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Book
1. A. Ben-Tal,
A. Nemirovski,
Lectures on Modern Convex Optimization (preface),
MPS-SIAM Series on Optimization, SIAM, Philadelphia, 2001
Lecture Notes
1. A.
Nemirovski,
Efficient Methods in Convex Programming
2. A. Nemirovski,
Interior Point Polynomial Time Methods in Convex
Programming (Lecture Notes and Transparencies)
3. A. Ben-Tal, A. Nemirovski,
Optimization I-II: Convex Analysis, Nonlinear Programming
Theory, Standard Nonlinear Programming Algorithms
(Lecture notes, Transparencies, Assignments)
4. A. Nemirovski,
Optimization II: Standard Numerical Methods for
Nonlinear Continuous Optimization
5. A. Nemirovski,
Lectures on Modern Convex Optimization (Lecture notes, Transparencies)
6. A. Nemirovski,
Topics in Non-Parametric Statistics, in:
M. Emery, A. Nemirovski, D. Voiculescu, Lectures on Probability
Theory and Statistics, Ecole d'ete de Probabilities de
Saint-Flour XXVIII - 1998, Editor: P. Bernard, Lecture
Notes in Mathematics # 1738, Springer, 2000
Papers
1997
1. A. Nemirovski,
Long-step method of analytic centers for fractional
problems - Mathematical Programming v. 77 (1997) No. 2,
191-224.
2. A. Ben-Tal, A. Nemirovski,
Stable Truss Topology Design via Semidefinite
Programming - SIAM
J. of Optimization v. 7 (1997), 991-1016.
3. A. Goldenshluger, A. Nemirovski,
Spatial adaptive estimation of functions satisfying
differential inequalities - IEEE Transactions on Information
Theory v. 43
(1997), 872-889
4. A. Goldenshluger, A. Nemirovski,
Spatial adaptive estimation of smooth nonparametric
regression functions -Mathematical Methods of Statistics
v. 6
(1997), 135-170
1998
1. Yu. Nesterov, A. Nemirovski,
Multi-parameter surfaces of analytic centers and
long-step surface-following interior point methods -
Mathematics of Operations Research v. 23 (1998), 1-38.
2. A. Ben-Tal, A. Nemirovski,
Robust convex optimization - Mathematics
of Operations Research v. 23 No.4 (1998)
1999
1. A. Nemirovski,
On self-concordant convex-concave functions
- Optimization Methods and Software v. 11-12 (1999), 303-384.
2. A. Ben-Tal, M. Kocvara, A.
Nemirovski, J. Zowe,
Free Material Design via Semidefinite Programming.
The Multiload Case with Contact Conditions - SIAM J. of
Optimization
v. 9 (1999), 813-832, and SIAM
Review v. 42 (2000), 695-715.
3. A. Ben-Tal, A. Nemirovski,
Robust solutions of uncertain linear programs
- OR Letters v. 25 (1999), 1-13.
4. A. Nemirovski, U. Rothblum,
On complexity of matrix scaling - Linear
Algebra and Applications v. 302/303 (1999), 435-460.
5. A. Nemirovski, C. Roos, T. Terlaky,
On maximization of quadratic form over intersection
of ellipsoids with common center - Mathematical
Programming v.
86 (1999), 463-473.
2000
1. A. Ben-Tal, A. Nemirovski,
Structural
design via Semidefinite Programming - R. Saigal, H. Wolkowitcz, L.
Vandenberghe, Eds.,
Handbook
on Semidefinite Programming, Kluwer Academic Publishers, 2000, 443-468.
2. A. Ben-Tal, L. ElGhaoui, A.
Nemirovski,
Robust
Semidefinite Programming - R. Saigal, H. Wolkowitcz, L.
Vandenberghe, Eds. Handbook on
Semidefinite Programming, Kluwer Academic Publishers, 2000, 139-162.
3. A. Ben-Tal, A. Nemirovski,
Robust solutions of Linear Programming problems
contaminated with uncertain data – Mathematical
Programming v. 88 (2000), 411-424.
4. A. Ben-Tal, T. Margalit, A.
Nemirovski,
Robust Modeling of Multi-Stage Portfolio Problems
- in: H. Frenk, K. Roos, T. Terlaky, S. Zhang, Eds.,
High Performance
Optimization, Kluwer Academic Publishers, 2000, 303-328.
2001
1. A. Ben-Tal, T. Margalit, A. Nemirovski,
The Ordered Subsets Mirror Descent
Optimization Method with Applications to Tomography - SIAM
Journal on
Optimization v.
12 (2001), 79-108
2. A. Ben-Tal, A. Nemirovski,
On polyhedral approximations of the second-order
cone, Mathematics of Operations Research v. 26 No. 2
(2001)
2002
1. A. Ben-Tal, A. Nemirovski,
Robust Optimization - Methodology and Applications
- Mathematical Programming Series B, v. 92 (2002),
453-480.
2. A. Ben-Tal, A. Nemirovski,
On approximate robust counterparts of uncertain
semidefinite and conic quadratic programs -- Proceedings of
20th IFIP TC7
Conference on System Modelling and Optimization, July 23-27, 2001, Trier,
Germany
4. A. Ben-Tal, A. Nemirovski, C. Roos,
Robust solutions to uncertain quadratic and
conic-quadratic problems - SIAM Journal on Optimization v. 13
(2002), 535-560.
5. A. Juditski, A. Nemirovski,
On non-parametric tests of
positivity/monotonicity/convexity - Annals of Statistics v. 30
No.2 (2002)
6. A. Ben-Tal, A. Nemirovski,
On tractable approximations of uncertain linear
matrix inequalities affected by interval uncertainty - SIAM
Journal on
Optimization v. 12 (2002), 811-833.
2003
1. A. Ben-Tal, A. Goryashko, E.
Guslitzer, A. Nemirovski,
Adjustable robust solutions of uncertain linear programs
- Mathematical Programming v. 99 (2004), 351-376.
2. Barb, F.D., Ben-Tal, A., and
Nemirovski, A.,
Robust dissipativity of interval uncertain systems
- SIAM Journal on Control and Optimization v. 41 (2003),
1661-1695.
3. Ben-Tal, A., Nemirovski, A., Roos,
C.,
Extended Matrix Cube Theorems with applications to
\mu-Theory in Control - Mathematics of Operations
Research v. 28
(2003), 497-523.
4. Nemirovski, A.,
On tractable approximations of randomly perturbed convex
constraints - Proceedings of the 42nd IEEE
Conference on Decision and
Control, Maui, Hawaii USA, December 2003, 2419-2422.
2004
1. A. Ben-Tal, A. Nemirovski,
Restricted Memory Non-Euclidean Level Method for
Large-Scale Convex Optimization - Mathematical
Programming,
On line First issue, DOI: 10.1007/s10107-004-0553-4
2. Nemirovski, A., Tuncel, L.,
Cone-free path-following and potential reduction
polynomial time interior point algorithms - Mathematical
Programming, On line
First issue, DOI: 10.1007/s10107-004-0545-4
3. Nemirovski, A.,
Prox-method with rate of convergence O(1/t) for
variational inequalities with Lipschitz continuous monotone
operators and smooth convex-concave saddle point
problems - SIAM Journal on Optimization v. 15 (2004),
229-251.
4. A. Nemirovski,
Regular Banach spaces and large deviations of random
sums
5. Ben-Tal, A., Golany, B., Nemirovski,
A., Vial, J.-Ph.,
Supplier-Retailer Flexible Commitments Contracts: A
Robust Optimization Approach - Manufacturing
& Service
Operations Management v. 7 No. 3 (2005) 248-273
6. Nemirovski, A., Shapiro, A.,
Scenario Approximations of Chance Constraints
- in: Calafiore, G., Dabbene, F., Eds., Probabilistic
and Randomized
Methods for Design under Uncertainty, Springer, 2006
7. Lu, Z., Monteiro,
R.D.C., Nemirovski, A.,
Large-Scale Semidefinite Programming via Saddle
Point Mirror-Prox Algorithm – to appear (2006) in
Mathematical
Programming
Series B, Special Issue on Large-Scale Optimization and Semidefinite
Programming
8. Nemirovski, A.
Sums of Random Symmetric Matrices and Quadratic
Optimization under Orthogonality Constraints
to appear (2006)
Mathematical Programming Series B, Special Issue on Large-Scale Optimization
and
Semidefinite
Programming
9. Nemirovski,
A., Shapiro, A.
Convex Approximations of Chance Constrained Programs
– to appear (2006) in SIAM Journal on Optimization
2005
1.
Ben-Tal, A., Boyd, S., Nemirovski, A.
Control of Uncertainty-Affected Discrete Time Linear
Systems via Convex Programming
2.
Juditski, A., Nemirovski, A.,
De-Noising Signals of Unknown Local Structure
3.
Nemirovski, A.,
Advances in Convex Optimization: Conic Programming – to
appear in Volume I (Plenary Lectures) of International
Congress of
Mathematicians, Madrid 2006, European Mathematical Society, 2006
2006
1.
Ben-Tal, A., Boyd, S., Nemirovski, A.,
Extending the Scope of Robust Optimization: Comprehensive
Robust Counterparts of Uncertain Problems
-
Mathematical Programming v. 107 (2006), 63-89
2. Ben-Tal, A., Nemirovski, A.
Selected Topics in Robust Convex Optimization
– to appear (2006) in Mathematical Programming Series B,
Special Issue
(Plenary Lectures) of ISMP 2006
3. Drafts of
selected chapters from the book Robust
Optimization (in progress) by Ben-Tal, A., Bertsimas, D.,
El
Ghaoui, L., Nemirovski, A., Sim, M.
• Table of Contents
• Chapter
2: Uncertain Linear Optimization problems and their Robust Counterparts
• Chapter
3: Robust Counterpart Approximations of Scalar Chance Constraints
• Chapter 4: Globalized Robust Counterparts of
Uncertain LO problems
• Chapter 7: Exercises to Part I
• Chapter 8: Robust Conic Optimization: the Concepts
• Chapter 9: Uncertain Conic Quadratic Problems with
Tractable RC’s
• Chapter
10: Uncertain Conic Quadratic Problems: Tight Tractable Approximations of
RC’s
• Chapter 11: Uncertain Semidefinite Problems with
Tractable RC’s
• Chapter
12: Uncertain Semidefinite Problems: Tight Tractable Approximations of
RC’s
• Chapter 13: Safe Tractable Approximations of Chance
Constrained Uncertain Conic Quadratic
and Semidefinite Problems
• Chapter 14: Globalized Robust Counterparts of
Uncertain Conic Problems
• Chapter 15: Exercises to Part II
•
Appendix
Selected presentations
1. Nemirovski, A.
What can be expressed via Conic Quadratic and Semidefinite
Programming? (1998)
2 A. Nemirovski,
The Matrix Cube Theorem (2001)
3. Nemirovski, A.,
Mathematics of Robust Optimization (2003)
4. Nemirovski, A.,
De-Noising Signals of Unknown Local Structure
(2003)
5. Nemirovski, A.
Cone-free primal-dual polynomial time interior point
methods (2003)
6. Nemirovski, A.
Beyond the scope of interior-point methods: Simple
methods for extremely large-scale convex programs
(2004)
7. Nemirovski, A.
Robust Optimization and
Dynamical Decision-Making (2005)
8. Nemirovski, A.
Selected Topics in Robust Convex Optimization
(2006)
9. Nemirovski, A.
Advances in Convex Optimization: Conic Programming
(2006)
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