Zemkoho, Alain B.
- Two-level value function approach to nonsmooth optimistic and pessimistic bilevel programs
2017/11/29 by Dempe, Stephan, Mordukhovich, Boris S., Zemkoho, Alain B. · 3 citations
#FOS: Mathematics #Optimization and Control (math.OC)
- Levenberg-Marquardt method and partial exact penalty parameter selection in bilevel optimization
2021/01/23 by Andrey Tin, Tin, Andrey, Alain B. Zemkoho +1 · 3 citations
Computer Science · Mathematics · #Advanced Optimization Algorithms Research #FOS: Mathematics #Mathematical Inequalities and Applications #Optimization and Control (math.OC) #Optimization and Variational Analysis
- Sufficient optimality conditions in bilevel programming
2019/11/05 by Mehlitz, Patrick, Zemkoho, Alain B. · 2 citations
#90C30 #90C33 #90C46 #FOS: Mathematics #Optimization and Control (math.OC)
- A fresh look at nonsmooth Levenberg--Marquardt methods with applications to bilevel optimization
2023/05/31 by Lateef Olakunle Jolaoso, Patrick Mehlitz, Jolaoso, Lateef O. +3 · 3 citations
Computer Science · Mathematics · #49M05 #49M15 #90C30 #90C33 #Advanced Optimization Algorithms Research #FOS: Mathematics #Iterative Methods for Nonlinear Equations #Optimization and Control (math.OC) #Optimization and Variational Analysis
- Estimates of generalized Hessians for optimal value functions in mathematical programming
2017/10/16 by Zemkoho, Alain B. · 1 citation
#90C30 #90C31 #FOS: Mathematics #Optimization and Control (math.OC)
- Semismooth Newton-type method for bilevel optimization: Global convergence and extensive numerical experiments
2019/12/15 by Andreas Fischer, Fischer, Andreas, Alain B. Zemkoho +3 · 1 citation
Computer Science · Mathematics · #90C26 #90C30 #90C46 #90C53 #Advanced Optimization Algorithms Research #FOS: Mathematics #Fractional Differential Equations Solutions #Optimization and Control (math.OC) #Optimization and Variational Analysis
- The Boosted Difference of Convex Functions Algorithm for Value-at-Risk Constrained Portfolio Optimization
2024/02/14 by Thormann, Marah-Lisanne, Vuong, Phan Tu, Zemkoho, Alain B. · 1 citation
#FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Risk Management (q-fin.RM)