Claudia A. Sagastizábal

Publication Activity (10 Years)

Years Active: 1993-2024
Publications (10 Years): 14

Top Topics

Decomposition Methods

Augmented Lagrangian

Variational Inequality Problems

Top Venues

Comput. Optim. Appl.

J. Optim. Theory Appl.

Publications

Celina M. H. de Figueiredo, Elizabeth W. Karas, Claudia A. Sagastizábal
IFORS' Operational Research Hall of Fame: Clóvis Caesar Gonzaga. Int. Trans. Oper. Res. 31 (4) (2024)
Felipe Atenas, Claudia A. Sagastizábal, Paulo J. S. Silva, Mikhail V. Solodov
A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods. SIAM J. Optim. 33 (1) (2023)
Guillaume Erbs, Clara Lage, Claudia A. Sagastizábal, Mikhail V. Solodov
Increasing reliability of price signals in long term energy management problems. Comput. Optim. Appl. 85 (3) (2023)
Juan Pablo Luna, Claudia A. Sagastizábal, Julia Filiberti Allen, Steven A. Gabriel, Mikhail V. Solodov
Regularized Equilibrium Problems with Equilibrium Constraints with Application to Energy Markets. SIAM J. Optim. 33 (3) (2023)
Luis Gustavo Nonato, Pedro S. Peixoto, Tiago Pereira, Claudia A. Sagastizábal, Paulo J. S. Silva
Robot Dance: A mathematical optimization platform for intervention against COVID-19 in a complex network. EURO J. Comput. Optim. 10 (2022)
M. Cordova, Weiner de Oliveira, Claudia A. Sagastizábal
Revisiting augmented Lagrangian duals. Math. Program. 196 (1) (2022)
Pedro Borges, Claudia A. Sagastizábal, Mikhail V. Solodov
A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming. Math. Program. 189 (1) (2021)
Pedro Borges, Claudia A. Sagastizábal, Mikhail V. Solodov
Decomposition Algorithms for Some Deterministic and Two-Stage Stochastic Single-Leader Multi-Follower Games. Comput. Optim. Appl. 78 (3) (2021)
Juan Pablo Luna, Claudia A. Sagastizábal, Mikhail V. Solodov
A class of Benders decomposition methods for variational inequalities. Comput. Optim. Appl. 76 (3) (2020)
Warren L. Hare, Chayne Planiden, Claudia A. Sagastizábal
A derivative-free VU-algorithm for convex finite-max problems. Optim. Methods Softw. 35 (3) (2020)
Clara Lage, Claudia A. Sagastizábal, Mikhail V. Solodov
Multiplier Stabilization Applied to Two-Stage Stochastic Programs. J. Optim. Theory Appl. 183 (1) (2019)
Wim van Ackooij, V. Berge, Welington de Oliveira, Claudia A. Sagastizábal
Probabilistic optimization via approximate p-efficient points and bundle methods. Comput. Oper. Res. 77 (2017)
Juan Pablo Luna, Claudia A. Sagastizábal, Mikhail V. Solodov
An approximation scheme for a class of risk-averse stochastic equilibrium problems. Math. Program. 157 (2) (2016)
Warren L. Hare, Claudia A. Sagastizábal, Mikhail V. Solodov
A proximal bundle method for nonsmooth nonconvex functions with inexact information. Comput. Optim. Appl. 63 (1) (2016)
Vincent Guigues, Claudia A. Sagastizábal, Jorge P. Zubelli
Robust Management and Pricing of Liquefied Natural Gas Contracts with Cancelation Options. J. Optim. Theory Appl. 161 (1) (2014)
Juan Pablo Luna, Claudia A. Sagastizábal, Mikhail V. Solodov
A class of Dantzig-Wolfe type decomposition methods for variational inequality problems. Math. Program. 143 (1-2) (2014)
Welington de Oliveira, Claudia A. Sagastizábal
Level bundle methods for oracles with on-demand accuracy. Optim. Methods Softw. 29 (6) (2014)
Welington de Oliveira, Claudia A. Sagastizábal, Claude Lemaréchal
Convex proximal bundle methods in depth: a unified analysis for inexact oracles. Math. Program. 148 (1-2) (2014)
Wim van Ackooij, Claudia A. Sagastizábal
Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems. SIAM J. Optim. 24 (2) (2014)
Claudia A. Sagastizábal
Composite proximal bundle method. Math. Program. 140 (1) (2013)
Antonio Frangioni, Michael L. Overton, Claudia A. Sagastizábal
Preface. Math. Program. 140 (1) (2013)
Vincent Guigues, Claudia A. Sagastizábal
Risk-averse feasible policies for large-scale multistage stochastic linear programs. Math. Program. 138 (1-2) (2013)
Vincent Guigues, Claudia A. Sagastizábal
Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs. Oper. Res. Lett. 40 (6) (2012)
Claudia A. Sagastizábal
Divide to conquer: decomposition methods for energy optimization. Math. Program. 134 (1) (2012)
Claudia A. Sagastizábal, Mikhail V. Solodov
Solving generation expansion planning problems with environmental constraints by a bundle method. Comput. Manag. Sci. 9 (2) (2012)
Vincent Guigues, Claudia A. Sagastizábal
The value of rolling-horizon policies for risk-averse hydro-thermal planning. Eur. J. Oper. Res. 217 (1) (2012)
Welington Luis de Oliveira, Claudia A. Sagastizábal, Susana Scheimberg
Inexact Bundle Methods for Two-Stage Stochastic Programming. SIAM J. Optim. 21 (2) (2011)
Grégory Emiel, Claudia A. Sagastizábal
Incremental-like bundle methods with application to energy planning. Comput. Optim. Appl. 46 (2) (2010)
Warren L. Hare, Claudia A. Sagastizábal
A Redistributed Proximal Bundle Method for Nonconvex Optimization. SIAM J. Optim. 20 (5) (2010)
Welington Luis de Oliveira, Claudia A. Sagastizábal, Débora Dias Jardim Penna, Maria Elvira Piñeiro Maceira, Jorge Machado Damázio
Optimal scenario tree reduction for stochastic streamflows in power generation planning problems. Optim. Methods Softw. 25 (6) (2010)
Elizabeth W. Karas, Ademir A. Ribeiro, Claudia A. Sagastizábal, Mikhail V. Solodov
A bundle-filter method for nonsmooth convex constrained optimization. Math. Program. 116 (1-2) (2009)
Alexandre Belloni, Claudia A. Sagastizábal
Dynamic bundle methods. Math. Program. 120 (2) (2009)
Aris Daniilidis, Claudia A. Sagastizábal, Mikhail V. Solodov
Identifying Structure of Nonsmooth Convex Functions by the Bundle Technique. SIAM J. Optim. 20 (2) (2009)
Warren L. Hare, Claudia A. Sagastizábal
Computing proximal points of nonconvex functions. Math. Program. 116 (1-2) (2009)
Rachel Marques Marcato, Claudia A. Sagastizábal
Introducing environmental constraints in generation expansion problems. Numer. Linear Algebra Appl. 14 (4) (2007)
Regina Sandra Burachik, Claudia A. Sagastizábal, Susana Scheimberg
An inexact method of partial inverses and a parallel bundle method. Optim. Methods Softw. 21 (3) (2006)
Claudia A. Sagastizábal, Mikhail V. Solodov
An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter. SIAM J. Optim. 16 (1) (2005)
Robert Mifflin, Claudia A. Sagastizábal
A VU-algorithm for convex minimization. Math. Program. 104 (2-3) (2005)
Robert Mifflin, Claudia A. Sagastizábal
𝒱𝒰-smoothness and proximal point results for some nonconvex functions. Optim. Methods Softw. 19 (5) (2004)
Robert Mifflin, Claudia A. Sagastizábal
On the relation between u-Hessians and second-order epi-derivatives. Eur. J. Oper. Res. 157 (1) (2004)
Robert Mifflin, Claudia A. Sagastizábal
Primal-Dual Gradient Structured Functions: Second-Order Results; Links to Epi-Derivatives and Partly Smooth Functions. SIAM J. Optim. 13 (4) (2003)
Alexandre Belloni, Andre L. Diniz Souto Lima, Maria Elvira Piñeiro Maceira, Claudia A. Sagastizábal
Bundle Relaxation and Primal Recovery in Unit Commitment Problems. The Brazilian Case. Ann. Oper. Res. 120 (1-4) (2003)
Pablo Rey, Claudia A. Sagastizábal
Convex Normalizations in Lift-and-Project Methods for 0-1 Programming. Ann. Oper. Res. 116 (1-4) (2002)
Claudia A. Sagastizábal, Mikhail V. Solodov
Parallel Variable Distribution for Constrained Optimization. Comput. Optim. Appl. 22 (1) (2002)
Laura Bahiense, Nelson Maculan, Claudia A. Sagastizábal
The volume algorithm revisited: relation with bundle methods. Math. Program. 94 (1) (2002)
Léonard Bacaud, Claude Lemaréchal, Arnaud Renaud, Claudia A. Sagastizábal
Bundle Methods in Stochastic Optimal Power Management: A Disaggregated Approach Using Preconditioners. Comput. Optim. Appl. 20 (3) (2001)
Robert Mifflin, Claudia A. Sagastizábal
On VU-theory for Functions with Primal-Dual Gradient Structure. SIAM J. Optim. 11 (2) (2000)
Claudia A. Sagastizábal, Mikhail V. Solodov
Parallel Constrained Optimization via Distribution of Variables. Euro-Par (1999)
Claude Lemaréchal, Claudia A. Sagastizábal
Practical Aspects of the Moreau-Yosida Regularization: Theoretical Preliminaries. SIAM J. Optim. 7 (2) (1997)
Claude Lemaréchal, Claudia A. Sagastizábal
Variable metric bundle methods: From conceptual to implementable forms. Math. Program. 76 (1996)
J. Frédéric Bonnans, Jean Charles Gilbert, Claude Lemaréchal, Claudia A. Sagastizábal
A family of variable metric proximal methods. Math. Program. 68 (1995)
Roberto Gonzalez, Edmundo Rofman, Claudia A. Sagastizábal
Global optimization of arborescent multilevel inventory systems. J. Glob. Optim. 6 (3) (1995)
Claudia A. Sagastizábal
A vindication of centralized controls in inventory management. Ann. Oper. Res. 58 (5) (1995)
Claude Lemaréchal, Claudia A. Sagastizábal
An approach to variable metric bundle methods. System Modelling and Optimization (1993)