Publications
in reverse chronological order
- Regularized equilibrium problems with equilibrium constraints with application to energy marketssubmitted, 2020
- Robot Dance: a mathematical optimization platform for intervention against Covid-19 in a complex networkEURO Journal on Computational Optimization 10 2022
- Optimized delay of the second COVID-19 vaccine dose reduces ICU admissions,Proceedings of the National Academy of Sciences 379 (2021)
- Convex proximal bundle methods in depth: a unified analysis for inexact oraclesMathematical Programming 2014
- Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy ProblemsSIAM Journal on Optimization 2014
- Robust Management and Pricing of Liquefied Natural Gas Contracts with Cancelation OptionsJournal of Optimization Theory and Applications 2014
- A class of Dantzig-Wolfe type decomposition methods for variational inequality problemsMathematical Programming 2014
- Complementarity and Game-Theoretical Models for Equilibria in Energy Markets: Deterministic and Risk-Averse Formulations (book chapter)2013
- Risk-averse feasible policies for large-scale multistage stochastic linear programsMathematical Programming 2013
- Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programsOperations Research Letters 2012
- The value of rolling-horizon policies for risk-averse hydro-thermal planningEuropean Journal of Operational Research 2012
- Solving generation expansion planning problems with environmental constraints by a bundle methodComputational Management Science 2012
- Optimal scenario tree reduction for stochastic streamflows in power generation planning problemsOptimization Methods and Software 2010
- Optimization of real asset portfolio using a coherent risk measure: application to oil and energy industriesOptimization and Engineering 2010
- A Redistributed Proximal Bundle Method for Nonconvex OptimizationSIAM Journal on Optimization 2010
- Incremental-like bundle methods with application to energy planningComputational Optimization and Applications 2009
- Identifying Structure of Nonsmooth Convex Functions by the Bundle TechniqueSIAM Journal on Optimization 2009
- Assessment of Lagrangian Relaxation with Variable Splitting for Hydrothermal SchedulingIn 2007 IEEE Power Engineering Society General Meeting 2007
- A Mathematical Model for the Efficiency Curves of Hydroelectric unitsIn 2007 IEEE Power Engineering Society General Meeting 2007
- A bundle-filter method for nonsmooth convex constrained optimizationMathematical Programming 2007
- Introducing environmental constraints in generation expansion problemsNumerical Linear Algebra with Applications 2007
- An inexact method of partial inverses and a parallel bundle methodOptimization Methods and Software 2006
- Solving the unit commitment problem of hydropower plants via Lagrangian Relaxation and Sequential Quadratic ProgrammingComputational & Applied Mathematics 2005
- An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a FilterSIAM Journal on Optimization 2005
- VU-smoothness and proximal point results for some nonconvex functionsOptimization Methods and Software 2004
- On the relation between -Hessians and second-order epi-derivativesEuropean Journal of Operational Research 2004
- Hydro Unit-commitment via Lagrangian Relaxation - DESSEMIn Annals of IX SEPOPE 2004
- Application of the MELP program to define a long term generation and interconnection expansion plan for the Brazilian systemIn Annals of IX SEPOPE 2004
- Primal-Dual Gradient Structured Functions: Second-Order Results\mathsemicolon Links to Epi-Derivatives and Partly Smooth FunctionsSIAM Journal on Optimization 2003
- Aplicação das técnicas de Relaxação Lagrangeana ao Modelo de Despacho Horário da Operação EnergéticaIn Annals of XVII SNPTEE 2003
- MELP - A long term generation and interconnection expansion planning model of electric systemsIn Annals of V CLAGTEE 2003
- Parallel Variable Distribution for Constrained OptimizationComputational Optimization and Applications 2002
- Convex Normalizations in Lift-and-Project Methods for 0–1 ProgrammingAnnals of Operations Research 2002
- Estratégia de Representação DC da Rede Elétrica no Modelo de Despacho da Geração Elétrica - DESSEMIn Annals of VIII SEPOPE 2002
- Bundle Methods in Stochastic Optimal Power Management: A Disaggregated Approach Using PreconditionersComputational Optimization and Applications 2001
- On VU-theory for Functions with Primal-Dual Gradient StructureSIAM Journal on Optimization 2000
- Infeasible Predictor-Corrector Interior-Point Method Applied to Image Restoration in the Presence of NoiseJournal of Optimization Theory and Applications 2000
- \mathcal VU-decomposition derivatives for convex max-functionsIn Ill-posed Variational Problems and Regularization Techniques 1999
- Bundle Methods for Maximal Monotone OperatorsIn Lecture Notes in Economics and Mathematical Systems 1999
- Variable metric bundle methods: From conceptual to implementable formsMathematical Programming 1997
- Practical Aspects of the Moreau–Yosida Regularization: Theoretical PreliminariesSIAM Journal on Optimization 1997
- More than first-order developments of convex functions: primal-dual relationsJournal of Convex Analysis 1996
- A vindication of centralized controls in inventory managementAnnals of Operations Research 1995
- Global optimization of arborescent multilevel inventory systemsJournal of Global Optimization 1995
- Un algorithme pour la résolution rapide d’équations discrètes de Hamilton-Jacobi-BellmanComptes Rendus de l’Académie des Sciences - Série I 1990