The Institute of Statistical Mathematics/SOKENDAI

Department of Statistical Inference and Mathematics/Department of Statistical Science

Mathematical Optimization Group

Email: bruno “at” ism.ac.jp

- 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

- RAMP 2023, Tokyo Institute of Technology, November 20-21, 2023.
- ISMP 2024, Montreal, Canada, July 21-26, 2024.

- 2023/09/28 New preprint “Eigenvalue programming beyond matrices”
- 2023/04/10 New preprint “Closing Duality Gaps of SDPs through Perturbation”
- 2023/03/20 The paper “Hyperbolicity cones are amenable” was accepted at the Mathematical Programming journal.
- 2023/02/28 The paper “Self-dual polyhedral cones and their slack matrices” was accepted at the SIAM Journal on Matrix Analysis.
- 2023/01/27 The paper “Automorphisms of rank-one generated hyperbolicity cones and their derivative relaxations” was accepted at the SIAM Journal on Applied Algebra and Geometry
- 2023/01/17 The paper “Random projections of linear and semidefinite problems with linear inequalities” was accepted at Linear Algebra and its Applications
- 2022/11/29 New preprint “Optimal error bounds in the absence of constraint qualifications for the generalized power cones, and further applications”
- 2022/09/05 The paper “A Limiting Analysis on Regularization of Singular SDP and its Implication to Infeasible Interior-point Algorithms” was accepted at Mathematical Programming
- 2022/08/14 The paper “Error bounds, facial residual functions and applications to the exponential cone” was accepted at Mathematical Programming
- 2022/07/26 New preprint “Self-dual polyhedral cones and their slack matrices”