Portfolio optimization for wealth-dependent risk preferences. - Luis Miguel Rios; Nikolaos V. Sahinidis (Ann. Oper. Res., 2010)

Derivative-free optimization: a review of algorithms and comparison of software implementations. - Luis Miguel Rios; Nikolaos V. Sahinidis (J. Glob. Optim., 2013)

Branch-and-Model: a derivative-free global optimization algorithm. - Kaiwen Ma; Luis Miguel Rios; Atharv Bhosekar; Nikolaos V. Sahinidis; Sreekanth Rajagopalan (Comput. Optim. Appl., 2023)