Michel Baes

15 papers Misc 1Journal 11Unranked 2
YearRankTypeTitle / Venue / Authors
2023 J jnl
Low-Rank Plus Sparse Decomposition of Covariance Matrices Using Neural Network Parametrization.
IEEE Trans. Neural Networks Learn. Syst.
Michel Baes, Calypso Herrera, Ariel Neufeld, Pierre Ruyssen
2020 J jnl
A continuous selection for optimal portfolios under convex risk measures does not always exist.
Math. Methods Oper. Res.
Michel Baes, Cosimo Munari
2019 J jnl
Low-Rank plus Sparse Decomposition of Covariance Matrices using Neural Network Parametrization.
CoRR
Michel Baes, Calypso Herrera, Ariel Neufeld, Pierre Ruyssen
2016 J jnl
Duality for mixed-integer convex minimization.
Math. Program.
Michel Baes, Timm Oertel, Robert Weismantel
2014 J jnl
An acceleration procedure for optimal first-order methods.
Optim. Methods Softw.
Michel Baes, Michael Bürgisser
2013 J jnl
A Randomized Mirror-Prox Method for Solving Structured Large-Scale Matrix Saddle-Point Problems.
SIAM J. Optim.
Michel Baes, Michael Bürgisser, Arkadi Nemirovski
2013 J jnl
Hedge algorithm and Dual Averaging schemes.
Math. Methods Oper. Res.
Michel Baes, Michael Bürgisser
2012 Misc conf
Coherence-based recovery guarantees for generalized basis-pursuit de-quantizing.
ICASSP
Graeme Pope, Christoph Studer, Michel Baes
2012 J jnl
Minimizing Lipschitz-continuous strongly convex functions over integer points in polytopes.
Math. Program.
Michel Baes, Alberto Del Pia, Yurii E. Nesterov, Shmuel Onn, Robert Weismantel
2012 J jnl
Robust risk management.
Eur. J. Oper. Res.
Apostolos Fertis, Michel Baes, Hans-Jakob Lüthi
2011 — conf
The Regularization Aspect of Optimal-Robust Conditional Value-at-Risk Portfolios.
OR
Apostolos Fertis, Michel Baes, Hans-Jakob Lüthi
2010 — conf
Removing Redundant Quadratic Constraints.
ICMS
David Adjiashvili, Michel Baes, Philipp Rostalski
2009 J jnl
Positive Polynomial Constraints for POD-based Model Predictive Controllers.
IEEE Trans. Autom. Control.
Oscar Mauricio Agudelo, Michel Baes, Jairo Jose Espinosa, Moritz Diehl, Bart De Moor
2008 J jnl
Every Continuous Nonlinear Control System Can be Obtained by Parametric Convex Programming.
IEEE Trans. Autom. Control.
Michel Baes, Moritz Diehl, Ion Necoara
2006 — —
Spectral functions and smoothing techniques on Jordan algebras.
Michel Baes