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.

        5. Juditsky, A., Nemirovski, A.

            Functional aggregation for nonparametric regression. – Annals of Statistics 28:3 (2000), 681-712

2001
        1. A. Ben-Tal, T. Margalit, A. Nemirovski,
           The Ordered Subsets  Mirror Descent Optimization Method with Applications to Tomography - SIAM Journal on
           Optimization  12 (2001), 79-108
        2. A. Ben-Tal, A. Nemirovski,
            On polyhedral approximations of the second-order cone, Mathematics of Operations Research  26:2
           (2001),

2002
        1. A. Ben-Tal, A. Nemirovski,
            Robust Optimization - Methodology and Applications - Mathematical Programming Series B, 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
        3. A. Ben-Tal, A. Nemirovski, C. Roos,
             Robust solutions to uncertain quadratic and conic-quadratic problems - SIAM Journal on Optimization  13
            (2002), 535-560.
        4. A. Juditsky, A. Nemirovski,
            On non-parametric tests of positivity/monotonicity/convexity - Annals of Statistics 30:2 (2002)
        5. A. Ben-Tal, A. Nemirovski,
            On tractable approximations of uncertain linear matrix inequalities affected by interval uncertainty - SIAM
            Journal on Optimization 12 (2002), 811-833.

2003
        1. A. Ben-Tal, A. Goryashko, E. Guslitzer, A. Nemirovski,
            Adjustable robust solutions of uncertain linear programs  - Mathematical Programming  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  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  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. 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  15 (2004),

             229-251.

        2.  Eldar, Y.C., Ben-Tal, A., Nemirovski, A.

            Linear minimax regret estimation of deterministic parameters with bounded data uncertainties –

            IEEE Trans. on Signal Processing 52 (2004), 2177--2188.

        3.  Nemirovski, A.
            Regular Banach spaces and large deviations of random sums

2005

        1. A. Ben-Tal, A. Nemirovski,
            Restricted Memory Non-Euclidean Level Method for Large-Scale Convex Optimization  -  Mathematical
             Programming 102 (2005), 407-456 
        2. Nemirovski, A., Tuncel, L.,
            Cone-free path-following and potential reduction polynomial time interior point algorithms - Mathematical
            Programming 102 (2005), 261-295

         3. Eldar, Y., Ben-Tal, A., Nemirovski, A.,

             Robust mean-squared error estimation in the presence of model uncertainties – IEEE Trans. On Signal

             Processing 53 (2005), 168-181

4.     Ben-Tal, A., Boyd, S., Nemirovski, A.

      Control of Uncertainty-Affected Discrete Time Linear Systems via Convex Programming

         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

2006

1.     Ben-Tal, A., Boyd, S., Nemirovski, A.,

               Extending the Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems

                - Mathematical Programming 107:1-2 (2006), 63-89

2.  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

         3.   Nemirovski, A., Shapiro, A.

               Convex Approximations of Chance Constrained Programs – SIAM Journal on Optimization 17:4 (2006),

                969-996.

2007

1.     Nemirovski, A.,

               Advances in Convex Optimization: Conic Programming –  in Marta Sanz-Sol, Javier Soria,

               Juan L. Varona, Joan Verdera, Eds., Proceedings of International Congress of Mathematicians, Madrid,

                August 22-30, 2006, Volume 1, EMS -European Mathematical Society Publishing House, April 2007, 413-444.

          2.   Nemirovski, A.
                Sums of Random Symmetric Matrices and Quadratic Optimization under Orthogonality Constraints –

                Mathematical Programming 109:2-3 (2007), 283-317.

          3.   Lu, Z.,  Monteiro, R.D.C., Nemirovski, A., 
             Large-Scale Semidefinite Programming via Saddle Point Mirror-Prox Algorithm – Mathematical Programming

                109:2-3 (2007), 211-237

4.      Gal, S., Landsverger, M., Nemirovski, A.

Participation in auctions – Games and Economic Behavior 60 (2007), 75-103.

2008

           1.  Ben-Tal, A., Nemirovski, A.

                Selected Topics in Robust Convex Optimization – Mathematical Programming, 112:1 (2008),  125-158

     2.   Nemirovski, A.,  Todd, M.

                Interior-point methods for optimization – Acta Numerica 17 (2008), 191—234

 3.  Judistky, A.,  Nemirovski, A.

                Large Deviations of Vector-Valued Martingales in 2-Smooth Normed Spaces

           4,  Nesterov, Yu., Nemirovski, A.

                Primal Central Paths and Riemannian Distances for Convex Sets – Foundations of Computational Mathematics

8:5 (2008), 533-560.

2009

           1.  Ben-Tal, A., Nemirovski, A.

     On Safe Tractable Approximations of Chance Constrained Linear Matrix Inequalities – Mathematics of Operations

     Research 34:1 (2009), 1-25.

           2. Juditsky, A., Nemirovski, A.

    Nonparametric Estimation via Convex Programming – Annals of Statistics  37:5A (2009), 2278-2300

           3. Juditsky, A., Lan, G., Nemirovski, A., Shapiro, A.

      Stochastic Approximation approach to Stochastic Programming – SIAM Journal on Optimization 19:4 (2009),

     1574-1609. 

   4.  Juditsky, A., Nemirovski, A.

        Nonparametric Denoising Signals with Unknown Local Structure, I: Oracle Inequalities –  Applied

      And Computational Harmonic Analysis 27 (2009), 157-179.

2010

    1. Juditsky, A., Nemirovski, A.

        Nonparametric Denoising Signals with Unknown Local Structure,II: Nonparametric function recovery – Applied

     And Computational Harmonic Analysis 29 (2010), 354-367

2.  Nemirovski, A., Onn, S., Rothblum, U.

     Accuracy certificates for computational problems with convex structure – Mathematics of Operations

     Research 35:11 (2010), 52-78

2011   

             1. Juditsky, A., Kilinc Karzan, F., Nemirovski, A.

                 On low rank matrix approximations with applications to synthesis problem in Compressed Sensing – SIAM

                 Journal on Matrix Analysis and Applications  32:3 (2011), 1019-1029

             2. Juditsky, A., Nemirovski, A.

     On Verifiable Sufficient Conditions for Sparse Signal Recovery via L1 Minimization  - Mathematical Programming Ser. B, 

     127 (2011), 57-88

      Download accompanying software (MATLAB on a Windows PC)

      V1 (with standalone .exe solvers)     V2 (with mex solvers)

             3. Juditsky, A., Kilinc Karzan, F., Nemirovski, A.

                Verifiable conditions of \ell_1-recovery of sparse signals with sign restrictions – Mathematical Programming Ser. B,

                127 (2011), 89-122

             4. Juditsky, A., Nemirovski, A.

                 Accuracy guarantees for \ell_1 recovery –  IEEE Transactions on Information Theory 57:12 (2011), 7818-7839

             5. Lan, G., Nemirovski, A., Shapiro, A.

                 Validation analysis of mirror descent stochastic approximation method – Mathematical Programming 134:2 (2012), 425-458.

             6.  Juditsky, A.,  Nemirovski, A., Tauvel, C.

                Solving variational inequalities with Stochastic Mirror-Prox algorithm  Stochastic Systems 1:1 (2011),

                DOI: 10.1214/10-SSY011, 17-58

             7. Juditsky, A., Kilinc Karzan, F., Nemirovski, A., Polyak, B.T.,

                On the accuracy of \ell_1-filtering of signals with block-sparse structure -- in:

                J. Shawe-Taylor, R.S. Zemel, P. Bartlett, F. Pereira, K.Q. Weinberger, Eds.

                Advances in Neural Information Processing Systems 24 (2011), 1666-1674.

2012

1.      Juditsky, A., Kilinc Karzan, F.,Nemirovski, A.

                  MATLAB package for solving \min_x\{\|x\|_1:\|Ax-b\|_p\leq\delta\} (Manual, software)

2.       Nemirovski, A.,

On Safe Tractable Approximations of Chance Constraints - European Journal of Operational Research  219 (2012), 707-718

3.        Juditsky, A., Nemirovski, A.

                 First order methods for nonsmooth convex large-scale optimization, I: General purpose methods

                 First order methods for nonsmooth convex large-scale optimization, II:  Utilizing problem’s structure

                 In: S. Sra, S. Nowozin, S. Wright, Eds., Optimization for Machine Learning, The MIT Press, 2012, 121-184

           4.   Juditsky, A., Kilinc Karzan, F., Nemirovski, A.

                 Randomized first order algorithms with applications to \ell_1-minimization --  Mathematical Programming 142:1-2 (2013), 269-310

           5.   Juditsky, A., Kilinc Karzan, F., Nemirovski, A., Polyak, B.

                 Accuracy Guarantees for \ell_1 recovery of block-sparse signals--  Annals of Statistics 40:6 (2012), 3077-3107

           6.  Juditsky, A., Kilinc Karzan, F., Nemirovski, A.

       On unified view of nullspace-type conditions for recoveries associated with general sparsity structures --

       Linear Algebra and its Applications 441 (2014), 124–151.

2013

           1.   Nesterov, Yu., Nemirovski, A.

On first order algorithms for \ell_1/nuclear norm minimization --  Acta Numerica 22 (2013)

2.     Baes, M., Buergisser, M., Nemirovski, A. 

Randomized Mirror-Prox method for solving structured large-scale matrix saddle-point problems -- 

-- arXiv:1112.1274, SIAM Journal on Optimization 23:2 (2013)

2014

                 On detecting harmonic oscillations -- arXiv:1301.5328, Bernoulli 21:2 (2015)  

2.     Cox, B., Juditsky, A., Nemirovski, A.

Dual subgradient algorithms for large-scale nonsmooth learning problems

-- arXiv:1302.2349, Mathematical Programming Series B, 148:1-2 (2014)

3.     Ben-Tal, A., Nemirovski, A.

On solving large scale polynomial convex problems  by randomized first-order algorithms

-– arXiv:1210.6853, Mathematics of Operations Research 40:2 (2015)

2015

1.     Harchaoui, Z., Juditsky, A., , Z., Nemirovski, A.

Conditional Gradient Algorithms for Norm-Regularized Smooth Convex Optimization –

-- arXiv:1302.2325, Mathematical Programming 152:1-2 (2015)

2.     Juditsky, A., Nemirovski, A.

Solving Variational Inequalities with Monotone Operators on Domains Given by Linear Minimization Oracles

-- arXiv:1312.1073, Mathematical Programming, Online first: March 22, 2015

3.     Goldenshluger, A., Juditsky, A., Nemirovski, A.

Hypothesis testing by convex optimization -- arXiv:1412.1605, Electronic Journal of Statistics 9 (2015)

4.     Goryashko, A., Nemirovski, A.

Solving Optimization of energy cost in water distribution systems under uncertain demand

-- Automation and Remote Control 75:10 (2014), 1754-1769

5.     Nesterov, Yu., Nemirovski, A.

Finding stationary states of Markov chains by iterative methods

-- Applied Mathematics and Computation 255 (2015), 58--65

6.     Guzman, C., Nemirovski, A.

On Lower Complexity Bounds for Large-Scale Smooth Convex Optimization

-- Journal of Complexity 31 (2015), 1-14

7.     Ben-Tal, A., C., Nemirovski, A.

On solving large scale polynomial convex problems by randomized first-order algorithms

-- Mathematics of Operations Research 20:2 (2015), 474-494

8.     He, N., Juditsky, A., C., Nemirovski, A.

Mirror Prox Algorithm for Multi-Term Minimization and Semi-Separable Problems

-- Computational Optimization and Applications 61:2 (2015), 275-319

9.     Juditsky, A., C., Nemirovski, A.

On sequential hypotheses testing via convex optimization

-- Automation and Remote Control 76:5 (2015), 809-825

10.     Goldenshluger, A., Juditsky, A., C., Nemirovski, A.

Hypothesis testing by convex optimization

-- Electronic Journal of Statistics 9:2 (2015), 1645--1712

11.     Goldenshluger, A., Juditsky, A., C., Nemirovski, A.

Rejoinder of "Hypothesis testing by convex optimization"

-- Electronic Journal of Statistics 9:2 (2015), 1744--1748

2016

1.     Juditsky, A., C., Nemirovski, A.

Solving Variational Inequalities with Monotone Operators on Domains Given by Linear Minimization Oracles

-- Mathematical Programming 156:1-2 (2016), 221--256

2.     Juditsky, A., Nemirovski, A.

Hypothesis Testing via Affine Detectors"

-- Electronic Journal of Statistics 10:2 (2016), 2204--2242

2017

1.     Gordon, A., Nemirovski, A.

Absence of eigenvalues for quasi-periodic lattice operators with Liouville frequencies

-- International Mathematics Research Notices 2017:10 (2017), 2948-2963.

2.     Cox, B., Juditsky, A.,, Nemirovski, A.

Decomposition Techniques for Bilinear Saddle Point Problems and Variational Inequalities with Affine Monotone Operators

-- Journal of Optimization Theory and Applications 172:2 (2017), 402-435.

3.     Guigues, V., Juditsky, A.,, Nemirovski, A.

Non-asymptotic confidence bounds for the optimal value of a stochastic program

-- Optimization Methods and Software 32:5 (2017), 1033-1058

2018

1.     Juditsky, A.,, Nemirovski, A.

Near-Optimality of Linear Recovery in Gaussian Observation Scheme under $\|\cdot\|_2^2$-Loss

-- Annals of Statistics 46:4 (2018), 1603-1629.

2.     Cao, Y., Guigues, V., Juditsky, A.,, Nemirovski, A., Xie, Y.

Change detection via affine and quadratic detectors

-- Electronic Journal of Statistics 12:1 (2018), 1-57.

2.     Juditsky, A.,, Nemirovski, A.

Near-Optimality of Linear Recovery from Indirect Observations

-- Mathematical Statistics and Learning 1:2 (2018), 171-225.

2019

1.     Juditsky, A., Nazin, A.,, Nemirovski, A., Tsybakov, A.

Algorithms of Robust Stochastic Optimization Based on Mirror Descent Method

-- Automation and Remote Control 80:9 (2019), 1607–1627.

2.     Juditsky, A., , Nemirovski, A.

Signal Recovery by Stochastic Optimization

-- Automation and Remote Control 80:10 (2019), 1878–1893.

2020

1.     Juditsky, A., , Nemirovski, A.

Near-Optimal Recovery of Linear and $N$-Convex Functions on Unions on Convex Sets

-- Information and Inference: A Journal of the IMA 9:2 (2020), 423-453.

2.     Guigues, V., Juditsky, A., , Nemirovski, A.

Hypothesis Testing via Euclidean Separation

-- Annales de l'Institute Henri Poincare, Probability and Statistics 56:3 (2020), 1929--1957.

3.     Juditsky, A., , Nemirovski, A.

Estimating Linear and Quadratic forms via Indirect Observations

-- Bernoulli 26:4 (2020), 2639--2669.

4.     Juditsky, A., , Nemirovski, A.

On Polyhedral Estimation of Signals via Indirect Observations

-- Electronic Journal of Statistics 14:1 (2020), 458-502.

5.     Kotsalis, G., Lan, G.,, Nemirovski, A.

Convex optimization for finite horizon robust covariance control of linear stochastic systems

-- SIAM Journal on Control and Optimization 59-1 (2021), 296-319.

6.     Juditsky, A., Nemirovski, A.,, Xie, Yao, Xie, Liyan

Convex Parameter Recovery for Interacting Marked Processes

-- IEEE Journal on Selected Areas in Information Theory 1:3 (2020), 799-813

7.     Guigues, V., Juditsky, A., Nemirovski, A.

Constant Depth Decision Rules for multistage optimization under uncertainty

-- -- European Journal of Operations Research 295:1 (November 2021), 223-232 https://arxiv.org/pdf/2005.13387.pdf

2021

1.     Juditsky, A., Nemirovski, A.

On Well-Structured Convex-Concave Saddle Point Problems and Variational Inequalities with Monotone Operators

-- Optimization Methods and Software 37:5 (2022), 1567-1602

2.     Juditsky, A., Nemirovski, A.

Aggregating estimates by convex optimization

-- Mathematical Statistics and Learning 5:1/2 (2022), 55–116.

3.     Juditsky, A., Kotsalis, G., Nemirovski, A.

Tight Computationally Efficient Approximation of Matrix Norms with Applications

-- Open Journal of Mathematical Optimization 3:7 (2022), 1-38.

2022

1.     Juditsky, A., Nemirovski, A.

On Design of Polyhedral Estimates in Linear Inverse Problems

-- arXiv:2212.12516, submitted to SIAM Journal on Mathematics of Data Science

2.     Juditsky, A., Nemirovski, A.

Aggregating regular norms

-- arXiv:2210.16664, submotted to Israel Journal of Mathematics

3.     Juditsky, A., Nemirovski, A., Zibulevsky, M.

Radiation design in computed tomography via convex optimization

-- arXiv:2301.03379

2023

1.     Bekri, Y.,Juditsky, A., Nemirovski, A.

On Robust Recovery of Signals from Indirect Observations

-- arXiv:2309.06563, submitted to Journal of Optimization Theory and Applications