prof. dr. Etienne de Klerk
Hoogleraar
TiSEM: Tilburg School of Economics and Management
TiSEM: Department of Econometrics and Operations Research
E.deKlerk@tilburguniversity.edu
Kamer
K 402
Vakken
Recente publicaties
-
Conditions for linear convergence of the gradient method for non-conv…
Abbaszadehpeivasti, H., de Klerk, E., & Zamani, M. (2023). Conditions for linear convergence of the gradient method for non-convex optimization. Optimization Letters, 17, 1105–1125. -
Convergence rate analysis of randomized and cyclic coordinate descent…
Abbaszadehpeivasti, H., de Klerk, E., & Zamani, M. (2023). Convergence rate analysis of randomized and cyclic coordinate descent for convex optimization through semidefinite programming. Applied Set-Valued Analysis and Optimization, 5(2), 141-153. -
On the Rate of Convergence of the Difference-of-Convex Algorithm (DCA)
Abbaszadehpeivasti, H., de Klerk, E., & Zamani, M. (2023). On the Rate of Convergence of the Difference-of-Convex Algorithm (DCA). Journal of Optimization Theory and Applications. -
Revisiting semidefinite programming approaches to options pricing: Co…
Henrion, D., Kirschner, F., de Klerk, E., Korda, M., Lasserre, J. B., & Magron, V. (2023). Revisiting semidefinite programming approaches to options pricing: Complexity and computational perspectives. INFORMS Journal on Computing, 35(2), 335-349. , -
A predictor-corrector algorithm for semidefinite programming that use…
Kirschner, F., & de Klerk, E. (Accepted/In press). A predictor-corrector algorithm for semidefinite programming that uses the factor width cone. Vietnam Journal of Mathematics.