Estimate sequence methods: extensions and approximations M Baes Institute for Operations Research, ETH, Zürich, Switzerland 2 (1), 2009 | 142 | 2009 |
Convexity and differentiability properties of spectral functions and spectral mappings on Euclidean Jordan algebras M Baes Linear algebra and its applications 422 (2-3), 664-700, 2007 | 92 | 2007 |
Robust risk management A Fertis, M Baes, HJ Lüthi European Journal of Operational Research 222 (3), 663-672, 2012 | 53 | 2012 |
Every continuous nonlinear control system can be obtained by parametric convex programming M Baes, M Diehl, I Necoara IEEE Transactions on Automatic Control 53 (8), 1963-1967, 2008 | 42 | 2008 |
A randomized mirror-prox method for solving structured large-scale matrix saddle-point problems M Baes, M Burgisser, A Nemirovski SIAM Journal on Optimization 23 (2), 934-962, 2013 | 34 | 2013 |
Existence, uniqueness, and stability of optimal payoffs of eligible assets M Baes, P Koch‐Medina, C Munari Mathematical Finance 30 (1), 128-166, 2020 | 31 | 2020 |
Duality for mixed-integer convex minimization M Baes, T Oertel, R Weismantel Mathematical Programming 158, 547-564, 2016 | 28 | 2016 |
Spectral functions and smoothing techniques on Jordan algebras M Baes Catholic University of Louvain. Ph. D Thesis, 2006 | 27 | 2006 |
Mirror-descent methods in mixed-integer convex optimization M Baes, T Oertel, C Wagner, R Weismantel Facets of Combinatorial Optimization: Festschrift for Martin Grötschel, 101-131, 2013 | 13 | 2013 |
Positive polynomial constraints for POD-based model predictive controllers OM Agudelo, M Baes, JJ Espinosa, M Diehl, B De Moor IEEE transactions on automatic control 54 (5), 988-999, 2009 | 12 | 2009 |
Minimizing Lipschitz-continuous strongly convex functions over integer points in polytopes M Baes, A Del Pia, Y Nesterov, S Onn, R Weismantel Mathematical programming 134, 305-322, 2012 | 10 | 2012 |
Low-rank plus sparse decomposition of covariance matrices using neural network parametrization M Baes, C Herrera, A Neufeld, P Ruyssen IEEE Transactions on Neural Networks and Learning Systems 34 (1), 171-185, 2021 | 9 | 2021 |
Regulatory Constraints for Money Market Funds: The Impossible Trinity? M Baes, A Bouveret, E Schaanning Regulatory Constraints for Money Market Funds: The Impossible Trinity?: Baes …, 2021 | 8 | 2021 |
An acceleration procedure for optimal first-order methods M Baes, M Bürgisser Optimization Methods and Software 29 (3), 610-628, 2014 | 8 | 2014 |
Spectral functions on Jordan algebras: differentiability and convexity properties M Baes CORE Discussion Paper, 2004 | 7 | 2004 |
Reverse stress testing: Scenario design for macroprudential stress tests M Baes, E Schaanning Mathematical Finance 33 (2), 209-256, 2023 | 5 | 2023 |
A continuous selection for optimal portfolios under convex risk measures does not always exist M Baes, C Munari Mathematical Methods of Operations Research 91 (1), 5-23, 2020 | 4 | 2020 |
Coherence-based recovery guarantees for generalized basis-pursuit de-quantizing G Pope, C Studer, M Baes 2012 IEEE International Conference on Acoustics, Speech and Signal …, 2012 | 4 | 2012 |
Smoothing techniques for solving semi-definite programs with many constraints M Baes, M Bürgisser Optimization Online, 2009 | 4 | 2009 |
A Lipschitzian error bound for monotone symmetric cone linear complementarity problem M Baes, H Lin Optimization 64 (11), 2395-2416, 2015 | 2 | 2015 |