Luiz Carlos Matioli

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
New approaches to portfolio optimization using drawdown to measure risk aversion International Journal of Theoretical and Applied Finance	2025-10-22	Paper
TreeKDE: clustering multivariate data based on decision tree and using one-dimensional kernel density estimation Journal of Applied Statistics	2024-05-30	Paper
Exponential augmented Lagrangian methods for equilibrium problems Optimization Methods & Software	2022-09-29	Paper
MulticlusterKDE: a new algorithm for clustering based on multivariate kernel density estimation Journal of Applied Statistics	2022-03-04	Paper
A penalty algorithm for solving convex separable knapsack problems Applied Mathematics and Computation	2021-03-29	Paper
Optimal non-anticipative scenarios for nonlinear hydro-thermal power systems Applied Mathematics and Computation	2021-03-29	Paper
A new algorithm for clustering based on kernel density estimation Journal of Applied Statistics	2020-12-04	Paper
HLRF-BFGS optimization algorithm for structural reliability Applied Mathematical Modelling	2019-11-21	Paper
Making augmented Lagrangian methods computer amenable for equilibrium problems Optimization	2019-06-24	Paper
A short note on a generalization of the Givens transformation Computers & Mathematics with Applications	2016-07-06	Paper
Implementation of augmented Lagrangian methods for equilibrium problems Journal of Optimization Theory and Applications	2016-05-17	Paper
A numerical algorithm for finding solutions of a generalized Nash equilibrium problem Computational Optimization and Applications	2012-12-13	Paper
A new family of penalties for augmented Lagrangian methods Numerical Linear Algebra with Applications	2010-09-10	Paper
Augmented Lagrangian applied to convex quadratic problems Applied Mathematics and Computation	2008-07-11	Paper
Asymptotically optimal row-action methods for generalized least squares problems International Journal of Computer Mathematics	2000-02-14	Paper
scientific article; zbMATH DE number 1093017 (Why is no real title available?)	1997-12-02	Paper

Research outcomes over time

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