Claudia A. Sagastizábal

According to our database, Claudia A. Sagastizábal authored at least 55 papers between 1993 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2023

Regularized Equilibrium Problems with Equilibrium Constraints with Application to Energy Markets.

Juan Pablo Luna, Claudia A. Sagastizábal, Julia Filiberti Allen, Steven A. Gabriel, Mikhail V. Solodov

SIAM J. Optim., September, 2023

Increasing reliability of price signals in long term energy management problems.

Guillaume Erbs, Clara Lage, Claudia A. Sagastizábal, Mikhail V. Solodov

Comput. Optim. Appl., July, 2023

A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods.

Felipe Atenas, Claudia A. Sagastizábal, Paulo J. S. Silva, Mikhail V. Solodov

SIAM J. Optim., March, 2023

Analysis of Nonconvexities for Pricing Inertial Response in Electricity Markets.

Luigi Viola, Claudia A. Sagastizábal, Mohammad Reza Hesamzadeh, Daniel Dotta, Marcos J. Rider

Proceedings of the IEEE Power & Energy Society Innovative Smart Grid Technologies Conference, 2023

2022

Revisiting augmented Lagrangian duals.

M. Cordova, Weiner de Oliveira, Claudia A. Sagastizábal

Math. Program., 2022

Robot Dance: A mathematical optimization platform for intervention against COVID-19 in a complex network.

Luis Gustavo Nonato, Pedro S. Peixoto, Tiago Pereira, Claudia A. Sagastizábal, Paulo J. S. Silva

EURO J. Comput. Optim., 2022

2021

A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming.

Pedro Borges, Claudia A. Sagastizábal, Mikhail V. Solodov

Math. Program., 2021

Decomposition Algorithms for Some Deterministic and Two-Stage Stochastic Single-Leader Multi-Follower Games.

Pedro Borges, Claudia A. Sagastizábal, Mikhail V. Solodov

Comput. Optim. Appl., 2021

2020

A derivative-free VU-algorithm for convex finite-max problems.

Warren L. Hare, Chayne Planiden, Claudia A. Sagastizábal

Optim. Methods Softw., 2020

A class of Benders decomposition methods for variational inequalities.

Juan Pablo Luna, Claudia A. Sagastizábal, Mikhail V. Solodov

Comput. Optim. Appl., 2020

2019

Multiplier Stabilization Applied to Two-Stage Stochastic Programs.

Clara Lage, Claudia A. Sagastizábal, Mikhail V. Solodov

J. Optim. Theory Appl., 2019

2017

Probabilistic optimization via approximate p-efficient points and bundle methods.

Wim van Ackooij, V. Berge, Welington de Oliveira, Claudia A. Sagastizábal

Comput. Oper. Res., 2017

2016

An approximation scheme for a class of risk-averse stochastic equilibrium problems.

Juan Pablo Luna, Claudia A. Sagastizábal, Mikhail V. Solodov

Math. Program., 2016

A proximal bundle method for nonsmooth nonconvex functions with inexact information.

Warren L. Hare, Claudia A. Sagastizábal, Mikhail V. Solodov

Comput. Optim. Appl., 2016

2014

Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems.

Wim van Ackooij, Claudia A. Sagastizábal

SIAM J. Optim., 2014

Level bundle methods for oracles with on-demand accuracy.

Welington de Oliveira, Claudia A. Sagastizábal

Optim. Methods Softw., 2014

Convex proximal bundle methods in depth: a unified analysis for inexact oracles.

Welington de Oliveira, Claudia A. Sagastizábal, Claude Lemaréchal

Math. Program., 2014

A class of Dantzig-Wolfe type decomposition methods for variational inequality problems.

Juan Pablo Luna, Claudia A. Sagastizábal, Mikhail V. Solodov

Math. Program., 2014

Robust Management and Pricing of Liquefied Natural Gas Contracts with Cancelation Options.

Vincent Guigues, Claudia A. Sagastizábal, Jorge P. Zubelli

J. Optim. Theory Appl., 2014

2013

Composite proximal bundle method.

Claudia A. Sagastizábal

Math. Program., 2013

Risk-averse feasible policies for large-scale multistage stochastic linear programs.

Vincent Guigues, Claudia A. Sagastizábal

Math. Program., 2013

Preface.

Antonio Frangioni, Michael L. Overton, Claudia A. Sagastizábal

Math. Program., 2013

2012

Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs.

Vincent Guigues, Claudia A. Sagastizábal

Oper. Res. Lett., 2012

Divide to conquer: decomposition methods for energy optimization.

Claudia A. Sagastizábal

Math. Program., 2012

The value of rolling-horizon policies for risk-averse hydro-thermal planning.

Vincent Guigues, Claudia A. Sagastizábal

Eur. J. Oper. Res., 2012

Solving generation expansion planning problems with environmental constraints by a bundle method.

Claudia A. Sagastizábal, Mikhail V. Solodov

Comput. Manag. Sci., 2012

2011

Inexact Bundle Methods for Two-Stage Stochastic Programming.

Welington Luis de Oliveira, Claudia A. Sagastizábal, Susana Scheimberg

SIAM J. Optim., 2011

2010

A Redistributed Proximal Bundle Method for Nonconvex Optimization.

Warren L. Hare, Claudia A. Sagastizábal

SIAM J. Optim., 2010

Optimal scenario tree reduction for stochastic streamflows in power generation planning problems.

Welington Luis de Oliveira, Claudia A. Sagastizábal, Débora Dias Jardim Penna, Maria Elvira Piñeiro Maceira, Jorge Machado Damázio

Optim. Methods Softw., 2010

Incremental-like bundle methods with application to energy planning.

Grégory Emiel, Claudia A. Sagastizábal

Comput. Optim. Appl., 2010

2009

Convex Max-Functions.

Claudia A. Sagastizábal

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Identifying Structure of Nonsmooth Convex Functions by the Bundle Technique.

Aris Daniilidis, Claudia A. Sagastizábal, Mikhail V. Solodov

SIAM J. Optim., 2009

A bundle-filter method for nonsmooth convex constrained optimization.

Elizabeth W. Karas, Ademir A. Ribeiro, Claudia A. Sagastizábal, Mikhail V. Solodov

Math. Program., 2009

Computing proximal points of nonconvex functions.

Warren L. Hare, Claudia A. Sagastizábal

Math. Program., 2009

Dynamic bundle methods.

Alexandre Belloni, Claudia A. Sagastizábal

Math. Program., 2009

2007

Introducing environmental constraints in generation expansion problems.

Rachel Marques Marcato, Claudia A. Sagastizábal

Numer. Linear Algebra Appl., 2007

2006

An inexact method of partial inverses and a parallel bundle method.

Regina Sandra Burachik, Claudia A. Sagastizábal, Susana Scheimberg

Optim. Methods Softw., 2006

2005

An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter.

Claudia A. Sagastizábal, Mikhail V. Solodov

SIAM J. Optim., 2005

A VU-algorithm for convex minimization.

Robert Mifflin, Claudia A. Sagastizábal

Math. Program., 2005

2004

𝒱𝒰-smoothness and proximal point results for some nonconvex functions.

Robert Mifflin, Claudia A. Sagastizábal

Optim. Methods Softw., 2004

On the relation between u-Hessians and second-order epi-derivatives.

Robert Mifflin, Claudia A. Sagastizábal

Eur. J. Oper. Res., 2004

2003

Primal-Dual Gradient Structured Functions: Second-Order Results; Links to Epi-Derivatives and Partly Smooth Functions.

Robert Mifflin, Claudia A. Sagastizábal

SIAM J. Optim., 2003

Bundle Relaxation and Primal Recovery in Unit Commitment Problems. The Brazilian Case.

Alexandre Belloni, Andre L. Diniz Souto Lima, Maria Elvira Piñeiro Maceira, Claudia A. Sagastizábal

Ann. Oper. Res., 2003

2002

The volume algorithm revisited: relation with bundle methods.

Laura Bahiense, Nelson Maculan, Claudia A. Sagastizábal

Math. Program., 2002

Parallel Variable Distribution for Constrained Optimization.

Claudia A. Sagastizábal, Mikhail V. Solodov

Comput. Optim. Appl., 2002

Convex Normalizations in Lift-and-Project Methods for 0-1 Programming.

Pablo Rey, Claudia A. Sagastizábal

Ann. Oper. Res., 2002

2001

Bundle Methods in Stochastic Optimal Power Management: A Disaggregated Approach Using Preconditioners.

Léonard Bacaud, Claude Lemaréchal, Arnaud Renaud, Claudia A. Sagastizábal

Comput. Optim. Appl., 2001

2000

On VU-theory for Functions with Primal-Dual Gradient Structure.

Robert Mifflin, Claudia A. Sagastizábal

SIAM J. Optim., 2000

1999

Parallel Constrained Optimization via Distribution of Variables.

Claudia A. Sagastizábal, Mikhail V. Solodov

Proceedings of the Euro-Par '99 Parallel Processing, 5th International Euro-Par Conference, Toulouse, France, August 31, 1999

1997

Practical Aspects of the Moreau-Yosida Regularization: Theoretical Preliminaries.

Claude Lemaréchal, Claudia A. Sagastizábal

SIAM J. Optim., 1997

1996

Variable metric bundle methods: From conceptual to implementable forms.

Claude Lemaréchal, Claudia A. Sagastizábal

Math. Program., 1996

1995

A family of variable metric proximal methods.

J. Frédéric Bonnans, Jean Charles Gilbert, Claude Lemaréchal, Claudia A. Sagastizábal

Math. Program., 1995

Global optimization of arborescent multilevel inventory systems.

Roberto Gonzalez, Edmundo Rofman, Claudia A. Sagastizábal

J. Glob. Optim., 1995

A vindication of centralized controls in inventory management.

Claudia A. Sagastizábal

Ann. Oper. Res., 1995

1993

An approach to variable metric bundle methods.

Claude Lemaréchal, Claudia A. Sagastizábal

Proceedings of the System Modelling and Optimization: Proceedings of the 16th IFIP-TC7 Conference, 1993