Publications
Books
Data, Models, and Decisions: The Fundamentals of Management Science, with Dimitris Bertsimas, Southwestern College Publishing, 2000, republished by Dynamic Ideas LLC, 2004.
Refereed Journal Articles
“Using Taylor-approximated Gradients to Improve the Frank-Wolfe Method for Empirical Risk Minimization,” with Zikai Xiong, SIAM Journal on Optimization vol. 34 (3), pp. 2503—2534 (2024). [Working Paper] [Additional Results and Extensions]
“Analysis of the Frank-Wolfe Method for Convex Composite Optimization involving a Logarithmically-Homogeneous Barrier,” with Renbo Zhao, Mathematical Programming (2023) vol. 19, pp:123–163. [Full Paper]
“An ‘Oblivious’ Ellipsoid Algorithm for Solving a System of (In)Feasible Linear Inequalities,” with Jourdain Lamperski and Michael Todd, Mathematics of Operations Research vol. 49 (1), pp. 204-231 (2024) [Working Paper]
Generalized Stochastic Frank-Wolfe Algorithm with Stochastic ‘Substitute’ Gradient for Structured Convex Optimization,” with Haihao Lu, Mathematical Programming vol. 187, pp. 317-349, 2021. [Working Paper]
“Accelerated Residual Methods for the Iterative Solution of Systems of Equations,” with N. C. Nguyen, P. Fernandez, and J. Peraire, SIAM Journal on Scientific Computing vol. 40 (5), pp. A3157-A3179, 2018. [Working Paper]
“Relatively Smooth Convex Optimization by First-Order Methods, and Applications,” with Haihao Lu and Yurii Nesterov, SIAM Journal on Optimization vol. 28 (1), pp. 333-354, 2018. [Working Paper]
“New Computational Guarantees for Solving Convex Optimization Problems with First Order Methods, via a Function Growth Condition Measure,” with Haihao Lu, Mathematical Programming 170, pp. 445-477, 2018.
“An Extended Frank-Wolfe Method with “In-Face” Directions, and its Application to Low-Rank Matrix Completion,” with Paul Grigas and Rahul Mazumder, SIAM Journal on Optimization 27(1), pp. 319-346, 2017. [Working Paper]
“A New Perspective on Boosting in Linear Regression via Subgradient Optimization and Relatives,” with Paul Grigas and Rahul Mazumder, Annals of Statistics 45(6), pp. 2328-2364, 2017. [Working Paper]
“Functional regression for state prediction using linear PDE models and observations,” with N. C. Nguyen, H. Men, and J. Peraire, SIAM Journal on Scientific Computing 38 (2), pp. B247-B271, 2016. [Working Paper]
“New Analysis and Results for the Frank-Wolfe Method,” (formerly titled “New Analysis and Results for the Conditional Gradient Method”) with Paul Grigas, Mathematical Programming 155 (1), pp. 199-230, 2016. [Working Paper]
"Gaussian Functional Regression for Linear Partial Differential Equations," with Nguyen, Ngoc C., Han Men, Robert M. Freund and Jaime Peraire, Computer Methods in Applied Mathematics and Engineering Vol. 287, No. 15: 69-89, 2015.
“Robust topology optimization of three-dimensional photonic-crystal band-gap structures,” with H. Men, K. Y. K. Lee, J. Peraire, and S. G. Johnson, Optics Express 22 (19), pp. 22632-22648, September 2014. [Working Paper]
“Fabrication-Adaptive Optimization, with an Application to Photonic Crystal Design,” with Han Men, Jaime Peraire, N.Cuong Nguyen, and Joel Saa-Seoane, Operations Research 62 (2), pp. 418-434, 2014. [Working Paper]
“An Accelerated First-Order Method for Solving Unconstrained SOS Polynomial Optimization Problems," with Dimitris Bertsimas and Xu Andy Sun, Optimization Methods and Software 28 (3), pp. 424-441, 2013. [Working Paper]
"Binary Optimization Techniques for Linear PDE-Governed Material Design," with Saa-Seoane, Joel, Ngoc Cuong Nguyen, Han Men, Robert M. Freund, and Jaime Peraire, Journal of Applied Physics A Vol. 109, No. 4: 1023-1030, 2012. [Working Paper]
“Design of Photonic Crystals with Multiple and Combined Band Gaps,” with H. Men, N.C. Nguyen, K.M. Lim, P. Parrilo, and J. Peraire, Physical Review E 83 (4), 2011. [Working Paper]
“Band Gap Optimization of Two-Dimensional Photonic Crystals Using Semi-definite Programming and Subspace Methods," with H. Men, N.C. Nguyen, P. Parrilo, and J. Peraire, Journal of Computational Physics 229 (10), pp. 3706-3725, 2010. [Working Paper]
“Equivalence of Convex Problem Geometry and Computational Complexity in the Separation Oracle Model,” with Jorge Vera, Mathematics of Operations Research 34 (4), pp. 869-879, 2009. [Working Paper]
“An Efficient Re-Scaled Perceptron Algorithm for Conic Systems,” with Alexandre Belloni and Santosh Vempala, Mathematics of Operations Research 34 (3), pp. 621-641, 2009. [Working Paper]
“On the Second-Order Feasibility Cone: Primal-Dual Representation and Efficient Projection,” with Alexandre Belloni, SIAM Journal on Optimization 19 (3), pp. 1073-1092, 2008. [Working Paper]
“Optimizing Product Line Designs: Efficient Methods and Comparisons,” with Alexandre Belloni, Matthew Selove, and Duncan Simester, Management Science (54) 9, pp. 1544-1552, 2008. [Working Paper]
“A Geometric Analysis of Renegar’s Condition Number, and its Interplay with Conic Curvature,” with Alexandre Belloni, Mathematical Programming 119 (1), pp. 95-107, 2009. [Working Paper]
“Projective Re-Normalization for Improving the Behavior of a Homogeneous Conic Linear System,” with Alexandre Belloni, Mathematical Programming 118, pp. 279-299, 2009. [Working Paper]
“Behavioral Measures and their Correlation with IPM Iteration Counts on Semi-Definite Programming Problems,” with Fernando Ordóñez and Kim Chuan Toh, Mathematical Programming 109 (vol. 2-3), pp. 445-475, 2007. [Working Paper]
“On the Symmetry Function of a Convex Set,” with Alexandre Belloni, Mathematical Programming (111), pp. 57-93 , 2008. [Working Paper]
“On the Behavior of the Homogeneous Self-Dual Model for Conic Convex Optimization,” Mathematical Programming (106), pp. 527-545, 2006. [Working Paper]
“On Two Measures of Problem Instance Complexity and their Correlation with the Performance of SeDuMi on Second-Order Cone Problems,” with Zhi Cai, Computational Optimization and Applications (34) 3, pp. 299-320, 2006. [Working Paper]
“On an Extension of Condition Number Theory to Non-conic Convex Optimization,” with Fernando Ordóñez, Mathematics of Operations Research 30 (1), pp. 173-194, 2005. [Working Paper]
“Computation of Minimum Volume Covering Ellipsoids,” with Peng Sun, Operations Research 52 (5), pp. 690-706, 2004. [Working Paper]
“Complexity of Convex Optimization using Geometry-Based Measures and a Reference Point,” Mathematical Programming (99), pp. 197-221, 2004. [Working Paper]
“On the Complexity of Computing Estimates of Condition Measures of a Conic Linear System,” with Jorge Vera, Mathematics of Operations Research 28 (4), pp. 625-648, 2003.
“Computational Experience and the Explanatory Value of Condition Numbers for Linear Optimization,” with Fernando Ordóñez, SIAM Journal on Optimization 14 (2), pp. 307-333, 2004. [Working Paper]
“Solution Methodologies for the Smallest Enclosing Circle Problem,” with Sheng Xu and Jie Sun, Computational Optimization and Applications 25, pp. 283-292, 2003.
“On the Primal-Dual Geometry of Level Sets in Linear and Conic Optimization,” SIAM Journal on Optimization 13 (4), pp. 1004-1013, 2003. [Working Paper]
“A New Condition Measure, Preconditioners, and Relations Between Different Measures of Conditioning for Conic Linear Systems,” with Marina Epelman, SIAM Journal on Optimization 12 (3), pp. 627-655, 2002. [Working Paper]
“Condition-Measure Bounds on the Behavior of the Central Trajectory of a Semi-Definite Program," with Manuel Nunez, SIAM Journal on Optimization 11 (3), pp. 818-836, 2001. [Working Paper]
“Condition Number Complexity of an Elementary Algorithm for Computing a Reliable Solution of a Conic Linear System,” with Marina Epelman, Mathematical Programming 88 (3), pp. 451-485, 2000. [Working Paper]
“Interior Point Methods: Current Status and Future Directions,” with Shinji Mizuno, in High Performance Optimization, H. Frenk et al. (eds.), Kluwer Academic Publishers, pp. 441-466, 2000. [Working Paper]
“Condition Based Complexity of Convex Optimization in Conic Linear Form via the Ellipsoid Algorithm,” with Jorge R. Vera, SIAM Journal on Optimization 10 (1), 155-176, 2000. [Working Paper]
“Some Characterizations and Properties of the ‘Distance to Ill-Posedness’ and the Condition Measure of a Conic Linear Systems,” with Jorge. R. Vera, Mathematical Programming 86, pp. 225-260, 1999. [Working Paper]
“Condition Measures and Properties of the Central Trajectory of a Linear Program,” with Manuel A. Nunez, Mathematical Programming 83 (1), pp. 1-28, 1998. [Working Paper]
“An Infeasible-Start Algorithm for Linear Programming whose Complexity Depends on the Distance from the Starting Point to the Optimal Solution,” Annals of Operations Research 62, pp. 29-58, 1996.
“Following a “Balanced” Trajectory from an Infeasible Point to an Optimal Linear Programming Solution with a Polynomial-time Algorithm,” Mathematics of Operations Research 21 (4) 839-859, 1996.
“Barrier Functions and Interior-Point Algorithms for Linear Programming with Zero, One-, or Two-Sided Bounds on the Variables,” with Michael J. Todd, Mathematics of Operations Research (20) 2, 415-440, 1995.
“A Potential Reduction Algorithm with user-specified Phase I - Phase II Balance, for Solving a Linear Program from an Infeasible Warm Start,” SIAM Journal of Optimization (5) 2, 247-268, 1995.
“Prior Reduced Fill-In in Solving Equations in Interior-Point Algorithms,” with John Birge and Robert Vanderbei, Operations Research Letters (11), pp. 195-198, 1992.
“A Potential Function Reduction Algorithm for Solving a Linear Program Directly from an Infeasible “Warm Start”,” Mathematical Programming (52), pp. 441-466, 1991.
“Projective Transformation for Interior-Point Algorithms, and a Superlinearly Convergent Algorithm for the W-Center Problem,” Mathematical Programming 58, pp. 385-414, 1993. [Working Paper]
“A Method for the Parametric Center Problem, with a Strictly Monotone Polynomial-Time Algorithm for Linear Programming,” with K. C. Tan, Mathematics of Operations Research (16), pp. 775-801, 1991.
“Theoretical Efficiency of a Shifted Barrier Function Algorithm for Linear Programming,” Linear Algebra and its Applications (152), pp. 19-41, 1991.
“Polynomial-Time Algorithms for Linear Programming based only on Primal Scaling and Projected Gradients of a Potential Function,” Mathematical Programming (51), pp. 203-222, 1991.
“Optimal Investment in Product Flexible Manufacturing Capacity,”with C. Fine, Management Science (36), pp. 449-466, 1990. [Working Paper]
“Combinatorial Analogs of Brouwer’s Fixed Point Theorem on a Bounded Polyhedron,” Journal of Combinatorial Theory, Series B (47), pp. 192-219, 1989.
“An Analog of Karmarkar’s Algorithm for Inequality Constrained Linear Programs, with a 'New' Class of Projective Transformations for Centering a Polytope,” Operations Research Letters (7), pp. 9-14, 1988.
“Dual Gauge Programs, with Applications to Quadratic Programming and the Minimum Norm Problem,” Mathematical Programming (38), pp.47-68, 1987.
“Combinatorial Theorems on the Simplotope that Generalize Results on the Simplex and Cube,” Mathematics of Operations Research (11) , pp. 169-179, 1986.
“Postoptimal Analysis of a Linear Program under Simultaneous Changes in Matrix Coefficients,” Mathematical Programming Study 24, pp. 1-13, 1985. [Working Paper]
“On the Complexity of Four Polyhedral Set Containment Problems,” with James B. Orlin, Mathematical Programming (33), pp.133-145, 1985.
“Variable Dimension Complexes, Part II: A Unified Approach to Some Combinatorial Lemmas in Topology,” Mathematics of Operations Research (9), pp. 498-509, 1984.
“Variable Dimension Complexes, Part I: Basic Theory,” Mathematics of Operations Research (9), pp. 479-497, 1984.
“Optimal Scaling of Balls and Polyhedra,” with B.C. Eaves, Mathematical Programming (23), pp. 138-147 , 1982.
“A Constructive Proof of Tucker’s Combinatorial Lemma,” with M.J. Todd, Journal of Combinatorial Theory (30), pp. 321-325, 1981.
Papers submitted for Publication or in Preparation
“The Role of Level-Set Geometry on the Performance of PDHG for Conic Linear Optimization,” with Zikai Xiong, submitted.
“Computational Guarantees for Restarted PDHG for LP based on “Limiting Error Ratios” and LP Sharpness,” with Zikai Xiong, submitted.
“Nonlinear conjugate gradient methods: worst-case convergence rates via computer-assisted analyses,” with Shuvomoy Das Gupta, Xu Andy Sun, and Adrien Taylor, January 2023.
Papers in Refereed Conference Proceeding
“Stochastic Frank-Wolfe for Constrained Finite-Sum Minimization” with Geoffrey Négiar, Gideon Dresdner, Alicia Yi-Ting Tsai, Laurent El Ghaoui, Francesco Locatello, and Fabian Pedregosa, International Conference on Machine Learning (ICML), June 2020. [Full Paper]
“Accelerating Greedy Coordinate Descent Methods,” International Conference on Machine Learning (ICML), Stockholm, Sweden, July 2018. [Full Paper] [Supplementary Material]
“Designing Phononic Crystals with Convex Optimization” with Han Men, N.-C. Nguyen, Joel Saa-Seoane, and Jaime Peraire, ASME2013 International Mechanical Engineering Congress and Exposition, pp. V014T15A047, San Diego, November 2013.
“A First-Order View of Boosting Methods: Computational Complexity and Connections to Regularization” with Paul Grigas and Rahul Mazumder, International Workshop on Advances in Regularization, Optimization, Kernel Methods and Support Vector Machines: Theory and Applications, Leuven, Belgium July 2013.
“A Binary Optimization Method for Linear Metamaterial Design Optimization,” with J. Saa-Seoane, N.-C. Nguyen, H. Men, and J. Peraire, to appear in 3rd International Conference on Metamaterials, Photonic Crystals and Plasmonics, 2012.
“An Efficient Re-Scaled Perceptron Algorithm for Conic Systems,” with Alexandre Belloni and Santosh Vempala, Proceedings of the 2007 Conference on Learning Theory. [Working Paper]
“An Improved Training Algorithm for Support Vector Machines,” with Edgar Osuna and Federico Girosi, in Proceedings of IEEE NNSP’97, Amelia Island, Florida, September 1997. [Working Paper]
“Training Support Vector Machines: an Application to Face Detection,” with Edgar Osuna and Federico Girosi, in IEEE Computer Society Conference on Computer Vision and Pattern Recognition, Puerto Rico, June 1997. [Working Paper]
Edited Volumes and Invited papers in Conference Proceedings
“Interior Point Methods: Current Status and Future Directions,” with Shinji Mizuno, Optima 51, pp. 1-9, 1996. [Working Paper]
Guest Editor, special volume of Annals of Operations Research on Interior Point Methods in Mathematical Programming, 1996.
“Economic Analysis of Product Flexible Manufacturing System Investment Decisions,”with C. Fine, Proceedings of the Second ORSA/TIMS Conference on Flexible Manufacturing Systems, 1986, (invited, not refereed), Kathryn Stecke and Rajan Suri, (eds.), Elsevier, Amsterdam, 1986. [Working Paper]
Others
“On the Relation Between LP Sharpness and Limiting Error Ratio and Complexity Implications for Restarted PDHG,” with Zikai Xiong, MIT Operations Research Center working. [Working Paper]
“Condition Number Analysis of Logistic Regression, and its Implications for Standard First-Order Solution Methods,” with Paul Grigas and Rahul Mazumder, arXiv:1810.08727, 2018. [Working Paper]
“AdaBoost and Forward Stagewise Regression are First-Order Convex Optimization Methods,” with Paul Grigas and Rahul Mazumder, MIT Operations Research Center working paper OR 397-14, 2014. [Working Paper]
“Bandwidth optimization of single-polarization single-mode photonic crystal fibers,” with Han Men, Jaime Peraire, and N.Cuong Nguyen, 2013.
“Condition Number Complexity of an Elementary Algorithm for Resolving a Conic Linear System,” with Marina Epelman, Sloan Working Paper # 97-3942, 1997.
“Reasoning with Incomplete Knowledge Using de Finetti’s Fundamental Theorem of Probability: Background and Computational Issues,” with Tracy Myers and Gordon Kaufman, Sloan Working Paper # 97-3990, 1997.
“Complexity of an Algorithm for Finding an Approximate Solution of a Semi-Definite Program, with no Regularity Condition,” O.R. Center Working Paper 302-94, December 1994. [Working Paper]
“Implementation and Empirical Study of a Combined Phase I - Phase II Potential Reduction Algorithm for Linear Programming,” with Hitendra Wadhwa, Sloan School Working Paper #3411-92-MSA, March 1992. [Working Paper]
“Projective Transformations for Interior Point Methods, Part II: Analysis of An Algorithm for finding the Weighted Center of a Polyhedral System,” O.R. Working Paper 180 88, June 1988. [Working Paper]
“Projective Transformations for Interior Point Methods, Part I: Basic Theory and Linear Programming,” O.R. Working Paper 179 88, June 1988. [Working Paper]
“Optimal Investment in Flexible Manufacturing Capacity, Part II: Computing Solutions,” with C. Fine, Sloan School Working Paper #1803-86, July 1986.
“Hidden Minimum Norm Problems in Quadratic Programming,” Sloan School Working Paper # 1768-86, 1986.
“Identifying the Set of Always-Active Constraints in a System of Linear Inequalities by a Single Linear Program,” with R. Roundy and M.J. Todd, Sloan School Working Paper # 1674-85, 1985. [Working Paper]
“On Kuhn’s Strong Cubical Lemma,” Working Paper #1557-84, Sloan School of Management, M.I.T., 1984.
“Applications of a Generalization of a Set Intersection Theorem of von Neumann,” Working Paper # 1528-84, Sloan School of Management, M.I.T., 1984.
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Recent Talks (most recent at the top)
"Level-Set Geometry and the Performance of Restarted-PDHG for Conic LP," with Zikai Xiong. Presentation ISMP Montreal, July 2024, also Stanford University MS&E Department, July 2024.
“Level-Set Geometry and the Performance of Restarted-PDHG for Conic LP,” the Spencer C. Schantz Lecture at Lehigh University, Bethlehem, PA, April 11, 2024.
“Level-Set Geometry and the Performance of Restarted-PDHG for Conic LP,” INORMS Optimization Conference, Rice University, Houston, TX, March 23, 2024.
“Level-Set Geometry and the Performance of Restarted-PDHG for Conic LP,” OPT4AI Seminar, Georgia Institute of Technology, Atlanta, GA, February 22, 2024.
“Predictive Business Analytics,” Universidad del Pacifico, Certificate Program in Data Science and Business Analytics, Lima, Peru, November 8-9, 2023.
“Introduction to Practical Predictive and Prescriptive Analytics,” Universidad de Chile Master’s Program in Data Science and Business Analytics, Santiago, Chile, November 3-4, 2023.
“Algorithms for Business Analytics: Recommender Systems, Fairness, and Efficiency,” MIT Club of Chile, Santiago, Chile, November 2, 2023.
“Improving the Geometry of (Conic) Linear Optimization Problems for the Primal-Dual Hybrid Gradient Method (PDHG),” INFORMS Annual Meeting, Phoenix, AZ, October 17, 2023.
“Improving the Geometry of (Conic) Linear Optimization Problems for the Primal-Dual Hybrid Gradient Method (PDHG),” Princeton University, Princeton, NJ, October 6, 2023.
“Improving the Geometry of (Conic) Linear Optimization Problems for the Primal-Dual Hybrid Gradient Method (PDHG),” AFOSR Mathematical Optimization Annual Program Review, Arlington, VA, August 28-30, 2023
"Some Recent Research in First-Order Methods for Linear Programming,” Workshop on Optimization in the Big Data Era, Institute for Mathematical Sciences, National University of Singapore, December, 2022.
"Using Taylor-Approximated Gradients to Improve the Frank-Wolfe Method for Empirical Risk Minimization," Workshop on Modern Nonsmooth Optimization, University of Washington, Seattle, August 2022.
"Using Taylor-Approximated Gradients to Improve the Frank-Wolfe Method for Empirical Risk Minimization," International Conference on Continuous Optimization (ICCOPT), Lehigh University, Bethlehem, PA, July 2022.
"New Theory and Improved Computational Performance of the Frank-Wolfe Method for Data Science Applications,” Distinguished ADSE Seminar Series, City University of Hong Kong, December 2021.
“New Theory and Improved Computational Performance of the Frank-Wolfe Method for Data Science Applications,” University of Chicago Booth School of Business, November 2021.
"Accelerated First-Order Methods for Exascale Simulation and Learning," with Cuong Nguyen and Jaime Peraire. Presentation, AFOSR Program Review. August 2020
"From Stochastic Frank-Wolfe to the Ellipsoid Method: Recent Progress on Practical Optimization in Machine Learning (the Frank-Wolfe Method) and Theoretical Optimization (the Ellipsoid Method)", Webinar on Mathematical Foundations of Data Science, June 2020.
"Condition Number Analysis of Logistic Regression, and its Implications for First-Order Solution Methods," Duke University, November 2019.
"Advanced Prediction Models, and Social Networks", invited lectures for the MIT and Universidad de Chile Joint Certificate Program in Data Analytics, October, 2019.
"Ethics and Fairness in Machine Learning Models and Data-Driven Decision Making", MIT Alumni Club of Chile, October, 2019.
"An Oblivious Ellipsoid Algorithm for Solving a System of (In)Feasible Linear Inequalities," Universaidad de Chile, October 2019.
"Condition Number Analysis of Logistic Regression, and its Implications for First-Order Solution Methods," Pontificia Universidad Católica, Santiago, Chile, October 2019.
"Accelerated First-Order Methods for Exascale Simulation and Learning," with Cuong Nguyen and Jaime Peraire. Presentation, AFOSR Program Review. August 2019.
“An Oblivious Ellipsoid Algorithm for Solving a System of (In)Feasible Linear Inequalities," with Jourdain Lamperski and Michael Todd. Presentation, ICCOPT Berlin, Germany. August 2019.
Condition Number Analysis of Logistic Regression, and its Implications for First-Order Solution Methods," Freund, Robert M., Paul Grigas, and Rahul Mazumder. Presentation, Carnegie Mellon - Tepper, Pittsburgh PA, May, 2019
"Generalized Stochastic Frank-Wolfe Algorithm with Stochastic \Substitute" Gradient for Structured Convex Optimization," Haihao (Sean) Lu, Robert M. Freund INFORMS, Phoenix, 2018
"Accelerated First-Order Methods for Exascale Simulation and Learning," Robert M. Freund, Cuong Nguyen, and Jaime Peraire, ASFOR, August 2018
"Accelerating Greedy Coordinate Descent Methods," Lu, Haihao (Sean), Robert M. Freund, and Vahab Morrokni. Presentation ISMP Bordeaux, July 2018
"Condition Number Analysis of Logistic Regression, and its Implications for First-Order Solution Methods,” Freund, Robert M., Paul Grigas, and Rahul Mazumder. Presentation, Pennsylvania State University, State College PA, March 2018
"Condition Number Analysis of Logistic Regression, and its Implications for First-Order Solution Methods," Freund, Robert M., Paul Grigas, and Rahul Mazumder. Presentation, INFORMS Optimization Conference, Denver, CO, March 2018
"Condition Number Analysis of Logistic Regression, and its Implications for First-Order Solution Methods,” Freund, Robert M., Paul Grigas, and Rahul Mazumder. Presentation, INFORMS Houston, October 2017
“Condition Number Analysis of Logistic Regression, and its Implications for First-Order Solution Methods,” Freund, Robert M., Paul Grigas, and Rahul Mazumder. Presentation, University of Illinois Urbana/Champaign, September 2017.
"Condition Number Analysis of Logistic Regression, and its Implications for First-Order Solution Methods,” Freund, Robert M., Paul Grigas, and Rahul Mazumder. Presentation, ISI Marrakech, Morocco, July 2017.
"New Results for Sparsity-inducing Methods for Logistic Regression," Freund, Robert M., Paul Grigas, and Rahul Mazumder. Presentation, SIAM Conference on Optimization, Vancouver, CA, May 2017.
“An Extended Frank-Wolfe Method, and its Application to Low-Rank Matrix Completion." Freund, Robert M., Paul Grigas, and Rahul Mazumder. Presentation, IEEE Conference on Decision and Control, Las Vegas, December 2016.
"New Results for Sparsity-inducing Methods for Logistic Regression." Freund, Robert M., Paul Grigas, and Rahul Mazumder. Presentation, Cornell University, Ithaca, NY. November 2016.
“New Computational Guarantees for Solving Convex Optimization Problems with First Order Methods, via a Function Growth Condition Measure." Freund, Robert M., and Haihao Lu. Presentation, Continuous Optimization: Challenges and Applications, The Technion, Haifa, Israel. September 2016.
“New Computational Guarantees for Solving Convex Optimization Problems with First Order Methods, via a Function Growth Condition Measure." Freund, Robert, M., Haihao Lu. Presentation, ICCOPT Tokyo, Japan. August 2016.
"A New Perspective on Boosting in Linear Regression via Subgradient Optimization and Relatives" Freund, Robert M., Paul Grigas, and Rahul Mazumder. Presentation, Princeton University, Princeton, NJ. April 2016.
"A New Perspective on Boosting in Linear Regression via Subradient Optimization and Relatives." Freund, Robert M., Paul Grigas, and Rahul Mazumder. Presentation, Computational and Methodological Statistics Conference, London, UK. December 2015.
"An Extended Frank-Wolfe Method, and its Application to Low-Rank Matrix Completion." Freund, Robert M., Paul Grigas, and Rahul Mazumder. Presentation, University of British Columbia, Vancouver, Canada. December 2015.
"New Computational Guarantees for Solving Convex Optimization Problems with First Order Methods, via a Function Growth Condition Number." Freund, Robert M., and Haihao Lu. Presentation, INFORMS, Philadelphia, PA. November 2015.
"An Extended Frank-Wolfe Method, and is Application to Low-Rank Matrix Completion." Freund, Robert M. Presentation, MIT Stochastics and Statistics Seminar, Cambridge, MA. September 2015.
"Extending Renegar's Recent Work: A Different/Improved Analysis of Basic First-Order Methods in Convex Optimization." Freund, Robert M. Presentation, ISMP, Pittsburg, PA. July 2015.
"Extending Renegar's Recent Work: A Different/Improved Analysis of Basic First-Order Methods for Conic Optimization." Freund, Robert M. Presentation, Optimization Conference in honor of Tamas Terlaky, HEC, Montreal, Canada. June 2015.
"Lectures on Greedy-type Algorith in Convex Optimization." Freund, Robert M. Presentation, University of Texas, Austin, Texas. November 13, 2015.
"An Extended Frank-Wolfe Method, with Applications to Low-Rank Matrix Completion." Freund, Robert M., Paul Grigas, and Rahul Mazumder. Presentation, INFORMS, San Francisco, CA. November 2014.
"Mike Todd: Moving Optimzation Forward." Freund, Robert M. Presentation, Cornell University, Ithaca, NY. August 2014.
“First-Order Methods Yield New Analysis and Results for Boosting Methods in Statistics/Machine Learning." Freund, Robert M., Paul Grigas, and Rahul Mazumder. Presentation, SIOPT Meeting, San Diego, CA. May 2014.
“A First-Order View of Some Boosting Methods: Computational Guarantees and Connections to Regularization." Freund, Robert M., Paul Grigas, and Rahul Mazumder. Presentation, Cornell University, Ithaca, NY. March 2014.
“The Frank-Wolfe Algorithm: New Results, and Connections to Statistical Boosting.” Grigas, Paul, Robert Freund, and Rahul Mazumder. Presentation, Workshop on Optimization and Big Data, University of Edinburgh, Scotland. May 2013.
“An Optimizer's View of Statistical Boosting Algorithms.” Freund, Robert, Paul Grigas, and Rahul Mazumder. Presentation, ICHOI, Chilean Institute of Operations Research. April 2013.
“Fabrication-Adaptive Optimization, with an Application to Photonic Crystal Design.” Men, Han, Joel Saa-Seoane, Ngoc Cuong Nguyen, Robert M. Freund, and Jaime Peraire. Georgia Institute of Technology. January 2013.
“Implementation-Robust Design: Modeling, Theory, and Application to Photonic Crystal Design with Bandgaps.” Men, Han, Joel Saa-Seoane, Ngoc Cuong Nguyen, Robert Freund, and Jaime Peraire. Presentation, Sabanci University, Istanbul, Turkey. August 2012.
“Illustrations of Business Analytics and the 21st Century Industrial Revolution." Freund, Robert M. Presentation, Sabanci University, Istanbul, Turkey. October 2012.
“Proximal Subgradient and Dual Averaging for Sequential Decision-making and Non-smooth Optimization." Grigas, Paul, and Robert M. Freund. Presentation, ISMP, Berlin, Germany. August 2012.
“Implementation-Robust Design: Modeling, Theory, and Application to Photonic Crystal Design with Bandgaps.”Men, Han, Joel Saa-Seoane, Ngoc Cuong Nguyen, Robert M. Freund, and Jaime Peraire. Presentation, ISMP, Berlin, Germany. August 2012.
“Recent Research on Design Optimization of Wave Propagation in Metamaterials: Fabrication-Robust Design, and Binary Optimization with Reduced Basis.” Men, Han, Ngoc Cuong Nguyen, Joel Saa-Seoane, Robert M. Freund, and Jaime Peraire. Presentation, AFOSR Optimization and Discrete Mathematics Program Review. April 2012.
“Implementation-Robust Design: Modeling, Theory, and Application to Photonic Crystal Design with Multiple and Complete Bandgaps.” Men, Han, Ngoc Cuong Nguyen, Joel Saa-Seoane, Robert M. Freund, and Jaime Peraire. Presentation, Catolica University, Santiago, Chile. March 2012.
“Bandgap Optimization of Photonic Crystals via Semidefinite Programming and Subspace Methods.” Freund, Robert M., Han Men, Joel Saa-Seoane, Ngoc Cuong Nguyen, Pablo Parillo, and Jaime Peraire. Presentation, Fields Institute Conference on Discrete Geometry and Optimization, Toronto, Canada, September 2011 and SIAM Conference on Optimization, Darmstadt, Germany. May 2011.
“Design of Photonic Crystals with Multiple and Combined Band Gaps, plus Fabrication-Robust Design.” Freund, Robert M., Han Men, Ngoc Cuong Nguyen, Pablo Parrilo, and Jaime Peraire. Presentation, AFOSR. April 2011.
“Band Gap Optimization of 2-Dimensional Photonic Crystals using Semi-Definite Programming and Subspace Methods.” Freund, Robert M., Han Men, Ngoc Cuong Nguyen, Pablo Parrilo, and Jaime Peraire. Presentation, ICCOPT 2010, Santiago. July 2010.
“Primal-Dual Geometry of Level Sets and their Explanatory Value of the Practical Performance of Interior-Point Methods for Conic Optimization.” Freund, Robert M. Presentation, Fields Institute, Toronto, Canada. June 2010.
“Behavioral Measures and their Correlation with IPM Iteration Counts on Semi-Definite Programming Problems.” Freund, Robert M., Fernando Ordóñe, and Kim-Chuan Toh. Presentation, Cambridge University Judge School of Business, Cambridge, UK. November, 2009.
“Primal-Dual Geometry of Level Sets and their Explanatory Value of the Practical Performance of Interior-Point Methods for Conic Optimization.” Freund, Robert M., Presentation, ETH Zurich, Switzerland. November 2009.
“On the Primal-Dual Geometry of Level Sets in Linear and Conic Convex Optimization.” Freund, Robert M. Presentation, INFORMS Annual Meeting, San Diego, CA. October 2009.
“Equivalence of Convex Problem Geometry and Computational Complexity in the Separation Oracle Model.” Freund, Robert M., and Jorge Vera. Presentation, International Symposium on Mathematical Programming, Chicago, IL. August 2009.
“Improved Initialization of the Homogeneous Self-Dual Embedding Model for Solving Conic Convex Optimization.” Belloni, Alexandre, Robert M. Freund, Kim-Chuan Toh, and Allison Chang. Presentation, SIAM Conference on Optimization, Boston, MA. May 2008.
“Designing and Delivering a Better Management Science Course for MBA Students.” Freund, Robert M. Presentation, INFORMS Annual Meeting, Seattle, WA. November, 2007.
“Randomized Methods for Solving Convex Problems: Some Theory and Some Computational Experience.” Freund, Robert M., and Alexandre Belloni. Presentation. University of Southern California, Los Angeles, CA. October, 2007.
“Projective Re-Normalization for Improving the Performance of IPMs for Conic Optimization.” Belloni, Alexandre, and Robert M. Freund. Presentation, ICCOPT-2, Hamilton, Canada. August, 2007.
“On Efficient Randomized Methods for Convex Optimization.” Freund, Robert M. Presentation, Banff International Research Station, Banff, Canada. November 2006.
“Behavioral Measures and their Correlation with IPM Iteration Counts on Semi-Definite Programming Problems.” Freund, Robert M., Fernando Ordóñez, and Kim-Chuan Toh. Presentation, Northwestern University, Evanstown, IL. October 2006.
“Efficiency of a Re-scaled Perceptron Algorithm for Conic Systems.” Belloni, Alexandre, Robert M. Freund, and Santosh Vempala. Presentation, International Symposium on Mathematical Programming, Rio de Janeiro, Brazil. August 2006.
“Efficiency of a Re-scaled Perceptron Algorithm for Conic Systems.” Belloni, Alexandre, Robert M. Freund, and Santosh Vempala, 9th International Workshop on High Performance Optimization Techniques, Delft, The Netherlands. June 2006.
“Projective Pre-Conditioners for Improving the Behavior of a Conic Inequality System.” Freund, Robert M., and Alexandre Belloni. Presentation, Cowles Foundation Conference on Optimization, Yale University, New Haven, CT. March 2006.
“Projective Pre-Conditioners for Improving the Behavior of a Linear or Conic Inequality System.” Freund, Robert M., and Alexandre Belloni. Presentation, MIT Mathematics Department Applied Mathematics Colloquium, Cambridge, MA. February 2006.
“Reducing the Solution Time for Convex Optimization Problems by Pre-Conditioning Transformations.” Freund, Robert M., and Alexandre Belloni. Presentation, Singapore-MIT Alliance Symposium, Singapore. January 2006.
“Randomized Methods for (Continuous) Deterministic Optimization and Associated Complexity Analysis.” Freund, Robert M., and Alexandre Belloni. Presentation, Stanford University, Stanford, CA. October 2005.
“Randomized Methods for (Continuous) Deterministic Optimization and Associated Complexity Analysis.” Belloni, Alexandre, and Robert M. Freund. Presentation, Foundations of Computational Mathematics, Santander, Spain. July 2005.
“Projective Pre-Conditioners for Improving the Behavior of a Homogeneous Conic Linear System.” Belloni, Alexandre, and Robert M. Freund. Presentation, SIAM Conference on Optimization, Stockholm, Sweden. May 2005.
“On the Behavior of the Homogeneous Self-Dual Model for Conic Convex Optimization.” Freund, Robert M. Presentation, SIAM Conference on Optimization, Stockholm, Sweden. May 2005.
“On the Causes of Variability in IPM Iterations on Semi-Definite Programming Problems.” Freund, Robert M., Fernando Ordóñez and Kim-Chuan Toh. Presentation, SIAM Conference on Optimization, Stockholm, Sweden. May 2005.
“On the Symmetry Function of a Convex Set.” Belloni, Alexandre, and Robert M. Freund. Presentation, Workshop on Large Scale Nonlinear and Semidefinite Programming, University of Waterloo, Waterloo, Ontario. June 2004.
“Computational Experience and the Explanatory Value of Condition Numbers for Linear Optimization.” Freund, Robert M., and Fernando Ordóñez. Presentation, Lehigh University, Bethlehem, PA. April 2003.
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Current and Former Students and Co-Authors
- Alexandre Belloni
- Dimitris Bertsimas
- John Birge
- Zhi Cai
- Gideon Dresdner
- Curtis Eaves
- Laurent El Ghaoui
- Marina Epelman
- Charles Fine
- Federico Girosi
- Paul Grigas
- Jourdain Lamperski
- Francesco Locatello
- Rahul Mazumder
- Abby Men
- Shinji Mizuno
- Vahab Mirrokni
- Yurii Nesterov
- Ngoc Cuong Nguyen
- Geoffrey Nègiar
- Manuel Nunez
- Fernando Ordóñez
- James Orlin
- Edgar Osuna
- Pablo Parrilo
- Fabian Pedregosa
- Jaime Peraire
- Robin Roundy
- Joel Saa-Seoane
- Matthew Selove
- Xu Sheng
- Duncan Simester
- Jie Sun
- Andy Sun
- Peng Sun
- Kok Choon Tan
- Michael Todd
- Kim Chuan Toh
- Alicia Yi-Ting Tsai
- Robert Vanderbei
- Santosh Vempala
- Jorge Vera