Global Convergence of Damped Newton's Method for Nonsmooth Equations via the Path Search. - Daniel Ralph (Math. Oper. Res., 1994)

Directional derivatives of the solution of a parametric nonlinear program. - Daniel Ralph; Stephan Dempe (Math. Program., 1995)

Piecewise Smoothness, Local Invertibility, and Parametric Analysis of Normal Maps. - Jong-Shi Pang; Daniel Ralph (Math. Oper. Res., 1996)

A Superlinear Infeasible-Interior-Point Algorithm for Monotone Complementarity Problems. - Stephen J. Wright 001; Daniel Ralph (Math. Oper. Res., 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)

Sensitivity analysis of composite piecewise smooth equations. - Daniel Ralph; Stefan Scholtes (Math. Program., 1996)

A Parallel Method for Unconstrained Discrete-Time Optimal Control Problems. - Daniel Ralph (SIAM J. Optim., 1996)

A note on composite concave quadratic programming. - Leonid Churilov; Daniel Ralph; Moshe Sniedovich (Oper. Res. Lett., 1998)

QPECgen, a MATLAB Generator for Mathematical Programs with Quadratic Objectives and Affine Variational Inequality Constraints. - Houyuan Jiang; Daniel Ralph (Comput. Optim. Appl., 1999)

Superlinear Convergence of an Interior-Point Method Despite Dependent Constraints. - Daniel Ralph; Stephen J. Wright 001 (Math. Oper. Res., 2000)

An outer approximate subdifferential method for piecewise affine optimization. - Philip J. Neame; Natashia Boland; Daniel Ralph (Math. Program., 2000)

Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints. - Houyuan Jiang; Daniel Ralph (SIAM J. Optim., 2000)

Wireless application protocol overview. - Daniel Ralph; Hamid Aghvami (Wirel. Commun. Mob. Comput., 2001)

A note on sensitivity of value functions of mathematical programs with complementarity constraints. - Xinmin Hu; Daniel Ralph (Math. Program., 2002)

Effects of moving the center's in an RBF network. - Chitra Panchapakesan; Marimuthu Palaniswami; Daniel Ralph; Chris Manzie (IEEE Trans. Neural Networks, 2002)

Extension of Quasi-Newton Methods to Mathematical Programs with Complementarity Constraints. - Houyuan Jiang; Daniel Ralph (Comput. Optim. Appl., 2003)

Hyper sensitivity Analysis of portfolio Optimization Problems. - Leonid Churilov; Immanuel M. Bomze; Moshe Sniedovich; Daniel Ralph (Asia Pac. J. Oper. Res., 2004)

Some properties of regularization and penalization schemes for MPECs. - Daniel Ralph; Stephen J. Wright 001 (Optim. Methods Softw., 2004)

Incremental training of support vector machines. - Alistair Shilton; Marimuthu Palaniswami; Daniel Ralph; Ah Chung Tsoi (IEEE Trans. Neural Networks, 2005)

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 001; Daniel Ralph (Math. Program., 2006)

Using EPECs to Model Bilevel Games in Restructured Electricity Markets with Locational Prices. - Xinmin Hu; Daniel Ralph (Oper. Res., 2007)

Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs. - Giovanni Giallombardo; Daniel Ralph (Math. Program., 2008)

Efficient robust optimization for robust control with constraints. - Paul J. Goulart; Eric C. Kerrigan; Daniel Ralph (Math. Program., 2008)

Foreword: Special issue on nonlinear programming, variational inequalities, and stochastic programming. - Jong-Shi Pang; Daniel Ralph (Math. Program., 2009)

Optimization with Equilibrium Constraints: A Piecewise SQP Approach. - Daniel Ralph (Encyclopedia of Optimization, 2009)

The Invisible Hand for Risk Averse Investment in Electricity Generation. - Daniel Ralph; Yves Smeers (AAIM, 2010)

A geometrical insight on pseudoconvexity and pseudomonotonicity. - Jean-Pierre Crouzeix; Andrew C. Eberhard; Daniel Ralph (Math. Program., 2010)

The C-Index: A New Stability Concept for Quadratic Programs with Complementarity Constraints. - Daniel Ralph; Oliver Stein (Math. Oper. Res., 2011)

Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach. - Daniel Ralph; Huifu Xu (Math. Oper. Res., 2011)

Supply function equilibria: Step functions and continuous representations. - Pär Holmberg; David Newbery; Daniel Ralph (J. Econ. Theory, 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)

Exact computational approaches to a stochastic uncapacitated single allocation p-hub center problem. - Edward Hult; Houyuan Jiang; Daniel Ralph (Comput. Optim. Appl., 2014)

Risk Trading and Endogenous Probabilities in Investment Equilibria. - Daniel Ralph; Yves Smeers (SIAM J. Optim., 2015)

(Convex) Level Sets Integration. - Jean-Pierre Crouzeix; Andrew C. Eberhard; Daniel Ralph (J. Optim. Theory Appl., 2016)

Preface. - Francisco Facchinei; Michael C. Ferris; Zhi-Quan Luo; Daniel Ralph (Math. Program., 2016)

Special issue: Optimization models and algorithms for data science. - Panos Parpas; Daniel Ralph; Wolfram Wiesemann (Math. Program., 2018)

Preface to Special Issue on Computational Advances in Short-Term Power System Operations. - Ross Baldick; Steven H. Low; Richard P. O'Neill; Daniel Ralph; Golbon Zakeri (Oper. Res., 2023)

Behavioral Microfoundations of New Practice Adoption: The Effects of Rewards, Training and Population Dynamics. - Antoine Feylessoufi; Stylianos Kavadias; Daniel Ralph (Manag. Sci., 2024)