| Publication | Date of Publication | Type |
|---|
Addressing hierarchical jointly convex generalized Nash equilibrium problems with nonsmooth payoffs
SIAM Journal on Optimization | 2025-03-05 | Paper |
| Nonsmooth hierarchical multi portfolio selection | 2024-10-16 | Paper |
A bilevel approach to ESG multi-portfolio selection
Computational Management Science | 2023-12-14 | Paper |
Approximate variational inequalities and equilibria
Computational Management Science | 2023-11-03 | Paper |
On Nested Affine Variational Inequalities: The Case of Multi-Portfolio Selection
AIRO Springer Series | 2023-07-31 | Paper |
A novel optimization perspective to the problem of designing sequences of tasks in a reinforcement learning framework
Optimization and Engineering | 2023-07-13 | Paper |
On the solution of monotone nested variational inequalities
Mathematical Methods of Operations Research | 2022-12-08 | Paper |
Combining approximation and exact penalty in hierarchical programming
Optimization | 2022-08-01 | Paper |
Interactions between bilevel optimization and Nash games
Bilevel Optimization | 2021-12-08 | Paper |
Equilibrium selection for multi-portfolio optimization
European Journal of Operational Research | 2021-11-05 | Paper |
On the solution of monotone nested variational inequalities
(available as arXiv preprint) | 2021-05-27 | Paper |
An explicit Tikhonov algorithm for nested variational inequalities
Computational Optimization and Applications | 2021-05-03 | Paper |
Nonsingularity and stationarity results for quasi-variational inequalities
Journal of Optimization Theory and Applications | 2020-06-15 | Paper |
Numerically tractable optimistic bilevel problems
Computational Optimization and Applications | 2020-05-19 | Paper |
Distributed algorithms for convex problems with linear coupling constraints
Journal of Global Optimization | 2020-04-23 | Paper |
Inertial projection-type methods for solving quasi-variational inequalities in real Hilbert spaces
Journal of Optimization Theory and Applications | 2020-02-26 | Paper |
The standard pessimistic bilevel problem
SIAM Journal on Optimization | 2019-08-27 | Paper |
On generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables
Optimization | 2019-01-28 | Paper |
Parallel decomposition methods for linearly constrained problems subject to simple bound with application to the SVMs training
Computational Optimization and Applications | 2018-10-02 | Paper |
Parallel Selective Algorithms for Nonconvex Big Data Optimization
IEEE Transactions on Signal Processing | 2018-08-22 | Paper |
Canonical dual approach for contact mechanics problems with friction
(available as arXiv preprint) | 2018-02-15 | Paper |
Computing equilibria of Cournot oligopoly models with mixed-integer quantities
Mathematical Methods of Operations Research | 2018-02-09 | Paper |
Algorithms for generalized potential games with mixed-integer variables
Computational Optimization and Applications | 2018-02-01 | Paper |
A bridge between bilevel programs and Nash games
Journal of Optimization Theory and Applications | 2017-10-27 | Paper |
Sufficient conditions to compute any solution of a quasivariational inequality via a variational inequality
Mathematical Methods of Operations Research | 2017-04-13 | Paper |
Computing all solutions of Nash equilibrium problems with discrete strategy sets
SIAM Journal on Optimization | 2016-10-25 | Paper |
| A dominance maximization approach to portfolio selection | 2016-10-21 | Paper |
A canonical duality approach for the solution of affine quasi-variational inequalities
Journal of Global Optimization | 2016-05-10 | Paper |
The semismooth Newton method for the solution of quasi-variational inequalities
Computational Optimization and Applications | 2015-09-21 | Paper |
| A Class of Parallel Decomposition Algorithms for SVMs Training | 2015-09-17 | Paper |
A canonical duality approach for the solution of affine quasi-variational inequalities
Springer Proceedings in Mathematics & Statistics | 2015-09-11 | Paper |
Solving quasi-variational inequalities via their KKT conditions
Mathematical Programming. Series A. Series B | 2014-06-02 | Paper |
| QVILIB: A library of quasi-variational inequality test problems | 2013-05-28 | Paper |
On the computation of all solutions of jointly convex generalized Nash equilibrium problems
Optimization Letters | 2012-11-30 | Paper |
On the solution of the KKT conditions of generalized Nash equilibrium problems
SIAM Journal on Optimization | 2012-01-09 | Paper |
Scalarization via utility functions in multi-objective optimization
(available as arXiv preprint) | N/A | Paper |
