Computing approximate solutions for convex conic systems of constraints. - Javier Peña 001; James Renegar (Math. Program., 2000)

Understanding the Geometry of Infeasible Perturbations of a Conic Linear System. - Javier Peña 001 (SIAM J. Optim., 2000)

Conditioning of Convex Programs from a Primal-Dual Perspective. - Javier Peña 001 (Math. Oper. Res., 2001)

Two properties of condition numbers for convex programs via implicitly defined barrier functions. - Javier Peña 001 (Math. Program., 2002)

A Primal-Dual Algorithm for Solving Polyhedral Conic Systems with a Finite-Precision Machine. - Felipe Cucker; Javier Peña 001 (SIAM J. Optim., 2002)

Unifying Condition Numbers for Linear Programming. - Dennis Cheung; Felipe Cucker; Javier Peña 001 (Math. Oper. Res., 2003)

Conic systems and sublinear mappings: equivalent approaches. - Javier Peña 001 (Oper. Res. Lett., 2004)

A Conic Programming Approach to Generalized Tchebycheff Inequalities. - Luis Fernando Zuluaga; Javier Peña 001 (Math. Oper. Res., 2005)

On the block-structured distance to non-surjectivity of sublinear mappings. - Javier Peña 001 (Math. Program., 2005)

LMI Approximations for Cones of Positive Semidefinite Forms. - Luis Fernando Zuluaga; Juan Carlos Vera 001; Javier Peña 001 (SIAM J. Optim., 2006)

Gradient-Based Algorithms for Finding Nash Equilibria in Extensive Form Games. - Andrew Gilpin; Samid Hoda; Javier Peña 001; Tuomas Sandholm (WINE, 2007)

A primal-dual symmetric relaxation for homogeneous conic systems. - Juan Carlos Vera 001; Juan Carlos Rivera; Javier Peña 001; Yao Hui (J. Complex., 2007)

Computing the Stability Number of a Graph Via Linear and Semidefinite Programming. - Javier Peña 001; Juan Carlos Vera 001; Luis Fernando Zuluaga (SIAM J. Optim., 2007)

First-Order Algorithm with O(ln(1/e)) Convergence for e-Equilibrium in Two-Person Zero-Sum Games. - Andrew Gilpin; Javier Peña 001; Tuomas Sandholm (AAAI, 2008)

Exploiting equalities in polynomial programming. - Javier Peña 001; Juan Carlos Vera 001; Luis Fernando Zuluaga (Oper. Res. Lett., 2008)

A Condition Number for Multifold Conic Systems. - Dennis Cheung; Felipe Cucker; Javier Peña 001 (SIAM J. Optim., 2008)

On strata of degenerate polyhedral cones I: Condition and distance to strata. - Dennis Cheung; Felipe Cucker; Javier Peña 001 (Eur. J. Oper. Res., 2009)

Third-order extensions of Lo's semiparametric bound for European call options. - Luis Fernando Zuluaga; Javier Peña 001; Donglei Du (Eur. J. Oper. Res., 2009)

Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition. - Javier Peña 001; Xavier Saynac; Juan Carlos Vera 001; Luis Fernando Zuluaga (Algorithmic Oper. Res., 2010)

An Efficient Proximal-Gradient Method for Single and Multi-task Regression with Structured Sparsity - Xi Chen 010; Qihang Lin; Seyoung Kim; Javier Peña 001; Jaime G. Carbonell; Eric P. Xing (CoRR, 2010)

On strata of degenerate polyhedral cones, II: Relations between condition measures. - Dennis Cheung; Felipe Cucker; Javier Peña 001 (J. Complex., 2010)

Smoothing Techniques for Computing Nash Equilibria of Sequential Games. - Samid Hoda; Andrew Gilpin; Javier Peña 001; Tuomas Sandholm (Math. Oper. Res., 2010)

Separable self-concordant spectral functions and a conjecture of Tunçel. - Javier Peña 001; Hristo S. Sendov (Math. Program., 2010)

Applying Metric Regularity to Compute a Condition Measure of a Smoothing Algorithm for Matrix Games. - Boris S. Mordukhovich; Javier Peña 001; Vera Roshchina (SIAM J. Optim., 2010)

Optimal Regularized Dual Averaging Methods for Stochastic Optimization. - Xi Chen 010; Qihang Lin; Javier Peña 001 (NIPS, 2012)

Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads. - Javier Peña 001; Juan Carlos Vera 001; Luis F. Zuluaga (Eur. J. Oper. Res., 2012)

First-order algorithm with 𝒪(ln(1/ε)) convergence for ε-equilibrium in two-person zero-sum games. - Andrew Gilpin; Javier Peña 001; Tuomas Sandholm (Math. Program., 2012)

A Smooth Perceptron Algorithm. - Negar Soheili; Javier Peña 001 (SIAM J. Optim., 2012)

A complementarity partition theorem for multifold conic systems. - Javier Peña 001; Vera Roshchina (Math. Program., 2013)

Margins, Kernels and Non-linear Smoothed Perceptrons. - Aaditya Ramdas; Javier Peña 001 (ICML, 2014)

A sparsity preserving stochastic gradient methods for sparse regression. - Qihang Lin; Xi Chen 010; Javier Peña 001 (Comput. Optim. Appl., 2014)

A condition-based algorithm for solving polyhedral feasibility problems. - Negar Soheili; Javier Peña 001 (J. Complex., 2014)

Fast computation of zeros of polynomial systems with bounded degree under finite-precision. - Irénée Briquel; Felipe Cucker; Javier Peña 001; Vera Roshchina (Math. Comput., 2014)

Some preconditioners for systems of linear inequalities. - Javier Peña 001; Vera Roshchina; Negar Soheili (Optim. Lett., 2014)

A smoothing stochastic gradient method for composite optimization. - Qihang Lin; Xi Chen 010; Javier Peña 001 (Optim. Methods Softw., 2014)

Solving second-order conic systems with variable precision. - Felipe Cucker; Javier Peña 001; Vera Roshchina (Math. Program., 2015)

Completely positive reformulations for polynomial optimization. - Javier Peña 001; Juan Carlos Vera 001; Luis Fernando Zuluaga (Math. Program., 2015)

A trade execution model under a composite dynamic coherent risk measure. - Qihang Lin; Xi Chen 010; Javier Peña 001 (Oper. Res. Lett., 2015)

A deterministic rescaled perceptron algorithm. - Javier Peña 001; Negar Soheili (Math. Program., 2016)

Towards a deeper geometric, analytic and algorithmic understanding of margins. - Aaditya Ramdas; Javier Peña 001 (Optim. Methods Softw., 2016)

On the von Neumann and Frank-Wolfe Algorithms with Away Steps. - Javier Peña 001; Daniel Rodríguez; Negar Soheili (SIAM J. Optim., 2016)

Solving Conic Systems via Projection and Rescaling. - Javier Peña 001; Negar Soheili (Math. Program., 2017)

Convergence of first-order methods via the convex conjugate. - Javier Peña 001 (Oper. Res. Lett., 2017)

Polytope Conditioning and Linear Convergence of the Frank-Wolfe Algorithm. - Javier Peña 001; Daniel Rodríguez (Math. Oper. Res., 2019)

Convergence Rates of Proximal Gradient Methods via the Convex Conjugate. - David H. Gutman; Javier F. Peña 001 (SIAM J. Optim., 2019)

A Data-Independent Distance to Infeasibility for Linear Conic Systems. - Javier Peña 001; Vera Roshchina (SIAM J. Optim., 2020)

The condition number of a function relative to a set. - David H. Gutman; Javier F. Peña 001 (Math. Program., 2021)

New characterizations of Hoffman constants for systems of linear constraints. - Javier Peña 001; Juan C. Vera 001; Luis F. Zuluaga (Math. Program., 2021)

Computational performance of a projection and rescaling algorithm. - Javier Peña 001; Negar Soheili (Optim. Methods Softw., 2021)

Projection and Rescaling Algorithm for Finding Maximum Support Solutions to Polyhedral Conic Systems. - Javier Peña 001; Negar Soheili (Math. Oper. Res., 2022)

Implementation of a projection and rescaling algorithm for second-order conic feasibility problems. - Javier Peña 001; Negar Soheili (Optim. Methods Softw., 2023)

Perturbed Fenchel duality and first-order methods. - David H. Gutman; Javier F. Peña 001 (Math. Program., 2023)

Affine Invariant Convergence Rates of the Conditional Gradient Method. - Javier Peña 001 (SIAM J. Optim., 2023)

An easily computable upper bound on the Hoffman constant for homogeneous inequality systems. - Javier Peña 001 (Comput. Optim. Appl., 2024)