| Publication | Date of Publication | Type |
|---|
A new behavioral model for portfolio selection using the half-full/half-empty approach
European Journal of Operational Research | 2026-04-27 | Paper |
On detecting degenerate stationarity
Journal of Optimization Theory and Applications | 2025-07-28 | Paper |
Addressing hierarchical jointly convex generalized Nash equilibrium problems with nonsmooth payoffs
SIAM Journal on Optimization | 2025-03-05 | Paper |
Convergence rate for diminishing stepsize methods in nonconvex constrained optimization via ghost penalties
Atti della Accademia Peloritana dei Pericolanti. Classe di Scienze Fisiche, Matemàtiche e Naturali | 2024-11-22 | 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 |
Diminishing stepsize methods for nonconvex composite problems via ghost penalties: from the general to the convex regular constrained case
Optimization Methods & Software | 2022-12-20 | 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 |
Ghost penalties in nonconvex constrained optimization: diminishing stepsizes and iteration complexity
Mathematics of Operations Research | 2021-07-15 | 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 |
Diminishing Stepsize Methods for Nonconvex Composite Problems via Ghost Penalties: from the General to the Convex Regular Constrained Case
(available as arXiv preprint) | 2020-07-30 | Paper |
Numerically tractable optimistic bilevel problems
Computational Optimization and Applications | 2020-05-19 | Paper |
The standard pessimistic bilevel problem
SIAM Journal on Optimization | 2019-08-27 | Paper |
Parallel and Distributed Methods for Constrained Nonconvex Optimization—Part I: Theory
IEEE Transactions on Signal Processing | 2019-02-08 | Paper |
Parallel and Distributed Methods for Constrained Nonconvex Optimization-Part II: Applications in Communications and Machine Learning
IEEE Transactions on Signal Processing | 2019-02-08 | Paper |
A bridge between bilevel programs and Nash games
Journal of Optimization Theory and Applications | 2017-10-27 | Paper |
Feasible methods for nonconvex nonsmooth problems with applications in green communications
Mathematical Programming. Series A. Series B | 2017-07-21 | Paper |
| A dominance maximization approach to portfolio selection | 2016-10-21 | Paper |
VI-constrained hemivariational inequalities: distributed algorithms and power control in ad-hoc networks
Mathematical Programming. Series A. Series B | 2014-06-27 | Paper |
Partial penalization for the solution of generalized Nash equilibrium problems
Journal of Global Optimization | 2011-05-30 | Paper |
Scalarization via utility functions in multi-objective optimization
(available as arXiv preprint) | N/A | Paper |
