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Michel Baes
Michel Baes
Verified email at math.ethz.ch - Homepage
Title
Cited by
Cited by
Year
Estimate sequence methods: extensions and approximations
M Baes
Institute for Operations Research, ETH, Zürich, Switzerland 2 (1), 2009
1312009
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
902007
Robust risk management
A Fertis, M Baes, HJ Lüthi
European Journal of Operational Research 222 (3), 663-672, 2012
512012
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
412008
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
332013
Existence, uniqueness, and stability of optimal payoffs of eligible assets
M Baes, P Koch‐Medina, C Munari
Mathematical Finance 30 (1), 128-166, 2020
302020
Spectral functions and smoothing techniques on Jordan algebras
M Baes
Catholic University of Louvain. Ph. D Thesis, 2006
262006
Duality for mixed-integer convex minimization
M Baes, T Oertel, R Weismantel
Mathematical Programming 158, 547-564, 2016
222016
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
132013
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
122009
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
92012
Regulatory constraints for money market funds: The impossible trinity?
M Baes, A Bouveret, E Schaanning
Available at SSRN 3884890, 2021
82021
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
82021
An acceleration procedure for optimal first-order methods
M Baes, M Bürgisser
Optimization Methods and Software 29 (3), 610-628, 2014
82014
Reverse stress testing: Scenario design for macroprudential stress tests
M Baes, E Schaanning
Mathematical Finance 33 (2), 209-256, 2023
72023
Spectral functions on Jordan algebras: differentiability and convexity properties
M Baes
CORE Discussion Paper, 2004
62004
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
42020
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
42012
Smoothing techniques for solving semi-definite programs with many constraints
M Baes, M Bürgisser
Optimization Online, 2009
42009
A Lipschitzian error bound for monotone symmetric cone linear complementarity problem
M Baes, H Lin
Optimization 64 (11), 2395-2416, 2015
22015
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