Spectral functions and smoothing techniques on Jordan algebras. - Michel Baes (2006)

Every Continuous Nonlinear Control System Can be Obtained by Parametric Convex Programming. - Michel Baes; Moritz Diehl; Ion Necoara (IEEE Trans. Autom. Control., 2008)

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)

Removing Redundant Quadratic Constraints. - David Adjiashvili; Michel Baes; Philipp Rostalski (ICMS, 2010)

The Regularization Aspect of Optimal-Robust Conditional Value-at-Risk Portfolios. - Apostolos Fertis; Michel Baes; Hans-Jakob Lüthi (OR, 2011)

Coherence-based recovery guarantees for generalized basis-pursuit de-quantizing. - Graeme Pope; Christoph Studer; Michel Baes (ICASSP, 2012)

Robust risk management. - Apostolos Fertis; Michel Baes; Hans-Jakob Lüthi (Eur. J. Oper. Res., 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)

Hedge algorithm and Dual Averaging schemes. - Michel Baes; Michael Bürgisser (Math. Methods Oper. Res., 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)

An acceleration procedure for optimal first-order methods. - Michel Baes; Michael Bürgisser (Optim. Methods Softw., 2014)

Duality for mixed-integer convex minimization. - Michel Baes; Timm Oertel; Robert Weismantel (Math. Program., 2016)

A continuous selection for optimal portfolios under convex risk measures does not always exist. - Michel Baes; Cosimo Munari (Math. Methods Oper. Res., 2020)

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)