Vincent Guigues
- A single cut proximal bundle method for stochastic convex composite optimization
2022/07/19 by Jiaming Liang, Liang, Jiaming, Vincent Guigues +3 · 2 citations
Decision Sciences · Computer Science · Engineering · #Risk and Portfolio Optimization #Stochastic Gradient Optimization Techniques #Sparse and Compressive Sensing Techniques
- Convergence analysis of sampling-based decomposition methods for\n risk-averse multistage stochastic convex programs
2014/08/19 by Vincent Guigues, Guigues, Vincent · 2 citations
Decision Sciences · Economics, Econometrics and Finance · #90C15 #90C90 #Economic and Environmental Valuation #FOS: Mathematics #Health Systems, Economic Evaluations, Quality of Life #Optimization and Control (math.OC) #Risk and Portfolio Optimization
- Non-asymptotic confidence bounds for the optimal value of a stochastic program
2016/01/27 by Vincent Guigues, Guigues, Vincent, Anatoli Juditsky +3 · 1 citation
Decision Sciences · Engineering · #Advanced Bandit Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Mathematical Programming #Risk and Portfolio Optimization
- Multicut decomposition methods with cut selection for multistage\n stochastic programs
2017/05/24 by Michelle Bandarra, Vincent Guigues, Bandarra, Michelle +1 · 1 citation
Business, Management and Accounting · Decision Sciences · Economics, Econometrics and Finance · Engineering · #Capital Investment and Risk Analysis #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Mathematical Programming #Risk and Portfolio Optimization #Supply Chain and Inventory Management
- Universal subgradient and proximal bundle methods for convex and strongly convex hybrid composite optimization
2024/07/14 by Vincent Guigues, Jiaming Liang, Guigues, Vincent +3 · 2 citations
Mathematics · Computer Science · Engineering · #Advanced Optimization Algorithms Research #Optimization and Variational Analysis #Topology Optimization in Engineering
- Duality and sensitivity analysis of multistage linear stochastic programs
2019/11/16 by Vincent Guigues, Alexander Shapiro, Guigues, Vincent +3 · 1 citation
Business, Management and Accounting · Decision Sciences · Engineering · #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Mathematical Programming #Risk and Portfolio Optimization #Supply Chain and Inventory Management