By Damek Davis, Mateo Díaz, and Dmitriy DrusvyatskiySIAM Journal on Optimization, Volume 32, Issue 3, Page 1958-1983, January 2022. Recent work has shown that stochastically perturbed gradient methods can efficiently escape strict saddle points of smooth...
By Wei Liu, Xin Liu, and Xiaojun ChenSIAM Journal on Optimization, Volume 32, Issue 3, Page 1931-1957, January 2022. A regularized minimization model with $l_1$-norm penalty (RP) is introduced for training the autoencoders that belong to...
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This is the conference of the SIAM Activity Group on Optimization. This conference is co-located with SIAM Conference on Applied and Computational Discrete Algorithms (ACDA23). The SIAM ...
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By Harsha Gangammanavar and Manish BansalSIAM Journal on Optimization, Volume 32, Issue 3, Page 1901-1930, January 2022. In this paper, we present a sequential sampling-based algorithm for the two-stage distributionally robust linear programming (2-DRLP)...
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By Joseph D. Johnson, Adam M. Redlich, and Daniel M. AbramsSIAM Review, Volume 64, Issue 3, Page 625-639, August 2022. Firms in the U.S. spend over $200 billion each year advertising their products to consumers, around one percent...
By Demi L. Gandy and Martin R. NelsonSIAM Review, Volume 64, Issue 3, Page 728-747, August 2022. The Gray--Scott model is a widely studied autocatalytic model that exhibits a range of interesting pattern formation behavior, as...
By Volker H. SchulzSIAM Review, Volume 64, Issue 3, Page 751-759, August 2022. The section starts with two hot topics combined into one book: data-driven science and COVID-19. In our featured review,...
By Manlio Gaudioso and Jean-Baptiste Hiriart-UrrutySIAM Review, Volume 64, Issue 3, Page 713-727, August 2022. We consider, and study with elementary calculus, the polyhedral norms $||x||_{(k)}=$ sum of the $\mathit{k}$ largest among the $|x_{i}|$'s....
By Qinmeng Zou and Frédéric MagoulèsSIAM Review, Volume 64, Issue 3, Page 517-553, August 2022. The primary aim of this paper is to provide a review of the last few decades of research focused...
By Darinka DentchevaSIAM Review, Volume 64, Issue 3, Page 711-712, August 2022. This issue of SIAM Review presents two papers in the Education section. The first paper, “Deforming $\|\cdot\|_1$ into $\|\cdot\|_\infty$...
By Charles Audet, Alain Batailly, and Solène KojtychSIAM Journal on Optimization, Volume 32, Issue 3, Page 1843-1870, January 2022. The design of key nonlinear systems often requires the use of expensive blackbox simulations presenting inherent discontinuities...
By Nate Veldt, Austin R. Benson, and Jon KleinbergSIAM Review, Volume 64, Issue 3, Page 650-685, August 2022. The minimum $s$-$t$ cut problem in graphs is one of the most fundamental problems in combinatorial optimization, and graph...
By Paolo Guasoni and Yu-Jui HuangSIAM Review, Volume 64, Issue 3, Page 689-709, August 2022. Federal student loans are fixed-rate debt contracts with three main special features: (i) borrowers can use income-driven schemes to...
By Misha E. KilmerSIAM Review, Volume 64, Issue 3, Page 623-624, August 2022. What's in a name [brand]? In the first of three Research Spotlights articles this issue, authors Joseph D....
By Mark Van der Boor, Sem C. Borst, Johan S. H. Van Leeuwaarden, and Debankur MukherjeeSIAM Review, Volume 64, Issue 3, Page 554-622, August 2022. In this survey we provide an overview of recent advances on scalable load balancing schemes which provide favorable delay...
By The EditorsSIAM Review, Volume 64, Issue 3, Page 687-687, August 2022. In this section we present “Minimizing the Repayment Cost of Federal Student Loans,” by Paolo Guasoni and Yu-Jui Huang....
By Andy WathenSIAM Review, Volume 64, Issue 3, Page 640-649, August 2022. The solution of systems of linear(ized) equations lies at the heart of many problems in scientific computing. In particular,...
By J. M. Sanz-SernaSIAM Review, Volume 64, Issue 3, Page 515-515, August 2022. This issue contains two Survey and Review papers. The first, by Qinmeng Zou and Frédéric Magoulès, is “Delayed Gradient...
By Thomas Bittar, Pierre Carpentier, Jean-Philippe Chancelier, and Jéro͂me LonchamptSIAM Journal on Optimization, Volume 32, Issue 3, Page 1871-1900, January 2022. The stochastic auxiliary problem principle (APP) algorithm is a general stochastic approximation (SA) scheme that turns the...
By Jason M. Altschuler and Pablo A. ParriloSIAM Journal on Optimization, Volume 32, Issue 3, Page 1791-1816, January 2022. We revisit Min-Mean-Cycle, the classical problem of finding a cycle in a weighted directed graph with minimum...
By J.-F. Aujol, Ch. Dossal, and A. RondepierreSIAM Journal on Optimization, Volume 32, Issue 3, Page 1817-1842, January 2022. In this paper, we study the behavior of solutions of the ODE associated to the heavy ball...
By Yangyang XuSIAM Journal on Optimization, Volume 32, Issue 3, Page 1759-1790, January 2022. First-order methods (FOMs) have recently been applied and analyzed for solving problems with complicated functional constraints. Existing...
By Dawei Li, Tian Ding, and Ruoyu SunSIAM Journal on Optimization, Volume 32, Issue 3, Page 1728-1758, January 2022. Wide networks are often believed to have a nice optimization landscape, but what rigorous results can we...
By Hamed Rahimian, Güzin Bayraksan, and Tito Homem De-MelloSIAM Journal on Optimization, Volume 32, Issue 3, Page 1698-1727, January 2022. We study multistage distributionally robust optimization (DRO) to hedge against ambiguity in quantifying the underlying uncertainty of...
By Jelena Diakonikolas and Puqian WangSIAM Journal on Optimization, Volume 32, Issue 3, Page 1668-1697, January 2022. Making the gradients small is a fundamental optimization problem that has eluded unifying and simple convergence arguments...
By Monika Eisenmann and Tony StillfjordSIAM Journal on Optimization, Volume 32, Issue 3, Page 1642-1667, January 2022. In this paper, we introduce the tamed stochastic gradient descent method (TSGD) for optimization problems. Inspired by...
By Wenjing Li, Wei Bian, and Kim-Chuan TohSIAM Journal on Optimization, Volume 32, Issue 3, Page 1614-1641, January 2022. In this paper, we consider a class of sparse group $\ell_0$ regularized optimization problems. First, we give...
By Xiao-Kai Chang, Junfeng Yang, and Hongchao ZhangSIAM Journal on Optimization, Volume 32, Issue 3, Page 1584-1613, January 2022. The golden ratio primal-dual algorithm (GRPDA) is a new variant of the classical Arrow--Hurwicz method for solving...
By Lei Yang and Kim-Chuan TohSIAM Journal on Optimization, Volume 32, Issue 3, Page 1523-1554, January 2022. We study a general convex optimization problem, which covers various classic problems in different areas and particularly...
By Daniel Duque, Sanjay Mehrotra, and David P. MortonSIAM Journal on Optimization, Volume 32, Issue 3, Page 1499-1522, January 2022. Distributionally robust optimization is a popular modeling paradigm in which the underlying distribution of the random parameters...
By Rui Yuan, Alessandro Lazaric, and Robert M. GowerSIAM Journal on Optimization, Volume 32, Issue 3, Page 1555-1583, January 2022. We propose a new globally convergent stochastic second-order method. Our starting point is the development of a...
By Henry Lam and Fengpei LiSIAM Journal on Optimization, Volume 32, Issue 2, Page 1471-1497, June 2022. We investigate the feasibility of sample average approximation (SAA) for general stochastic optimization problems, including two-stage stochastic...
By William B. Haskell, Huifu Xu, and Wenjie HuangSIAM Journal on Optimization, Volume 32, Issue 2, Page 1446-1470, June 2022. In this paper, we consider decision-making problems where the decision maker's (DM's) utility/risk preferences are ambiguous but...
By Jean B. LasserreSIAM Journal on Optimization, Volume 32, Issue 2, Page 1430-1445, June 2022. We consider the problem of minimizing a continuously differentiable function $f$ of $m$ linear forms in $n$...
By Youhei Akimoto, Anne Auger, Tobias Glasmachers, and Daiki MorinagaSIAM Journal on Optimization, Volume 32, Issue 2, Page 1402-1429, June 2022. Evolution strategies (ESs) are zeroth-order stochastic black-box optimization heuristics invariant to monotonic transformations of the objective function....
By Lennart Sinjorgo and Renata SotirovSIAM Journal on Optimization, Volume 32, Issue 2, Page 1344-1378, June 2022. This paper is an in-depth analysis of the generalized $\vartheta$-number of a graph. The generalized $\vartheta$-number,...
By Xianfu Wang and Heinz H. BauschkeSIAM Journal on Optimization, Volume 32, Issue 2, Page 1379-1401, June 2022. We provide a proximal average with respect to a 1-coercive Legendre function. In the sense of Bregman...
By Santanu S. Dey, Aleksandr Kazachkov, Andrea Lodi, and Gonzalo MunozSIAM Journal on Optimization, Volume 32, Issue 2, Page 1319-1343, June 2022. Quadratically constrained quadratic programs (QCQPs) are optimization models whose remarkable expressiveness have made them a cornerstone of...
By Ahmet Alacaoglu, Olivier Fercoq, and Volkan CevherSIAM Journal on Optimization, Volume 32, Issue 2, Page 1288-1318, June 2022. In this paper, we analyze the recently proposed stochastic primal-dual hybrid gradient (SPDHG) algorithm and provide new...
By Abraham P. Vinod, Arie Israel, and Ufuk TopcuSIAM Journal on Optimization, Volume 32, Issue 2, Page 1239-1264, June 2022. We present two first-order, sequential optimization algorithms to solve constrained optimization problems. We consider a black-box setting...
By Martin Brokate and Michael UlbrichSIAM Journal on Optimization, Volume 32, Issue 2, Page 1265-1287, June 2022. Newton differentiability is an important concept for analyzing generalized Newton methods for nonsmooth equations. In this work,...
By Eduard Gorbunov, Pavel Dvurechensky, and Alexander GasnikovSIAM Journal on Optimization, Volume 32, Issue 2, Page 1210-1238, June 2022. We consider an unconstrained problem of minimizing a smooth convex function which is only available through noisy...
By Gabriele Eichfelder, Ernest Quintana, and Stefan RocktäschelSIAM Journal on Optimization, Volume 32, Issue 2, Page 1184-1209, June 2022. In this paper, we study a solution approach for set optimization problems with respect to the...
By Sungho Shin, Mihai Anitescu, and Victor M. ZavalaSIAM Journal on Optimization, Volume 32, Issue 2, Page 1156-1183, June 2022. We study solution sensitivity for nonlinear programs (NLPs) whose structures are induced by graphs. These NLPs arise...
By Adrian S. Lewis, Genaro Lopez-Acedo, and Adriana NicolaeSIAM Journal on Optimization, Volume 32, Issue 2, Page 1094-1119, June 2022. We consider the popular and classical method of alternating projections for finding a point in the intersection...
By Georgios Kotsalis, Guanghui Lan, and Tianjiao LiSIAM Journal on Optimization, Volume 32, Issue 2, Page 1120-1155, June 2022. The focus of this paper is on stochastic variational inequalities (VI) under Markovian noise. A prominent application...
By Axel Séguin and Daniel KressnerSIAM Journal on Optimization, Volume 32, Issue 2, Page 1069-1093, June 2022. Numerical continuation in the context of optimization can be used to mitigate convergence issues due to a...
By Shuyang LingSIAM Journal on Optimization, Volume 32, Issue 2, Page 1018-1048, June 2022. Given the noisy pairwise measurements among a set of unknown group elements, how does one recover them...
By Jerzy Grzybowski and Ryszard UrbańskiSIAM Journal on Optimization, Volume 32, Issue 2, Page 1049-1068, June 2022. Robinson introduced a quotient space of pairs of unbounded convex sets which share their recession cone. In...
By Aleksandr Y. Aravkin, Robert Baraldi, and Dominique OrbanSIAM Journal on Optimization, Volume 32, Issue 2, Page 900-929, June 2022. We develop a trust-region method for minimizing the sum of a smooth term (f) and a nonsmooth...
By Ting Tao, Yitian Qian, and Shaohua PanSIAM Journal on Optimization, Volume 32, Issue 2, Page 959-988, June 2022. This paper is concerned with the column $\ell_{2,0}$-regularized factorization model of low-rank matrix recovery problems and its...
By Shanyin Tong, Anirudh Subramanyam, and Vishwas RaoSIAM Journal on Optimization, Volume 32, Issue 2, Page 930-958, June 2022. Chance constraints provide a principled framework to mitigate the risk of high-impact extreme events by modifying the...
By Sivaramakrishnan Ramani and Archis GhateSIAM Journal on Optimization, Volume 32, Issue 2, Page 989-1017, June 2022. We consider finite- and infinite-horizon Markov decision processes (MDPs) with unknown state-transition probabilities. They are assumed to...
By Terunari Fuji, Pierre-Louis Poirion, and Akiko TakedaSIAM Journal on Optimization, Volume 32, Issue 2, Page 874-899, June 2022. Random projection techniques based on the Johnson--Lindenstrauss lemma are used for randomly aggregating the constraints or variables...
By Maurício Silva Louzeiro, Ronny Bergmann, and Roland HerzogSIAM Journal on Optimization, Volume 32, Issue 2, Page 854-873, June 2022. In this paper, we introduce a definition of Fenchel conjugate and Fenchel biconjugate on Hadamard manifolds based...
By Mitsuaki Obara, Takayuki Okuno, and Akiko TakedaSIAM Journal on Optimization, Volume 32, Issue 2, Page 822-853, June 2022. We consider optimization problems on Riemannian manifolds with equality and inequality constraints, which we call Riemannian nonlinear...
By Nurdan Kuru, Ş. İlker Birbil, Mert Gürbüzbalaban, and Sinan YildirimSIAM Journal on Optimization, Volume 32, Issue 2, Page 795-821, June 2022. We present two classes of differentially private optimization algorithms derived from the well-known accelerated first-order methods. The...
By Guillaume CarlierSIAM Journal on Optimization, Volume 32, Issue 2, Page 786-794, June 2022. The aim of this note is to give an elementary proof of linear convergence of the...
By Andrea CristofariSIAM Journal on Optimization, Volume 32, Issue 2, Page 739-764, June 2022. This paper establishes finite active-set identification of an almost cyclic 2-coordinate descent method for problems with one...
By Yu Mei, Jia Liu, and Zhiping ChenSIAM Journal on Optimization, Volume 32, Issue 2, Page 715-738, June 2022. We consider a distributionally robust second-order stochastic dominance constrained optimization problem. We require the dominance constraints to...
By Philippe Moustrou, Helen Naumann, Cordian Riener, Thorsten Theobald, and Hugues VerdureSIAM Journal on Optimization, Volume 32, Issue 2, Page 765-785, June 2022. The arithmetic mean/geometric mean inequality (AM/GM inequality) facilitates classes of nonnegativity certificates and of relaxation techniques for...
By Alberto SeegerSIAM Journal on Optimization, Volume 32, Issue 2, Page 635-658, June 2022. Let $b$ be a nonnegative vector in a Euclidean Jordan algebra $\mathbb{E}$. Its condition...
By Rongzhu Ke, Wei Yao, Jane J. Ye, and Jin ZhangSIAM Journal on Optimization, Volume 32, Issue 2, Page 604-634, June 2022. The partial calmness for the bilevel programming problem (BLPP) is an important condition which ensures that a...
By Santanu S. Dey, Gonzalo Mun͂oz, and Felipe SerranoSIAM Journal on Optimization, Volume 32, Issue 2, Page 659-686, June 2022. A classical approach for obtaining valid inequalities for a set involves the analysis of relaxations constructed using...
By HanQin Cai, Daniel McKenzie, Wotao Yin, and Zhenliang ZhangSIAM Journal on Optimization, Volume 32, Issue 2, Page 687-714, June 2022. We consider the problem of minimizing a high-dimensional objective function, which may include a regularization term, using...
By Frank E. Curtis, Yutong Dai, and Daniel P. RobinsonSIAM Journal on Optimization, Volume 32, Issue 2, Page 545-572, June 2022. We consider the problem of minimizing an objective function that is the sum of a convex function...
By Jinlong Lei and Uday V. ShanbhagSIAM Journal on Optimization, Volume 32, Issue 2, Page 573-603, June 2022. This paper considers an $n$-player stochastic Nash equilibrium problem (NEP) in which the...
By Monique Laurent and Luis Felipe VargasSIAM Journal on Optimization, Volume 32, Issue 2, Page 491-518, June 2022. We investigate a hierarchy of semidefinite bounds $\vartheta^{(r)}(G)$ for the stability number $\alpha(G)$ of a graph $G$,...
By Grigoriy Blekherman, Santanu S. Dey, Kevin Shu, and Shengding SunSIAM Journal on Optimization, Volume 32, Issue 2, Page 470-490, June 2022. A successful computational approach for solving large-scale positive semidefinite (PSD) programs is to enforce PSD-ness on only...
By Krishnakumar Balasubramanian, Saeed Ghadimi, and Anthony NguyenSIAM Journal on Optimization, Volume 32, Issue 2, Page 519-544, June 2022. In this paper, we study smooth stochastic multilevel composition optimization problems, where the objective function is a...
By Alejandro I. Maass, Chris Manzie, Dragan Nešić, Jonathan H. Manton, and Iman ShamesSIAM Journal on Optimization, Volume 32, Issue 2, Page 445-469, June 2022. We study numerical optimization algorithms that use zeroth-order information to minimize time-varying geodesically convex cost functions on...
By Saul Toscano-Palmerin and Peter I. FrazierSIAM Journal on Optimization, Volume 32, Issue 2, Page 417-444, June 2022. Nonconvex derivative-free time-consuming objectives are often optimized using “black-box” optimization. These approaches assume very little about...
By Ying Sun, Gesualdo Scutari, and Amir DaneshmandSIAM Journal on Optimization, Volume 32, Issue 2, Page 354-385, June 2022. We study distributed multiagent optimization over graphs. We consider the minimization of $F+G$...
By Dionysios S. Kalogerias and Warren B. PowellSIAM Journal on Optimization, Volume 32, Issue 2, Page 386-416, June 2022. We present ${\it Free-MESSAGE}^{,p}$, the first zeroth-order algorithm for (weakly) convex mean-semideviation-based risk-aware learning, which is also...
By Khaled Elbassioni, Kazuhisa Makino, and Waleed NajySIAM Journal on Optimization, Volume 32, Issue 2, Page 321-353, June 2022. Packing and covering semidefinite programs (SDPs) appear in natural relaxations of many combinatorial optimization problems as well...
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By Cathie Wells If aviation were a country, it would rank among the top 10 emitters in terms of contributions to climate change [1]. Although reducing the number of flights would make an ...
By Michel Schanen , Valentin Churavy , Youngdae Kim , and Mihai Anitescu Software development—a dominant expenditure for scientific projects—is often limited by technical programming ...
By Mauro Perego Ice sheet modeling contributes to the accurate projection of future sea level rise — a growing threat that will greatly impact coastal populations and infrastructure. One can ...
In the United States, May is Asian American and Pacific Islander Heritage Month. As we recognize the importance of Asian American and Pacific Islander mathematicians throughout history and their ...
How to Be Creative: A Practical Guide for the Mathematical Sciences , written by Nicholas J. Higham and Dennis Sherwood, is a how-to guide that gives a six-step process for generating great ideas ...
This prize was created in 2013 to emphasize George Pólya’s legacy of communicating mathematics effectively. It joins two long-standing Pólya prizes SIAM has awarded in combinatorics and other fields beginning in 1969.
Established in 1998 in memory of Ralph E. Kleinman, the prize recognizes contributions that bridge the gap between high-level mathematics and engineering problems. The award is based on the quality and impact of the mathematics.
Established in 1992, this prize is awarded to the author or authors of the most outstanding paper, as determined by the selection committee, on a topic in optimization.
Established in 2018, the prize is awarded every three years to an individual in their early career for outstanding, influential, and potentially long-lasting contributions to the field of optimization.
Established in 2022, the prize is awarded every three years to an individual or group of researchers for an outstanding single piece of work that has had significant and sustained influence on the field of optimization over a time period of at least 10 years preceding the year of the award.
This joint prize was established in 2002 to honor Sonia Kovalevsky and her work on the theory of differential equations. It is awarded to anyone in the scientific or engineering community whose work highlights the achievements of women in applied and computational mathematics. Nominations can be submitted via the AWM website.
The SIAM Student Paper Prize is awarded annually to the student author(s) of the most outstanding paper(s) accepted by SIAM journals within the three years preceding the nomination deadline. Starting with the 2018 award, the focus of the prize is to recognize outstanding scholarship by students in SIAM journals.
The prize was established in 1986 in memory of Richard C. DiPrima, who served SIAM for many years and in 1979–1980 as SIAM President. It aims to recognize an early career researcher in applied mathematics and is based on the doctoral dissertation.
The prize honors George B. Dantzig for his contributions to operations research and computer science. The prize is awarded every three years to one or more individuals for original research which by its originality, breadth, and depth is having a major impact on the field of mathematical optimization.
The Lagrange Prize in Continuous Optimization is awarded every three years by the Mathematical Optimization Society (MOS) and SIAM for an outstanding contribution in the area of continuous optimization published in the six calendar years preceding the award year.
Established in 1979 in honor of James H. Wilkinson, the prize is awarded to an individual in their early career for recent contributions to numerical analysis and scientific computing.
The Pioneer Prize is awarded every four years at the International Council for Industrial and Applied Mathematics (ICIAM) Congress to one individual for pioneering work introducing applied mathematical methods and scientific computing techniques to an industrial problem area or a new scientific field of applications. Nominations can be submitted via the ICIAM website.
The prize recognizes innovative software in scientific computing by researchers in the earlier stages of their career. Starting in 2019, SIAM will award the prize every four years at the SIAM Conference on Computational Science and Engineering.
Through the generosity and inspiration of Gerald and Judith Porter, the Mathematical Association of America (MAA), American Mathematical Society (AMS), and SIAM offer this annual lecture at the Joint Mathematics Meetings. The lecture, first awarded in 2010, is given on a mathematical topic accessible to the broader community.
Named in honor of I. E. Block, a co-founder and the first managing director of SIAM, this lecture is open to the public at the SIAM Annual Meeting. It is intended to encourage public appreciation of applied mathematics and computational science by reaching out to the local community.
Established in 1959, the prize honors John von Neumann, a founder of modern computing. The prize is awarded annually for distinguished contributions to applied mathematics and for the effective communication of these ideas to the community.
The JPBM Communications Award is given annually to reward and encourage communicators who, on a sustained basis, bring mathematical ideas and information to non-mathematical audiences. The prize may be awarded in two categories: For Public Outreach and For Expository and Popular Books. Nominations can be submitted via the AMS website.
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The MAA-SIAM-AMS Hrabowski-Gates-Tapia-McBay (HGTM) Lecture is named after four influential scientists of color: Freeman Hrabowski, President of the University of Maryland at Baltimore County; James S. Gates, University of Maryland, College Park; Richard Tapia, Rice University; and Shirley McBay, Founder and former President of Quality Education for Minorities. This lecture started in 2016 as an activity of the Mathematical Association of America’s Committee on Minority Participation and became a jointly sponsored MAA-SIAM-AMS event in 2018.
The prize recognizes students for outstanding solutions to real world math problems. It is awarded to six of the teams judged "Outstanding" in the Mathematical Contest in Modeling (MCM) administered annually by the Consortium for Mathematics and Its Applications (COMAP). Registration is accepted via the COMAP website.
The SIAM Outstanding Paper Prize is not currently active. For the 20 years before it was discontinued in 2019, the SIAM Outstanding Paper Prizes brought attention to papers published in SIAM journals. Three awards were made each year to the authors of papers deemed by SIAM journal editors-in-chief worthy of particular attention.
The prize, established in 1985 and originally intended to be awarded periodically, is now awarded annually for contributions to the advancement of applied mathematics on the national or international level.
Looking for financial support to further your research? Fellowships often provide funding plus experiential learning opportunities to young researchers. Learn more about fellowship opportunities.
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Internships allow you to network and forge connections for future job possibilities, while also exploring possible areas of interest. Look at this list of companies who offer valuable opportunities.
Our community is founded on igniting groundbreaking developments in applied math and computational science. Take a deeper dive into your area of study with one of these opportunities.