We present a framework for multi-objective optimization where the classical mean-variance portfolio model is extended …

and nonlinear optimization problems. Based on test instances for purely continuous and purely integer problems with known …

In multi-objective mixed-integer convex optimization, multiple convex objective functions need to be optimized … compute an enclosure of the nondominated set of such optimization problems. More precisely, we decompose the multi …-objective mixed-integer convex optimization problem into several multi-objective continuous convex optimization problems, which we …

Introduction -- Primer of convex analysis -- Variational analysis -- Linear and nonlinear optimization problems … nonsmooth convex optimization over simple domains -- Bundle methods for nonsmooth convex optimization over simple domains … -- Methods for nonlinearly constrained nonsmooth optimization problems -- Methods for nonsmooth optimization with mixed …

-constrained problem, as a problem of Distributional Robust Optimization. This enables the use of concentration inequalities involving the …