Bibliografie
GA15-00735S
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization , Computational Optimization and Applications vol.70, 2 (2018), p. 503-530 [2018] Download DOI: 10.1007/s10589-018-9985-2:
- On M-stationarity conditions in MPECs and the associated qualification conditions , Mathematical Programming vol.168, p. 229-259 [2018] Download DOI: 10.1007/s10107-017-1146-3:
- ERRATUM: ON THE AUBIN PROPERTY OF CRITICAL POINTS TO PERTURBED SECOND-ORDER CONE PROGRAMS , SIAM Journal on Optimization vol.27, 3 (2017), p. 2143-2151 [2017] Download DOI: 10.1137/16M1096177:
- On the Aubin property of a class of parameterized variational systems , Mathematical Methods of Operations Research vol.86, 3 (2017), p. 443-467 [2017] Download DOI: 10.1007/s00186-017-0596-y:
- Inverse truss design as a conic mathematical program with equilibrium constraints , Discrete and Continuous Dynamical systems - Series S vol.10, 6 (2017), p. 1329-1350 [2017] Download DOI: 10.3934/dcdss.2017071:
- Nash equilibrium in a pay-as-bid electricity market: Part 1- existence and characterization , Optimization vol.66, 6 (2017), p. 1013-1025 [2017] Download DOI: 10.1080/02331934.2016.1227981:
- The Intermediate Set and Limiting Superdi erential for Coalition Games: Between the Core and the Weber Set , International Journal of Game Theory vol.46, 4 (2017), p. 891-918 [2017] Download DOI: 10.1007/s00182-016-0557-3:
- On Lipschitzian properties of implicit multifunctions , SIAM Journal on Optimization vol.26, 4 (2016), p. 2160-2189 [2016] Download DOI: 10.1137/15M1052299:
- Constraint qualifications and optimality conditions for optimization problems with cardinality constraints , Mathematical Programming vol.160, 1 (2016), p. 353-377 [2016] Download DOI: 10.1007/s10107-016-0986-6:
- Nonlinear Chance Constrained Problems: Optimality Conditions, Regularization and Solvers , Journal of Optimization Theory and Applications vol.170, 2 (2016), p. 419-436 [2016] Download DOI: 10.1007/s10957-016-0943-9:
- On Cournot-Nash-Walras Equilibria and Their Computation , Set-Valued and Variational Analysis vol.24, 3 (2016), p. 387-402 [2016] Download DOI: 10.1007/s11228-016-0377-4:
- DEA models equivalent to general Nth order stochastic dominance efficiency tests , Operations Research Letters vol.44, 2 (2016), p. 285-289 [2016] Download DOI: 10.1016/j.orl.2016.02.007:
- Normally Admissible Stratifications and Calculation of Normal Cones to a Finite Union of Polyhedral Sets , Set-Valued and Variational Analysis vol.24, 2 (2016), p. 207-229 [2016] Download DOI: 10.1007/s11228-015-0325-8:
- Limiting Normal Operator in Quasiconvex Analysis , Set-Valued and Variational Analysis vol.23, 4 (2015), p. 669-685 [2015] Download DOI: 10.1007/s11228-015-0349-0:
- Alternative Formulation of Pay-as-clear Auction in Electricity Markets, ÚTIA AV ČR v.v.i, (Praha 2017) Research Report 2368 [2017]:
- Sparse robust portfolio optimization via NLP regularizations, ÚTIA AV ČR v. v. i., (Praha 2016) Research Report 2358 [2016] Download:
- Computing Superdifferentials of Lovász Extension with Application to Coalitional Game , Information Processing and Management of Uncertainty in Knowledge-Based Systems (IPMU 2016), p. 35-45 Communications in Computer and Information Science vol.610 , International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems (IPMU) 2016 /16./, (Eindhoven, NL, 20160620) [2016] Download DOI: 10.1007/978-3-319-40596-4_4:
- Day-ahead bidding on energy markets - a basic model and its extension to bidding curve , Proceedings of 10th International Scientific Conference Financial management of firms and financial institutions Ostrava, p. 124-128, International Scientific Conference Financial management of firms and financial institutions Ostrava 2015 /10./, (Ostrava, CZ, 07.09.2015-08.09.2015) [2015] Download: