Michel Baes

According to our database, Michel Baes authored at least 13 papers between 2008 and 2023.

Collaborative distances:

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

2023

Low-Rank Plus Sparse Decomposition of Covariance Matrices Using Neural Network Parametrization.

Michel Baes, Calypso Herrera, Ariel Neufeld, Pierre Ruyssen

IEEE Trans. Neural Networks Learn. Syst., 2023

2020

A continuous selection for optimal portfolios under convex risk measures does not always exist.

Michel Baes, Cosimo Munari

Math. Methods Oper. Res., 2020

2016

Duality for mixed-integer convex minimization.

Michel Baes, Timm Oertel, Robert Weismantel

Math. Program., 2016

2014

An acceleration procedure for optimal first-order methods.

Michel Baes, Michael Bürgisser

Optim. Methods Softw., 2014

2013

A Randomized Mirror-Prox Method for Solving Structured Large-Scale Matrix Saddle-Point Problems.

Michel Baes, Michael Bürgisser, Arkadi Nemirovski

SIAM J. Optim., 2013

Hedge algorithm and Dual Averaging schemes.

Michel Baes, Michael Bürgisser

Math. Methods Oper. Res., 2013

2012

Minimizing Lipschitz-continuous strongly convex functions over integer points in polytopes.

Michel Baes, Alberto Del Pia, Yurii E. Nesterov, Shmuel Onn, Robert Weismantel

Math. Program., 2012

Robust risk management.

Apostolos Fertis, Michel Baes, Hans-Jakob Lüthi

Eur. J. Oper. Res., 2012

Coherence-based recovery guarantees for generalized basis-pursuit de-quantizing.

Graeme Pope, Christoph Studer, Michel Baes

Proceedings of the 2012 IEEE International Conference on Acoustics, 2012

2011

The Regularization Aspect of Optimal-Robust Conditional Value-at-Risk Portfolios.

Apostolos Fertis, Michel Baes, Hans-Jakob Lüthi

Proceedings of the Operations Research Proceedings 2011, Selected Papers of the International Conference on Operations Research (OR 2011), August 30, 2011

2010

Removing Redundant Quadratic Constraints.

David Adjiashvili, Michel Baes, Philipp Rostalski

Proceedings of the Mathematical Software, 2010

2009

Positive Polynomial Constraints for POD-based Model Predictive Controllers.

Oscar Mauricio Agudelo, Michel Baes, Jairo Jose Espinosa, Moritz Diehl, Bart De Moor

IEEE Trans. Autom. Control., 2009

2008

Every Continuous Nonlinear Control System Can be Obtained by Parametric Convex Programming.

Michel Baes, Moritz Diehl, Ion Necoara

IEEE Trans. Autom. Control., 2008