By Alois Pichler and Alexander Shapiro
SIAM Journal on Optimization, Volume 31, Issue 4, Page 3044-3067, January 2021.
Distributionally robust optimization involves various probability measures in its problem formulation. They can be bundled to constitute...

Following SIAM’s recent elections, we are pleased to announce our new President-Elect, Vice President-at-Large, and Secretary, as well as Board of Trustees members and Council, as elected by the ...

By Aykut Bulut and Ted K. Ralphs
SIAM Journal on Optimization, Volume 31, Issue 4, Page 3014-3043, January 2021.
Inverse optimization is the problem of determining the values of missing input parameters for an associated forward...

By  Gökçe  Dayanıklı The economic and social impacts of events like wildfires and floods are motivating more people to recognize the effects of a changing climate. The increase in carbon ...

Hampton, VA, United States

The following funding opportunity was shared by  Oak Ridge Institute for Science and Education (ORISE) on November 9, 2021. Now accepting applications for:  U.S. Department of Homeland ...

Norfolk, VA, United States

By Jiaming Liang and Renato D. C. Monteiro
SIAM Journal on Optimization, Volume 31, Issue 4, Page 2955-2986, January 2021.
This paper presents a proximal bundle variant, namely, the relaxed proximal bundle (RPB) method, for solving convex...

By Luis M. Bricen͂o-Arias and Fernando Roldán
SIAM Journal on Optimization, Volume 31, Issue 4, Page 2987-3013, January 2021.
In this paper we provide a generalization of the Douglas--Rachford splitting (DRS) and the primal-dual algorithm [L....

Denver, CO, United States

West Lafayette, IN, United States

Dallas, TX, United States

Roskilde, , Denmark

By Dimitris Bertsimas, Dick den Hertog, and Jean Pauphilet
SIAM Journal on Optimization, Volume 31, Issue 4, Page 2893-2920, January 2021.
We develop a general methodology for deriving probabilistic guarantees for solutions of robust optimization problems. Our analysis...

By Cristian Daniel Alecsa and Szilárd Csaba László
SIAM Journal on Optimization, Volume 31, Issue 4, Page 2921-2954, January 2021.
This paper examines a perturbed heavy ball system with vanishing damping that contains a Tikhonov regularization term...

By Jiaming Liang and Renato D. C. Monteiro
SIAM Journal on Optimization, Volume 31, Issue 4, Page 2955-2986, January 2021.
This paper presents a proximal bundle variant, namely, the relaxed proximal bundle (RPB) method, for solving convex...

By Luis M. Bricen͂o-Arias and Fernando Roldán
SIAM Journal on Optimization, Volume 31, Issue 4, Page 2987-3013, January 2021.
In this paper we provide a generalization of the Douglas--Rachford splitting (DRS) and the primal-dual algorithm [L....

By Dimitris Bertsimas, Dick den Hertog, and Jean Pauphilet
SIAM Journal on Optimization, Volume 31, Issue 4, Page 2893-2920, January 2021.
We develop a general methodology for deriving probabilistic guarantees for solutions of robust optimization problems. Our analysis...

By Cristian Daniel Alecsa and Szilárd Csaba László
SIAM Journal on Optimization, Volume 31, Issue 4, Page 2921-2954, January 2021.
This paper examines a perturbed heavy ball system with vanishing damping that contains a Tikhonov regularization term...

By Roger Behling, Yunier Bello-Cruz, and Luiz-Rafael Santos
SIAM Journal on Optimization, Volume 31, Issue 4, Page 2863-2892, January 2021.
This paper combines two ingredients in order to get a rather surprising result on one of the...

By Yurii Nesterov
SIAM Journal on Optimization, Volume 31, Issue 4, Page 2807-2828, January 2021.
In this paper, we complement the framework of bilevel unconstrained minimization (BLUM) [Y. Nesterov, Math. Program., to...

By Shengda Zeng, Stanisław Migórski, and Zhenhai Liu
SIAM Journal on Optimization, Volume 31, Issue 4, Page 2829-2862, January 2021.
The objective of the paper is to investigate a dynamical system called a differential variational-hemivariational inequality (DVHVI)...

By Raymond Boute
SIAM Review, Volume 63, Issue 4, Page 854-864, January 2021.
The multivariable chain rule is often challenging to students because it is usually presented with ambiguities and other defects...

By Chris Brimacombe, Robert M. Corless, and Mair Zamir
SIAM Review, Volume 63, Issue 4, Page 653-720, January 2021.
Mathieu functions of period $\pi$ or $2\pi$, also called elliptic cylinder functions, were introduced in 1868 by Émile Mathieu...

By Christian Clason, Carla Tameling, and Benedikt Wirth
SIAM Review, Volume 63, Issue 4, Page 783-821, January 2021.
We consider a class of infinite-dimensional optimization problems in which a distributed vector-valued variable should pointwise almost everywhere take...

By D. Aussel, K. Cao Van, and D. Salas
SIAM Journal on Optimization, Volume 31, Issue 4, Page 2784-2806, January 2021.
A generalized Nash equilibrium problem corresponds to a noncooperative interaction between a finite set of players...

By Gianmarco Mengaldo, David Moxey, Michael Turner, Rodrigo Costa Moura, Ayad Jassim, Mark Taylor, Joaquim Peiró, and Spencer Sherwin
SIAM Review, Volume 63, Issue 4, Page 723-755, January 2021.
We present a successful deployment of high-fidelity large-eddy simulation (LES) technologies based on spectral/$hp$ element methods to industrial flow...

By Arthur E. P. Veldman
SIAM Review, Volume 63, Issue 4, Page 756-779, January 2021.
It has been found advantageous for finite-volume discretizations of flow equations to possess additional (secondary) invariants, besides the (primary)...

By Mengjia Xu
SIAM Review, Volume 63, Issue 4, Page 825-853, January 2021.
Graph analytics can lead to better quantitative understanding and control of complex networks, but traditional methods suffer from the...

By Misha E. Kilmer
SIAM Review, Volume 63, Issue 4, Page 721-721, January 2021.
The car-themed cover art on the current issue of SIAM Review is courtesy of the first of two Research...

By Darinka Dentcheva
SIAM Review, Volume 63, Issue 4, Page 823-823, January 2021.
The Education section in this issue presents two papers. The first paper, “Understanding Graph Embedding Methods and Their Applications,”...

By J. M. Sanz-Serna
SIAM Review, Volume 63, Issue 4, Page 651-651, January 2021.
The Survey and Review paper in this issue, “Computation and Applications of Mathieu Functions: A Historical Perspective,” by Chris...

By Volker H. Schulz
SIAM Review, Volume 63, Issue 4, Page 867-875, January 2021.
The first half of this section is devoted to books related to data science. The featured review on the...

By The Editors
SIAM Review, Volume 63, Issue 4, Page 781-781, January 2021.
The SIGEST article in this issue, which comes from the SIAM Journal on Control and Optimization (SICON), is “Convex...

By Hadrien Hendrikx, Francis Bach, and Laurent Massoulié
SIAM Journal on Optimization, Volume 31, Issue 4, Page 2753-2783, January 2021.
Modern large-scale finite-sum optimization relies on two key aspects: distribution and stochastic updates. For smooth and strongly...

By Lijun Ding, Alp Yurtsever, Volkan Cevher, Joel A. Tropp, and Madeleine Udell
SIAM Journal on Optimization, Volume 31, Issue 4, Page 2695-2725, January 2021.
This paper develops a new storage-optimal algorithm that provably solves almost all semidefinite programs (SDPs). This method...

By Nguyen T. V. Hang and M. Ebrahim Sarabi
SIAM Journal on Optimization, Volume 31, Issue 4, Page 2665-2694, January 2021.
Second-order sufficient conditions for local optimality have been playing an important role in local convergence analysis of...

By Jeffrey Larson, Matt Menickelly, and Baoyu Zhou
SIAM Journal on Optimization, Volume 31, Issue 4, Page 2638-2664, January 2021.
We propose a manifold sampling algorithm for minimizing a nonsmooth composition $f= h\circ F$, where we assume...

By Peijun Xiao, Zhisheng Xiao, and Ruoyu Sun
SIAM Journal on Optimization, Volume 31, Issue 4, Page 2726-2752, January 2021.
Block decomposition algorithms decompose the variable vector into multiple blocks and update a single block with other...

By Lijun Ding and Madeleine Udell
SIAM Journal on Optimization, Volume 31, Issue 4, Page 2614-2637, January 2021.
Low rank matrix recovery problems appear widely in statistics, combinatorics, and imaging. One celebrated method for solving...

By Mohit Bansil and Jun Kitagawa
SIAM Journal on Optimization, Volume 31, Issue 4, Page 2586-2613, January 2021.
We introduce and prove convergence of a damped Newton algorithm to approximate solutions of the semidiscrete optimal...

By Weiwei Kong and Renato D. C. Monteiro
SIAM Journal on Optimization, Volume 31, Issue 4, Page 2558-2585, January 2021.
This paper presents smoothing schemes for obtaining approximate stationary points of unconstrained or linearly constrained composite nonconvex-concave...

By Karen Aardal, Andrea Lodi, Andrea Tramontani, Frederik von Heymann, and Laurence A. Wolsey
SIAM Journal on Optimization, Volume 31, Issue 4, Page 2539-2557, January 2021.
Here we consider the question whether the lattice reformulation of a linear integer program can be...

By Dmitrii M. Ostrovskii, Andrew Lowy, and Meisam Razaviyayn
SIAM Journal on Optimization, Volume 31, Issue 4, Page 2508-2538, January 2021.
We propose an efficient algorithm for finding first-order Nash equilibria in min-max problems of the form $\textstyle\min_{x...

By Shaoyan Guo, Huifu Xu, and Liwei Zhang
SIAM Journal on Optimization, Volume 31, Issue 4, Page 2481-2507, January 2021.
Meirowitz [Econom. Lett., 78 (2003), pp. 213--218] showed existence of the continuous Bayesian Nash equilibrium for Bayesian...

By Caroline Geiersbach and Winnifried Wollner
SIAM Journal on Optimization, Volume 31, Issue 4, Page 2455-2480, January 2021.
We analyze a convex stochastic optimization problem where the state is assumed to belong to the Bochner...

By Jiawang Nie, Li Wang, Jane J. Ye, and Suhan Zhong
SIAM Journal on Optimization, Volume 31, Issue 3, Page 2368-2395, January 2021.
This paper studies bilevel polynomial optimization. We propose a method to solve it globally by using polynomial...

By Dimitris Bertsimas, Ryan Cory-Wright, and Jean Pauphilet
SIAM Journal on Optimization, Volume 31, Issue 3, Page 2340-2367, January 2021.
We propose a unified framework to address a family of classical mixed-integer optimization problems with logically constrained...

By Christoph Neumann and Oliver Stein
SIAM Journal on Optimization, Volume 31, Issue 3, Page 2396-2428, January 2021.
In this article we introduce an inner parallel cutting plane method (IPCP) to compute good feasible points...

By Xi Yin Zheng and Kung Fu Ng
SIAM Journal on Optimization, Volume 31, Issue 3, Page 2429-2454, January 2021.
Considering a closed multifunction $\Psi$ between two Banach spaces, it is known that metric regularity and...

By Guanghui Lan, Edwin Romeijn, and Zhiqiang Zhou
SIAM Journal on Optimization, Volume 31, Issue 3, Page 2307-2339, January 2021.
Conditional gradient methods have attracted much attention in both machine learning and optimization communities recently. These simple...

By Jean Bernard Lasserre, Victor Magron, Swann Marx, and Olivier Zahm
SIAM Journal on Optimization, Volume 31, Issue 3, Page 2285-2306, January 2021.
This paper is concerned with minimizing a sum of rational functions over a compact set of high...

By Anton Schiela and Julian Ortiz
SIAM Journal on Optimization, Volume 31, Issue 3, Page 2255-2284, January 2021.
We extend a sequential quadratic programming method for equality constrained optimization to the setting of Hilbert manifolds....

By Pontus Giselsson
SIAM Journal on Optimization, Volume 31, Issue 3, Page 2199-2226, January 2021.
We propose and analyze a versatile and general algorithm called nonlinear forward-backward splitting (NOFOB). The algorithm consists...

By D. Brosch, M. Laurent, and A. Steenkamp
SIAM Journal on Optimization, Volume 31, Issue 3, Page 2227-2254, January 2021.
We investigate two classes of multivariate polynomials with variables indexed by the edges of a...

By Harshal D. Kaushik and Farzad Yousefian
SIAM Journal on Optimization, Volume 31, Issue 3, Page 2171-2198, January 2021.
We consider a class of optimization problems with Cartesian variational inequality (CVI) constraints, where the objective function...

By Tatiana Tatarenko and Angelia Nedich
SIAM Journal on Optimization, Volume 31, Issue 3, Page 2141-2170, January 2021.
In this work, we consider a constrained convex problem with linear inequalities and provide an inexact penalty...

By Harsha Gangammanavar and Suvrajeet Sen
SIAM Journal on Optimization, Volume 31, Issue 3, Page 2111-2140, January 2021.
Multistage stochastic programming deals with operational and planning problems that involve a sequence of decisions over time...

By Vincent Guigues, Renato Monteiro, and Benar Svaiter
SIAM Journal on Optimization, Volume 31, Issue 3, Page 2084-2110, January 2021.
In [V. Guigues, SIAM J. Optim., 30 (2020), pp. 407--438], an inexact variant of stochastic dual dynamic...

By Adrian S. Lewis and Tonghua Tian
SIAM Journal on Optimization, Volume 31, Issue 3, Page 2080-2083, January 2021.
The classical Clarke subdifferential alone is inadequate for understanding automatic differentiation in nonsmooth contexts. Instead, we...

By Didier Aussel, Gemayqzel Bouza, Stephan Dempe, and Sébastien Lepaul
SIAM Journal on Optimization, Volume 31, Issue 3, Page 2055-2079, January 2021.
Multi-leader-follower games are models which combine bilevel programming with generalized Nash games. Due to their many applications,...

By Peiran Yu, Ting Kei Pong, and Zhaosong Lu
SIAM Journal on Optimization, Volume 31, Issue 3, Page 2024-2054, January 2021.
In this paper, we study the sequential convex programming method with monotone line search (SCP$_{ls}$) in [Z....

By Shreya Menon and John W. Cain
SIAM Review, Volume 63, Issue 3, Page 625-637, January 2021.
For students in applied mathematics courses, the phenomenon of delay-induced stability and instability offers exciting educational opportunities. Exploration...

By Matthew Colbrook, Andrew Horning, and Alex Townsend
SIAM Review, Volume 63, Issue 3, Page 489-524, January 2021.
Using the resolvent operator, we develop an algorithm for computing smoothed approximations of spectral measures associated with self-adjoint operators....

By R. Ryan Williams
SIAM Review, Volume 63, Issue 3, Page 559-582, January 2021.
We present a randomized method for computing the min-plus product (a.k.a. tropical product) of two $n \times n$...

By Emil Cătinaş
SIAM Review, Volume 63, Issue 3, Page 585-624, January 2021.
The high speed of $x_{k}\rightarrow x^\ast\in{\mathbb R}$ is usually measured using the $C$-, $Q$-, or $R$-orders: \[ łim \tfrac...

By Sarafa A. Iyaniwura, Tony Wong, Colin B. Macdonald, and Michael J. Ward
SIAM Review, Volume 63, Issue 3, Page 525-555, January 2021.
The determination of the mean first passage time (MFPT) for a Brownian particle in a bounded 2-D domain containing...

By Leo Torres, Ann S. Blevins, Danielle Bassett, and Tina Eliassi-Rad
SIAM Review, Volume 63, Issue 3, Page 435-485, January 2021.
Complex systems, composed at the most basic level of units and their interactions, describe phenomena in a wide variety...

By Misha E. Kilmer
SIAM Review, Volume 63, Issue 3, Page 487-487, January 2021.
The first of our two Research Spotlights articles in this issue gives a general framework and corresponding algorithm for...

By The Editors
SIAM Review, Volume 63, Issue 3, Page 557-557, January 2021.
The SIGEST article in this issue is “From Circuit Complexity to Faster All-Pairs Shortest Paths,” by R. Ryan Williams....

By Darinka Dentcheva
SIAM Review, Volume 63, Issue 3, Page 583-583, January 2021.
The Education section in this issue contains two papers. The first paper, “How Many Steps Still Left to ${x}^*$?,”...

By J. M. Sanz-Serna
SIAM Review, Volume 63, Issue 3, Page 433-433, January 2021.
Our Survey and Review paper, “The Why, How, and When of Representations for Complex Systems,” by Leo Torres, Ann...

By Volker H. Schulz
SIAM Review, Volume 63, Issue 3, Page 641-650, January 2021.
The majority of books in this issue are devoted to modeling in one form or another. The featured review...

By Zihan Liu and Kannan Ramchandran
SIAM Journal on Optimization, Volume 31, Issue 3, Page 1971-1998, January 2021.
The adaptive Douglas--Rachford splitting algorithm iteratively applies the operator $T=\kappa_{n}Q_{A}Q_{B}+(1-\kappa_{n}){Id}$ to solve the inclusion problem $\text{zer}(A+B)$. By...

By Sergei Chubanov
SIAM Journal on Optimization, Volume 31, Issue 3, Page 1947-1970, January 2021.
This article proposes an algorithm for convex programming which can be viewed as a further development of...

By Brendan O'Donoghue
SIAM Journal on Optimization, Volume 31, Issue 3, Page 1999-2023, January 2021.
We present a first-order quadratic cone programming algorithm that can scale to very large problem sizes and...

By Salihah Alwadani, Heinz Bauschke, and Xianfu Wang
SIAM Journal on Optimization, Volume 31, Issue 3, Page 1926-1946, January 2021.
Using the Attouch--Théra duality, we study the cycles, gap vectors, and fixed point sets of compositions of...

By Andrés Gómez
SIAM Journal on Optimization, Volume 31, Issue 3, Page 1897-1925, January 2021.
We consider the problem of estimating the true values of a Wiener process given noisy observations corrupted...

By Amir Beck and Marc Teboulle
SIAM Journal on Optimization, Volume 31, Issue 3, Page 1877-1896, January 2021.
We consider a nonconvex optimization problem consisting of maximizing the difference of two convex functions. We present...

By Andreas Van Barel and Stefan Vandewalle
SIAM Journal on Optimization, Volume 31, Issue 3, Page 1850-1876, January 2021.
An algorithm is proposed to solve robust control problems constrained by partial differential equations with uncertain coefficients,...

By Fabián Flores-Bazán and Felipe Opazo
SIAM Journal on Optimization, Volume 31, Issue 3, Page 1774-1796, January 2021.
Various characterizations of convexity for images of a vector mapping where some of its components are quadratic...

By Claus Danielson
SIAM Journal on Optimization, Volume 31, Issue 3, Page 1827-1849, January 2021.
Symmetries of a set are linear transformations that map the set to itself. A fundamental domain of...

By Chaobing Song, Yong Jiang, and Yi Ma
SIAM Journal on Optimization, Volume 31, Issue 3, Page 1797-1826, January 2021.
In this paper, through an intuitive vanilla proximal method perspective, we derive a concise unified acceleration...

By Ling Liang, Defeng Sun, and Kim-Chuan Toh
SIAM Journal on Optimization, Volume 31, Issue 3, Page 1748-1773, January 2021.
In this paper, we adopt the augmented Lagrangian method (ALM) to solve convex quadratic second-order cone programming...

By Luze Xu, Marcia Fampa, Jon Lee, and Gabriel Ponte
SIAM Journal on Optimization, Volume 31, Issue 3, Page 1722-1747, January 2021.
Fundamental in matrix algebra and its applications, a generalized inverse of a real matrix $A$ is a...

By Zhe Zhang, Shabbir Ahmed, and Guanghui Lan
SIAM Journal on Optimization, Volume 31, Issue 3, Page 1690-1721, January 2021.
Recently, there has been a growing interest in distributionally robust optimization (DRO) as a principled approach to...

By Sebastian Blauth
SIAM Journal on Optimization, Volume 31, Issue 3, Page 1658-1689, January 2021.
Shape optimization based on shape calculus has received a lot of attention in recent years, particularly regarding...

By Pedro Pérez-Aros and Emilio Vilches
SIAM Journal on Optimization, Volume 31, Issue 3, Page 1635-1657, January 2021.
In this paper, we investigate the Moreau envelope of the supremum of a family of convex, proper,...

By Xiao Li, Shixiang Chen, Zengde Deng, Qing Qu, Zhihui Zhu, and Anthony Man-Cho So
SIAM Journal on Optimization, Volume 31, Issue 3, Page 1605-1634, January 2021.
We consider a class of nonsmooth optimization problems over the Stiefel manifold, in which the objective function...

By Liaoyuan Zeng, Peiran Yu, and Ting Kei Pong
SIAM Journal on Optimization, Volume 31, Issue 2, Page 1576-1603, January 2021.
Recently, in a series of papers [Y. Rahimi, C. Wang, H. Dong, and Y. Lou, SIAM J....

By Bin Gao, Nguyen Thanh Son, P.-A. Absil, and Tatjana Stykel
SIAM Journal on Optimization, Volume 31, Issue 2, Page 1546-1575, January 2021.
The symplectic Stiefel manifold, denoted by ${Sp}(2p,2n)$, is the set of linear symplectic maps between the standard...

By Ping-Fan Zhao, Qing-Na Li, Wei-Kun Chen, and Ya-Feng Liu
SIAM Journal on Optimization, Volume 31, Issue 2, Page 1519-1545, January 2021.
Multiple-input multiple-output (MIMO) detection is a fundamental problem in wireless communications and it is strongly NP-hard in...

By A. S. Berahas, L. Cao, and K. Scheinberg
SIAM Journal on Optimization, Volume 31, Issue 2, Page 1489-1518, January 2021.
In this paper, we develop convergence analysis of a modified line search method for objective functions whose...

By Felix Harder, Patrick Mehlitz, and Gerd Wachsmuth
SIAM Journal on Optimization, Volume 31, Issue 2, Page 1459-1488, January 2021.
We show that the Mordukhovich-stationarity system associated with a mathematical program with complementarity constraints (MPCC) can be...

By Maria Dostert, David de Laat, and Philippe Moustrou
SIAM Journal on Optimization, Volume 31, Issue 2, Page 1433-1458, January 2021.
In this paper we give an algorithm to round the floating point output of a semidefinite programming...

By Chong Li, Kung Fu Ng, Jen-Chih Yao, and Xiaopeng Zhao
SIAM Journal on Optimization, Volume 31, Issue 2, Page 1410-1432, January 2021.
For an inequality system defined by an infinite family of proper lower semicontinuous convex functions in normed...

By Rubén López and Miguel Sama
SIAM Journal on Optimization, Volume 31, Issue 2, Page 1330-1351, January 2021.
We obtain new properties and formulas for the horizon map and graphical convergence for set-valued maps. We...

By Albert S. Berahas, Frank E. Curtis, Daniel Robinson, and Baoyu Zhou
SIAM Journal on Optimization, Volume 31, Issue 2, Page 1352-1379, January 2021.
Sequential quadratic optimization algorithms are proposed for solving smooth nonlinear optimization problems with equality constraints. The...

By Aram V. Arutyunov and Dmitry Karamzin
SIAM Journal on Optimization, Volume 31, Issue 2, Page 1380-1409, January 2021.
Metric regularity and a stability theorem with a square-root distance estimate are investigated for smooth mappings which...

By Erfan Yazdandoost Hamedani and Necdet Serhat Aybat
SIAM Journal on Optimization, Volume 31, Issue 2, Page 1299-1329, January 2021.
In this paper, we propose a primal-dual algorithm with a novel momentum term using the partial gradients...

By Bahareh Khazayel, Ali Farajzadeh, Christian Günther, and Christiane Tammer
SIAM Journal on Optimization, Volume 31, Issue 2, Page 1276-1298, January 2021.
Convex cones play an important role in nonlinear analysis and optimization theory. In particular, specific normal cones...

By Ramchandran Muthukumar, Drew P. Kouri, and Madeleine Udell
SIAM Journal on Optimization, Volume 31, Issue 2, Page 1242-1275, January 2021.
This paper develops a novel limited-memory method to solve dynamic optimization problems. The memory requirements for...

By Volker H. Schulz
SIAM Review, Volume 63, Issue 2, Page 419-431, January 2021.
The April issue of SIAM News sadly reported on the death of Bob O'Malley (https://sinews.siam.org/Details-Page/obituary-robert-e-omalley-jr). He led the Book...

By The Editors
SIAM Review, Volume 63, Issue 2, Page 373-373, January 2021.
The SIGEST article in this issue is “A General Framework for Fractional Order Compartment Models,” by Christopher N. Angstmann,...

By J. M. Sanz-Serna
SIAM Review, Volume 63, Issue 2, Page 247-247, January 2021.
``Stochastic Control Liaisons: Richard Sinkhorn Meets Gaspard Monge on a Schrödinger Bridge,” by Yongxin Chen, Tryphon T. Georgiou, and...

By Darinka Dentcheva
SIAM Review, Volume 63, Issue 2, Page 393-393, January 2021.
This issue of SIAM Review presents two papers in the Education section. The first paper, “Rotations in Three Dimensions,”...

By Misha E. Kilmer
SIAM Review, Volume 63, Issue 2, Page 315-315, January 2021.
Under what conditions does a semilinear parabolic equation have the maximum bound principle, and do numerical approximations of it...

By Christopher N. Angstmann, Austen M. Erickson, Bruce I. Henry, Anna V. McGann, John M. Murray, and James A. Nichols
SIAM Review, Volume 63, Issue 2, Page 375-392, January 2021.
Compartment models are a widely used class of models that are useful when considering the flow of objects, ...

By Art B. Owen and Daniel Rudolf
SIAM Review, Volume 63, Issue 2, Page 360-372, January 2021.
This article provides a strong law of large numbers for integration on digital nets randomized by a nested uniform...

By Qiang Du, Lili Ju, Xiao Li, and Zhonghua Qiao
SIAM Review, Volume 63, Issue 2, Page 317-359, January 2021.
The ubiquity of semilinear parabolic equations is clear from their numerous applications ranging from physics and biology to materials...

By Milton F. Maritz
SIAM Review, Volume 63, Issue 2, Page 395-404, January 2021.
The Rodrigues formula for the $3\times 3$ rotation matrix is hardly ever derived from first principles in a simple...

By Yongxin Chen, Tryphon T. Georgiou, and Michele Pavon
SIAM Review, Volume 63, Issue 2, Page 249-313, January 2021.
In 1931--1932, Erwin Schrödinger studied a hot gas Gedankenexperiment (an instance of large deviations of the empirical distribution). Schrödinger's...

By Pablo D. Brubeck, Yuji Nakatsukasa, and Lloyd N. Trefethen
SIAM Review, Volume 63, Issue 2, Page 405-415, January 2021.
Vandermonde matrices are exponentially ill-conditioned, rendering the familiar “polyval(polyfit)” algorithm for polynomial interpolation and least-squares fitting ineffective at higher...

By Audrey Repetti and Yves Wiaux
SIAM Journal on Optimization, Volume 31, Issue 2, Page 1215-1241, January 2021.
We present a forward-backward-based algorithm to minimize a sum of a differentiable function and a nonsmooth function,...

By Boris S. Mordukhovich and M. Ebrahim Sarabi
SIAM Journal on Optimization, Volume 31, Issue 2, Page 1184-1214, January 2021.
This paper aims at developing two versions of the generalized Newton method to compute local minimizers for...

By Zhenhai Liu, Dumitru Motreanu, and Shengda Zeng
SIAM Journal on Optimization, Volume 31, Issue 2, Page 1158-1183, January 2021.
The primary objective of this paper is to study a large class of differential variational-hemivariational inequalities involving...

By Prateek Jain, Dheeraj M. Nagaraj, and Praneeth Netrapalli
SIAM Journal on Optimization, Volume 31, Issue 2, Page 1108-1130, January 2021.
Stochastic gradient descent (SGD) is one of the most widely used algorithms for large-scale optimization problems. While...

By Junyu Zhang and Lin Xiao
SIAM Journal on Optimization, Volume 31, Issue 2, Page 1131-1157, January 2021.
We consider multilevel composite optimization problems where each mapping in the composition is the expectation over a...

By Andrea Cristofari and Francesco Rinaldi
SIAM Journal on Optimization, Volume 31, Issue 2, Page 1079-1107, January 2021.
Structured optimization problems are ubiquitous in fields like data science and engineering. The goal in ...

By Raghu Pasupathy and Yongjia Song
SIAM Journal on Optimization, Volume 31, Issue 1, Page 1017-1048, January 2021.
We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs. The...

By Chris J. Maddison, Daniel Paulin, Yee Whye Teh, and Arnaud Doucet
SIAM Journal on Optimization, Volume 31, Issue 1, Page 991-1016, January 2021.
The conditions of relative smoothness and relative strong convexity were recently introduced for the analysis of Bregman...

By Paul Breiding and Nick Vannieuwenhoven
SIAM Journal on Optimization, Volume 31, Issue 1, Page 1049-1077, January 2021.
We consider the local sensitivity of least-squares formulations of inverse problems. The sets of inputs and outputs...

By Shambhavi Singh and Yves Lucet
SIAM Journal on Optimization, Volume 31, Issue 1, Page 972-990, January 2021.
Given a piecewise-defined function, checking whether it is convex is a nontrivial task. While it may be...

By Cheolmin Kim and Sanjay Mehrotra
SIAM Journal on Optimization, Volume 31, Issue 1, Page 945-971, January 2021.
We consider linear fractional programming problems in a form of which the linear fractional program and its...

By Jelena Diakonikolas and Michael I. Jordan
SIAM Journal on Optimization, Volume 31, Issue 1, Page 915-944, January 2021.
We take a Hamiltonian-based perspective to generalize Nesterov's accelerated gradient descent and Polyak's heavy ball method to...

By Sheng Cheng and Nuno C. Martins
SIAM Journal on Optimization, Volume 31, Issue 1, Page 866-886, January 2021.
We propose a necessary and sufficient test to determine whether a solution for a general quadratic program...

By Zhongxiao Jia and Fa Wang
SIAM Journal on Optimization, Volume 31, Issue 1, Page 887-914, January 2021.
Solving the trust-region subproblem (TRS) plays a key role in numerical optimization and many other applications. The...

By Rafael Correa, M. A. López, and Pedro Pérez-Aros
SIAM Journal on Optimization, Volume 31, Issue 1, Page 837-865, January 2021.
This paper deals with particular families of DC optimization problems involving suprema of convex functions. We show...

By Stefan Sremac, Hugo J. Woerdeman, and Henry Wolkowicz
SIAM Journal on Optimization, Volume 31, Issue 1, Page 812-836, January 2021.
In semidefinite programming a proposed optimal solution may be quite poor in spite of having sufficiently small...

By Luca Calatroni, Guillaume Garrigos, Lorenzo Rosasco, and Silvia Villa
SIAM Journal on Optimization, Volume 31, Issue 1, Page 754-784, January 2021.
We propose and analyze an accelerated iterative dual diagonal descent algorithm for the solution of linear inverse...

By Anton Rodomanov and Yurii Nesterov
SIAM Journal on Optimization, Volume 31, Issue 1, Page 785-811, January 2021.
In this paper, we study greedy variants of quasi-Newton methods. They are based on the updating formulas...

By Dan Garber
SIAM Journal on Optimization, Volume 31, Issue 1, Page 727-753, January 2021.
Smooth convex minimization over the unit trace-norm ball is an important optimization problem in machine learning, signal...

By Brian C. Dandurand, Kibaek Kim, and Sven Leyffer
SIAM Journal on Optimization, Volume 31, Issue 1, Page 702-726, January 2021.
We address the bilevel optimization problem of identifying the most critical attacks to an alternating current (AC)...

By Masoud Ahookhosh, Andreas Themelis, and Panagiotis Patrinos
SIAM Journal on Optimization, Volume 31, Issue 1, Page 653-685, January 2021.
We introduce Bella, a locally superlinearly convergent Bregman forward-backward splitting method for minimizing the sum of two...

By Sergei Chubanov
SIAM Journal on Optimization, Volume 31, Issue 1, Page 686-701, January 2021.
We consider a linear problem over a finite set of integer vectors and assume that there is...

By Hong-Kun Xu and Andrzej Cegielski
SIAM Journal on Optimization, Volume 31, Issue 1, Page 626-652, January 2021.
The split equality problem (SEP) seeks a pair of points $(x^{\ast },y^{\ast })\in (C,D)$ with the property...

By Juan Kuntz, Philipp Thomas, Guy-Bart Stan, and Mauricio Barahona
SIAM Journal on Optimization, Volume 31, Issue 1, Page 604-625, January 2021.
We study a class of countably infinite linear programs (CILPs) whose feasible sets are bounded subsets of...

By Ashkan Mohammadi and Boris S. Mordukhovich
SIAM Journal on Optimization, Volume 31, Issue 1, Page 569-603, January 2021.
This paper is devoted to developing and applications of a generalized differential theory of variational analysis that...

By Nguyen Huy Chieu, Le Van Hien, Tran T. A. Nghia, and Ha Anh Tuan
SIAM Journal on Optimization, Volume 31, Issue 1, Page 545-568, January 2021.
This paper mainly studies the relationship between quadratic growth and strong metric subregularity of...

By Frank E. Curtis, Daniel P. Robinson, Clément W. Royer, and Stephen J. Wright
SIAM Journal on Optimization, Volume 31, Issue 1, Page 518-544, January 2021.
Worst-case complexity guarantees for nonconvex optimization algorithms have been a topic of growing interest. Multiple frameworks that...

By Lu Lu, Xuhui Meng, Zhiping Mao, and George Em Karniadakis
SIAM Review, Volume 63, Issue 1, Page 208-228, January 2021.
Deep learning has achieved remarkable success in diverse applications; however, its use in solving partial differential equations (PDEs) has...

By Nicholas A. Battista
SIAM Review, Volume 63, Issue 1, Page 181-207, January 2021.
While students may find spline interpolation quite digestible based on their familiarity with the continuity of a function and...

By Bengt Fornberg
SIAM Review, Volume 63, Issue 1, Page 167-180, January 2021.
The trapezoidal rule uses function values at equispaced nodes. It is very accurate for integrals over periodic intervals, but...

By Michelle Feng and Mason A. Porter
SIAM Review, Volume 63, Issue 1, Page 67-99, January 2021.
A crucial step in the analysis of persistent homology is the transformation of data into an appropriate topological object...

By Juan Kuntz, Philipp Thomas, Guy-Bart Stan, and Mauricio Barahona
SIAM Review, Volume 63, Issue 1, Page 3-64, January 2021.
Computing the stationary distributions of a continuous-time Markov chain (CTMC) involves solving a set of linear equations. In most...

By Nour Riman, Jonathan D. Victor, Sebastian D. Boie, and Bard Ermentrout
SIAM Review, Volume 63, Issue 1, Page 100-120, January 2021.
Animals use stereo sampling of odor concentration to localize sources and follow odor trails. We analyze the dynamics of...

By Xavier Allamigeon, Pascal Benchimol, Stéphane Gaubert, and Michael Joswig
SIAM Review, Volume 63, Issue 1, Page 123-164, January 2021.
Tropical geometry has been recently used to obtain new complexity results in convex optimization and game theory. In this...

By Misha E. Kilmer
SIAM Review, Volume 63, Issue 1, Page 65-65, January 2021.
We have two Research Spotlights papers in the lineup this issue. The first of these, “Persistent Homology of...

By Darinka Dentcheva
SIAM Review, Volume 63, Issue 1, Page 165-166, January 2021.
This issue of SIAM Review presents three papers in the Education section. The first paper, “Improving the Accuracy of...

By J. M. Sanz-Serna
SIAM Review, Volume 63, Issue 1, Page 1-1, January 2021.
The use of probabilistic ideas by applied mathematicians has seen a continued increase in recent decades. Probability now...

By The Editors
SIAM Review, Volume 63, Issue 1, Page 121-121, January 2021.
The SIGEST article in this issue is “What Tropical Geometry Tells Us about the Complexity of Linear Programming,” by...

By Volker H. Schulz
SIAM Review, Volume 63, Issue 1, Page 231-245, January 2021.
The section opens with a review well written by a giant in the field of numerical solution of partial...

By Helmut Gfrerer and Jiří V. Outrata
SIAM Journal on Optimization, Volume 31, Issue 1, Page 489-517, January 2021.
In the paper, a Newton-type method for the solution of generalized equations (GEs) is derived, where the...

By Hideaki Nakao, Ruiwei Jiang, and Siqian Shen
SIAM Journal on Optimization, Volume 31, Issue 1, Page 461-488, January 2021.
We consider a distributionally robust partially observable Markov decision process (DR-POMDP), where the distribution of the transition-observation...

By Jérôme Stenger, Fabrice Gamboa, and Merlin Keller
SIAM Journal on Optimization, Volume 31, Issue 1, Page 425-447, January 2021.
We consider a generalization of the Bauer maximum principle. We work with tensorial products of convex measures...

By Yun Kuen Cheung, Richard J. Cole, and Yixin Tao
SIAM Journal on Optimization, Volume 31, Issue 1, Page 448-460, January 2021.
Several works have shown linear speedup is achieved by an asynchronous parallel implementation of stochastic coordinate descent...

By Regina S. Burachik, Minh N. Dao, and Scott B. Lindstrom
SIAM Journal on Optimization, Volume 31, Issue 1, Page 404-424, January 2021.
Recently, a new kind of distance has been introduced for the graphs of two point-to-set operators, one...

By Eike Börgens and Christian Kanzow
SIAM Journal on Optimization, Volume 31, Issue 1, Page 377-403, January 2021.
We consider the generalized Nash equilibrium problem (GNEP) with $ N $ players in a Hilbert space...

By Caroline Geiersbach, Estefania Loayza-Romero, and Kathrin Welker
SIAM Journal on Optimization, Volume 31, Issue 1, Page 348-376, January 2021.
In this work, we present a novel approach for solving stochastic shape optimization problems. Our method is...

By Amitabh Basu, Michele Conforti, Marco Di Summa, and Hongyi Jiang
SIAM Journal on Optimization, Volume 31, Issue 1, Page 331-347, January 2021.
We provide a polynomial time cutting plane algorithm based on split cuts to solve integer programs in...

By Henri Calandra, Serge Gratton, Elisa Riccietti, and Xavier Vasseur
SIAM Journal on Optimization, Volume 31, Issue 1, Page 307-330, January 2021.
We propose a new family of multilevel methods for unconstrained minimization. The resulting strategies are multilevel extensions...

By Teodora Dan, Andrea Lodi, and Patrice Marcotte
SIAM Journal on Optimization, Volume 31, Issue 1, Page 275-306, January 2021.
In this study, we consider a rich class of mathematical programs with equilibrium constraints (MPECs)...

By Jiaming Liang and Renato D. C. Monteiro
SIAM Journal on Optimization, Volume 31, Issue 1, Page 217-243, January 2021.
This paper presents an accelerated composite gradient (ACG) variant, referred to as the AC-ACG method, for solving...

By Anas Barakat and Pascal Bianchi
SIAM Journal on Optimization, Volume 31, Issue 1, Page 244-274, January 2021.
Adam is a popular variant of stochastic gradient descent for finding a local minimizer of a function....

By Iskander Aliev, Marcel Celaya, Martin Henk, and Aled Williams
SIAM Journal on Optimization, Volume 31, Issue 1, Page 200-216, January 2021.
We obtain a transference bound for vertices of corner polyhedra that connects two well-established areas of research:...

By Md Abu Talhamainuddin Ansary and Geetanjali Panda
SIAM Journal on Optimization, Volume 31, Issue 1, Page 91-113, January 2021.
In this article, the concept of the single-objective sequential quadratically constrained quadratic programming method is extended to...

By Jie Wang, Victor Magron, and Jean-Bernard Lasserre
SIAM Journal on Optimization, Volume 31, Issue 1, Page 114-141, January 2021.
This work is a follow-up and a complement to [J. Wang, V. Magron and J. B. Lasserre,...

By Jinhua Wang, Xiangmei Wang, Chong Li, and Jen-Chih Yao
SIAM Journal on Optimization, Volume 31, Issue 1, Page 172-199, January 2021.
We study the convergence issue for the gradient algorithm (employing general step sizes) for optimization problems...

By Carlos J. Nohra, Arvind U. Raghunathan, and Nikolaos Sahinidis
SIAM Journal on Optimization, Volume 31, Issue 1, Page 142-171, January 2021.
We consider the global optimization of nonconvex (mixed-integer) quadratic programs. We present a family of convex quadratic...

By Yang Liu and Fred Roosta
SIAM Journal on Optimization, Volume 31, Issue 1, Page 59-90, January 2021.
Recently, there has been a surge of interest in designing variants of the classical Newton-CG in which...

By Jie Wang, Victor Magron, and Jean-Bernard Lasserre
SIAM Journal on Optimization, Volume 31, Issue 1, Page 30-58, January 2021.
This paper is concerned with polynomial optimization problems. We show how to exploit term (or monomial) sparsity...

By Sebastian Garreis, Thomas M. Surowiec, and Michael Ulbrich
SIAM Journal on Optimization, Volume 31, Issue 1, Page 1-29, January 2021.
The prevalence of uncertainty in models of engineering and the natural sciences necessitates the inclusion of random...

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Recognizing that travel disruptions due to the COVID-19 pandemic are ongoing, and in order to make SIAM conferences accessible to all those who wish to attend, SIAM is offering all upcoming ...

By Allen Tannenbaum A deep, quantitative understanding of biomedical systems will aid researchers who are unraveling the underlying mechanisms and pathophysiology of cancer biology. Our goal ...

By Behdad Chalaki and Andreas A. Malikopoulos Traffic congestion is a significant concern in large urban areas around the world. In 2017, congestion in urban areas across the U.S. led to ...

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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.

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 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.

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 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.