小瓢虫传媒

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Mathematical Optimization


Journal Articles


1. Stevens, Nicolas; Smeers, Yves; Papavasiliou, Anthony. Indivisibilities in investment and the role of a capacity market. In: Journal of Regulatory Economics, (2024). doi:10.1007/s11149-024-09473-6 (Accept茅/Sous presse).

2. Avila Girardot, Daniel; Papavasiliou, Anthony; Junca, Mauricio; Exizidis, Lazaros. Applying High-Performance Computing to the European Resource Adequacy Assessment. In: IEEE Transactions on Power Systems, Vol. 39, no. 2, p. 3785-3797 (2024). doi:10.1109/TPWRS.2023.3304717.

3. Avila Girardot, Daniel; Papavasiliou, Anthony; Nils Lohndorf. Batch Learning SDDP for Long-Term Hydrothermal Planning. In: IEEE Transactions on Power Systems, Vol. 39, no. 1, p. 614-627 (2024). doi:10.1109/TPWRS.2023.3246724.

4. Nesterov, Yurii. Primal Subgradient Methods with Predefined Step Sizes. In: Journal of Optimization Theory and Applications, (2024). doi:10.1007/s10957-024-02456-9 (Accept茅/Sous presse).

5. Stevens, Nicolas; Papavasiliou, Anthony; Smeers, Yves. On some advantages of convex hull pricing for the European electricity auction. In: Energy Economics, (2024). doi:10.1016/j.eneco.2024.107542 (Accept茅/Sous presse).

6. Rodomanov, Anton; Nesterov, Yurii. Subgradient ellipsoid method for nonsmooth convex problems. In: Mathematical Programming, Vol. 199, p. 305-341 (2023). doi:10.1007/s10107-022-01833-4.

7. Nesterov, Yurii. Inexact accelerated high-order proximal-point methods. In: Mathematical programming, Vol. 197, no.1, p. 1-26 (2023). doi:10.1007/s10107-021-01727-x.

8. Doikov, Nikita; Nesterov, Yurii. Affine-invariant contracting-point methods for Convex Optimization. In: Mathematical Programming, Vol. 198, no. 1, p. 115-137 (2023). doi:10.1007/s10107-021-01761-9.

9. Aardal, Karen; Scavuzzo, Lara; Wolsey, Laurence. A study of lattice reformulations for integer programming. In: Operations Research Letters, Vol. 51, no.4, p. 401-407 (2023). doi:10.1016/j.orl.2023.05.001.

10. Leplat, Valentin; Nesterov, Yurii; Gillis, Nicolas; Glineur, Fran莽ois. Conic optimization-based algorithms for nonnegative matrix factorization. In: Optimization Methods and Software, Vol. 38, no.4, p. 837-859 (2023). doi:10.1080/10556788.2023.2189714.

11. Catanzaro, Daniele; Pesenti, Raffaele; Ronco, Roberto. Job scheduling under Time-of-Use energy tariffs for sustainable manufacturing: a survey. In: European Journal of Operational Research, Vol. 308, no.3, p. 1091-1109 (2023). doi:10.1016/j.ejor.2023.01.029.

12. Nesterov, Yurii. Set-Limited Functions and Polynomial-Time Interior-Point Methods. In: Journal of Optimization Theory and Applications, (2023). doi:10.1007/s10957-023-02163-x (Accept茅/Sous presse).

13. Catanzaro, Daniele; Frohn, Martin; Gascuel, Olivier; Pesenti, Raffaele. A Massively Parallel Branch-&-Bound Algorithm for the Balanced Minimum Evolution Problem. In: Computers & Operations Research, Vol. 158, p. 106308 (2023). doi:10.1016/j.cor.2023.106308.

14. Mezghani, Ily猫s; Stevens, Nicolas; Papavasiliou, Anthony; Chatzigiannis, Dimitris I. Hierarchical Coordination of Transmission and Distribution System Operations in European Balancing Markets. In: IEEE Transactions on Power Systems, Vol. 38, no. 5, p. 3990-4002 (2023). doi:10.1109/TPWRS.2022.3208968.

15. Cartuyvels, Jacques; Papavasiliou, Anthony. Calibration of Operating Reserve Demand Curves Using a System Operation Simulator. In: IEEE Transactions on Power Systems, Vol. 38, no. 4, p. 3043-3055 (2023). doi:10.1109/TPWRS.2022.3200125.

16. Gasparin, Andrea; Camerota Verd霉, Federico Julian; Catanzaro, Daniele; Castelli, Lorenzo. An evolution strategy approach for the balanced minimum evolution problem. In: Bioinformatics, Vol. 39, no. 11 (2023), p. btad660 (2023). doi:10.1093/bioinformatics/btad660.

17. Grapiglia, Geovani N.; Nesterov, Yurii. Adaptive Third-Order Methods for Composite Convex Optimization. In: SIAM Journal on Optimization, Vol. 33, no.3, p. 1855-1883 (2023). doi:10.1137/22M1480872.

18. Doikov, Nikita; Nesterov, Yurii. Gradient regularization of Newton method with Bregman distances. In: Mathematical programming, (2023). doi:10.1007/s10107-023-01943-7 (Accept茅/Sous presse).

19. Papavasiliou, Anthony; Bouso, Alberte; Apelfr枚jd, Senad; Wik, Ellika; Gueuning, Thomas; Langer, Yves. Multi-Area Reserve Dimensioning using Chance-Constrained Optimization. In: IEEE Transactions on Power Systems, Vol. 37, no. 5, p. 3982-3994 (2022). doi:10.1109/TPWRS.2021.3133102.

20. Rodomanov, Anton; Nesterov, Yurii. Rates of superlinear convergence for classical quasi-Newton methods. In: Mathematical Programming, Vol. 194, no. 1-2, p. 159-190 (2022). doi:10.1007/s10107-021-01622-5.

21. M眉ller, David; Nesterov, Yurii; Shikhman, Vladimir. Discrete Choice Prox-Functions on the Simplex. In: Mathematics of Operations Research, Vol. 47, no.1, p. 485-507 (2022). doi:10.1287/moor.2021.1136.

22. Guzman, Cristobal; Riffo, Javiera; Telha, Claudio; Van Vyve, Mathieu. A Sequential Stackelberg Game for Dynamic Inspection Problems. In: European Journal of Operational Research, (2022). doi:10.1016/j.ejor.2021.12.015 (Accept茅/Sous presse).

23. Nesterov, Yurii; Florea, Mihai. Gradient methods with memory. In: Optimization Methods and Software, Vol. 37, no. 3, p. 936-953 (2022). doi:10.1080/10556788.2020.1858831.

24. Nesterov, Yurii. Inexact basic tensor methods for some classes of convex optimization problems. In: Optimization Methods and Software, Vol. 37, no. 3, p. 878-906 (2022). doi:10.1080/10556788.2020.1854252.

25. Doikov, Nikita; Nesterov, Yurii. High-Order Optimization Methods for Fully Composite Problems. In: SIAM Journal on Optimization, Vol. 32, no.3, p. 2402-2427 (2022). doi:10.1137/21m1410063.

26. Anikin, Anton; Gasnikov, Alexander; Gornov, Alexander; Kamzolov, Dmitry; Maximov, Yury; Nesterov, Yurii. Efficient numerical methods to solve sparse linear equations with application to PageRank. In: Optimization Methods and Software, Vol. 37, no. 3, p. 907-935 (2022). doi:10.1080/10556788.2020.1858297.

27. Nunes Grapiglia, Geovani; Nesterov, Yurii. Tensor methods for finding approximate stationary points of convex functions. In: Optimization Methods and Software, Vol. 37, no.2, p. 605-638 (2022). doi:10.1080/10556788.2020.1818082.

28. Stevens, Nicolas; Papavasiliou, Anthony. Application of the Level Method for Computing Locational Convex Hull Prices. In: IEEE Transactions on Power Systems, Vol. 37, no. 5, p. 3958-3968 (2022). doi:10.1109/TPWRS.2022.3142567.

29. Doikov, Nikita; Nesterov, Yurii. Local convergence of tensor methods. In: Mathematical Programming, Vol. 193, no. 1, p. 315-336 (2022). doi:10.1007/s10107-020-01606-x.

30. Nesterov, Yurii. Superfast Second-Order Methods for Unconstrained Convex Optimization. In: Journal of Optimization Theory and Applications, Vol. 191, no.1, p. 1-30 (2021). doi:10.1007/s10957-021-01930-y.


Book Chapters


1. Madani, Mehdi; Papavasiliou, Anthony. A note on a revenue adequate pricing scheme that minimizes make-whole payments. In: 2022 18th International Conference on the European Energy Market (EEM) , IEEE Xplore, 2022. 9781665408967. xxx xxx. doi:10.1109/EEM54602.2022.9920995.

2. Papavasiliou, Anthony; Doorman, Gerard; Bj酶rndal, Mette; Langer, Yves; Leclercq, Guillaume; Crucifix, Pierre. Interconnection of Norway to European Balancing Platforms Using Hierarchical Balancing. In: 2022 18th International Conference on the European Energy Market (EEM) , IEEE Xplore, 2022. 9781665408967. xxx xxx. doi:10.1109/EEM54602.2022.9921153.

3. Doikov, Nikita; Nesterov, Yurii. Convex optimization based on global lower second-order models. In: Advances in Neural Information Processing Systems 33 : 34th Conference on Neural Information Processing Systems (NeurIPS 2020) , NeurIPS, 2021. 9781713829546. xxx xxx.