| Publication | Date of Publication | Type |
|---|
| Predict globally, correct locally: parallel-in-time optimization of neural networks | 2025-01-08 | Paper |
| A multilevel method for self-concordant minimization | 2024-12-27 | Paper |
| Stochastic mirror descent for convex optimization with consensus constraints | 2024-09-05 | Paper |
| Error bounds on the solution to an optimal control problem over clustered consensus networks | 2024-07-05 | Paper |
| On using spectral graph theory to infer the structure of multiscale Markov processes | 2024-07-03 | Paper |
| Using Witten Laplacians to Locate Index-1 Saddle Points | 2024-03-12 | Paper |
| Curvature Aligned Simplex Gradient: Principled Sample Set Construction For Numerical Differentiation | 2023-10-19 | Paper |
| Partial Lasserre relaxation for sparse Max-Cut | 2023-09-18 | Paper |
| Simba: A Scalable Bilevel Preconditioned Gradient Method for Fast Evasion of Flat Areas and Saddle Points | 2023-09-11 | Paper |
| Online parameter estimation for the McKean-Vlasov stochastic differential equation | 2023-07-12 | Paper |
| A Multilevel Low-Rank Newton Method with Super-linear Convergence Rate and its Application to Non-convex Problems | 2023-05-15 | Paper |
| Newton-type multilevel optimization method | 2022-09-29 | Paper |
| Uncertainty quantification for subgradient descent, with applications to relaxations of discrete problems | 2022-07-05 | Paper |
| Fast Multilevel Algorithms for Compressive Principle Component Pursuit | 2022-06-27 | Paper |
| In memoriam: Nicos Christofides (1942--2019) | 2022-03-31 | Paper |
| Uncertainty Quantification for Gradient and Accelerated Gradient Descent Methods on Strongly Convex Functions | 2021-11-04 | Paper |
| Empirical risk minimization: probabilistic complexity and stepsize strategy | 2019-06-13 | Paper |
| A multilevel analysis of the Lasserre hierarchy | 2019-03-28 | Paper |
| A Multigrid Approach to SDP Relaxations of Sparse Polynomial Optimization Problems | 2018-01-17 | Paper |
| A Multilevel Proximal Gradient Algorithm for a Class of Composite Optimization Problems | 2017-10-27 | Paper |
| A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control | 2017-04-19 | Paper |
| Arbitrarily Tight Bounds on a Singularly Perturbed Linear-Quadratic Optimal Control Problem | 2017-02-14 | Paper |
| Robust Numerical Calibration for Implied Volatility Expansion Models | 2017-01-11 | Paper |
| MAGMA: Multilevel Accelerated Gradient Mirror Descent Algorithm for Large-Scale Convex Composite Minimization | 2016-12-19 | Paper |
| A weighted mirror descent algorithm for nonsmooth convex optimization problem | 2016-10-20 | Paper |
| Error Bounds for Control Constrained Singularly Perturbed Linear-Quadratic Optimal Control Problems | 2016-10-19 | Paper |
| Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach | 2016-01-25 | Paper |
| Singularly Perturbed Markov Decision Processes: A Multiresolution Algorithm | 2015-03-27 | Paper |
| A stochastic multiscale model for electricity generation capacity expansion | 2015-02-18 | Paper |
| On the information-based complexity of stochastic programming | 2014-05-15 | Paper |
| An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty | 2013-10-21 | Paper |
| Robust portfolio optimization: a conic programming approach | 2012-09-27 | Paper |
| Computational assessment of nested Benders and augmented Lagrangian decomposition for mean-variance multistage stochastic problems | 2012-06-18 | Paper |
| Partitioning procedure for polynomial optimization | 2010-11-12 | Paper |
| Decomposition-based method for sparse semidefinite relaxations of polynomial optimization problems | 2010-08-13 | Paper |
| Dynamic mean-variance portfolio analysis under model risk | 2010-02-08 | Paper |
| Convergence analysis of a global optimization algorithm using stochastic differential equations | 2009-09-25 | Paper |
| Global optimization of robust chance constrained problems | 2009-07-13 | Paper |
| Global optimization of higher order moments in portfolio selection | 2009-07-13 | Paper |
| An algorithm for the global optimization of a class of continuous minimax problems | 2009-07-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3604331 | 2009-02-24 | Paper |
| A smoothing algorithm for finite min-max-min problems | 2009-02-17 | Paper |
| Global Optimization of the Scenario Generation and Portfolio Selection Problems | 2009-02-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3524406 | 2008-09-09 | Paper |
| A pricing mechanism for resource management in grid computing | 2008-06-11 | Paper |
| Linearly constrained global optimization and stochastic differential equations | 2007-01-05 | Paper |
| A Multilevel Method for Self-Concordant Minimization | N/A | Paper |
| Stochastic Mirror Descent for Convex Optimization with Consensus Constraints | N/A | Paper |
