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Mathematical Optimization

You will find below our recent publications in 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 (Accepté/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 (Accepté/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 (Accepté/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, François. 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 (Accepté/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, Ilyès; 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 Verdù, 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 (Accepté/Sous presse).

19. Papavasiliou, Anthony; Bouso, Alberte; Apelfröjd, 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. Müller, 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 (Accepté/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.

31. Nesterov, Yurii. Inexact High-Order Proximal-Point Methods with Auxiliary Search Procedure. In: SIAM Journal on Optimization, Vol. 31, no.4, p. 2807 - 2828 (2021). doi:10.1137/20M134705X.

32. Wolsey, Laurence; Yaman, Hande. Convex hull results for generalizations of the constant capacity single node flow set. In: Mathematical Programming, Vol. 187, p. 351–382 (2021). doi:10.1007/s10107-020-01481-6.

33. Junca, Mauricio; Avila, Daniel. On reachability of Markov chains: A long-run average approach. In: IEEE Transactions on Automatic Control, (2021). doi:10.1109/tac.2021.3071334 (Accepté/Sous presse).

34. De Wolf,Daniel; Smeers, Yves. Generalized derivatives of the optimal value of a linear program with respect to matrix coefficients. In: European Journal of Operational Research, Vol. 2, no. 291, p. 491-496 (2021). doi:10.1016/j.ejor.2019.11.020.

35. Nunes Grapiglia, Geovani; Nesterov, Yurii. On inexact solution of auxiliary problems in tensor methods for convex optimization. In: Optimization Methods and Software, Vol. 36, no. 1, p. 145-170 (2021). doi:10.1080/10556788.2020.1731749.

36. Doikov, Nikita; Nesterov, Yurii. Minimizing Uniformly Convex Functions by Cubic Regularization of Newton Method. In: Journal of Optimization Theory and Applications, Vol. 189, no.1, p. 317-339 (2021). doi:10.1007/s10957-021-01838-7.

37. Lété, Quentin; Papavasiliou, Anthony. Impacts of Transmission Switching in Zonal Electricity Markets - Part I. In: IEEE Transactions on Power Systems, Vol. 36, no. 2, p. 902-913 (2021). doi:10.1109/tpwrs.2020.3015033.

38. Lété, Quentin; Papavasiliou, Anthony. Impacts of Transmission Switching in Zonal Electricity Markets - Part II. In: IEEE Transactions on Power Systems, Vol. 36, no. 2, p. 914-922 (2021). doi:10.1109/tpwrs.2020.3015012.

39. Dewez, Julien; Gillis, Nicolas; Glineur, François. A geometric lower bound on the extension complexity of polytopes based on the f-vector. In: Discrete Applied Mathematics, Vol. 303, p. 22-38 (2021). doi:10.1016/j.dam.2020.09.028.

40. Aardal, Karen; Lodi, Andrea; Tramontani, Andrea; on Heymann, Frederik; Wolsey, Laurence. Lattice Reformulation Cuts. In: SIAM Journal on Optimization, Vol. 31, no.4, p. 2539-2557 (2021). doi:10.1137/19M1291145.

41. Aravena, Ignacio; Papavasiliou, Anthony. Asynchronous Lagrangian scenario decomposition. In: Mathematical Programming Computation, Vol. 13, p. 1-50 (2021). doi:10.1007/s12532-020-00185-4.

42. Nesterov, Yurii. Implementable tensor methods in unconstrained convex optimization. In: Mathematical programming, Vol. 186, no. 1-2, p. 157-183 (2021). doi:10.1007/s10107-019-01449-1.

43. Ávila, D.; Papavasiliou, A.; Löhndorf, N. Parallel and distributed computing for stochastic dual dynamic programming. In: Computational Management Science, (2021). doi:10.1007/s10287-021-00411-x (Accepté/Sous presse).

44. Rodomanov, Anton; Nesterov, Yurii. New Results on Superlinear Convergence of Classical Quasi-Newton Methods. In: Journal of Optimization Theory and Applications, Vol. 188, no.3, p. 744-769 (2021). doi:10.1007/s10957-020-01805-8.

45. Bankmann, Daniel; Mehrmann, Volker; Nesterov, Yurii; Van Dooren, Paul. Computation of the Analytic Center of the Solution Set of the Linear Matrix Inequality Arising in Continuous- and Discrete-Time Passivity Analysis. In: Vietnam Journal of Mathematics, Vol. 48, no.4, p. 633-659 (2020). doi:10.1007/s10013-020-00427-x.

46. Catanzaro, Daniele; Pesenti, Raffaele; Wolsey, Laurence. On the balanced minimum evolution polytope. In: Discrete Optimization, Vol. 36, p. 100570 (2020). doi:10.1016/j.disopt.2020.100570 (Accepté/Sous presse).

47. Rodomanov, Anton; Nesterov, Yurii. Smoothness Parameter of Power of Euclidean Norm. In: Journal of Optimization Theory and Applications, Vol. 185, no.2, p. 303-326 (2020). doi:10.1007/s10957-020-01653-6.

48. Catanzaro, Daniele; Frohn, Martin; Pesenti, Raffaele. An information theory perspective on the balanced minimum evolution problem. In: Operations Research Letters, Vol. 48, no.3, p. 362-367 (2020). doi:10.1016/j.orl.2020.04.010.

49. Nunes Grapiglia, Geovani; Nesterov, Yurii. Tensor methods for minimizing convex functions with Hölder continuous higher-order derivatives. In: SIAM Journal on Optimization, Vol. 30, no. 4, p. 2750-2779 (2020). CORE Discussion Papers 2019/28. doi:10.1137/19M1259432.

50. Quesada Perez, José Miguel; Tancrez, Jean-Sébastien; Lange, Jean-Charles. Express Shipment Service Network Design with Complex Routes. In: Computers & Operations Research, Vol. 114, p. 104810 (2020). doi:10.1016/j.cor.2019.104810 (Accepté/Sous presse).

51. Bertrand, Gilles; Papavasiliou, Anthony. Adaptive Trading in Continuous Intraday Electricity Markets for a Storage Unit. In: IEEE Transactions on Power Systems, Vol. 35, no. 3, p. 2339-2350 (2020). doi:10.1109/tpwrs.2019.2957246.

52. Berger, Guillaume; Absil, Pierre-Antoine; Jungers, Raphaël M.; Nesterov, Yurii. On the Quality of First-Order Approximation of Functions with Hölder Continuous Gradient. In: Journal of Optimization Theory and Applications, Vol. 185, p. 17-33 (2020). doi:10.1007/s10957-020-01632-x.

53. Nesterov, Yurii; Protasov, V. Yu. Computing Closest Stable Nonnegative Matrix. In: SIAM Journal on Matrix Analysis and Applications, Vol. 41, no.1, p. 1-28 (2020). doi:10.1137/17m1144568.

54. Nesterov, Yurii. Complexity and Simplicity of Optimization Problems. In: The project repository journal, Vol. 6, p. 130-133 (2020).

55. Hanzely, Filip; Doikov, Nikita; Richtarik, Peter; Nesterov, Yurii. Stochastic Subspace Cubic Newton Method. In: Proceedings of Machine Learning Research (PMLR), Vol. 119, p. 4027-4038 (2020).

56. Doikov, Nikita; Nesterov, Yurii. Inexact Tensor Methods with Dynamic Accuracies. In: Proceedings of Machine Learning Research (PMLR), Vol. 119, p. 2577-2586 (2020).

57. Doikov, Nikita; Nesterov, Yurii. Contracting Proximal Methods for Smooth Convex Optimization. In: SIAM Journal on Optimization, Vol. 30, no.4, p. 3146-3169 (2020). doi:10.1137/19M130769X.

58. Nesterov, Yurii. Soft clustering by convex electoral model. In: Soft Computing, Vol. 24, no.23, p. 17609-17620 (2020). doi:10.1007/s00500-020-05148-4.

59. Mou, Yuting; Papavasiliou, Anthony; Chevalier, Philippe. A bi-level optimization formulation of priority service pricing. In: IEEE Transactions on Power Systems, (2019).

60. Necoara, Ion; Nesterov, Yurii; Glineur, François. Linear convergence of first order methods for non-strongly convex optimization. In: Mathematical Programming, Vol. 175, p. 69-107 (2019). doi:10.1007/s10107-018-1232-1.

61. Conforti, Michele; Wolsey, Laurence. “Facet” separation with one linear program. In: Mathematical Programming, Vol. 178, no. 1-2, p. 361-380 (2019). doi:10.1007/s10107-018-1299-8.

62. De Vos, K.; Stevens, N.; Devolder, O.; Papavasiliou, Anthony; Hebb, B.; Matthys-Donnadieu, J. Dynamic dimensioning approach for operating reserves: Proof of concept in Belgium. In: Energy Policy, Vol. 124, p. 272-285 (2019). doi:10.1016/j.enpol.2018.09.031.

63. Necoara, I.; Patrascu, A.; Glineur, François. Complexity of first-order inexact Lagrangian and penalty methods for conic convex programming. In: Optimization Methods and Software, Vol. 34, no. 2, p. 305-335 (2019). doi:10.1080/10556788.2017.1380642.

64. Schuster Puga, Matías; Minner, Stefan; Tancrez, Jean-Sébastien. Two-stage supply chain design with safety stock placement decisions. In: International Journal of Production Economics, Vol. 209, p. 183-193 (2019). doi:10.1016/j.ijpe.2018.05.018; 10.1016/j.ijpe.2018.05.018.

65. Jourquin, Bart. Estimating Elasticities for Freight Transport Using a Network Model: An Applied Methodological Framework. In: Journal of Transportation Technologies, Vol. 09, no.01, p. 1-13 (2019). doi:10.4236/jtts.2019.91001.

66. Luciano Porretta; Catanzaro, Daniele; Bjarni V. Halldórsson; Bernard Fortz. A Branch&Price Algorithm for the Minimum Cost Clique Cover Problem in Max-Point Tolerance Graphs. In: 4OR : quarterly journal of the Belgian, French and Italian Operations Research Societies, Vol. 17, no. 1, p. 75-96 (2019). doi:10.1007/s10288-018-0377-3.

67. Nunes Grapiglia, Geovani; Nesterov, Yurii. Accelerated Regularized Newton Methods for Minimizing Composite Convex Functions. In: SIAM Journal on Optimization, Vol. 29, no.1, p. 77-99 (2019). doi:10.1137/17m1142077.

68. Le Cadre, Hélène; Mezghani, Ilyes; Papavasiliou, Anthony. A game-theoretic analysis of transmission-distribution system operator coordination. In: European Journal of Operational Research, Vol. 274, no. 1, p. 317-339 (2019). doi:10.1016/j.ejor.2018.09.043.

69. Houndji, Vinasetan Ratheil; Schaus, Pierre; Wolsey, Laurence. The item dependent stocking cost constraint. In: Constraints, Vol. 24, no.2, p. 183-209 (2019). doi:10.1007/s10601-018-9300-y.

70. Catanzaro, Daniele; Pesenti, Raffaele. Enumerating vertices of the balanced minimum evolution polytope. In: Computers & Operations Research, Vol. 109, p. 209-217 (2019). doi:10.1016/j.cor.2019.05.001.

71. Martin, Benoît; Feron, Baptiste; De Jaeger, Emmanuel; Glineur, François; Monti, Antonello. Peak shaving: a planning alternative to reduce investment costs in distribution systems?. In: Energy Systems, Vol. 10, p. 871-887 (2019). doi:10.1007/s12667-018-0299-3.

72. Murphy, Frederic; Pierru, Axel; Smeers, Yves. Measuring the effects of price controls using mixed complementarity models. In: European Journal of Operational Research, Vol. 275, no. 2, p. 666-676 (2019). doi:10.1016/j.ejor.2018.11.051.

73. Nesterov, Yurii. Complexity bounds for primal-dual methods minimizing the model of objective function. In: Mathematical Programming, Vol. 171, p. 311-330 (2018). doi:10.1007/s10107-017-1188-6.

74. Nesterov, Yurii; Shikhman, Vladimir. Dual subgradient method with averaging for optimal resource allocation. In: European Journal of Operational Research, Vol. 270, no.3, p. 907-916 (2018). doi:10.1016/j.ejor.2017.09.043.

75. Vandaele, Arnaud; Glineur, François; Gillis, Nicolas. Algorithms for positive semidefinite factorization. In: Computational Optimization and Applications, Vol. 71, no.1, p. 193-219 (2018). doi:10.1007/s10589-018-9998-x.

76. Taylor, Adrien B.; Hendrickx, Julien; Glineur, François. Exact Worst-Case Convergence Rates of the Proximal Gradient Method for Composite Convex Minimization. In: Journal of Optimization Theory and Applications, Vol. 178, p. 455-476 (2018). doi:10.1007/s10957-018-1298-1.

77. Nesterov, Yurii; Shikhman, Vladimir. Computation of Fisher–Gale Equilibrium by Auction. In: Journal of the Operations Research Society of China, Vol. 6, no.3, p. 349-389 (2018). doi:10.1007/s40305-018-0195-5.

78. Quesada Perez, José Miguel; Lange, Jean-Charles; Tancrez, Jean-Sébastien. A Multi-Hub Express Shipment Service Network Design Model with Flexible Hub Assignment. In: Transportation Research. Part E: Logistics and Transportation Review, Vol. 120, p. 116-131 (2018). doi:10.1016/j.tre.2018.10.009.

79. Madani, Mehdi; Van Vyve, Mathieu. Revisiting minimum profit conditions in uniform price day-ahead electricity auctions. In: European Journal of Operational Research, Vol. 266, no.3, p. 1072-1085 (2018). doi:10.1016/j.ejor.2017.10.024.

80. Papavasiliou, Anthony; Mou, Yuting; Cambier, Léopold; Scieur, Damien. Application of stochastic dual dynamic programming to the real-time dispatch of storage under renewable supply uncertainty. In: IEEE Transactions on Sustainable Energy, Vol. 9, no. 2, p. 547-558 (2018). doi:10.1109/TSTE.2017.2748463.

81. Chatelain, Paul; Van Vyve, Mathieu. Modeling fair air traffic assignment in the vicinity of airports. In: Transportation Research Part D: Transport and Environment, Vol. 65, p. 213-228 (2018). doi:10.1016/j.trd.2018.08.016 (Soumis).

82. Gasnikov, A. V.; Gasnikova, E. V.; Nesterov, Yurii. Dual Methods for Finding Equilibriums in Mixed Models of Flow Distribution in Large Transportation Networks. In: Computational Mathematics and Mathematical Physics, Vol. 58, no.9, p. 1395-1403 (2018). doi:10.1134/s0965542518090075.

83. Avella, Pasquale; Boccia, Maurizio; Wolsey, Laurence. Single-Period Cutting Planes for Inventory Routing Problems. In: Transportation Science, Vol. 52, no.3, p. 497-508 (2018). doi:10.1287/trsc.2016.0729.

84. Shikhman, Vladimir; Nesterov, Yurii; Ginsburgh, Victor. Power method tâtonnements for Cobb-Douglas economies. In: Journal of Mathematical Economics, Vol. 75, p. 84-92 (2018). doi:10.1016/j.jmateco.2017.12.0.10.

85. Carvalho, Margarida; Pedroso, João Pedro; Van Vyve, Mathieu. Competitive uncapacitated lot-sizing game. In: International Journal of Production Economics, Vol. 204, p. 148-159 (2018). doi:10.1016/j.ijpe.2018.07.026.

86. Bui Van Ha, undefined; Hamaide, Valentin; Craeye, Christophe; Glineur, François; de Lera Acedo, Eloy. Direct Deterministic Nulling Techniques for Large Random Arrays Including Mutual Coupling. In: IEEE Transactions on Antennas and Propagation, Vol. 66, no.11, p. 5869-5878 (2018). doi:10.1109/tap.2018.2869068.

87. Lamas, Alejandro; Chevalier, Philippe. Joint dynamic pricing and lot-sizing under competition. In: European Journal of Operational Research, Vol. 266, p. 864-876 (2018). doi:10.1016/j.ejor.2017.10.026.

88. Wolsey, Laurence; Yaman, Hande. Convex hull results for the warehouse problem. In: Discrete Optimization, Vol. 30, p. 108-120 (2018). doi:10.1016/j.disopt.2018.06.002.

89. Davis-Stober, Clintin P.; Doignon, Jean-Paul; Fiorini, Samuel; Glineur, François; Regenwetter, Michel. Extended formulations for order polytopes through network flows. In: Journal of Mathematical Psychology, Vol. 87, p. 1-10 (2018). doi:10.1016/j.jmp.2018.08.003.

90. Queyranne, Maurice; Wolsey, Laurence. Tight MIP formulations for bounded up/down times and interval-dependent start-ups. In: Mathematical Programming, Vol. 164, p. 129-155 (2017). doi:10.1007/s10107-016-1079-2.

91. Aravena Solís, Ignacio Andrés; Papavasiliou, Anthony. Renewable energy integration in zonal markets. In: IEEE Transactions on Power Systems, Vol. 32, no.2, p. 1334-1349 (2017). doi:10.1109/TPWRS.2016.2585222.

92. Shamsaei, Fahimeh; Van Vyve, Mathieu. Solving integrated production and condition-based maintenance planning problems by MIP modeling. In: Fexible Services and Manufacturing Journal, Vol. 29, p. 184-202 (2017). doi:10.1007/s10696-016-9244-8.

93. Abada, Ibrahim; de Maere d'Aertrycke, Gauthier; Smeers, Yves. On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach. In: Mathematical Programming B, Vol. 165, p. 5-69 (2017). doi:10.1007/s10107-017-1185-9.

94. Herrera Rodriguez, Manuel; Agrell, Per Joakim; Manrique-de-Lara-Penate, Casiano; Trujillo, Lourdes. Vessel capacity restrictions in the fleet deployment problem: an application to the Panama Canal. In: Annals of Operations Research, Vol. 253, no.2, p. 845-869 (2017). doi:10.1007/s10479-016-2262-9.

95. Abada, Ibrahim; Ehrenmann, Andreas; Smeers, Yves. Modeling gas markets with endogenous long-term contracts. In: Operations research, Vol. 65, no.4, p. 856-877 (2017). doi:10.1287/opre.2017.1599.

96. Agrell, Per Joakim; Brea Solis, Humberto. Capturing heterogeneity in electricity distribution operations: a critical review of latent class modelling. In: Energy Policy, Vol. 104, p. 361-372 (2017). doi:10.1016/j.enpol.2017.01.046.

97. Wolsey, Laurence. Erratum: a tight formulation for uncapacitated lot-sizing with stock upper bounds. In: Mathematical Programming, Vol. 161, p. 603-609 (2017). doi:10.1007/s10107-016-0999-1.

98. Nesterov, Yurii; Spokoiny, Vladimir. Random gradient-free minimization of convex functions. In: Foundations of Computational Mathematics, Vol. 17, no. 2, p. 527-566 (2017). doi:10.1007/s10208-015-9296-2.

99. Catanzaro, Daniele; Chaplick, S.; Felsner, S.; Halldórsson, B.V.; Halldórsson, M.M.; Hixon, T.; Stacho, J. Max point-tolerance graphs. In: Discrete Applied Mathematics, Vol. 216, no. 1, p. 84-97 (2017). doi:10.1016/j.dam.2015.08.019.

100. Agrell, Per Joakim; Gautier, Axel. A Theory of Soft Capture. In: The Scandinavian journal of economics, Vol. 119, no. 3, p. 571-596 (2017). doi:10.1111/sjoe.12171.

101. Hatami-Marbini, Adel; Agrell, Per Joakim; Tavana, Madjid; Khoshenevis, Pegah. A flexible cross-efficiency fuzzy data envelopment analysis model for sustainable sourcing. In: Journal of Cleaner Production, Vol. 142, p. 2761-2779 (2017). doi:10.1016/j.jclepro.2016.10.192.

102. Taylor, Adrien; Hendrickx, Julien; Glineur, François. Exact Worst-case Performance of First-order Methods for Composite Convex Optimization. In: SIAM Journal on Optimization, Vol. 27, no. 3, p. 1283-1313 (2017). doi:10.1137/16M108104X.

103. Gillis, Nicolas; Glineur, François; Vandaele, Arnaud. On the Linear Extension Complexity of Regular n-gons. In: Linear Algebra and Its Applications, Vol. 521 (2017), p. 217-239 (2017). doi:10.1016/j.laa.2016.12.023.

104. Papavasiliou, Anthony; Smeers, Yves. Remuneration of flexibility using operating reserve demand curves: a case study of Belgium. In: The Energy Journal, Vol. 38, no.6, p. 105-135 (2017). doi:10.5547/01956574.38.6.apap.

105. Agrell, Per Joakim; Bogetoft, Peter. Regulatory Benchmarking: Models, Analyses and Applications. In: Data Envelopment Analysis Journal, Vol. 3, p. 49-91 (2017). doi:10.1561/103.00000017.

106. Angula, Gustavo; Van Vyve, Mathieu. Fixed-charge transportation problems on trees. In: Operations Research Letters, Vol. 45, no.3, p. 275-281 (2017). doi:10.1016/j.orl.2017.04.001.

107. Nesterov, Yurii; Stich, Sebastian. Efficiency of the accelerated coordinate descent method on structured optimization problems. In: SIAM Journal on Optimization, Vol. 27, no.1, p. 110-123 (2017). doi:10.1137/16M1060182.

108. Nunes Grapiglia, Geovani; Nesterov, Yurii. Regularized Newton methods for minimizing functions with Hölder continuous Hessians. In: SIAM Journal on Optimization, Vol. 27, no.1, p. 478-506 (2017). doi:10.1137/16M1087801.

109. de Maere d'Aertrycke, Gauthier; Ehrenmann, Andreas; Smeers, Yves. Investment with incomplete markets for risk: the need for long-term contracts. In: Energy Policy, Vol. 105, p. 571-583 (2017). doi:10.1016/j.epol.2017.01.029.

110. Hatami-Marbini, Adel; Agrell, Per Joakim; Fukuyama, Hirofumi; Gholami, Kobra; Haji Mirza Hossein Khoshnevis, Pegah. The role of multiplier bounds in fuzzy data envelopment analysis. In: Annals of Operations Research, Vol. 250, p. 249-276 (2017). doi:10.1007/s10479-017-2404-8.

111. Taylor, Adrien; Hendrickx, Julien; Glineur, François. Smooth Strongly Convex Interpolation and Exact Worst-case Performance of First-order Methods. In: Mathematical Programming, Vol. 161, no. 1, p. 307–345 (2017). doi:10.1007/s10107-016-1009-3.

112. Necoara, Ion; Nesterov, Yurii; Glineur, François. Random block coordinate descent methods for linearly constrained optimization over networks. In: Journal of Optimization Theory and Applications, Vol. 173, no. 1, p. 227-254 (2017). doi:10.1007/s10957-016-1058-z.

113. Chopra, Sunil; Filipecki, Bartosz; Lee, Kangbok; Ryu, Minseok; Shim, Sangho; Van Vyve, Mathieu. An extended formulation of the convex recoloring problem on a tree. In: Mathematical Programming, Vol. 165, p. 529-548 (2017). doi:10.1007/s10107-016-1094-3.

114. Brusset, Xavier; Agrell, Per Joakim. Intrinsic impediments to category captainship collaboration. In: Journal of Industrial and Management Optimization, Vol. 13, no.1, p. 113-133 (2017). doi:10.3934/jimo.2016007.

115. Consigli, Giorgio; Smeers, Yves. Stochastic Optimization Approaches to Financial and Energy Markets. In: Quantitative Finance, Vol. 16, no.2, p. 187-188 (2016). doi:10.1080/14697688.2016.1140980.

116. Nesterov, Yurii; Shikhman, Vladimir. Distributed Price Adjustment Based on Convex Analysis. In: Journal of Optimization Theory and Applications, (2016). doi:10.1007/s10957-016-0975-1.

117. Murphy, Frederic; Pierru, Axel; Smeers, Yves. A tutorial on building policy models as mixed-complementarity problems. In: Interfaces, Vol. 46, no.6, p. 465-481 (2016). doi:10.1287/inte.2016.0842.

118. Mlinar, Tanja; Chevalier, Philippe. Dynamic admission control for two customer classes with stochastic demands and strict due dates. In: International Journal of Production Research, Vol. 54, no. 20, p. 6156-6173 (2016). doi:10.1080/00207543.2015.1055846.

119. Wang, Xuansheng; Glineur, François; Lu, Linzhang; Van Dooren, Paul. Extended Lanczos Bidiagonalization Algorithm for Low Rank Approximation and its Applications. In: Journal of Computational and Applied Mathematics, no. 301, p. 213-229 (2016). doi:10.1016/j.cam.2015.12.039.

120. Han, Jinil; Papavasiliou, Anthony. The impacts of transmission topology control on the European electricity network. In: IEEE Transactions on Power Systems, Vol. 31, no.1, p. 495-507 (2016). doi:10.1109/TPWRS.2015.2408439.

121. Telha Cornejo, Claudio; Van Vyve, Mathieu. Efficient approximation schemes for Economic Lot-Sizing in continuous time. In: Discrete Optimization, Vol. 20, no.1, p. 23-39 (2016). doi:10.1016/j.disopt.2016.02.001.

122. Kocvara, Michal; Nesterov, Yurii; Xia, Yu. A subgradient method for free material design. In: SIAM Journal on Optimization, (July 2016). doi:10.1137/15M1019660.

123. Nesterov, Yurii; Tuncel, Levent. Local superlinear convergence of polynomial-time interior-point methods for hyperbolicity cone optimization problems. In: SIAM Journal on Optimization, Vol. 26, no.1, p. 139-170 (2016). doi:10.1137/140998950.

124. Vandaele, Arnaud; Gillis, Nicolas; Glineur, François; Tuyttens, Daniel. Heuristics for exact nonnegative matrix factorization. In: Journal of Global Optimization, Vol. 65, no. 2, p. 369-400 (June 2016). doi:10.1007/s10898-015-0350-z.

125. de Klerk, Etienne; Glineur, François; Taylor, Adrien. On the worst-case complexity of the gradient method with exact line search for smooth strongly convex functions. In: Optimization Letters, Vol. 11, no. 7, p. 1185-1199 (2017). doi:10.1007/s11590-016-1087-4.

126. Catanzaro, Daniele. Classifying the progression of Ductal Carcinoma from single-cell sampled data via integer linear programming: A case study. In: IEEE-ACM Transactions on Computational Biology and Bioinformatics, Vol. 13, no. 4, p. 643 (2016). doi:10.1109/TCBB.2015.2476808.

127. Mlinar, Tanja; Chevalier, Philippe. Pooling Heterogeneous Products for Manufacturing Environments. In: 4OR : quarterly journal of the Belgian, French and Italian Operations Research Societies, Vol. 14, no.2, p. 173-200 (June 2016). doi:10.1007/s10288-016-0307-1.

128. Agrell, Per Joakim; Grifell-Tatjé, Emili. A Dynamic Model for Firm-Response to Non-Credible Incentive Regulation Regimes. In: Energy Policy, Vol. 90, p. 287–299 (2016). doi:10.1016/j.enpol.2015.12.029.

129. Papavasiliou, Anthony; Oren, Shmuel S.; Rountree, Barry. Applying High-Performance Computing to Multi-Area Stochastic Unit Commitment for Renewable Energy Integration. In: IEEE Transactions on Power Systems, Vol. 30, no. 3, p. 1109-1120 (2015).

130. Hatami-Marbini, Adel; Tavana, Madjid; Agrell, Per Joakim; Hosseinzadeh Lotfi, Farhad; Ghelej Beigi, Zahra. A common-weights DEA model for centralized resource reduction and target setting. In: Computers & Industrial Engineering, Vol. 79, p. 195-203 (2015). doi:10.1016/j.cie.2014.10.024.

131. Catanzaro, Daniele; Gouveia, Luis; Labbé, Martine. Improved integer linear programming formulations for the job sequencing and tool switching problem. In: European Journal of Operational Research, Vol. 244, no.3, p. 766-777 (2015). doi:10.1016/j.ejor.2015.02.018.

132. Dash, Sanjeeb; Günlük, Oktay; Wolsey, Laurence. The Continuous Knapsack Set. In: Mathematical Programming, Vol. 155, no.1-2, p. 471-496 (2015). doi:10.1007/s10107-015-0859-4.

133. Catanzaro, Daniele; Engelbeen, C. An integer linear programming formulation for the minimum cardinality segmentation problem. In: Algorithms, Vol. 8, no.4, p. 999-1020 (2015). doi:10.3390/a8040999.

134. Han, Jinil; Papavasiliou, Anthony. Congestion management through topological corrections: A case study of Central Western Europe. In: Energy Policy, Vol. 86, p. 470-482 (2015). doi:10.1016/j.enpol.2015.07.031.

135. Wolsey, Laurence; Yaman, Hande. Continuous knapsack sets with divisible capacities. In: Mathematical Programming, Vol. 156, no.1-2, p. 1-20 (2015). doi:10.1007/s10107-015-0868-3.

136. Madani, Mehdi; Van Vyve, Mathieu. Computationally efficient MIP formulation and algorithms for European day-ahead electricity market auctions. In: European Journal of Operational Research, Vol. 242, no.2, p. 580-593 (2015). doi:10.1016/j.ejor.2014.09.060.

137. Reddy, Srinivas K.; Stam, Antonie; Agrell, Per Joakim. Brand Equity, Efficiency and Valuation of Professional Sports Franchises : The Case of Major League Baseball. In: International Journal of Business and Social Research, Vol. 5, no. 1, p. 63-89 (2015).

138. Dvurechensky, Pavel; Nesterov, Yurii; Spokoiny, Vladimir. Primal-dual methods for solving infinite-dimensional games. In: Journal of Optimization Theory and Applications, Vol. 166, no.1, p. 23-51 (2015). doi:10.1007/s10957-015-0771-3.

139. Nesterov, Yurii; Shikhman, Vladimir. Quasi-monotone subgradient methods for nonsmooth convex minimization. In: Journal of Optimization Theory and Applications, Vol. 165, no. 3, p. 917-940 (2015). doi:10.1007/s10957-014-0677-5.

140. Catanzaro, Daniele; Aringhieri, Roberto; Di Summa, Marco; Pesenti, Raffaele. A branch-price-and-cut algorithm for the minimum evolution problem. In: European Journal of Operational Research, Vol. 244, no. 3, p. 753-765 (2015). doi:10.1016/j.ejor.2015.02.019.

141. Madani, Mehdi; Van Vyve, Mathieu. A MIP framework for non-convex uniform price day-ahead electricity auctions. In: EURO Journal on Computational Optimization, Vol. 5, no. 1-2, p. 263-284 (2017). doi:10.1007/s13675-015-0047-6.

142. Le Cadre, Hélène; Papavasiliou, Anthony; Smeers, Yves. Wind farm portfolio optimization under network capacity constraints. In: European Journal of Operational Research, Vol. 247, no.2, p. 560-574 (2015). doi:10.1016/j.ejor.2015.05.080.


Conference Papers


1. Papavasiliou, Anthony; Papalexopoulos Alex; Oren, Shmuel. Market design for a decarbonized European electricity market. In: Design the Electricity Market(s) of the Future (Proceedings from the Eurelectric-Florence School of Regulation Conference - 7 June 2017), European University Institute: Firenze, 2019, 978-92-9084-577-5, p. 27-30 xxx. doi:10.2870/420547.

2. Mou, Yuting; Papavasiliou, Anthony; Chevalier, Philippe. Application of priority service pricing for mobilizing residential demand response in Belgium. In: European Energy Market (EEM), 2017 14th International Conference on the, IEEE, 2017, 978-1-5090-5499-2 xxx. doi:10.1109/EEM.2017.7981860.


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; Bjørndal, 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.

4. Mezghani, Ilyes; Papavasiliou, Anthony. A mixed integer second order cone program for transmission-distribution system co-optimization. In: 2019 IEEE Milan Power Tech , IEEE, 2019. xxx xxx.

5. Mezghani, Ilyes; Papavasiliou, Anthony; Le Cadre, Hélène. A generalized nash equilibrium analysis of electric power transmission-distribution coordination. In: e-Energy '18 : proceedings of the ninth international conference on future energy systems , ACM Press, 2018, p. 526–531. 9781450357678. xxx xxx. doi:10.1145/3208903.3214346.

6. Aly, Abdelrahaman; Van Vyve, Mathieu. Practically efficient secure single-commodity multi-market auctions. In: Financial Criptography and Data Security , Springer, 2017, p. 110-129. 978-3-642-03549-4. xxx xxx. doi:10.1007/978-3-662-54970-4_7.

7. Aravena Solís, Ignacio Andrés; Papavasiliou, Anthony; Papalexopoulos, Alex. A distributed computing architecture for the large-scale integration of renewable energy and distributed resources in smart grids. In: Recent Progress in Parallel and Distributed Computing , InTech: Rijeka, 2017, p. 21-43. 978-953-51-3316-2. xxx xxx. doi:10.5772/67791.

8. Agrell, Per Joakim; Bogetoft, Peter. Endogenous Common Weights as a Collusive Instrument in Frontier-Based Regulation. In: International Series in Operations Research & Management Science : Advances in Efficiency and Productivity (Springer International Series in Operations Research and Management Sciences; xxx), Springer, 2016, p. 181-194. 978-3-319-48459-4. xxx xxx. doi:10.1007/978-3-319-48461-7_8.

9. Nesterov, Yurii; Shikhman, Vladimir. Excessive revenue model of competitive markets. In: Nonlinear Analysis and Optimization (Contemporary Mathematics; xxx), American Mathematical Society, 2016. 978-1-4704-2904-1. CORE DISCUSSION PAPER 2013/66. doi:10.1090/conm/659.

10. Nesterov, Yurii; Shikhman, Vladimir. Algorithmic principle of least revenue for finding market equilibria. In: Optimization and Its Applications in Control and Data Sciences (Springer Optimization and Its Applications; xxx), Springer, 2016, p. 381-435. 978-3-319-42056-1. xxx xxx. doi:10.1007/978-3-319-42056-1_14.

11. Martin, Benoît; De Jaeger, Emmanuel; Glineur, François; Latiers, Arnaud. A dynamic programming approach to multi-period planning of isolated microgrids. In: Advances in Energy System Optimization (Proceedings of the first International Symposium on Energy System Optimization) , Springer, 2016, p. 123-137. 978-3-319-51794-0. xxx xxx. doi:10.1007/978-3-319-51795-7_8.

12. Aly, Abdelrahaman; Van Vyve, Mathieu. Securely Solving Classical Network Flow Problems. In: Information Security and Cryptology - ICISC 2014 (Lecture Notes in Computer Science; xxx), Springer, 2015, p. 205-221. 978-3-319-15942-3. xxx xxx. doi:10.1007/978-3-319-15943-0_13.


Working Papers


1. Van Vyve, Mathieu. Identifying when thresholds from the Paris Agreement are breached : the minmax average, a novel smoothing approach. 2024. 20 p. LIDAM Discussion Paper CORE 2024/04.

2. Nesterov, Yurii. High-Order Reduced-Gradient Methods for Composite Variational Inequalities. 2024. 30 p. LIDAM Discussion Paper CORE 2024/25.

3. Dragomir, Radu Alexandru; Nesterov, Yurii. Convex quartic problems: homogenized gradient method and preconditioning. 2024. 29 p. LIDAM Discussion Paper CORE 2024/26.

4. Nesterov, Yurii; Rodomanov, Anton. Gradient Methods for Stochastic Optimization in Relative Scale. 2024. 34 p. LIDAM Discussion Paper CORE 2024/27.

5. Catanzaro, Daniele; Pesenti, Raffaele; Sapucaia Barboza, Allan; Wolsey, Laurence. Optimizing over Path-Length Matrices of Unrooted Binary Trees. 2024. 35 p. LIDAM Discussion Paper CORE 2023/20.

6. Catanzaro, Daniele; Pesenti, Raffaele; Ronco, Roberto. Characterizing path-length matrices of unrooted binary trees. 2024. 27 p. LIDAM Discussion Paper CORE 2024/28.

7. Legrand, Emma; Coppé, Vianney; Catanzaro, Daniele; Schaus, Pierre. A Dynamic Programming Approach for the Job Sequencing and Tool Switching Problem. 2024. 16 p. LIDAM Discussion Paper CORE 2024/30.

8. Lancini, Emiliano; Pisanu, Francesco. A Tutorial on Box-Total Dual Integrality. 2024. 38 p. LIDAM Discussion Paper CORE 2024/31.

9. Grappe, Roland; Lacroix, Mathieu; Pisanu, Francesco. On strong integrality properties of the perfect matching polytope. 2024. 20 p. LIDAM Discussion Paper CORE 2024/32.

10. Gasparin, Andrea; Camerota Verdù, Federico Julian; Catanzaro, Daniele. An evolution strategy approach for the Balanced Minimum Evolution Problem. 2023. 7 p. LIDAM Discussion Paper CORE 2023/21.

11. Catanzaro, Daniele; Frohn, Martin; Gascuel, Olivier; Pesenti, Raffaele. A Massively Parallel Exact Solution Algorithm for the Balanced Minimum Evolution Problem. 2023. 33 p. LIDAM Discussion Paper CORE 2023/01.

12. Stevens, Nicolas; Papavasiliou, Anthony. Application of the Level Method for Computing Locational Convex Hull Prices. 2022. 11 p. LIDAM Discussion Paper CORE 2022/02.

13. Cho, Jehum; Papavasiliou, Anthony. A Branch-and-Cut Algorithm for Chance-Constrained Multi-Area Reserve Sizing. 2022. 6 p. LIDAM Discussion Paper CORE 2022/18.

14. Nesterov, Yurii. Set-Limited Functions and Polynomial-Time Interior-Point Methods. 2022. 15 p. LIDAM Discussion Paper CORE 2022/15.

15. Nesterov, Yurii. Quartic Regularity. 2022. 24 p. LIDAM Discussion Paper CORE 2022/01.

16. Catanzaro, Daniele; Pesenti, Raffaele; Ronco, Roberto. Job Scheduling under Time-of-Use Energy Tariffs for Sustainable Manufacturing: A Survey. 2021. LIDAM Discussion Paper CORE 2021/19.

17. Catanzaro, Daniele; Frohn, Martin; Gascuel, Olivier; Pesenti, Raffaele. A Tutorial on the Balanced Minimum Evolution Problem. 2021. 31 p. LIDAM Discussion Paper CORE 2021/27.

18. Frohn, Martin. On the approximability of the Fixed-Tree Balanced Minimum Evolution Problem. 2021. 5 p. LIDAM Discussion Paper CORE 2021/20.

19. Guzman, Cristobal; Riffo, Javiera; Telha, Claudio; Van Vyve, Mathieu. A Sequential Stackelberg Game for Dynamic Inspection Problems. 2021. 34 p. LIDAM Discussion Paper CORE 2021/36.

20. Catanzaro, Daniele; Pesenti, Raffaele; Ronco, Roberto. A New Fast and Accurate Heuristic for the Automatic Scene Detection Problem. 2021. 18 p. LIDAM Discussion Paper CORE 2021/22.

21. Catanzaro, Daniele; Frohn, Martin; Pesenti, Raffaele. On Numerical Stability and Statistical Consistency of the Balanced Minimum Evolution Problem. 2021. 5 p. LIDAM Discussion Paper CORE 2021/26.

22. Catanzaro, Daniele; Coniglio, Stefano; Furini, Fabio. On the exact separation of cover inequalities of maximum-depth. 2021. 16 p. LIDAM Discussion Paper CORE 2021/18.

23. Catanzaro, Daniele; Frohn, Martin; Pesenti, Raffaele. A Massively Parallel Exact Solution Algorithm for the Balanced Minimum Evolution Problem. 2021. 41 p. LIDAM Discussion Paper CORE 2021/23.

24. Doikov, Nikita; Nesterov, Yurii. Optimization Methods for Fully Composite Problems. 2021. 27 p. LIDAM Discussion Paper CORE 2021/01.

25. Nesterov, Yurii. Superfast second-order methods for unconstrained convex optimization. 2020. 17 p. CORE Discussion Papers 2020/07.

26. Nesterov, Yurii. Online prediction of COVID19 dynamics. Belgian case study. 2020. 28 p. CORE Discussion Paper 2020/22.

27. Rodomanov, Anton; Nesterov, Yurii. Rates of superlinear convergence for classical quasi-Newton methods. 2020. 24 p. CORE Discussion Papers 2020/11.

28. Nesterov, Yurii. Inexact high-order proximal-point methods with auxiliary search procedure. 2020. 23 p. CORE Discussion Papers 2020/10.

29. Nesterov, Yurii. Inexact accelerated high-order proximal-point methods. 2020. 21 p. CORE Discussion Papers 2020/08.

30. Rodomanov, Anton; Nesterov, Yurii. New results on superlinear convergence of classical quasi-Newton methods. 2020. 24 p. CORE Discussion Papers 2020/13.

31. Rodomanov, Anton; Nesterov, Yurii. Greedy-quasi Newton methods with explicit superlinear convergence. 2020. 27 p. CORE Discussion Papers 2020/06.

32. Nesterov, Yurii. Online analysis of epidemics with variable infection rate. 2020. 24 p. CORE Discussion Paper 2020/25.

33. Weninger, Dieter; Wolsey, Laurence. Benders'algorithm with (mixed)-integer subproblems. 2019. 24 p. CORE Discussion Papers 2019/20.

34. Nesterov, Yurii. Inexact basic tensor methods. 2019. 28 p. CORE Discussion Papers 2019/23.

35. Nesterov, Yurii; Florea, Mihai. Gradient methods with memory. 2019. 17 p. CORE Discussion Papers 2019/22.

36. Florea, Mihai. Exact gradient methods with memory. 2019. 23 p. CORE Discussion Papers 2019/26.

37. Doikov, Nikita; Nesterov, Yurii. Contracting proximal methods for smooth convex optimization. 2019. 24 p. CORE Discussion Papers 2019/27.

38. Nunes Grapiglia, Geovani; Nesterov, Yurii. Tensor methods for finding approximate stationary points of convex functions. 2019. 31 p. CORE Discussion Papers 2019/29.

39. Nunes Grapiglia, Geovani; Nesterov, Yurii. On inexact solution of auxiliary problems in tensor methods for convex optimization. 2019. 26 p. CORE Discussion Papers 2019/30.

40. Doikov, Nikita; Nesterov, Yurii. Local convergence of tensor methods. 2019. 19 p. CORE Discussion Papers 2019/21.

41. Nesterov, Yurii. Implementable tensor methods in unconstrained convex optimization. 2018. 22 p. CORE Discussion Paper 2018/05.

42. Dvurechensky,Pavel; Nesterov, Yurii. Global performance guarantees of second-order methods for unconstrained convex minimization. 2018. 17 p. CORE Discussion Paper 2018/32.

43. Nesterov, Yurii. Soft clustering by convex electoral model. 2018. 20 p. CORE Discussion Paper 2018/01.

44. Wolsey, Laurence; Yaman, Hande. Convex hull results for generalizations of the constant capacity single node flow set. 2018. 25 p. CORE Discussion Paper 2018/31.

45. Nunes Grapiglia, Geovani; Nesterov, Yurii. Accelerated regularized Newton methods for minimizing composite convex functions. 2018. 23 p. CORE Discussion Paper 2018/10.

46. Shikhman, Vladimir; Nesterov, Yurii; Ginsburgh, Victor. Power method tâtonnements for Cobb-doublas Economies. 2017. xxx xxx.

47. Lamas, Alejandro; Chevalier, Philippe. Joint dynamic pricing and lot-sizing under competition. 2017. 33 p. CORE Discussion Paper 2017/23.

48. Wolsey, Laurence; YAMAN, Hande. Convex hull results for the warehouse problem. 2017. 15 p. CORE Discussion Paper 2017/21.

49. Nesterov, Yurii; Shikhman, Vladimir. Dual subgradient method with averaging for optimal resource allocation. 2017. 19 p. CORE Discussion Paper 2017/13.

50. Nesterov, Yurii; Stich, Sebastian. Efficiency of accelerated coordinate descent method on structured optimization problems. 2016. 20 p. CORE Discussion Papers 2016/03.

51. Queyranne, Maurice; Wolsey, Laurence. Optimum Turn-­Restricted Paths, Nested Compatibility, and Optimum Convex Polygons. 2016. 23 p. CORE Discussion Paper 2016/20.

52. Madani, Mehdi; Van Vyve, Mathieu. Revisiting Minimum Profit Conditions in Uniform Price Day-Ahead electricity Auctions. 2016. 32 p. CORE Discussion Paper 2016/43.

53. De Klerk, Etienne; Glineur, François; Taylor, Adrien. On the Worst-case Complexity of the Gradient Method with Exact Line Search for Smooth Strongly Convex Functions. 2016. 12 p. CORE Discussion Paper 2016/27.

54. Conforti, Michele; Wolsey, Laurence. “Facet" Separation with One Linear Program. 2016. 22 p. CORE Discussion Paper 2016/21.

55. Taylor, Adrien; Hendrickx, Julien; Glineur, François. Exact worst-case performance of first-order methods for composite convex optimization. 2016. 30 p. CORE Discussion Papers 2016/52.

56. Nesterov, Yurii; Grapiglia, Geovani Nunes. Globally Convergent Second-order Schemes for Minimizing Twice-differentiable Functions. 2016. 29 p. CORE Discussion Paper 2016/28.

57. Aravena Solís, Ignacio Andrés; Papavasiliou, Anthony. An Asynchronous Distributed Algorithm for Solving Stochastic Unit Commitment. 2016. 23 p. CORE Discussion Paper 2016/38.

58. Vandaele, Arnaud; Gillis, Nicolas; Glineur, François; Tuyttens, Daniel. Heuristics for exact nonnegative matrix factorization. 2015. 25 p. CORE Discussion Paper 2015/06.

59. Taylor, Adrien; Hendrickx, Julien; Glineur, François. Smooth Strongly Convex Interpolation and Exact Worst-case Performance of First-order Methods. 2015. 24 p. CORE Discussion Paper 2015/13.

60. Queyranne, Maurice; Wolsey, Laurence. Tight MIP Formulations for Bounded Up/Down Times and Interval-Dependent Start-Ups. 2015. 16 p. CORE Discussion Paper 2015/36.

61. Nesterov, Yurii. Complexity Bounds for Primal-dual Methods Minimizing the Model of Objective Function. 2015. 15 p. CORE Discussion Paper 2015/03.

62. Queyranne, Maurice; Wolsey, Laurence. Modeling Poset Convex Subsets. 2015. 19 p. CORE Discussion Paper 2015/49.

63. Madani, Mehdi; Van Vyve, Mathieu. A MIP Framework for Non-convex Uniform Price Day-ahead Electricity Auctions. 2015. 23 p. CORE Discussion Paper 2015/17.

64. Nesterov, Yurii; Shikhman, Vladimir. Computation of Fisher-Gale equilibrium by auction. 2015. 32 p. CORE Discussion Paper 2015/35.

65. Nesterov, Yurii; Shikhman, Vladimir. Algorithm of Price Adjustment for Market Equilibrium. 2015. 25 p. CORE Discussion Paper 2015/01.

66. Wolsey, Laurence. Uncapacitated Lot-Sizing with Stock Upper Bounds, Stock Fixed Costs, Stock Overloads and Backlogging: A Tight Formulation. 2015. 13 p. CORE Discussion Paper 2015/41.


Books


1. Nesterov, Yurii. Lectures on Convex Optimization. Springer: Cham, 2018. 978-3-319-91577-7. 589 pages.