76 citations · 125 across the 30 of their papers we have counts for
6 papers · 1 filter
A seven-point algorithm for piecewise smooth univariate minimization
Jonathan Grant-Peters, Raphael Hauser
In this paper, we construct an algorithm for minimising piecewise smooth functions for which derivative information is not available. The algorithm constructs a pair of quadratic f…
Strong Duality of Linear Optimisation Problems over Measure Spaces
Raphael Hauser, Sergey Shahverdyan
In this work we present two particular cases of the general duality result for linear optimisation problems over signed measures with infinitely many constraints in the form of int…
The existence and uniqueness of a power price equilibrium
Miha Troha, Raphael Hauser
We propose a term structure power price model that, in contrast to widely accepted no-arbitrage based approaches, accounts for the non-storable nature of power. It belongs to a cla…
The S-Procedure via Dual Cone Calculus
Raphael Hauser
Given a quadratic function that satisfies a Slater condition, Yakubovich's S-Procedure (or S-Lemma) gives a characterization of all other quadratic functions that are copositiv…
Kalman Filtering with Equality and Inequality State Constraints
Nachi Gupta, Raphael Hauser
Both constrained and unconstrained optimization problems regularly appear in recursive tracking problems engineers currently address -- however, constraints are rarely exploited fo…
Self-scaled barrier functions on symmetric cones and their classification
Raphael Hauser, Osman Guler
Self-scaled barrier functions on self-scaled cones were introduced through a set of axioms in 1994 by Y.E. Nesterov and M.J. Todd as a tool for the construction of long-step interi…