| Publication | Date of Publication | Type |
|---|
Complexity and numerical experiments of a new adaptive generic proximal bundle method
Operations Research Letters | 2026-09-09 | Paper |
Universal subgradient and proximal bundle methods for convex and strongly convex hybrid composite optimization
Journal of Optimization Theory and Applications | 2026-03-03 | Paper |
New operator designs for Halpern iterations with explicit rates under Hölder error bounds
(available as arXiv preprint) | 2026-01-01 | Paper |
Policies for the Operation of an Ambulance Fleet under Uncertainty based on a New Preparedness Metric
(available as arXiv preprint) | 2026-01-01 | Paper |
The Method of Ellipcenters for strongly convex minimization
(available as arXiv preprint) | 2026-01-01 | Paper |
Bidirectional SDDP with dimension-free complexity for solving strongly convex stochastic dynamic programming equations
(available as arXiv preprint) | 2026-01-01 | Paper |
Dimension-Free Complexity Guarantees for Dual Dynamic Programming
(available as arXiv preprint) | 2026-01-01 | Paper |
The method of ellipcenters with momentum and relaxation for convex quadratic minimization
(available as arXiv preprint) | 2026-01-01 | Paper |
FlexGrad: a root-free approach to adaptive step sizes
(available as arXiv preprint) | 2026-01-01 | Paper |
Relaxed Centralized Circumcentered-Reflection Methods for Convex Feasibility: Convergence and Finite Termination
(available as arXiv preprint) | 2026-01-01 | Paper |
cuHALLaR: A GPU Accelerated Low-Rank Augmented Lagrangian Method for Large-Scale Semidefinite Programming
(available as arXiv preprint) | 2025-01-01 | Paper |
Parallelizing the Circumcentered-Reflection Method
(available as arXiv preprint) | 2025-01-01 | Paper |
Stochastic Quadratic Dynamic Programming
(available as arXiv preprint) | 2025-01-01 | Paper |
Parallel Polyhedral Projection Method for the Convex Feasibility Problem
(available as arXiv preprint) | 2025-01-01 | Paper |
Introducing the method of ellipcenters, a new first order technique for unconstrained optimization
(available as arXiv preprint) | 2025-01-01 | Paper |
A single cut proximal bundle method for stochastic convex composite optimization
Mathematical Programming. Series A. Series B | 2024-11-07 | Paper |
Universal subgradient and proximal bundle methods for convex and strongly convex hybrid composite optimization
(available as arXiv preprint) | 2024-01-01 | Paper |
New Heuristics for the Operation of an Ambulance Fleet under Uncertainty
(available as arXiv preprint) | 2024-01-01 | Paper |
Complexity and numerical experiments of a new adaptive generic proximal bundle method
(available as arXiv preprint) | 2024-01-01 | Paper |
Risk-averse stochastic optimal control: an efficiently computable statistical upper bound
Operations Research Letters | 2023-09-12 | Paper |
Algorithms and a Library for the Exact Computation of the Cumulative Distribution Function of the Euclidean Distance Between a Point and a Random Variable Uniformly Distributed in Disks, Balls, or Polygones and Application to Probabilistic Seismic Hazard
International Journal of Computational Geometry & Applications | 2023-07-21 | Paper |
Duality and sensitivity analysis of multistage linear stochastic programs
European Journal of Operational Research | 2023-07-10 | Paper |
| A single cut proximal bundle method for stochastic convex composite optimization | 2022-07-18 | Paper |
| Operation of an ambulance fleet under uncertainty | 2022-03-30 | Paper |
On the strong concavity of the dual function of an optimization problem
(available as arXiv preprint) | 2022-03-28 | Paper |
| On the strong concavity of the dual function of an optimization problem | 2022-03-28 | Paper |
Operation of an ambulance fleet under uncertainty
(available as arXiv preprint) | 2022-01-01 | Paper |
Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments
Computational Management Science | 2021-11-24 | Paper |
Constant depth decision rules for multistage optimization under uncertainty
European Journal of Operational Research | 2021-11-05 | Paper |
Inexact cuts in stochastic dual dynamic programming applied to multistage stochastic nondifferentiable problems
SIAM Journal on Optimization | 2021-09-24 | Paper |
Stochastic dynamic cutting plane for multistage stochastic convex programs
Journal of Optimization Theory and Applications | 2021-06-15 | Paper |
Inexact stochastic mirror descent for two-stage nonlinear stochastic programs
Mathematical Programming. Series A. Series B | 2021-04-23 | Paper |
Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection
Optimization Methods & Software | 2021-04-15 | Paper |
Hypothesis testing via Euclidean separation
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-02-15 | Paper |
Hypothesis testing via Euclidean separation
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-02-15 | Paper |
Regularized stochastic dual dynamic programming for convex nonlinear optimization problems
Optimization and Engineering | 2021-01-18 | Paper |
Inexact cuts in stochastic dual dynamic programming
SIAM Journal on Optimization | 2020-02-12 | Paper |
| A library to compute the density of the distance between a point and a random variable uniformly distributed in some sets | 2019-06-02 | Paper |
Single cut and multicut SDDP with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments
(available as arXiv preprint) | 2019-02-14 | Paper |
A library to compute the density of the distance between a point and a random variable uniformly distributed in some sets
(available as arXiv preprint) | 2019-01-01 | Paper |
A central limit theorem and hypotheses testing for risk-averse stochastic programs
SIAM Journal on Optimization | 2018-05-18 | Paper |
Dual dynamic programming with cut selection: convergence proof and numerical experiments
European Journal of Operational Research | 2018-02-16 | Paper |
Change detection via affine and quadratic detectors
Electronic Journal of Statistics | 2018-01-12 | Paper |
Change detection via affine and quadratic detectors
Electronic Journal of Statistics | 2018-01-12 | Paper |
| Inexact cuts in Deterministic and Stochastic Dual Dynamic Programming applied to linear optimization problems | 2018-01-12 | Paper |
Inexact cuts in Deterministic and Stochastic Dual Dynamic Programming applied to linear optimization problems
(available as arXiv preprint) | 2018-01-01 | Paper |
Joint dynamic probabilistic constraints with projected linear decision rules
Optimization Methods & Software | 2017-11-24 | Paper |
Non-asymptotic confidence bounds for the optimal value of a stochastic program
Optimization Methods & Software | 2017-11-24 | Paper |
| DASC: a Decomposition Algorithm for multistage stochastic programs with Strongly Convex cost functions | 2017-11-09 | Paper |
| Inexact cuts for Deterministic and Stochastic Dual Dynamic Programming applied to convex nonlinear optimization problems | 2017-07-04 | Paper |
| Multicut decomposition methods with cut selection for multistage stochastic programs | 2017-05-24 | Paper |
Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures
Mathematical Programming. Series A. Series B | 2017-05-15 | Paper |
Multicut decomposition methods with cut selection for multistage stochastic programs
(available as arXiv preprint) | 2017-01-01 | Paper |
Inexact cuts for Deterministic and Stochastic Dual Dynamic Programming applied to convex nonlinear optimization problems
(available as arXiv preprint) | 2017-01-01 | Paper |
Bundle methods with quadratic cuts for deterministic and stochastic strongly convex optimization problems
(available as arXiv preprint) | 2017-01-01 | Paper |
Convergence analysis of sampling-based decomposition methods for risk-averse multistage stochastic convex programs
SIAM Journal on Optimization | 2016-11-23 | Paper |
SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning
Computational Optimization and Applications | 2014-02-25 | Paper |
Robust production management
Optimization and Engineering | 2013-10-24 | Paper |
Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process
Journal of Nonparametric Statistics | 2012-12-20 | Paper |
SDDP for multistage stochastic linear programs based on spectral risk measures
Operations Research Letters | 2012-11-08 | Paper |
Sampling-based decomposition methods for multistage stochastic programs based on extended polyhedral risk measures
SIAM Journal on Optimization | 2012-09-12 | Paper |
The value of rolling-horizon policies for risk-averse hydro-thermal planning
European Journal of Operational Research | 2012-08-16 | Paper |
A stabilized model and an efficient solution method for the yearly optimal power management
Optimization Methods & Software | 2011-10-12 | Paper |
Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection
Computational Optimization and Applications | 2011-05-25 | Paper |
Robust mid-term power generation management
Optimization | 2009-05-12 | Paper |
Mean and covariance matrix adaptive estimation for a weakly stationary process. Application in stochastic optimization
Statistics & Decisions | 2009-01-09 | Paper |
| A Value-At-Risk approach for robust management of electricity power generation | 2004-07-07 | Paper |
A Value-At-Risk approach for robust management of electricity power generation
(available as arXiv preprint) | 2004-01-01 | Paper |
