Publications

For the most updated list please visit my GoogleScholar

Published

• Gur, E., Sabach, S., and Shtern, S., “Nested Alternating Minimization with FISTA for Non-convex and Non-smooth Optimization Problems”. Journal of Optimization and Applications (2023).
• Cohen, Izack, Krzysztof Postek, and Shimrit Shtern. “An adaptive robust optimization model for parallel machine scheduling.” European Journal of Operational Research, 306(1),  83-104, 2023. preprint
• Doron, L., Shtern, S. “Methodology and first-order algorithms for solving nonsmooth and non-strongly convex bilevel optimization problems“. Mathematical Programming, 2022. preprint
• Bertsimas, D., Shtern, S., and Sturt, B., “Two-Stage Sample Robust Optimization“, Operations Research, Vol. 70(1), 624-640, 2022 .preprint
• Bertsimas, D., Shtern, S., and Sturt, B.,“A Data-Driven Approach for Multi-Stage Linear Optimization”, Management Science, 2022. preprint
• Gur, Eyal, Shoham Sabach, and Shimrit Shtern. “Convergent Nested Alternating Minimization Algorithms for Nonconvex Optimization Problems.” Mathematics of Operations Research, 2022. preprint
• Dvurechensky, Pavel, Kamil Safin, Shimrit Shtern, and Mathias Staudigl. “Generalized self-concordant analysis of Frank–Wolfe algorithms.” Mathematical Programming, 1-69, 2022. preprint
• Dvurechensky, Pavel, Shimrit Shtern, and Mathias Staudigl. “First-order methods for convex optimization.” EURO Journal on Computational Optimization, Vol. 9, 100015, 2021. preprint
• Dvurechensky, Pavel, Petr Ostroukhov, Kamil Safin, Shimrit Shtern, and Mathias Staudigl. “Self-concordant analysis of Frank-Wolfe algorithms.” In International Conference on Machine Learning, pp. 2814-2824. PMLR, 2020. preprint
• Gur, Eyal, Shoham Sabach, and Shimrit Shtern. “Alternating minimization based first-order method for the wireless sensor network localization problem.” IEEE Transactions on Signal Processing 68, 6418-6431, 2020. preprint
• Bertsimas, D., Saunders, Z., Shtern, S., “Multi-Target Tracking via Mixed Integer Optimization”,  IEEE Transaction on Automatic Control, Vol. 63(11), pp. 3627-3642, 2018.
• Sabach, S., Shtern, S., “A First Order Method for Solving Convex Bi-Level Optimization Problems”, SIAM Journal on Optimization, Vol. 27(2), pp. 640–660, 2017. preprint
• Beck, A., Shtern, S., “Linearly Convergent Away-Step Conditional Gradient for Non-strongly Convex Functions”, Mathematical programming, Vol. 164(1-2), pp 1–27, 2017. eprint
• Shtern, S., Ben Tal, A., “A Semi-Denite Programming Approach for Robust Tracking”, Mathematical Programming, Vol. 156(1), pp. 615–656, 2015. preprint.
• Shtern, S., Ben Tal, A., “Computational Method for Solving Nonconvex Block Constrained Quadratic Problems”, SIAM Journal on Optimization, Vol. 26(2), pp. 1174–1206, 2016.Technion Report IE/OR-2013-01. The final publication is available at http://epubs.siam.org/doi/pdf/10.1137/140976856 .
• Ben Tal, A., Golany B. and Shtern S.,”Robust multi-echelon, multi period inventory control “. European Journal of Operational Research, Vol. 199, pp. 198-208, 2009.

In Review

• Postek, Krzysztof, and Shimrit Shtern. “First-order algorithms for robust optimization problems via convex-concave saddle-point Lagrangian reformulation.” submitted for publication, 2022. preprint

In Preperation

• Ben-Tal, A., Shtern, S., “A Robust-Optimization Interpertation of Set-Value Estimation: Deriving Old and New Results”, working paper, 2015.
• Bertsimas, D., Shtern, S., “A Scalable Primal-Dual Algorithm for Two-Stage Adaptive Mixed-Integer Optimization”, working paper, 2017. preprint

Theses

Ph.D. Thesis Robust Tracking via Semidefinite Programming and Noncovex Quadratically Constrained Quadratic Programming, under supervision of Prof. Aharon Ben-Tal, 2015.

Master’s Thesis Multi echelon robust supply chain control, under supervision of Prof. Aharon Ben-Tal and Prof. Boaz Golany, 2008.