Groupe d’études et de recherche en analyse des décisions

Publications

Méthodes sans dérivées

Articles

A method for stochastic constrained optimization using derivative-free surrogate pattern search and collocation
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Journal of Computational Physics, 229(12), 4664–4682, 2010 référence BibTeX
Erratum: Mesh adaptive direct search algorithms for constrained optimization
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SIAM Journal on Optimization, 18(4), 1501–1503, 2008 référence BibTeX
Filter pattern search algorithms for mixed variable constrained optimization problems
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Pacific Journal on Optimization, 3(3), 477–500, 2007 référence BibTeX
Spent potliner treatment process optimization using a MADS algorithm
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Optimization and Engineering, 9(2), 143–160, 2007 référence BibTeX
Mesh adaptive direct search algorithms for constrained optimization
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SIAM Journal on Optimization, 17(1), 188–217, 2006 référence BibTeX
Nonlinear programming by mesh adaptive direct searches
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SIAG/Optimization Views-and-News, 17(1), 2–11, 2006 référence BibTeX
Generalized pattern searches with derivative information
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Mathematical Programming, 100(1), 3–25, 2004 référence BibTeX

Chapitres de livre

A new multi-objective approach for the portfolio selection problem with skewness
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C.F. Lee, Advances in Quantitative Analysis of Finance and Accounting, 9, Airiti Press, Taiwan, 317–355, 2011 référence BibTeX