| Smoothing techniques for computing Nash equilibria of sequential games S Hoda, A Gilpin, J Pena, T Sandholm Mathematics of Operations Research 35 (2), 494-512, 2010 | 172 | 2010 |
| Computing the stability number of a graph via linear and semidefinite programming J Pena, J Vera, LF Zuluaga SIAM Journal on Optimization 18 (1), 87-105, 2007 | 110 | 2007 |
| First-order algorithm with convergence for-equilibrium in two-person zero-sum games A Gilpin, J Pena, T Sandholm Mathematical programming 133 (1-2), 279-298, 2012 | 90 | 2012 |
| Gradient-based algorithms for finding Nash equilibria in extensive form games A Gilpin, S Hoda, J Pena, T Sandholm Internet and Network Economics: Third International Workshop, WINE 2007, San …, 2007 | 82 | 2007 |
| Understanding the geometry of infeasible perturbations of a conic linear system J Pena SIAM Journal on Optimization 10 (2), 534-550, 2000 | 75 | 2000 |
| Computing approximate solutions for convex conic systems of constraints J Pena, J Renegar Mathematical Programming 87, 351-383, 2000 | 62 | 2000 |
| Completely positive reformulations for polynomial optimization J Pena, JC Vera, LF Zuluaga Mathematical Programming 151, 405-431, 2015 | 61 | 2015 |
| Optimal regularized dual averaging methods for stochastic optimization X Chen, Q Lin, J Pena Advances in neural information processing systems 25, 2012 | 60 | 2012 |
| Polytope conditioning and linear convergence of the Frank–Wolfe algorithm J Pena, D Rodriguez Mathematics of Operations Research 44 (1), 1-18, 2019 | 51 | 2019 |
| LMI approximations for cones of positive semidefinite forms LF Zuluaga, J Vera, J Pena SIAM Journal on Optimization 16 (4), 1076-1091, 2006 | 51 | 2006 |
| A primal-dual algorithm for solving polyhedral conic systems with a finite-precision machine F Cucker, J Peña SIAM Journal on Optimization 12 (2), 522-554, 2002 | 49 | 2002 |
| A conic programming approach to generalized Tchebycheff inequalities LF Zuluaga, JF Pena Mathematics of Operations Research 30 (2), 369-388, 2005 | 46 | 2005 |
| Static-arbitrage lower bounds on the prices of basket options via linear programming J Peña, JC Vera, LF Zuluaga Quantitative Finance 10 (8), 819-827, 2010 | 32 | 2010 |
| A smooth perceptron algorithm N Soheili, J Pena SIAM Journal on Optimization 22 (2), 728-737, 2012 | 30 | 2012 |
| An estimation-free, robust CVaR portfolio allocation model C Jabbour, J Pena, J Vera, L Zuluaga Journal of Risk 11 (1), 57-78, 2008 | 28 | 2008 |
| New characterizations of Hoffman constants for systems of linear constraints J Pena, JC Vera, LF Zuluaga Mathematical Programming 187, 79-109, 2021 | 27 | 2021 |
| A deterministic rescaled perceptron algorithm J Pena, N Soheili Mathematical Programming 155, 497-510, 2016 | 26 | 2016 |
| A unified framework for Bregman proximal methods: subgradient, gradient, and accelerated gradient schemes DH Gutman, JF Pena arXiv preprint arXiv:1812.10198, 2018 | 25* | 2018 |
| Third-order extensions of Lo’s semiparametric bound for European call options LF Zuluaga, J Peña, D Du European Journal of Operational Research 198 (2), 557-570, 2009 | 25 | 2009 |
| Unifying condition numbers for linear programming D Cheung, F Cucker, J Pena Mathematics of Operations Research 28 (4), 609-624, 2003 | 25 | 2003 |
Luis F. ZuluagaAssociate Professor, Industrial and Systems Engineering Department, Lehigh UniversityVerified email at lehigh.edu
