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@article{DBLP:journals/mp/BeestenR20,
author = {E. Ruben van Beesten and
Ward Romeijnders},
title = {Convex approximations for two-stage mixed-integer mean-risk recourse
models with conditional value-at-risk},
journal = {Math. Program.},
volume = {181},
number = {2},
pages = {473--507},
year = {2020},
url = {https://doi.org/10.1007/s10107-019-01428-6},
doi = {10.1007/S10107-019-01428-6},
timestamp = {Fri, 14 May 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mp/BeestenR20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mp/BurerY20,
author = {Samuel Burer and
Yinyu Ye},
title = {Exact semidefinite formulations for a class of (random and non-random)
nonconvex quadratic programs},
journal = {Math. Program.},
volume = {181},
number = {1},
pages = {1--17},
year = {2020},
url = {https://doi.org/10.1007/s10107-019-01367-2},
doi = {10.1007/S10107-019-01367-2},
timestamp = {Sun, 18 Dec 2022 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mp/BurerY20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mp/BurkeCS20,
author = {James V. Burke and
Xiaojun Chen and
Hailin Sun},
title = {The subdifferential of measurable composite max integrands and smoothing
approximation},
journal = {Math. Program.},
volume = {181},
number = {2},
pages = {229--264},
year = {2020},
url = {https://doi.org/10.1007/s10107-019-01441-9},
doi = {10.1007/S10107-019-01441-9},
timestamp = {Sun, 04 Aug 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mp/BurkeCS20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mp/DashGR20,
author = {Sanjeeb Dash and
Oktay G{\"{u}}nl{\"{u}}k and
Diego A. Mor{\'{a}}n R.},
title = {Lattice closures of polyhedra},
journal = {Math. Program.},
volume = {181},
number = {1},
pages = {119--147},
year = {2020},
url = {https://doi.org/10.1007/s10107-019-01379-y},
doi = {10.1007/S10107-019-01379-Y},
timestamp = {Tue, 29 Dec 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mp/DashGR20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mp/DentchevaR20,
author = {Darinka Dentcheva and
Andrzej Ruszczynski},
title = {Risk forms: representation, disintegration, and application to partially
observable two-stage systems},
journal = {Math. Program.},
volume = {181},
number = {2},
pages = {297--317},
year = {2020},
url = {https://doi.org/10.1007/s10107-019-01376-1},
doi = {10.1007/S10107-019-01376-1},
timestamp = {Thu, 06 Aug 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mp/DentchevaR20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mp/EmbrechtsLMW20,
author = {Paul Embrechts and
Haiyan Liu and
Tiantian Mao and
Ruodu Wang},
title = {Quantile-based risk sharing with heterogeneous beliefs},
journal = {Math. Program.},
volume = {181},
number = {2},
pages = {319--347},
year = {2020},
url = {https://doi.org/10.1007/s10107-018-1313-1},
doi = {10.1007/S10107-018-1313-1},
timestamp = {Thu, 13 Aug 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mp/EmbrechtsLMW20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mp/GurbuzbalabanOV20,
author = {Mert G{\"{u}}rb{\"{u}}zbalaban and
Asuman E. Ozdaglar and
Nuri Denizcan Vanli and
Stephen J. Wright},
title = {Randomness and permutations in coordinate descent methods},
journal = {Math. Program.},
volume = {181},
number = {2},
pages = {349--376},
year = {2020},
url = {https://doi.org/10.1007/s10107-019-01438-4},
doi = {10.1007/S10107-019-01438-4},
timestamp = {Fri, 24 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mp/GurbuzbalabanOV20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mp/HosseiniS20,
author = {Reshad Hosseini and
Suvrit Sra},
title = {An alternative to {EM} for Gaussian mixture models: batch and stochastic
Riemannian optimization},
journal = {Math. Program.},
volume = {181},
number = {1},
pages = {187--223},
year = {2020},
url = {https://doi.org/10.1007/s10107-019-01381-4},
doi = {10.1007/S10107-019-01381-4},
timestamp = {Mon, 28 Aug 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mp/HosseiniS20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mp/KiralyST20,
author = {Csaba Kir{\'{a}}ly and
Zolt{\'{a}}n Szigeti and
Shin{-}ichi Tanigawa},
title = {Packing of arborescences with matroid constraints via matroid intersection},
journal = {Math. Program.},
volume = {181},
number = {1},
pages = {85--117},
year = {2020},
url = {https://doi.org/10.1007/s10107-019-01377-0},
doi = {10.1007/S10107-019-01377-0},
timestamp = {Fri, 14 May 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mp/KiralyST20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mp/KlerkKP20,
author = {Etienne de Klerk and
Daniel Kuhn and
Krzysztof Postek},
title = {Distributionally robust optimization with polynomial densities: theory,
models and algorithms},
journal = {Math. Program.},
volume = {181},
number = {2},
pages = {265--296},
year = {2020},
url = {https://doi.org/10.1007/s10107-019-01429-5},
doi = {10.1007/S10107-019-01429-5},
timestamp = {Sun, 03 Dec 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mp/KlerkKP20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mp/KovacevicWW20,
author = {Raimund M. Kovacevic and
Roger J.{-}B. Wets and
David Wozabal},
title = {Special Issue: On the interface between optimization and probability},
journal = {Math. Program.},
volume = {181},
number = {2},
pages = {225--228},
year = {2020},
url = {https://doi.org/10.1007/s10107-020-01521-1},
doi = {10.1007/S10107-020-01521-1},
timestamp = {Sun, 06 Oct 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mp/KovacevicWW20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mp/Mehlitz20,
author = {Patrick Mehlitz},
title = {Stationarity conditions and constraint qualifications for mathematical
programs with switching constraints},
journal = {Math. Program.},
volume = {181},
number = {1},
pages = {149--186},
year = {2020},
url = {https://doi.org/10.1007/s10107-019-01380-5},
doi = {10.1007/S10107-019-01380-5},
timestamp = {Fri, 22 May 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mp/Mehlitz20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mp/PermenterP20,
author = {Frank Permenter and
Pablo A. Parrilo},
title = {Dimension reduction for semidefinite programs via Jordan algebras},
journal = {Math. Program.},
volume = {181},
number = {1},
pages = {51--84},
year = {2020},
url = {https://doi.org/10.1007/s10107-019-01372-5},
doi = {10.1007/S10107-019-01372-5},
timestamp = {Tue, 29 Dec 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mp/PermenterP20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mp/PhilpottWB20,
author = {Andrew B. Philpott and
F. Wahid and
J. Fr{\'{e}}d{\'{e}}ric Bonnans},
title = {{MIDAS:} {A} mixed integer dynamic approximation scheme},
journal = {Math. Program.},
volume = {181},
number = {1},
pages = {19--50},
year = {2020},
url = {https://doi.org/10.1007/s10107-019-01368-1},
doi = {10.1007/S10107-019-01368-1},
timestamp = {Fri, 22 May 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mp/PhilpottWB20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mp/PichlerS20,
author = {Alois Pichler and
Ruben Schlotter},
title = {Martingale characterizations of risk-averse stochastic optimization
problems},
journal = {Math. Program.},
volume = {181},
number = {2},
pages = {377--403},
year = {2020},
url = {https://doi.org/10.1007/s10107-019-01391-2},
doi = {10.1007/S10107-019-01391-2},
timestamp = {Wed, 15 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mp/PichlerS20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mp/PohlRST20,
author = {Mathias Pohl and
Alexander Ristig and
Walter Schachermayer and
Ludovic Tangpi},
title = {Theoretical and empirical analysis of trading activity},
journal = {Math. Program.},
volume = {181},
number = {2},
pages = {405--434},
year = {2020},
url = {https://doi.org/10.1007/s10107-018-1341-x},
doi = {10.1007/S10107-018-1341-X},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mp/PohlRST20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mp/RockafellarS20,
author = {R. Tyrrell Rockafellar and
Jie Sun},
title = {Solving Lagrangian variational inequalities with applications to stochastic
programming},
journal = {Math. Program.},
volume = {181},
number = {2},
pages = {435--451},
year = {2020},
url = {https://doi.org/10.1007/s10107-019-01458-0},
doi = {10.1007/S10107-019-01458-0},
timestamp = {Sat, 05 Sep 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mp/RockafellarS20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mp/RockafellarU20,
author = {R. Tyrrell Rockafellar and
Stan Uryasev},
title = {Minimizing buffered probability of exceedance by progressive hedging},
journal = {Math. Program.},
volume = {181},
number = {2},
pages = {453--472},
year = {2020},
url = {https://doi.org/10.1007/s10107-019-01462-4},
doi = {10.1007/S10107-019-01462-4},
timestamp = {Wed, 15 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/mp/RockafellarU20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/mp/SunYYZ20,
author = {Jie Sun and
Xinmin Yang and
Qiang Yao and
Min Zhang},
title = {Risk minimization, regret minimization and progressive hedging algorithms},
journal = {Math. Program.},
volume = {181},
number = {2},
pages = {509--530},
year = {2020},
url = {https://doi.org/10.1007/s10107-020-01471-8},
doi = {10.1007/S10107-020-01471-8},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/mp/SunYYZ20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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