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Bibliography

GA15-00735S

  1. Branda Martin, Bucher M., Červinka Michal, Schwartz A. :  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
  2. Adam Lukáš, Henrion R., Outrata Jiří :  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
  3. Opazo F., Outrata Jiří, Ramírez H. C. :  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
  4. Gfrerer H., Outrata Jiří :  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
  5. Kočvara Michal, Outrata Jiří :  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
  6. Aussel D., Bendotti P., Pištěk Miroslav :  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
  7. Adam Lukáš, Kroupa T. :  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
  8. Gfrerer H., Outrata Jiří :  On Lipschitzian properties of implicit multifunctions , SIAM Journal on Optimization vol.26, 4 (2016), p. 2160-2189 [2016] Download DOI: 10.1137/15M1052299
  9. Červinka Michal, Kanzow Ch., Schwartz A. :  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
  10. Adam Lukáš, Branda Martin :  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
  11. Outrata Jiří, Ferris M.C., Červinka Michal, Outrata M. :  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
  12. Branda Martin, Kopa Miloš :  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
  13. Adam Lukáš, Červinka Michal, Pištěk Miroslav :  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
  14. Aussel D., Pištěk Miroslav :  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

  1. Aussel D., Červinka Michal, Henrion R., Pištěk Miroslav :  Alternative Formulation of Pay-as-clear Auction in Electricity Markets, ÚTIA AV ČR v.v.i, (Praha 2017) Research Report 2368 [2017]
  2. Branda Martin, Červinka Michal, Schwartz A. :  Sparse robust portfolio optimization via NLP regularizations, ÚTIA AV ČR v. v. i., (Praha 2016) Research Report 2358 [2016] Download
  3. Adam Lukáš, Kroupa T. :  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
  4. Branda Martin :  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