Mathematical Programming, Volume 116

Volume 116, Numbers 1-2, January 2009

• Hedy Attouch, Roberto Cominetti, Marc Teboulle:
  Foreword: Special issue on nonlinear convex optimization and variational inequalities. 1-3
  
• Hedy Attouch, Jérôme Bolte:
  On the convergence of the proximal algorithm for nonsmooth functions involving analytic features. 5-16
  
• Jonathan M. Borwein, Chris H. Hamilton:
  Symbolic Fenchel Conjugation. 17-35
  
• James V. Burke, Sien Deng:
  Weak sharp minima revisited, Part III: error bounds for differentiable convex inclusions. 37-56
  
• Rafael Correa, Pedro Gajardo, Lionel Thibault:
  Links between directional derivatives through multidirectional mean value inequalities. 57-77
  
• A. Coulibaly, J.-P. Crouzeix:
  Condition numbers and error bounds in convex programming. 79-113
  
• A. Daniilidis, F. Jules, M. Lassonde:
  Subdifferential characterization of approximate convexity: the lower semicontinuous case. 115-127
  
• Miguel A. Goberna, Maxim I. Todorov:
  Primal-dual stability in continuous linear optimization. 129-146
  
• Olivier Gossner, Rida Laraki, Tristan Tomala:
  Informationally optimal correlation. 147-172
  
• X. Goudou, J. Munier:
  The gradient and heavy ball with friction dynamical systems: the quasiconvex case. 173-191
  
• Oleg Grodzevich, Henry Wolkowicz:
  Regularization using a parameterized trust region subproblem. 193-220
  
• Warren Hare, Claudia A. Sagastizábal:
  Computing proximal points of nonconvex functions. 221-258
  
• Alfredo N. Iusem, Gábor Kassay, Wilfredo Sosa:
  On certain conditions for the existence of solutions of equilibrium problems. 259-273
  
• Alejandro Jofré, Roger J.-B. Wets:
  Variational convergence of bivariate functions: lopsided convergence. 275-295
  
• Elizabeth W. Karas, Ademir A. Ribeiro, Claudia A. Sagastizábal, Mikhail V. Solodov:
  A bundle-filter method for nonsmooth convex constrained optimization. 297-320
  
• Jean B. Lasserre:
  The K-moment problem with densities. 321-341
  
• Gui-Hua Lin, Xiaojun Chen, Masao Fukushima:
  Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization. 343-368
  
• Boris S. Mordukhovich, Nguyen Mau Nam, N. D. Yen:
  Subgradients of marginal functions in parametric mathematical programming. 369-396
  
• Huynh van Ngai, Michel Théra:
  Error bounds for systems of lower semicontinuous functions in Asplund spaces. 397-427
  
• Jong-Shi Pang, David E. Stewart:
  Solution dependence on initial conditions in differential variational inequalities. 429-460
  
• Teemu Pennanen:
  Epi-convergent discretizations of multistage stochastic programs via integration quadratures. 461-479
  
• Jean-Paul Penot, C. Zalinescu:
  Convex analysis can be helpful for the asymptotic analysis of monotone operators. 481-498
  
• Jan-J. Rückmann, Alexander Shapiro:
  Augmented Lagrangians in semi-infinite programming. 499-512
  
• Sylvain Sorin:
  Exponential weight algorithm in continuous time. 513-528
  
• Thi Thu Van Nguyen, Jean-Jacques Strodiot, Van Hien Nguyen:
  A bundle method for solving equilibrium problems. 529-552
  
• Paul Tseng:
  Some convex programs without a duality gap. 553-578
  
• Tullio Zolezzi:
  Stability under perturbations of some condition numbers in optimization. 579-593