Publications

Approximation algorithms

Compressed sensing

• A first-order penalty method for compressed sensing

  • with Serhat Aybat

  • http://www.optimization-online.org/DB_HTML/2009/06/2323.html

  • Under review in SIOPT

• A first-order augmented Lagrangian method for compressed sensing

  • with Serhat Aybat

  • http://www.optimization-online.org/DB_HTML/2010/03/2567.html

  • Under review in SIOPT

Financial Optimization

Mechanism design

Queuing networks

Robust optimization

Revenue management

SDP for discrete optimization problems