Daniel Ralph

Publication Activity (10 Years)

Years Active: 1994-2023
Publications (10 Years): 4

Top Topics

Variational Segmentation

Region Based Segmentation

Top Venues

J. Optim. Theory Appl.

Publications

Ross Baldick, Steven H. Low, Richard P. O'Neill, Daniel Ralph, Golbon Zakeri
Preface to Special Issue on Computational Advances in Short-Term Power System Operations. Oper. Res. 71 (6) (2023)
Panos Parpas, Daniel Ralph, Wolfram Wiesemann
Special issue: Optimization models and algorithms for data science. Math. Program. 167 (1) (2018)
Jean-Pierre Crouzeix, Andrew C. Eberhard, Daniel Ralph
(Convex) Level Sets Integration. J. Optim. Theory Appl. 171 (3) (2016)
Francisco Facchinei, Michael C. Ferris, Zhi-Quan Luo, Daniel Ralph
Preface. Math. Program. 157 (2) (2016)
Daniel Ralph, Yves Smeers
Risk Trading and Endogenous Probabilities in Investment Equilibria. SIAM J. Optim. 25 (4) (2015)
Edward Hult, Houyuan Jiang, Daniel Ralph
-hub center problem. Comput. Optim. Appl. 59 (1-2) (2014)
Sonja Wogrin, Benjamin F. Hobbs, Daniel Ralph, Efraim Centeno, Julián Barquín
Open versus closed loop capacity equilibria in electricity markets under perfect and oligopolistic competition. Math. Program. 140 (2) (2013)
Pär Holmberg, David Newbery, Daniel Ralph
Supply function equilibria: Step functions and continuous representations. J. Econ. Theory 148 (4) (2013)
Daniel Ralph, Oliver Stein
The C-Index: A New Stability Concept for Quadratic Programs with Complementarity Constraints. Math. Oper. Res. 36 (3) (2011)
Daniel Ralph, Huifu Xu
Convergence of Stationary Points of Sample Average Two-Stage Stochastic Programs: A Generalized Equation Approach. Math. Oper. Res. 36 (3) (2011)
Daniel Ralph, Yves Smeers
The Invisible Hand for Risk Averse Investment in Electricity Generation. AAIM (2010)
Jean-Pierre Crouzeix, Andrew C. Eberhard, Daniel Ralph
A geometrical insight on pseudoconvexity and pseudomonotonicity. Math. Program. 123 (1) (2010)
Jong-Shi Pang, Daniel Ralph
Foreword: Special issue on nonlinear programming, variational inequalities, and stochastic programming. Math. Program. 117 (1-2) (2009)
Paul J. Goulart, Eric C. Kerrigan, Daniel Ralph
Efficient robust optimization for robust control with constraints. Math. Program. 114 (1) (2008)
Giovanni Giallombardo, Daniel Ralph
Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs. Math. Program. 112 (2) (2008)
Xinmin Hu, Daniel Ralph
Using EPECs to Model Bilevel Games in Restructured Electricity Markets with Locational Prices. Oper. Res. 55 (5) (2007)
Chee-Khian Sim, Jie Sun, Daniel Ralph
A note on the Lipschitz continuity of the gradient of the squared norm of the matrix-valued Fischer-Burmeister function. Math. Program. 107 (3) (2006)
Alistair Shilton, Marimuthu Palaniswami, Daniel Ralph, Ah Chung Tsoi
Incremental training of support vector machines. IEEE Trans. Neural Networks 16 (1) (2005)
Daniel Ralph, Stephen J. Wright
Some properties of regularization and penalization schemes for MPECs. Optim. Methods Softw. 19 (5) (2004)
Leonid Churilov, Immanuel M. Bomze, Moshe Sniedovich, Daniel Ralph
Hyper sensitivity Analysis of portfolio Optimization Problems. Asia Pac. J. Oper. Res. 21 (3) (2004)
Houyuan Jiang, Daniel Ralph
Extension of Quasi-Newton Methods to Mathematical Programs with Complementarity Constraints. Comput. Optim. Appl. 25 (1-3) (2003)
Chitra Panchapakesan, Marimuthu Palaniswami, Daniel Ralph, Chris Manzie
Effects of moving the center's in an RBF network. IEEE Trans. Neural Networks 13 (6) (2002)
Xinmin Hu, Daniel Ralph
A note on sensitivity of value functions of mathematical programs with complementarity constraints. Math. Program. 93 (2) (2002)
Daniel Ralph, Hamid Aghvami
Wireless application protocol overview. Wirel. Commun. Mob. Comput. 1 (2) (2001)
Philip J. Neame, Natashia Boland, Daniel Ralph
An outer approximate subdifferential method for piecewise affine optimization. Math. Program. 87 (1) (2000)
Daniel Ralph, Stephen J. Wright
Superlinear Convergence of an Interior-Point Method Despite Dependent Constraints. Math. Oper. Res. 25 (2) (2000)
Houyuan Jiang, Daniel Ralph
Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints. SIAM J. Optim. 10 (3) (2000)
Houyuan Jiang, Daniel Ralph
QPECgen, a MATLAB Generator for Mathematical Programs with Quadratic Objectives and Affine Variational Inequality Constraints. Comput. Optim. Appl. 13 (1-3) (1999)
Leonid Churilov, Daniel Ralph, Moshe Sniedovich
A note on composite concave quadratic programming. Oper. Res. Lett. 23 (3-5) (1998)
Daniel Ralph
A Parallel Method for Unconstrained Discrete-Time Optimal Control Problems. SIAM J. Optim. 6 (2) (1996)
Zhi-Quan Luo, Jong-Shi Pang, Daniel Ralph, Shi-Quan Wu
Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints. Math. Program. 75 (1996)
Daniel Ralph, Stefan Scholtes
Sensitivity analysis of composite piecewise smooth equations. Math. Program. 76 (1996)
Jong-Shi Pang, Daniel Ralph
Piecewise Smoothness, Local Invertibility, and Parametric Analysis of Normal Maps. Math. Oper. Res. 21 (2) (1996)
Stephen J. Wright, Daniel Ralph
A Superlinear Infeasible-Interior-Point Algorithm for Monotone Complementarity Problems. Math. Oper. Res. 21 (4) (1996)
Daniel Ralph, Stephan Dempe
Directional derivatives of the solution of a parametric nonlinear program. Math. Program. 70 (1995)
Daniel Ralph
Global Convergence of Damped Newton's Method for Nonsmooth Equations via the Path Search. Math. Oper. Res. 19 (2) (1994)