16 citations · 42 across the 20 of their papers we have counts for
26 papers · 1 filter
Spectral Self-Concordant Barriers: A Proof of a Conjecture by Tunçel
Javier Peña, Hristo Sendov
Let be a open, convex, and symmetric set and let be a -self-concordant barrier function, that is also symmetric.…
Linear Convergence and Error Bounds for Optimization Without Strong Convexity
Kira van Treek, Javier F. Peña, Juan C. Vera +1
Many optimization algorithms$\unicode{x2013}$including gradient descent, proximal methods, and operator splitting techniques$\unicode{x2013}$can be formulated as fixed-point iterat…
Duality of Hoffman constants
Javier F. Pena, Juan C. Vera, Luis F. Zuluaga
We show that a suitable Slater condition implies a duality inequality between the Hoffman constants of the following feasibility problems: $$ \begin{array}{r} Ax-b \in S\\ x \in R…
Affine invariant convergence rates of the conditional gradient method
Javier Pena
We show that the conditional gradient method for the convex composite problem \[\min_x\{f(x) + Ψ(x)\}\] generates primal and dual iterates with a duality gap converging to zero pro…
Linear convergence of the Douglas-Rachford algorithm via a generic error bound condition
Javier Peña, Juan C. Vera, Luis F. Zuluaga
We provide new insight into the convergence properties of the Douglas-Rachford algorithm for the problem , where and are convex functions. Our approac…
Projection and rescaling algorithm for finding maximum support solutions to polyhedral conic systems
Javier Pena, Negar Soheili
We propose a simple projection and rescaling algorithm that finds maximum support solutions to the pair of feasibility problems \[ \text{find} \; x\in L\cap\mathbb{R}^n_{+} \;\;\;\…