Bruno F. Lourenço

Associate Professor

The Institute of Statistical Mathematics/SOKENDAI
Department of Fundamental Statistical Mathematics/Department of Statistical Science
Statistical Decision-Making Group
Email: bruno “at” ism.ac.jp

Research Interests

• Conic linear programming: algorithms, regularization techniques and ill-posedness.
• Nonlinear conic programming: algorithms and optimality conditions.
• Geometry of convex sets and error bounds
• Nonsmooth optimization

Upcoming events

• OCAMI Workshop, Osaka Metropolitan University, Dec 4 - Dec 5, 2024.
• MATRIX - Splitting Algorithms, Creswick, Australia, 10 Fev - 21 Fev, 2025.

Past Events, Past Visitors

News

• 2024/09/24 The paper “Closing duality gaps of SDPs completely through perturbation when singularity degree is one” was accepted at Optimization Methods and Software.
• 2024/07/19 New preprint “Concrete convergence rates for common fixed point problems under Karamata regularity”
• 2024/06/23 New preprint “Projection onto hyperbolicity cones and beyond: a dual Frank-Wolfe approach”
• 2024/06/15 The paper “Eigenvalue programming beyond matrices” was accepted at Computational Optimization and Applications.
• 2024/04/05 New preprint “Minimal hyperbolic polynomials and ranks of homogeneous cones”
• 2024/03/26 The paper “Optimal error bounds in the absence of constraint qualifications with applications to the p-cones and beyond” was accepted at Mathematics of Operations Research
• 2024/03/13 New preprint “Tight error bounds for log-determinant cones without constraint qualifications”
• 2024/02/20 New preprint “Non-facial exposedness of copositive cones over symmetric cones”
• 2023/12/20 The paper “Generalized power cones: optimal error bounds and automorphisms” was accepted at the SIAM Journal on Optimization.
• 2023/09/28 New preprint “Eigenvalue programming beyond matrices”