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20072026
most citedAn iterative algorithm for evaluating approximations to the optimal exercise boundary for a nonlinear Black-Scholes equation

17 citations · 94 across the 49 of their papers we have counts for

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math.OC2025

Efficiency and Convergence Insights in Large-Scale Optimization Using the Improved Inexact-Newton-Smart Algorithm and Interior-Point Framework

Neda Bagheri Renani, Maryam Jaefarzadeh, Daniel Sevcovic

We present a head-to-head evaluation of the Improved Inexact--Newton--Smart (INS) algorithm against a primal--dual interior-point framework for large-scale nonlinear optimization.…

math.OC2018★ 2 cited

On Construction of Upper and Lower Bounds for the HOMO-LUMO Spectral Gap

Sona Pavlikova, Daniel Sevcovic

In this paper we study spectral properties of graphs which are constructed from two given invertible graphs by bridging them over a bipartite graph. We analyze the so-called HOMO-L…

math.OC2016

Maximization of the Spectral Gap for Chemical Graphs by means of a Solution to a Mixed Integer Semidefinite Program

Sona Pavlikova, Daniel Sevcovic

In this paper we analyze the spectral gap of a weighted graph which is the difference between the smallest positive and largest negative eigenvalue of its adjacency matrix. Such a…

math.OC2014

Application of the Enhanced Semidefinite Relaxation Method to Construction of the Optimal Anisotropy Function

Daniel Sevcovic, Maria Trnovska

In this paper we propose and apply the enhanced semidefinite relaxation technique for solving a class of non-convex quadratic optimization problems. The approach is based on enhanc…

math.OC2014

Solution to the Inverse Wulff Problem by Means of the Enhanced Semidefinite Relaxation Method

Daniel Sevcovic, Maria Trnovska

We propose a novel method of resolving the optimal anisotropy function. The idea is to construct the optimal anisotropy function as a solution to the inverse Wulff problem, i.e. as…