Publication | Date of Publication | Type |
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Generating hydro unit commitment instances | 2024-04-09 | Paper |
Probability functions generated by set-valued mappings: a study of first order information | 2024-03-25 | Paper |
A Quantization Procedure for Nonlinear Pricing with an Application to Electricity Markets | 2023-03-30 | Paper |
Inner Moreau envelope of nonsmooth conic chance constrained optimization problems | 2023-01-23 | Paper |
Addendum to the paper ‘Nonsmooth DC-constrained optimization: constraint qualification and minimizing methodologies’ | 2022-12-20 | Paper |
Gradient formulae for probability functions depending on a heterogenous family of constraints | 2022-08-20 | Paper |
Derivatives of probability functions: unions of polyhedra and elliptical distributions | 2022-06-03 | Paper |
On the Convexity of Level-sets of Probability Functions | 2022-05-09 | Paper |
Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets | 2022-03-15 | Paper |
Quadratic Regularization of Bilevel Pricing Problems and Application to Electricity Retail Markets | 2021-10-06 | Paper |
Multi-stage Stochastic Alternating Current Optimal Power Flow with Storage: Bounding the Relaxation Gap | 2021-09-30 | Paper |
Demand response versus storage flexibility in energy: multi-objective programming considerations | 2021-08-19 | Paper |
Decomposition and shortest path problem formulation for solving the hydro unit commitment and scheduling in a hydro valley | 2021-06-07 | Paper |
Constraint generation for risk averse two-stage stochastic programs | 2021-06-03 | Paper |
A bundle method for nonsmooth DC programming with application to chance-constrained problems | 2021-06-01 | Paper |
A discussion of probability functions and constraints from a variational perspective | 2021-05-06 | Paper |
Distributionally robust optimization with multiple time scales: valuation of a thermal power plant | 2021-02-02 | Paper |
Correction to: ``Distributionally robust optimization with multiple time scales: valuation of a thermal power plant | 2021-02-02 | Paper |
Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse | 2020-11-09 | Paper |
Generalized gradients for probabilistic/robust (probust) constraints | 2020-11-09 | Paper |
On conditional cuts for stochastic dual dynamic programming | 2020-08-26 | Paper |
Some brief observations in minimizing the sum of locally Lipschitzian functions | 2020-04-27 | Paper |
Gradient formulae for nonlinear probabilistic constraints with non-convex quadratic forms | 2020-04-07 | Paper |
Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints | 2019-09-16 | Paper |
On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems | 2019-09-04 | Paper |
Nonsmooth and nonconvex optimization via approximate difference-of-convex decompositions | 2019-08-02 | Paper |
Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies | 2019-06-12 | Paper |
Eventual convexity of probability constraints with elliptical distributions | 2019-05-17 | Paper |
Large-scale unit commitment under uncertainty: an updated literature survey | 2019-03-06 | Paper |
(Sub-)differentiability of probability functions with elliptical distributions | 2019-01-16 | Paper |
Regularized decomposition of large scale block-structured robust optimization problems | 2018-10-10 | Paper |
Optimizing power generation in the presence of micro-grids | 2018-07-25 | Paper |
Probabilistic optimization via approximate \(p\)-efficient points and bundle methods | 2018-07-11 | Paper |
Incremental Bundle Methods using Upper Models | 2018-02-14 | Paper |
Second-order differentiability of probability functions | 2017-06-29 | Paper |
(Sub-)Gradient Formulae for Probability Functions of Random Inequality Systems under Gaussian Distribution | 2017-06-28 | Paper |
Joint chance constrained programming for hydro reservoir management | 2017-06-19 | Paper |
A comparison of four approaches from stochastic programming for large-scale unit-commitment | 2017-05-23 | Paper |
Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support | 2016-12-15 | Paper |
Convexity and optimization with copulæ structured probabilistic constraints | 2016-08-29 | Paper |
Decomposition algorithm for large-scale two-stage unit-commitment | 2016-04-20 | Paper |
A strongly convergent proximal bundle method for convex minimization in Hilbert spaces | 2016-03-08 | Paper |
A characterization of the subdifferential of singular Gaussian distribution functions | 2015-09-02 | Paper |
Large-scale unit commitment under uncertainty | 2015-06-23 | Paper |
Eventual convexity of chance constrained feasible sets | 2015-04-28 | Paper |
Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions | 2015-04-08 | Paper |
Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment | 2015-01-19 | Paper |
Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems | 2014-09-26 | Paper |
Level bundle methods for constrained convex optimization with various oracles | 2014-09-04 | Paper |
On joint probabilistic constraints with Gaussian coefficient matrix | 2011-08-09 | Paper |
Optimizing financial and physical assets with chance-constrained programming in the electrical industry | 2011-05-13 | Paper |
On probabilistic constraints induced by rectangular sets and multivariate normal distributions | 2010-09-08 | Paper |
Stochastic Matrices and Lp Norms : New Algorithms for Solving Ill-conditioned Linear Systems of Equations | 2007-11-20 | Paper |
Domains of infinitesimal generators of automorphism flows | 2005-02-22 | Paper |