Nemirovski Arkadi

Arkadi Nemirovski

Information about the author Arkadi Nemirovski will soon be added to the site.
Found 8 papers in total
Mirror Prox algorithm for multi-term composite minimization and semi-separable problems
Mirror Prox algorithm for multi-term composite minimization and semi-separable problems
2015
In the paper, we develop a composite version of Mirror Prox algorithm for solving...
On safe tractable approximations of chance constraints
On safe tractable approximations of chance constraints
2012
A natural way to handle optimization problem with data affected by stochastic...
Accuracy certificates for computational problems with convex structure
Accuracy certificates for computational problems with convex structure
2010
The goal of this paper is to introduce the notion of certificates, which verify the...
Extended matrix cube theorems with applications to μ-theory in control
Extended matrix cube theorems with applications to μ-theory in control
2003
In this paper, we study semi-infinite systems of Linear Matrix Inequalities which are...
Retailer–supplier flexible commitments contracts: A robust optimization approach
Retailer–supplier flexible commitments contracts: A robust optimization approach
2005
We propose the use of robust optimization (RO) as a powerful methodology for...
On polyhedral approximations of the second-order cone
On polyhedral approximations of the second-order cone
2001
We demonstrate that a conic quadratic problem, (CQP) --> -->min --> -->x --> -->{e T...
The Projective Method for solving linear matrix inequalities
The Projective Method for solving linear matrix inequalities
1997
Numerous problems in control and systems theory can be formulated in terms of linear...
The long-step method of analytic centers for fractional problems
The long-step method of analytic centers for fractional problems
1997
We develop a long-step surface-following version of the method of analytic centers for...
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