Daniel Ralph

According to our database, Daniel Ralph authored at least 36 papers between 1994 and 2018.

Collaborative distances:

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

2018

Special issue: Optimization models and algorithms for data science.

Panos Parpas, Daniel Ralph, Wolfram Wiesemann

Math. Program., 2018

2016

Preface.

Francisco Facchinei, Michael C. Ferris, Zhi-Quan Luo, Daniel Ralph

Math. Program., 2016

(Convex) Level Sets Integration.

Jean-Pierre Crouzeix, Andrew C. Eberhard, Daniel Ralph

J. Optim. Theory Appl., 2016

2015

Risk Trading and Endogenous Probabilities in Investment Equilibria.

Daniel Ralph, Yves Smeers

SIAM J. Optim., 2015

2014

Exact computational approaches to a stochastic uncapacitated single allocation <i>p</i>-hub center problem.

Edward Hult, Houyuan Jiang, Daniel Ralph

Comput. Optim. Appl., 2014

2013

Open versus closed loop capacity equilibria in electricity markets under perfect and oligopolistic competition.

Sonja Wogrin, Benjamin F. Hobbs, Daniel Ralph, Efraim Centeno, Julián Barquín

Math. Program., 2013

Supply function equilibria: Step functions and continuous representations.

Pär Holmberg, David Newbery, Daniel Ralph

J. Econ. Theory, 2013

2011

Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach.

Daniel Ralph, Huifu Xu

Math. Oper. Res., 2011

The C-Index: A New Stability Concept for Quadratic Programs with Complementarity Constraints.

Daniel Ralph, Oliver Stein

Math. Oper. Res., 2011

2010

A geometrical insight on pseudoconvexity and pseudomonotonicity.

Jean-Pierre Crouzeix, Andrew C. Eberhard, Daniel Ralph

Math. Program., 2010

The Invisible Hand for Risk Averse Investment in Electricity Generation.

Daniel Ralph, Yves Smeers

Proceedings of the Algorithmic Aspects in Information and Management, 2010

2009

Optimization with Equilibrium Constraints: A Piecewise SQP Approach.

Daniel Ralph

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Foreword: Special issue on nonlinear programming, variational inequalities, and stochastic programming.

Jong-Shi Pang, Daniel Ralph

Math. Program., 2009

2008

Efficient robust optimization for robust control with constraints.

Paul J. Goulart, Eric C. Kerrigan, Daniel Ralph

Math. Program., 2008

Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs.

Giovanni Giallombardo, Daniel Ralph

Math. Program., 2008

2007

Using EPECs to Model Bilevel Games in Restructured Electricity Markets with Locational Prices.

Xinmin Hu, Daniel Ralph

Oper. Res., 2007

2006

A note on the Lipschitz continuity of the gradient of the squared norm of the matrix-valued Fischer-Burmeister function.

Chee-Khian Sim, Jie Sun, Daniel Ralph

Math. Program., 2006

2005

Incremental training of support vector machines.

Alistair Shilton, Marimuthu Palaniswami, Daniel Ralph, Ah Chung Tsoi

IEEE Trans. Neural Networks, 2005

2004

Some properties of regularization and penalization schemes for MPECs.

Daniel Ralph, Stephen J. Wright

Optim. Methods Softw., 2004

Hyper sensitivity Analysis of portfolio Optimization Problems.

Leonid Churilov, Immanuel M. Bomze, Moshe Sniedovich, Daniel Ralph

Asia Pac. J. Oper. Res., 2004

2003

Extension of Quasi-Newton Methods to Mathematical Programs with Complementarity Constraints.

Houyuan Jiang, Daniel Ralph

Comput. Optim. Appl., 2003

2002

Effects of moving the center's in an RBF network.

Chitra Panchapakesan, Marimuthu Palaniswami, Daniel Ralph, Chris Manzie

IEEE Trans. Neural Networks, 2002

A note on sensitivity of value functions of mathematical programs with complementarity constraints.

Xinmin Hu, Daniel Ralph

Math. Program., 2002

2001

Wireless application protocol overview.

Daniel Ralph, Hamid Aghvami

Wirel. Commun. Mob. Comput., 2001

2000

Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints.

Houyuan Jiang, Daniel Ralph

SIAM J. Optim., 2000

An outer approximate subdifferential method for piecewise affine optimization.

Philip J. Neame, Natashia Boland, Daniel Ralph

Math. Program., 2000

Superlinear Convergence of an Interior-Point Method Despite Dependent Constraints.

Daniel Ralph, Stephen J. Wright

Math. Oper. Res., 2000

1999

QPECgen, a MATLAB Generator for Mathematical Programs with Quadratic Objectives and Affine Variational Inequality Constraints.

Houyuan Jiang, Daniel Ralph

Comput. Optim. Appl., 1999

1998

A note on composite concave quadratic programming.

Leonid Churilov, Daniel Ralph, Moshe Sniedovich

Oper. Res. Lett., 1998

1996

A Parallel Method for Unconstrained Discrete-Time Optimal Control Problems.

Daniel Ralph

SIAM J. Optim., 1996

Sensitivity analysis of composite piecewise smooth equations.

Daniel Ralph, Stefan Scholtes

Math. Program., 1996

Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints.

Zhi-Quan Luo, Jong-Shi Pang, Daniel Ralph, Shi-Quan Wu

Math. Program., 1996

A Superlinear Infeasible-Interior-Point Algorithm for Monotone Complementarity Problems.

Stephen J. Wright, Daniel Ralph

Math. Oper. Res., 1996

Piecewise Smoothness, Local Invertibility, and Parametric Analysis of Normal Maps.

Jong-Shi Pang, Daniel Ralph

Math. Oper. Res., 1996

1995

Directional derivatives of the solution of a parametric nonlinear program.

Daniel Ralph, Stephan Dempe

Math. Program., 1995

1994

Global Convergence of Damped Newton's Method for Nonsmooth Equations via the Path Search.

Daniel Ralph

Math. Oper. Res., 1994