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

• ISMP 2024, Montreal, Canada, July 21-26, 2024.

Past Events, Past Visitors

News

• 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”
• 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