128 results on '"SAGASTIZÁBAL, CLAUDIA"'
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2. Increasing reliability of price signals in long term energy management problems
3. Preface to the Special Issue Geometry, Optimization, and Convex Analysis
4. Optimized delay of the second COVID-19 vaccine dose reduces ICU admissions
5. Robot Dance: A mathematical optimization platform for intervention against COVID-19 in a complex network
6. A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming
7. Decomposition Algorithms for Some Deterministic and Two-Stage Stochastic Single-Leader Multi-Follower Games
8. Optimization, Convex and Variational Analysis – Volume II
9. Preface to “Optimization, Convex and Variational Analysis”
10. IFORS' Operational Research Hall of Fame: Clóvis Caesar Gonzaga.
11. A class of Benders decomposition methods for variational inequalities
12. Multiplier Stabilization Applied to Two-Stage Stochastic Programs
13. Preface of the Special Issue Error Bounds, Regularity, and Nonsmooth Optimization: Dedicated to Alexander Kruger on his 65th Birthday
14. The U-Lagrangian of a Convex Function
15. Preface of the Special Issue New Horizons in Optimal Control- a Special Tribute to Helmut Maurer, Urszula Ledzewicz and Heinz Schättler
16. Preface
17. Preface to Variational Analysis for Beginners
18. Preface
19. REGULARIZED EQUILIBRIUM PROBLEMS WITH EQUILIBRIUM CONSTRAINTS WITH APPLICATION TO ENERGY MARKETS.
20. Editorial for the special issue: “Optimization in energy”
21. A distributionally ambiguous two-stage stochastic approach for investment in renewable generation.
22. Preface
23. An approximation scheme for a class of risk-averse stochastic equilibrium problems
24. A UNIFIED ANALYSIS OF DESCENT SEQUENCES IN WEAKLY CONVEX OPTIMIZATION, INCLUDING CONVERGENCE RATES FOR BUNDLE METHODS.
25. The value of rolling-horizon policies for risk-averse hydro-thermal planning
26. A class of Dantzig–Wolfe type decomposition methods for variational inequality problems
27. Composite proximal bundle method
28. Risk-averse feasible policies for large-scale multistage stochastic linear programs
29. Solving generation expansion planning problems with environmental constraints by a bundle method
30. Optimization of real asset portfolio using a coherent risk measure: application to oil and energy industries
31. Incremental-like bundle methods with application to energy planning
32. Transmission expansion planning with re-design
33. Dynamic bundle methods
34. A bundle-filter method for nonsmooth convex constrained optimization
35. Computing proximal points of nonconvex functions
36. A -algorithm for convex minimization
37. Parametric Optimization of Hybrid Car Engines
38. Convex Normalizations in Lift-and-Project Methods for 0–1 Programming
39. Bundle Methods in Stochastic Optimal Power Management: A Disaggregated Approach Using Preconditioners
40. Editorial
41. Smart testing and critical care bed sharing for COVID-19 control.
42. Variable metric bundle methods: From conceptual to implementable forms
43. On the relation between [formula omitted]-Hessians and second-order epi-derivatives
44. A discussion on electricity prices, or the two sides of the coin.
45. Demand response versus storage flexibility in energy: multi-objective programming considerations.
46. On the relation between bundle methods for maximal monotone inclusions and hybrid proximal point algorithms
47. A derivative-free -algorithm for convex finite-max problems.
48. MULTIDIMENSIONAL CALIBRATION OF CRUDE OIL AND REFINED PRODUCTS VIA SEMIDEFINITE PROGRAMMING TECHNIQUES.
49. Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs
50. Editorial for the special issue: 'Optimization in energy'.
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