François Oustry

According to our database, François Oustry authored at least 5 papers between 1997 and 2003.

Collaborative distances:

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

2003

Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach.

Laurent El Ghaoui, Maksim Oks, François Oustry

Oper. Res., 2003

2000

A second-order bundle method to minimize the maximum eigenvalue function.

François Oustry

Math. Program., 2000

1999

The U-Lagrangian of the Maximum Eigenvalue Function.

François Oustry

SIAM J. Optim., 1999

1998

Robust Solutions to Uncertain Semidefinite Programs.

Laurent El Ghaoui, François Oustry, Hervé Lebret

SIAM J. Optim., 1998

1997

A cone complementarity linearization algorithm for static output-feedback and related problems.

Laurent El Ghaoui, François Oustry, Mustapha Ait Rami

IEEE Trans. Autom. Control., 1997