Francisco J. Nogales

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
D-trace estimation of a precision matrix using adaptive lasso penalties Advances in Data Analysis and Classification. ADAC	2019-06-03	Paper
Retail equilibrium with switching consumers in electricity markets Networks and Spatial Economics	2018-07-25	Paper
A randomized granular tabu search heuristic for the split delivery vehicle routing problem Annals of Operations Research	2015-01-22	Paper
A generalized approach to portfolio optimization: improving performance by constraining portfolio norms Management Science	2012-03-01	Paper
Portfolio selection with robust estimation Operations Research	2011-11-24	Paper
On Decomposition Methods for a Class of Partially Separable Nonlinear Programs Mathematics of Operations Research	2008-05-27	Paper
Solving dynamic stochastic economic models by mathematical programming decomposition methods Computers & Operations Research	2007-10-10	Paper
A two-sided relaxation scheme for Mathematical Programs with Equilibrium Constraints SIAM Journal on Optimization	2006-05-30	Paper
Electricity price forecasting through transfer function models The Journal of the Operational Research Society	2006-04-04	Paper
A decomposition procedure based on approximate Newton directions Mathematical Programming. Series A. Series B	2003-06-30	Paper
A decomposition methodology applied to the multi-area optimal power flow problem Annals of Operations Research	2003-06-09	Paper

Research outcomes over time

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