Claudia A. Sagastizábal

58 papers Journal 54Unranked 3

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Proximal Gradient \(\boldsymbol{\mathcal{VU}}\)-Method with Superlinear Convergence for Nonsmooth Convex Optimization. SIAM J. Optim. Shuai Liu, Claudia A. Sagastizábal, Mikhail V. Solodov
2024	J	`jnl`	IFORS' Operational Research Hall of Fame: Clóvis Caesar Gonzaga. Int. Trans. Oper. Res. Celina M. H. de Figueiredo, Elizabeth W. Karas, Claudia A. Sagastizábal
2024	J	`jnl`	Weak Convexity and Approximate Subdifferentials. J. Optim. Theory Appl. Wim van Ackooij, Felipe Atenas, Claudia A. Sagastizábal
2023	J	`jnl`	A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods. SIAM J. Optim. Felipe Atenas, Claudia A. Sagastizábal, Paulo J. S. Silva, Mikhail V. Solodov
2023	—	`conf`	Analysis of Nonconvexities for Pricing Inertial Response in Electricity Markets. ISGT Luigi Viola, Claudia A. Sagastizábal, Mohammad Reza Hesamzadeh, Daniel Dotta, Marcos J. Rider
2023	J	`jnl`	Increasing reliability of price signals in long term energy management problems. Comput. Optim. Appl. Guillaume Erbs, Clara Lage, Claudia A. Sagastizábal, Mikhail V. Solodov
2023	J	`jnl`	Regularized Equilibrium Problems with Equilibrium Constraints with Application to Energy Markets. SIAM J. Optim. Juan Pablo Luna, Claudia A. Sagastizábal, Julia Filiberti Allen, Steven A. Gabriel, Mikhail V. Solodov
2022	J	`jnl`	Revisiting augmented Lagrangian duals. Math. Program. M. Cordova, Weiner de Oliveira, Claudia A. Sagastizábal
2022	J	`jnl`	Robot Dance: A mathematical optimization platform for intervention against COVID-19 in a complex network. EURO J. Comput. Optim. Luis Gustavo Nonato, Pedro S. Peixoto, Tiago Pereira, Claudia A. Sagastizábal, Paulo J. S. Silva
2021	J	`jnl`	A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming. Math. Program. Pedro Borges, Claudia A. Sagastizábal, Mikhail V. Solodov
2021	J	`jnl`	Decomposition Algorithms for Some Deterministic and Two-Stage Stochastic Single-Leader Multi-Follower Games. Comput. Optim. Appl. Pedro Borges, Claudia A. Sagastizábal, Mikhail V. Solodov
2020	J	`jnl`	A class of Benders decomposition methods for variational inequalities. Comput. Optim. Appl. Juan Pablo Luna, Claudia A. Sagastizábal, Mikhail V. Solodov
2020	J	`jnl`	A derivative-free VU-algorithm for convex finite-max problems. Optim. Methods Softw. Warren L. Hare, Chayne Planiden, Claudia A. Sagastizábal
2019	J	`jnl`	Multiplier Stabilization Applied to Two-Stage Stochastic Programs. J. Optim. Theory Appl. Clara Lage, Claudia A. Sagastizábal, Mikhail V. Solodov
2017	J	`jnl`	Probabilistic optimization via approximate p-efficient points and bundle methods. Comput. Oper. Res. Wim van Ackooij, V. Berge, Welington de Oliveira, Claudia A. Sagastizábal
2016	J	`jnl`	A proximal bundle method for nonsmooth nonconvex functions with inexact information. Comput. Optim. Appl. Warren L. Hare, Claudia A. Sagastizábal, Mikhail V. Solodov
2016	J	`jnl`	An approximation scheme for a class of risk-averse stochastic equilibrium problems. Math. Program. Juan Pablo Luna, Claudia A. Sagastizábal, Mikhail V. Solodov
2014	J	`jnl`	A class of Dantzig-Wolfe type decomposition methods for variational inequality problems. Math. Program. Juan Pablo Luna, Claudia A. Sagastizábal, Mikhail V. Solodov
2014	J	`jnl`	Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems. SIAM J. Optim. Wim van Ackooij, Claudia A. Sagastizábal
2014	J	`jnl`	Convex proximal bundle methods in depth: a unified analysis for inexact oracles. Math. Program. Welington de Oliveira, Claudia A. Sagastizábal, Claude Lemaréchal
2014	J	`jnl`	Level bundle methods for oracles with on-demand accuracy. Optim. Methods Softw. Welington de Oliveira, Claudia A. Sagastizábal
2014	J	`jnl`	Robust Management and Pricing of Liquefied Natural Gas Contracts with Cancelation Options. J. Optim. Theory Appl. Vincent Guigues, Claudia A. Sagastizábal, Jorge P. Zubelli
2013	J	`jnl`	Composite proximal bundle method. Math. Program. Claudia A. Sagastizábal
2013	J	`jnl`	Preface. Math. Program. Antonio Frangioni, Michael L. Overton, Claudia A. Sagastizábal
2013	J	`jnl`	Risk-averse feasible policies for large-scale multistage stochastic linear programs. Math. Program. Vincent Guigues, Claudia A. Sagastizábal
2012	J	`jnl`	Divide to conquer: decomposition methods for energy optimization. Math. Program. Claudia A. Sagastizábal
2012	J	`jnl`	Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs. Oper. Res. Lett. Vincent Guigues, Claudia A. Sagastizábal
2012	J	`jnl`	Solving generation expansion planning problems with environmental constraints by a bundle method. Comput. Manag. Sci. Claudia A. Sagastizábal, Mikhail V. Solodov
2012	J	`jnl`	The value of rolling-horizon policies for risk-averse hydro-thermal planning. Eur. J. Oper. Res. Vincent Guigues, Claudia A. Sagastizábal
2011	J	`jnl`	Inexact Bundle Methods for Two-Stage Stochastic Programming. SIAM J. Optim. Welington Luis de Oliveira, Claudia A. Sagastizábal, Susana Scheimberg
2010	J	`jnl`	A Redistributed Proximal Bundle Method for Nonconvex Optimization. SIAM J. Optim. Warren L. Hare, Claudia A. Sagastizábal
2010	J	`jnl`	Incremental-like bundle methods with application to energy planning. Comput. Optim. Appl. Grégory Emiel, Claudia A. Sagastizábal
2010	J	`jnl`	Optimal scenario tree reduction for stochastic streamflows in power generation planning problems. Optim. Methods Softw. Welington Luis de Oliveira, Claudia A. Sagastizábal, Débora Dias Jardim Penna, Maria Elvira Piñeiro Maceira, Jorge Machado Damázio
2009	J	`jnl`	A bundle-filter method for nonsmooth convex constrained optimization. Math. Program. Elizabeth W. Karas, Ademir A. Ribeiro, Claudia A. Sagastizábal, Mikhail V. Solodov
2009	J	`jnl`	Computing proximal points of nonconvex functions. Math. Program. Warren L. Hare, Claudia A. Sagastizábal
2009	—	`ch.`	Convex Max-Functions. Encyclopedia of Optimization Claudia A. Sagastizábal
2009	J	`jnl`	Dynamic bundle methods. Math. Program. Alexandre Belloni, Claudia A. Sagastizábal
2009	J	`jnl`	Identifying Structure of Nonsmooth Convex Functions by the Bundle Technique. SIAM J. Optim. Aris Daniilidis, Claudia A. Sagastizábal, Mikhail V. Solodov
2007	J	`jnl`	Introducing environmental constraints in generation expansion problems. Numer. Linear Algebra Appl. Rachel Marques Marcato, Claudia A. Sagastizábal
2006	J	`jnl`	An inexact method of partial inverses and a parallel bundle method. Optim. Methods Softw. Regina Sandra Burachik, Claudia A. Sagastizábal, Susana Scheimberg
2005	J	`jnl`	A VU-algorithm for convex minimization. Math. Program. Robert Mifflin, Claudia A. Sagastizábal
2005	J	`jnl`	An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter. SIAM J. Optim. Claudia A. Sagastizábal, Mikhail V. Solodov
2004	J	`jnl`	On the relation between u-Hessians and second-order epi-derivatives. Eur. J. Oper. Res. Robert Mifflin, Claudia A. Sagastizábal
2004	J	`jnl`	𝒱𝒰-smoothness and proximal point results for some nonconvex functions. Optim. Methods Softw. Robert Mifflin, Claudia A. Sagastizábal
2003	J	`jnl`	Bundle Relaxation and Primal Recovery in Unit Commitment Problems. The Brazilian Case. Ann. Oper. Res. Alexandre Belloni, Andre L. Diniz Souto Lima, Maria Elvira Piñeiro Maceira, Claudia A. Sagastizábal
2003	J	`jnl`	Primal-Dual Gradient Structured Functions: Second-Order Results; Links to Epi-Derivatives and Partly Smooth Functions. SIAM J. Optim. Robert Mifflin, Claudia A. Sagastizábal
2002	J	`jnl`	Convex Normalizations in Lift-and-Project Methods for 0-1 Programming. Ann. Oper. Res. Pablo Rey, Claudia A. Sagastizábal
2002	J	`jnl`	Parallel Variable Distribution for Constrained Optimization. Comput. Optim. Appl. Claudia A. Sagastizábal, Mikhail V. Solodov
2002	J	`jnl`	The volume algorithm revisited: relation with bundle methods. Math. Program. Laura Bahiense, Nelson Maculan, Claudia A. Sagastizábal
2001	J	`jnl`	Bundle Methods in Stochastic Optimal Power Management: A Disaggregated Approach Using Preconditioners. Comput. Optim. Appl. Léonard Bacaud, Claude Lemaréchal, Arnaud Renaud, Claudia A. Sagastizábal
2000	J	`jnl`	On VU-theory for Functions with Primal-Dual Gradient Structure. SIAM J. Optim. Robert Mifflin, Claudia A. Sagastizábal
1999	—	`conf`	Parallel Constrained Optimization via Distribution of Variables. Euro-Par Claudia A. Sagastizábal, Mikhail V. Solodov
1997	J	`jnl`	Practical Aspects of the Moreau-Yosida Regularization: Theoretical Preliminaries. SIAM J. Optim. Claude Lemaréchal, Claudia A. Sagastizábal
1996	J	`jnl`	Variable metric bundle methods: From conceptual to implementable forms. Math. Program. Claude Lemaréchal, Claudia A. Sagastizábal
1995	J	`jnl`	A family of variable metric proximal methods. Math. Program. J. Frédéric Bonnans, Jean Charles Gilbert, Claude Lemaréchal, Claudia A. Sagastizábal
1995	J	`jnl`	A vindication of centralized controls in inventory management. Ann. Oper. Res. Claudia A. Sagastizábal
1995	J	`jnl`	Global optimization of arborescent multilevel inventory systems. J. Glob. Optim. Roberto Gonzalez, Edmundo Rofman, Claudia A. Sagastizábal
1993	—	`conf`	An approach to variable metric bundle methods. System Modelling and Optimization Claude Lemaréchal, Claudia A. Sagastizábal