Ting Kei Pong, Paul Tseng, Shuiwang Ji, and Jieping Ye
Trace Norm Regularization: Reformulations, Algorithms, and Multi-task Learning
June 2009, submitted to SIAM J. Optim.
( tnr_mtl.pdf )

Paul Tseng
Approximation Accuracy, Gradient Methods, and Error Bound for Structured Convex Optimization
May 2009, submitted to Math Program. B
( apeb.pdf )

David Neto, Sylvain Sardy and Paul Tseng
l₁Penalized Likelihood Smoothing of Volatility Processes allowing for Abrupt Changes,
April 2009, submitted to J. Business Econ. Statistics
( fSVM.pdf )

T. K. Pong and P. Tseng
(Robust) Edge-Based Semidefinite Programming Relaxation of Sensor Network Localization
January 2009, submitted to Math. Program.
( sensor_esdp.pdf )

K. Nabetani, P. Tseng, and M. Fukushima
Parametrized Variational Inequality Approaches to Generalized Nash Equilibrium Problems with Shared Constraints
October 2008, submitted to Comput. Optim. Appl.; revised April 2009
( vi_gnepi_rev.pdf; Matlab code for solving GNEP that uses pathlcp.m by Ferris and Munson to solve each LCP (can be substituted by other LCP solvers))

P. Tseng
On Accelerated Proximal Gradient Methods for Convex-Concave Optimization
May 2008, submitted to SIAM J. Optim.
( apgm.pdf, Matlab code )

P. Tseng and S. Yun
A Block-Coordinate Gradient Descent Method for Linearly Constrained Nonsmooth Separable Optimization
January 2008, to appear in J. Optim. Theory Appl. from Springer
( cgd_cnobi.pdf )

P. Tseng, I. M. Bomze, and W. Schachinger
A First-Order Interior-Point Method for Linearly Constrained Smooth Optimization
October 2007; revised December 2008, under review for Mathematical Programming
( ipsimplex.pdf )

P. Tseng
A Scaled Projected Reduced-Gradient Method for Linearly Constrained Smooth Optimization,
May 2007, submitted to SIAM J. Optim. on Sept 2007
( sprg.pdf )

P. Tseng and S. Yun
A Coordinate Gradient Descent Method for Linearly Constrained Smooth Optimization and Support Vector Machines Training,
March 2007 (last revised October 2008), to appear in Comput. Optim. Appl.
( cgd_svm.pdf )

P. Tseng
Further results on a stable recovery of sparse overcomplete representations in the presence of noise,
Jan 2007; revised September 2008, to appear in IEEE Trans. Info. Theory.
( sparse_ieee.pdf )

M. P. Friedlander and P. Tseng
Exact regularization of convex programs,
SIAM J. Optim. 18, 2007, 1326--1350
( cpreg.pdf )

P. Tseng and S. Yun
A Coordinate Gradient Descent Method for Nonsmooth Separable Minimization,
Math. Prog. B, 117, 2009, 387--423
( cgd.pdf )

M. Fukushima and P. Tseng
An Implementable Active-Set Algorithm for Computing a B-Stationary Point of a Mathematical Program with Linear Complementarity Constraints: Erratum,
SIAM J. Optim. 17, 2007, 1253--1257
( mpec_erratum.pdf )

L. Qi and P. Tseng
On Piecewise Smooth Functions and Almost Smooth Functions,
Nonl. Anal. 67, 2007, 773-794.
( almost.pdf )

Z.-Q. Luo, N. D. Sidiropoulos, P. Tseng, and S. Zhang
Approximation Bounds for Quadratic Optimization with Homogeneous Quadratic Constraints
SIAM J. Optim. 18, 2007, 1-28.
( lstz06.pdf )

P. Tseng
Some convex programs without a duality gap,
Math. Prog. 116, 2009, 553-578.
( sepcp.pdf )

P. Tseng
Second-order cone programming relaxation of sensor network localization,
SIAM J. Optim. 18, 2007, 156-185.
( sensorsocp.pdf )

M. Anitescu, P. Tseng, and S. J. Wright
Elastic-Mode Algorithms for Mathematical Programs with Equilibrium Constraints: Global Convergence and Stationarity Properties,
Math. Prog. 110, 2007, 337-371.
( notes22mp.pdf )

A. Ozdaglar and P. Tseng
Existence of Global Minima for Constrained Optimization,
J. Optim. Theory Appl., 128, 2006, 523-546.
( exist.pdf )

D. P. Bertsekas and P. Tseng
Set Intersection Theorems and Existence of Optimal Solutions,
Math. Prog. 110, 2007, 287-314.
( Set_Intersections.pdf )

S. Sardy and P. Tseng
Density Estimation by Total Variation Penalized Likelihood Driven by the Sparsity l₁ Information Criterion,
November 2004 (revised 2007), submitted to Scandinavian J. Statist.
( SardyTsengTVdens06.pdf )

D. P. Bertsekas, A. Ozdaglar, and P. Tseng
Enhanced Fritz John Conditions for Convex Programming ,
SIAM J. Optim., 16, 2006, 766-797.
( FJ_Paper.ps FJ_Paper.ps.Z )

J.-S. Chen and P. Tseng
An unconstrained smooth minimization reformulation of the second-order cone complementarity problem ,
Math. Prog., 104, 2005, 293-327.

J.-S. Chen, X. Chen, and P. Tseng
Analysis of Nonsmooth Vector-Valued Functions Associated with Second-Order Cones,
Math. Prog., 101, 2004, 95-117.

F. Tin-Loi and P. Tseng
Efficient computation of multiple solutions in quasibrittle fracture analysis,
Computer Methods in Applied Mechanics and Engineering, 192, 2003, 1377-1388.
( cmame-mlcp.pdf )

S. Sardy and P. Tseng
On the statistical analysis of smoothing by maximizing dirty Markov random field posterior distributions,
J. Amer. Stat. Assoc., 99, 2004, 191-204.

P. Tseng
Convergence Properties of Dikin's Affine Scaling Algorithm for Nonconvex Quadratic Minimization,
J. Global Optim., 30, 2004, 285-300.
( qpas_box.ps, qpas_box.ps.Z )

S. Sardy and P. Tseng
AMlet, RAMlet, and GAMlet: Automatic Nonlinear Fitting of Additive Models, Robust and Generalized, With Wavelets,
J. Comput. Graph. Stat., 13, 2004, 283-309.

P. Tseng
Approximation Algorithms for Conic Programs with Extreme Ray Constraints,
report, 2003 (also appeared in a conference proceeding for a conference held in Shanghai, December 2002)
( conesdp_shanghai.pdf )

M. Fukushima, Z.-Q. Luo, and P. Tseng
A Sequential Quadratically Constrained Quadratic Programming Method for Differentiable Convex Minimization,
SIAM J. Optim., 13, 2003, 1098-1119.

F. Guerriero and P. Tseng
Implementation and Testing of Auction Methods for Solving Separable Convex Cost Generalized Network Flow Problems,
J. Optim. Theory Appl., vol 115, 2002, 113-144.

P. Tseng
Further Results on Approximating Nonconvex Quadratic Optimization by Semidefinite Programming Relaxation,
SIAM J. Optim., 14, 2003, 268-283.

P. Tseng
An Analysis of the EM Algorithm and Entropy-Like Proximal Point Methods,
Math. Oper. Res., 29, 2004, 27--44.

M. Fukushima and Z.-Q. Luo, and P. Tseng
Smoothing Functions for Second-Order-Cone Complementarity Problems,
SIAM J. Optim., 12, 2002, 436-460.

S. Sardy, A. Antoniadis, and P. Tseng
Automatic smoothing with wavelets for a wide class of distributions,
J. Comput. Graph. Stat., 13, 2004, 399-421.
( Sardy's homepage )

X. Chen, H.-D. Qi, and P. Tseng
Analysis of Nonsmooth Symmetric Matrix Functions with Applications to Semidefinite Complementarity Problems,
SIAM J. Optim., 13, 2003, 960-985.

P. Tseng and Y. Ye
On Some Interior-Point Algorithms for Nonconvex Quadratic Optimization,
Math. Prog., 93 (2003), 217-225. The original publication will be available on LINK at springer link. Springer-Verlag is the copyright holder.

P. Tseng
Convergence of Block Coordinate Descent Method for Nondifferentiable Minimization,
J. Optim. Theory Appl., 109, 2001, 475-494.
( PDF file)

S. Lucidi, M. Sciandrone and P. Tseng
Objective-Derivative-Free Methods for Constrained Optimization,
Mathematical Programming, 92, 2002, 37-59. The original publication will be available on LINK at springer link. Springer-Verlag is the copyright holder.

M. Fukushima and P. Tseng
An Implementable Active-Set Algorithm for Computing a B-Stationary Point of the Mathematical Program with Linear Complementarity Constraints,
SIAM Journal on Optimization, 12 (2002), 724-739.

X. Chen and P. Tseng
Non-interior continuation methods for solving semidefinite complementarity problems,
Mathematical Programming, 95, 2003, 431-474.

P. Tseng
Nearest q-flat to m points,
J. Optim. Theory Appl., 105, 2000, 249--252.

P. Tseng
A convergent infeasible interior-point trust-region method for constrained minimization,
SIAM Journal on Optimization, 13, 2002, 432--469.

M. V. Solodov and P. Tseng
Two methods based on the D-gap function for solving monotone variational inequalities,
Comput. Optim. Appl., 17, 2001, 255--277.
( drgap.ps.Z )

P. Tseng
Co-NP-completeness of some matrix classification problems,
Math. Prog., 88, 2000, 183-192.

P. Tseng
Error Bounds and Superlinear Convergence Analysis of Some Newton-Type Methods in Optimization,
in Nonlinear Optimization and Related Topics, edited by G. Di Pillo and F. Giannessi, Kluwer, 2000, 445--462.
( ebsup.ps.Z )

L. Nazareth and P. Tseng
Gilding the Lily: a Variant of the Nelder-Mead Algorithm based on Golden-Section Search,
Comp. Optim. Appl., 22, 2002, 133-144.
( nmgs.ps, nmgs.ps.Z )

S. Sardy, A, Bruce, and P. Tseng
Robust wavelet denoising,
IEEE Trans. Sign. Proc., 49, 2001, 1146-1152.

S. Sardy, A, Bruce, and P. Tseng
Block coordinate relaxation methods for nonparametric signal denoising with wavelet dictionaries,
Journal of Computational and Graphical Statistics, 9, 2000, 361-379.

P. Tseng
ERROR BOUNDS FOR REGULARIZED COMPLEMENTARITY PROBLEMS,
in Ill-posed Variational Problems and Regularization Techniques, Lecture Notes in Economics and Mathematical Systems 477, edited by Michel Thera and Rainer Tichatschke, Springer-Verlag, 1999, 247-274.
( lcperb.pdf )

X.-C. Tai, P. Tseng
Convergence Rate Analysis of an Asynchronous Space Decomposition Method for Convex Minimization,
Math. Comp., 71, 2001, 1105-1135.

H. Bauschke, J. Borwein, P. Tseng
Metric regularity, strong CHIP, and CHIP are distinct properties,
J. Convex Anal., 7, 2000, 395-412.

E. Silberberg, W. Suen, P. Tseng
The LeChatelier Principle: the Long and the Short of It,
Econ. Theory, 16, 2000, 471-476.

J. Hagstrom, P. Tseng
TRAFFIC EQUILIBRIUM: LINK FLOWS, PATH FLOWS AND WEAKLY/STRONGLY ACYCLIC SOLUTIONS,
resubmitted to Networks, Oct. 1999.
( lvipvi.ps, lvipvi.ps.Z )

P. Tseng
A MODIFIED FORWARD-BACKWARD SPLITTING METHOD FOR MAXIMAL MONOTONE MAPPINGS,
SIAM J. Control & Optim., 38, 2000, 431--446.

P. Tseng
AN EPSILON-OUT-OF-KILTER METHOD FOR MONOTROPIC PROGRAMMING,
Math. Oper. Res., 26, 2001, 221--233.

P. Tseng
ANALYSIS OF AN INFEASIBLE INTERIOR PATH-FOLLOWING METHOD FOR COMPLEMENTARITY PROBLEMS,
submitted to Math. Oper. Res., Sept. 1997.
( ip_ncp.ps, ip_ncp.ps.Z )

P. Tseng
ANALYSIS OF A NON-INTERIOR CONTINUATION METHOD BASED ON CHEN-MANGASARIAN SMOOTHING FUNCTIONS FOR COMPLEMENTARITY PROBLEMS,
in Reformulation--Nonsmooth, Piecewise Smooth, Semismooth and Smoothing Methods, edited by M. Fukushima and L. Qi, Kluwer Academic Publishers, Boston, 1998, 381--404.
( cont_ncp.ps.Z )

P. Tseng
CONVERGENCE AND ERROR BOUND FOR PERTURBATION OF LINEAR PROGRAMS,
Comput. Optim. Appl., 13, 1999, 221--230.
( lperb.pdf )

P. Tseng, D. P. Bertsekas
An Epsilon-Relaxation Method for Separable Convex Cost Generalized Network Flow Problems,
Math. Prog., 88, 2000,85-104.

D. P. Bertsekas, L. C. Polymenakos, P. Tseng
Epsilon-Relaxation and Auction Methods for Separable Convex Cost Network Flow Problems
in Network Optimization: Proceedings of International Conference on Network Optimization, edited by P. M. Pardalos, D. W. Hearn, and W. W. Hager., Springer, 1998, 103-126.
( florida.ps )

P. Tseng
FURTHER NOTES ON THE EXISTENCE OF SEARCH DIRECTIONS IN INTERIOR-POINT METHODS FOR THE MONOTONE SEMI-DEFINITE LCP,
Report, Aug 1996.
( ipdir_sdp.ps )

P. Tseng
MERIT FUNCTIONS FOR SEMI-DEFINITE COMPLEMENTARITY PROBLEMS,
Math. Prog., 83, 1998, 159--185.

P. Tseng
SEARCH DIRECTIONS AND CONVERGENCE ANALYSIS OF SOME INFEASIBLE PATH-FOLLOWING METHODS FOR THE MONOTONE SEMI-DEFINITE LCP,
Opt. Methods Software, 9, 1998, 245-268.
( ipcpf_sdp.ps )

P. Tseng
INCREMENTAL GRADIENT(-PROJECTION) METHOD WITH MOMENTUM TERM AND ADAPTIVE STEPSIZE RULE,
SIAM J. Optim., 8, 1998, 506-531.

Z.-Q. Luo, P. Tseng
A NEW CLASS OF MERIT FUNCTIONS FOR COMPLEMENTARITY PROBLEM,THE NONLINEAR COMPLEMENTARITY PROBLEM,
in Complementarity and Variational Problems: State of the Art, edited by M. C. Ferris and J.-S. Pang, SIAM, 1997, 204-225.

D. P. Bertsekas, L. C. Polymenakos, P. Tseng
AN Epsilon-RELAXATION METHOD FOR SEPARABLE CONVEX COST NETWORK FLOW PROBLEMS,
SIAM J. Optim., 7, 1997, 853-870.

P. Tseng
FORTIFIED-DESCENT SIMPLICIAL SEARCH METHOD: A GENERAL APPROACH,
SIAM J. Optim., 10, 2000, 269-288.

P. Tseng
Simplified Analysis of An O(nL)-Iteration Infeasible Predictor-Corrector Path-Following Method for Monotone LCP,
in Recent Trends in Optimization Theory and Applications, edited by R.P. Agarwal, World Scientific Press, 1995, 423-434.
( ipcpf_lcp.ps )

Archive of selected papers before 1997:

P. Tseng, A Path Following Algorithm for Linear Programming Using Quadratic and Logarithmic enalty Functions, Siam J Control Optim 31 (1993) 1578-1598. (newlpalg_siam.pdf)

Luo, Z.-Q. and Tseng, P., Error bound and reduced-gradient projection algorithms for convex minimization over a polyhedral set. SIAM J. Optim. 3 (1993), 43-59. (inexact_gp_siam.pdf)

Luo, Z.-Q. and Tseng, P., On the linear convergence of descent methods for convex essentially smooth minimization. SIAM J. Control Optim. 30 (1992), 408-425. (lincnvg_siam.pdf)

Luo, Z.-Q. and Tseng, P., Error bounds and the convergence analysis of matrix splitting algorithms for the affine variational inequality problem. SIAM J. Optim. 2 (1992), 43-54. (symlcp_siam.pdf)