Javier Peña
- Linear convergence of the Douglas-Rachford algorithm via a generic error\n bound condition
2021/11/11 by Javier Peña, Peña, Javier, Juan C. Vera +4 · 3 citations
Computer Science · Engineering · Mathematics · #90C25 #Advanced Optimization Algorithms Research #FOS: Mathematics #G.0 #Optimization and Control (math.OC) #Optimization and Variational Analysis #Sparse and Compressive Sensing Techniques
- Fast convergence of Frank-Wolfe algorithms on polytopes
2024/06/26 by Elias Wirth, Wirth, Elias, Javier Peña +3 · 1 citation
Computer Science · Mathematics · #90C25 #90C52 #Advanced Optimization Algorithms Research #FOS: Mathematics #Matrix Theory and Algorithms #Optimization and Control (math.OC) #Stochastic Gradient Optimization Techniques
- Fragility of Minimum-Variance Portfolios
2026/07/21 by Daniel Ovalle, Carl D. Laird, Ignacio E. Grossmann +1
#math.OC