Claudia A. Sagastizábal

According to our database1, Claudia A. Sagastizábal authored at least 47 papers between 1993 and 2020.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.



In proceedings 
PhD thesis 


Online presence:



A derivative-free VU-algorithm for convex finite-max problems.
Optim. Methods Softw., 2020

A class of Benders decomposition methods for variational inequalities.
Comput. Optim. Appl., 2020

Multiplier Stabilization Applied to Two-Stage Stochastic Programs.
J. Optim. Theory Appl., 2019

Probabilistic optimization via approximate p-efficient points and bundle methods.
Comput. Oper. Res., 2017

An approximation scheme for a class of risk-averse stochastic equilibrium problems.
Math. Program., 2016

A proximal bundle method for nonsmooth nonconvex functions with inexact information.
Comput. Optim. Appl., 2016

Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems.
SIAM J. Optim., 2014

Level bundle methods for oracles with on-demand accuracy.
Optim. Methods Softw., 2014

Convex proximal bundle methods in depth: a unified analysis for inexact oracles.
Math. Program., 2014

A class of Dantzig-Wolfe type decomposition methods for variational inequality problems.
Math. Program., 2014

Robust Management and Pricing of Liquefied Natural Gas Contracts with Cancelation Options.
J. Optim. Theory Appl., 2014

Composite proximal bundle method.
Math. Program., 2013

Risk-averse feasible policies for large-scale multistage stochastic linear programs.
Math. Program., 2013

Math. Program., 2013

Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs.
Oper. Res. Lett., 2012

Divide to conquer: decomposition methods for energy optimization.
Math. Program., 2012

The value of rolling-horizon policies for risk-averse hydro-thermal planning.
Eur. J. Oper. Res., 2012

Solving generation expansion planning problems with environmental constraints by a bundle method.
Comput. Manag. Sci., 2012

Inexact Bundle Methods for Two-Stage Stochastic Programming.
SIAM J. Optim., 2011

A Redistributed Proximal Bundle Method for Nonconvex Optimization.
SIAM J. Optim., 2010

Optimal scenario tree reduction for stochastic streamflows in power generation planning problems.
Optim. Methods Softw., 2010

Incremental-like bundle methods with application to energy planning.
Comput. Optim. Appl., 2010

Convex Max-Functions.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Identifying Structure of Nonsmooth Convex Functions by the Bundle Technique.
SIAM J. Optim., 2009

A bundle-filter method for nonsmooth convex constrained optimization.
Math. Program., 2009

Computing proximal points of nonconvex functions.
Math. Program., 2009

Dynamic bundle methods.
Math. Program., 2009

Introducing environmental constraints in generation expansion problems.
Numer. Linear Algebra Appl., 2007

An inexact method of partial inverses and a parallel bundle method.
Optim. Methods Softw., 2006

An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter.
SIAM J. Optim., 2005

A VU-algorithm for convex minimization.
Math. Program., 2005

𝒱𝒰-smoothness and proximal point results for some nonconvex functions.
Optim. Methods Softw., 2004

On the relation between u-Hessians and second-order epi-derivatives.
Eur. J. Oper. Res., 2004

Primal-Dual Gradient Structured Functions: Second-Order Results; Links to Epi-Derivatives and Partly Smooth Functions.
SIAM J. Optim., 2003

Bundle Relaxation and Primal Recovery in Unit Commitment Problems. The Brazilian Case.
Ann. Oper. Res., 2003

The volume algorithm revisited: relation with bundle methods.
Math. Program., 2002

Parallel Variable Distribution for Constrained Optimization.
Comput. Optim. Appl., 2002

Convex Normalizations in Lift-and-Project Methods for 0-1 Programming.
Ann. Oper. Res., 2002

Bundle Methods in Stochastic Optimal Power Management: A Disaggregated Approach Using Preconditioners.
Comput. Optim. Appl., 2001

On VU-theory for Functions with Primal-Dual Gradient Structure.
SIAM J. Optim., 2000

Parallel Constrained Optimization via Distribution of Variables.
Proceedings of the Euro-Par '99 Parallel Processing, 5th International Euro-Par Conference, Toulouse, France, August 31, 1999

Practical Aspects of the Moreau-Yosida Regularization: Theoretical Preliminaries.
SIAM J. Optim., 1997

Variable metric bundle methods: From conceptual to implementable forms.
Math. Program., 1996

A family of variable metric proximal methods.
Math. Program., 1995

Global optimization of arborescent multilevel inventory systems.
J. Glob. Optim., 1995

A vindication of centralized controls in inventory management.
Ann. Oper. Res., 1995

An approach to variable metric bundle methods.
Proceedings of the System Modelling and Optimization: Proceedings of the 16th IFIP-TC7 Conference, 1993