Skip to content

2 papers indexed here

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

Preprint Oct 2026

Distributionally robust chance-constrained standard quadratic optimization with Wasserstein ambiguity

The standard quadratic optimization problem consists of minimizing a quadratic form over the standard simplex. It has highly relevant applications ranging from portfolio optimization to machine learning. However, if the quadratic form is neither convex nor concave, this problem is NP-hard. We study a distributionally r...

I. Bomze, Daniel de Vicente, Simge Küçükyavuz · 0 citations
Open access 2010

Necessary Conditions for Local Optimality in Difference-of-Convex Programming

Using ε-subdifferential calculus for difference-of-convex (d.c.) optimization, Dür proposed a condition sufficient for local optimality, and showed that this condition is not necessary in general. Here it is proved that whenever the convex part is strongly convex, this condition is also necessary. Strong convexity can...

I. Bomze, C. Lemaréchal · 12 citations

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.