. Optim. 18, 2007, 1-28.
(
lstz06.pdf
)
P. Tseng
Some convex programs without a duality gap,
August, 2005 (revised June 2006), to appear in Math. Prog.
(
sepcp.pdf
)
P. Tseng
Second-order cone programming relaxation of sensor network localization,
SIAM J. Optim. 18, 2007, 156-185.
(
sensorsocp.pdf
)
M. Anitescu, P. Tseng, and S. J. Wright
Elastic-Mode Algorithms for Mathematical Programs with
Equilibrium Constraints: Global Convergence and Stationarity Properties,
Math. Prog. 110, 2007, 337-371.
(
notes22mp.pdf
)
A. Ozdaglar and P. Tseng
Existence of Global Minima for Constrained Optimization,
to appear in J. Optim. Theory Appl., Vol. 128, 2006.
(
exist.pdf
)
D. P. Bertsekas and P. Tseng
Set Intersection Theorems and Existence of Optimal Solutions,
Math. Prog. 110, 2007, 287-314.
(
Set_Intersections.pdf
)
S. Sardy and P. Tseng
Density Estimation by
Total Variation Penalized Likelihood Driven by the Sparsity
l1 Information Criterion,
November 2004 (revised 2007), submitted to Scandinavian J. Statist.
(
SardyTsengTVdens06.pdf
)
D. P. Bertsekas, A. Ozdaglar, and P. Tseng
Enhanced Fritz John Conditions for Convex Programming ,
SIAM J. Optim., 16, 2006, 766-797.
(
FJ_Paper.ps
FJ_Paper.ps.Z
)
J.-S. Chen and P. Tseng
An unconstrained smooth minimization reformulation of the second-order
cone complementarity problem ,
Math. Prog., 104, 2005, 293-327.
J.-S. Chen, X. Chen, and P. Tseng
Analysis of Nonsmooth Vector-Valued Functions Associated
with Second-Order Cones,
Math. Prog., 101, 2004, 95-117.
F. Tin-Loi and P. Tseng
Efficient computation of multiple solutions in quasibrittle fracture
analysis,
Computer Methods in Applied Mechanics and Engineering,
192, 2003, 1377-1388.
(
cmame-mlcp.pdf
)
S. Sardy and P. Tseng
On the statistical analysis of smoothing by maximizing
dirty Markov random field posterior distributions,
J. Amer. Stat. Assoc., 99, 2004, 191-204.
P. Tseng
Convergence Properties of Dikin's Affine Scaling Algorithm for Nonconvex
Quadratic Minimization,
J. Global Optim., 30, 2004, 285-300.
(
qpas_box.ps,
qpas_box.ps.Z
)
S. Sardy and P. Tseng
AMlet, RAMlet, and GAMlet:
Automatic Nonlinear Fitting of Additive Models, Robust and
Generalized, With Wavelets,
J. Comput. Graph. Stat., 13, 2004, 283-309.
M. Fukushima, Z.-Q. Luo, and P. Tseng
A Sequential Quadratically Constrained Quadratic
Programming Method for Differentiable Convex Minimization,
SIAM J. Optim., 13, 2003, 1098-1119.
F. Guerriero and P. Tseng
Implementation and Testing of
Auction Methods for Solving Separable Convex Cost
Generalized Network Flow Problems,
J. Optim. Theory Appl., vol 115, 2002, 113-144.
P. Tseng
Further Results on Approximating Nonconvex Quadratic Optimization
by Semidefinite Programming Relaxation,
SIAM J. Optim., 14, 2003, 268-283.
P. Tseng
An Analysis of the EM Algorithm and
Entropy-Like Proximal Point Methods,
Math. Oper. Res., 29, 2004, 27--44.
M. Fukushima and Z.-Q. Luo, and P. Tseng
Smoothing Functions for Second-Order-Cone Complementarity
Problems,
SIAM J. Optim., 12, 2002, 436-460.
S. Sardy, A. Antoniadis, and P. Tseng
Automatic smoothing with wavelets
for a wide class of distributions,
J. Comput. Graph. Stat., 13, 2004, 399-421.
(
Sardy's homepage
)
X. Chen, H.-D. Qi, and P. Tseng
Analysis of Nonsmooth Symmetric Matrix Functions with
Applications to Semidefinite Complementarity Problems,
SIAM J. Optim., 13, 2003, 960-985.
P. Tseng and Y. Ye
On Some Interior-Point Algorithms for Nonconvex
Quadratic Optimization,
Math. Prog., 93 (2003), 217-225.
The original publication will be available on
LINK at springer link.
Springer-Verlag is the copyright holder.
P. Tseng
Convergence of Block Coordinate Descent Method
for Nondifferentiable Minimization,
J. Optim. Theory Appl., 109, 2001, 475-494.
S. Lucidi, M. Sciandrone and P. Tseng
Objective-Derivative-Free Methods for Constrained Optimization,
Mathematical Programming, 92, 2002, 37-59.
The original publication will be available on
LINK at springer link.
Springer-Verlag is the copyright holder.
M. Fukushima and P. Tseng
An Implementable Active-Set Algorithm for Computing a B-Stationary
Point of the Mathematical Program with Linear Complementarity Constraints,
SIAM Journal on Optimization, 12 (2002), 724-739.
X. Chen and P. Tseng
Non-interior continuation methods for solving
semidefinite complementarity problems,
Mathematical Programming, 95, 2003, 431-474.
P. Tseng
Nearest q-flat to m points,
J. Optim. Theory Appl., 105, 2000, 249--252.
P. Tseng
A convergent infeasible interior-point trust-region method for
constrained minimization,
SIAM Journal on Optimization, 13, 2002, 432--469.
M. V. Solodov and P. Tseng
Two methods based on the D-gap function for solving monotone variational
inequalities,
Comput. Optim.
Appl., 17, 2001, 255--277.
(
drgap.ps.Z
)
P. Tseng
Co-NP-completeness of some matrix classification problems,
Math. Prog., 88, 2000, 183-192.
P. Tseng
Error Bounds and Superlinear Convergence Analysis
of Some Newton-Type Methods in Optimization,
in Nonlinear Optimization and Related Topics,
edited by G. Di Pillo and F. Giannessi, Kluwer,
2000, 445--462.
(
ebsup.ps.Z
)
L. Nazareth and P. Tseng
Gilding the Lily: a Variant of the Nelder-Mead Algorithm
based on Golden-Section Search,
Comp. Optim. Appl., 22, 2002, 133-144.
(
nmgs.ps,
nmgs.ps.Z
)
S. Sardy, A, Bruce, and P. Tseng
Robust wavelet denoising,
IEEE Trans. Sign. Proc., 49, 2001, 1146-1152.
S. Sardy, A, Bruce, and P. Tseng
Block coordinate relaxation methods for nonparametric
signal denoising with wavelet dictionaries,
Journal of Computational and Graphical Statistics, 9, 2000, 361-379.
P. Tseng
ERROR BOUNDS FOR REGULARIZED COMPLEMENTARITY
PROBLEMS,
in Ill-posed Variational Problems and Regularization Techniques, Lecture Notes in Economics and Mathematical Systems 477,
edited by Michel Thera and Rainer Tichatschke, Springer-Verlag,
1999, 247-274.
(
lcperb.ps.Z
)
X.-C. Tai, P. Tseng
Convergence Rate Analysis of an Asynchronous
Space Decomposition Method for Convex Minimization,
Math. Comp., 71, 2001, 1105-1135.
H. Bauschke, J. Borwein, P. Tseng
Metric regularity, strong CHIP, and CHIP
are distinct properties,
J. Convex Anal., 7, 2000, 395-412.
E. Silberberg, W. Suen, P. Tseng
The LeChatelier Principle: the Long and the
Short of It,
Econ. Theory, 16, 2000, 471-476.
J. Hagstrom, P. Tseng
TRAFFIC EQUILIBRIUM: LINK FLOWS, PATH FLOWS
AND WEAKLY/STRONGLY ACYCLIC SOLUTIONS,
resubmitted to Networks, Oct. 1999.
(
lvipvi.ps,
lvipvi.ps.Z
)
P. Tseng
A MODIFIED FORWARD-BACKWARD SPLITTING METHOD FOR MAXIMAL MONOTONE
MAPPINGS,
SIAM J. Control & Optim., 38, 2000, 431--446.
P. Tseng
AN EPSILON-OUT-OF-KILTER METHOD FOR MONOTROPIC
PROGRAMMING,
Math. Oper. Res., 26, 2001, 221--233.
P. Tseng
ANALYSIS OF AN INFEASIBLE INTERIOR PATH-FOLLOWING
METHOD FOR COMPLEMENTARITY PROBLEMS,
submitted to Math. Oper. Res., Sept. 1997.
(
ip_ncp.ps,
ip_ncp.ps.Z
)
P. Tseng
ANALYSIS OF A NON-INTERIOR CONTINUATION METHOD
BASED ON CHEN-MANGASARIAN SMOOTHING FUNCTIONS
FOR COMPLEMENTARITY PROBLEMS,
in Reformulation--Nonsmooth, Piecewise Smooth,
Semismooth and Smoothing Methods, edited by M. Fukushima and L. Qi,
Kluwer Academic Publishers, Boston, 1998, 381--404.
(
cont_ncp.ps.Z
)
P. Tseng
CONVERGENCE AND ERROR BOUND FOR PERTURBATION OF
LINEAR PROGRAMS,
Comput. Optim. Appl., 13, 1999, 221--230.
(
lperb.ps.Z
)
P. Tseng, D. P. Bertsekas
An Epsilon-Relaxation Method for Separable
Convex Cost Generalized Network Flow Problems,
Math. Prog., 88, 2000,85-104.
D. P. Bertsekas, L. C. Polymenakos, P. Tseng
Epsilon-Relaxation and Auction Methods for
Separable Convex Cost Network Flow Problems
in Network Optimization:
Proceedings of International Conference on Network
Optimization, edited by P. M. Pardalos, D. W. Hearn, and W. W. Hager.,
Springer, 1998, 103-126.
(
florida.ps
)
P. Tseng
FURTHER NOTES ON THE EXISTENCE OF SEARCH
DIRECTIONS IN INTERIOR-POINT METHODS
FOR THE MONOTONE SEMI-DEFINITE LCP,
Report, Aug 1996.
(
ipdir_sdp.ps
)
P. Tseng
MERIT FUNCTIONS FOR SEMI-DEFINITE
COMPLEMENTARITY PROBLEMS,
Math. Prog., 83, 1998, 159--185.
P. Tseng
SEARCH DIRECTIONS AND CONVERGENCE ANALYSIS
OF SOME INFEASIBLE PATH-FOLLOWING METHODS
FOR THE MONOTONE SEMI-DEFINITE LCP,
Opt. Methods Software, 9, 1998, 245-268.
(
ipcpf_sdp.ps
)
P. Tseng
INCREMENTAL GRADIENT(-PROJECTION) METHOD
WITH MOMENTUM TERM AND ADAPTIVE STEPSIZE RULE,
SIAM J. Optim., 8, 1998, 506-531.
Z.-Q. Luo, P. Tseng
A NEW CLASS OF MERIT FUNCTIONS FOR
COMPLEMENTARITY PROBLEM,THE NONLINEAR COMPLEMENTARITY PROBLEM,
in Complementarity
and Variational Problems: State of the Art,
edited by M. C. Ferris and J.-S. Pang, SIAM, 1997, 204-225.
D. P. Bertsekas, L. C. Polymenakos, P. Tseng
AN Epsilon-RELAXATION METHOD FOR SEPARABLE
CONVEX COST NETWORK FLOW PROBLEMS,
SIAM J. Optim., 7, 1997, 853-870.
P. Tseng
FORTIFIED-DESCENT SIMPLICIAL SEARCH METHOD: A GENERAL APPROACH,
SIAM J. Optim., 10, 2000, 269-288.
P. Tseng
Simplified Analysis of An O(nL)-Iteration
Infeasible Predictor-Corrector Path-Following
Method for Monotone LCP,
in
Recent Trends in Optimization
Theory and Applications, edited by R.P. Agarwal,
World Scientific Press, 1995, 423-434.
(
ipcpf_lcp.ps
)