François Oustry

Publication Activity (10 Years)

Years Active: 1997-2003
Publications (10 Years): 0

Publications

Laurent El Ghaoui, Maksim Oks, François Oustry
Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach. Oper. Res. 51 (4) (2003)
François Oustry
A second-order bundle method to minimize the maximum eigenvalue function. Math. Program. 89 (1) (2000)
François Oustry
The U-Lagrangian of the Maximum Eigenvalue Function. SIAM J. Optim. 9 (2) (1999)
Laurent El Ghaoui, François Oustry, Hervé Lebret
Robust Solutions to Uncertain Semidefinite Programs. SIAM J. Optim. 9 (1) (1998)
Laurent El Ghaoui, François Oustry, Mustapha Ait Rami
A cone complementarity linearization algorithm for static output-feedback and related problems. IEEE Trans. Autom. Control. 42 (8) (1997)