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Preface to Asen L. Dontchev Memorial Special Issue.
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- Computational Optimization & Applications, 2023, v. 86, n. 3, p. 795, doi. 10.1007/s10589-023-00537-5
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- Article
Generalizations of the proximal method of multipliers in convex optimization.
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- Computational Optimization & Applications, 2024, v. 87, n. 1, p. 219, doi. 10.1007/s10589-023-00519-7
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- Article
Generic linear convergence through metric subregularity in a variable-metric extension of the proximal point algorithm.
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- Computational Optimization & Applications, 2023, v. 86, n. 3, p. 1327, doi. 10.1007/s10589-023-00494-z
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- Article
TAX BASIS AND NONLINEARITY IN CASH STREAM VALUATION.
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- Mathematical Finance, 1995, v. 5, n. 2, p. 97, doi. 10.1111/j.1467-9965.1995.tb00104.x
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- Article
Cash Stream Valuation In the Face of Transaction Costs and Taxes.
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- Mathematical Finance, 1991, v. 1, n. 1, p. 31, doi. 10.1111/j.1467-9965.1991.tb00003.x
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- Article
Risk Tuning with Generalized Linear Regression.
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- Mathematics of Operations Research, 2008, v. 33, n. 3, p. 712, doi. 10.1287/moor.1080.0313
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- Article
ASYMPTOTIC THEORY FOR SOLUTIONS IN STATISTICAL ESTIMATION AND STOCHASTIC PROGRAMMING.
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- Mathematics of Operations Research, 1993, v. 18, n. 1, p. 148, doi. 10.1287/moor.18.1.148
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- Article
SECOND-ORDER OPTIMALITY CONDITIONS IN NONLINEAR PROGRAMMING OBTAINED BY WAY OF EPI-DERIVATIVES.
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- Mathematics of Operations Research, 1989, v. 14, n. 3, p. 462, doi. 10.1287/moor.14.3.462
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- Article
Sensitivity Analysis of Aggregated Variational Inequality Problems, with Application to Traffic Equilibria.
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- Transportation Science, 2003, v. 37, n. 1, p. 56, doi. 10.1287/trsc.37.1.56.12821
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- Article
A Mathematical Model and Descent Algorithm for Bilevel Traffic Management.
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- Transportation Science, 2002, v. 36, n. 3, p. 271, doi. 10.1287/trsc.36.3.271.7826
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- Article
Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming.
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- Mathematical Programming, 2023, v. 199, n. 1/2, p. 375, doi. 10.1007/s10107-022-01832-5
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- Article
Augmented Lagrangians and hidden convexity in sufficient conditions for local optimality.
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- Mathematical Programming, 2023, v. 198, n. 1, p. 159, doi. 10.1007/s10107-022-01768-w
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- Article
Sensitivity analysis of maximally monotone inclusions via the proto-differentiability of the resolvent operator.
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- Mathematical Programming, 2021, v. 189, n. 1/2, p. 37, doi. 10.1007/s10107-020-01515-z
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- Article
Minimizing buffered probability of exceedance by progressive hedging.
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- Mathematical Programming, 2020, v. 181, n. 2, p. 453, doi. 10.1007/s10107-019-01462-4
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- Article
Solving Lagrangian variational inequalities with applications to stochastic programming.
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- Mathematical Programming, 2020, v. 181, n. 2, p. 435, doi. 10.1007/s10107-019-01458-0
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- Article
Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging.
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- Mathematical Programming, 2019, v. 174, n. 1/2, p. 453, doi. 10.1007/s10107-018-1251-y
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- Article
Optimality conditions in portfolio analysis with general deviation measures.
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- Mathematical Programming, 2006, v. 108, n. 2/3, p. 515, doi. 10.1007/s10107-006-0721-9
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- Article
Hamiltonian trajectories and saddle points in mathematical economics.
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- Control & Cybernetics, 2010, v. 39, n. 4, p. 1575
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Hamiltonian trajectories and saddle points in mathematical economics.
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- Control & Cybernetics, 2009, v. 38, n. 4B, p. 1575
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- Article
Superquantile/CVaR risk measures: second-order theory.
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- Annals of Operations Research, 2018, v. 262, n. 1, p. 3, doi. 10.1007/s10479-016-2129-0
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- Article