Garud Iyengar

Available identifiers

zbMath Open iyengar.garud-nMaRDI QIDQ719887

List of research outcomes

Publication	Date of Publication	Type
Distributionally robust end-to-end portfolio construction	2023-11-07	Paper
Cash Flow Matching	2022-02-11	Paper
Cascade of transitions in molecular information theory	2020-08-11	Paper
A Computational Framework for Multivariate Convex Regression and Its Variants	2019-08-19	Paper
Two-echelon distribution systems with random demands and storage constraints	2019-03-01	Paper
Resource cost aware scheduling	2018-05-22	Paper
Linear Convergence of Stochastic Frank Wolfe Variants	2017-03-21	Paper
Tax-Aware Dynamic Asset Allocation	2016-10-31	Paper
Semi-Stochastic Frank-Wolfe Algorithms with Away-Steps for Block-Coordinate Structure Problems	2016-02-03	Paper
Fast First-Order Algorithms for Packing–Covering Semidefinite Programs	2015-12-03	Paper
Portfolio Selection with Multiple Spectral Risk Constraints	2015-06-26	Paper
An Asynchronous Distributed Proximal Gradient Method for Composite Convex Optimization	2014-09-30	Paper
Single machine scheduling with job-dependent convex cost and arbitrary precedence constraints	2014-05-15	Paper
A behavioural finance-based tick-by-tick model for price and volume	2014-04-23	Paper
Fast gradient descent method for mean-CVaR optimization	2013-08-07	Paper
An Augmented Lagrangian Method for Conic Convex Programming	2013-02-26	Paper
Inequality and network structure	2011-10-12	Paper
Approximating Semidefinite Packing Programs	2011-06-06	Paper
Fast First-Order Methods for Stable Principal Component Pursuit	2011-05-11	Paper
Feasible and Accurate Algorithms for Covering Semidefinite Programs	2010-06-22	Paper
Optimal procurement mechanisms for divisible goods with capacitated suppliers	2008-07-31	Paper
Approximation Algorithms for Semidefinite Packing Problems with Applications to Maxcut and Graph Coloring	2007-08-30	Paper
UNIVERSAL INVESTMENT IN MARKETS WITH TRANSACTION COSTS	2006-02-08	Paper
Robust Dynamic Programming	2005-11-11	Paper
Inverse conic programming with applications	2005-06-01	Paper
Exponential penalty function control of loss networks	2005-03-21	Paper
Growth optimal investment in horse race markets with costs	2000-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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