Alexandra Schwartz

According to our database, Alexandra Schwartz authored at least 19 papers between 2010 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Dynamic pricing and strategic retailers in the energy sector: A multi-leader-follower approach.

Giorgia Oggioni, Alexandra Schwartz, Ann-Kathrin Wiertz, Gregor Zöttl

Eur. J. Oper. Res., January, 2024

Cardinality Minimization, Constraints, and Regularization: A Survey.

Andreas M. Tillmann, Daniel Bienstock, Andrea Lodi, Alexandra Schwartz

SIAM Rev., 2024

2023

Nonconvex equilibrium models for energy markets: exploiting price information to determine the existence of an equilibrium.

Julia Grübel, Olivier Huber, Lukas Hümbs, Max Klimm, Martin Schmidt, Alexandra Schwartz

Optim. Methods Softw., January, 2023

2022

A study of one-parameter regularization methods for mathematical programs with vanishing constraints.

Tim Hoheisel, Blanca Pablos, Aram-Alexandre Pooladian, Alexandra Schwartz, Luke Steverango

Optim. Methods Softw., 2022

A tractable multi-leader multi-follower peak-load-pricing model with strategic interaction.

Veronika Grimm, Daniel Nowak, Lars Schewe, Martin Schmidt, Alexandra Schwartz, Gregor Zöttl

Math. Program., 2022

2021

An Augmented Lagrangian Method for Cardinality-Constrained Optimization Problems.

Christian Kanzow, Andreas B. Raharja, Alexandra Schwartz

J. Optim. Theory Appl., 2021

Sequential optimality conditions for cardinality-constrained optimization problems with applications.

Christian Kanzow, Andreas B. Raharja, Alexandra Schwartz

Comput. Optim. Appl., 2021

2018

Second-Order Optimality Conditions and Improved Convergence Results for Regularization Methods for Cardinality-Constrained Optimization Problems.

Max Bucher, Alexandra Schwartz

J. Optim. Theory Appl., 2018

Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization.

Martin Branda, Max Bucher, Michal Cervinka, Alexandra Schwartz

Comput. Optim. Appl., 2018

A Generalized Nash Game for Mobile Edge Computation Offloading.

Daniel Nowak, Tobias Mahn, Hussein Al-Shatri, Alexandra Schwartz, Anja Klein

Proceedings of the 6th IEEE International Conference on Mobile Cloud Computing, 2018

2016

Mathematical Programs with Cardinality Constraints: Reformulation by Complementarity-Type Conditions and a Regularization Method.

Oleg P. Burdakov, Christian Kanzow, Alexandra Schwartz

SIAM J. Optim., 2016

Constraint qualifications and optimality conditions for optimization problems with cardinality constraints.

Michal Cervinka, Christian Kanzow, Alexandra Schwartz

Math. Program., 2016

2015

The Price of Inexactness: Convergence Properties of Relaxation Methods for Mathematical Programs with Complementarity Constraints Revisited.

Christian Kanzow, Alexandra Schwartz

Math. Oper. Res., 2015

2014

Lottery versus all-pay auction contests: A revenue dominance theorem.

Jörg Franke, Christian Kanzow, Wolfgang Leininger, Alexandra Schwartz

Games Econ. Behav., 2014

Convergence properties of the inexact Lin-Fukushima relaxation method for mathematical programs with complementarity constraints.

Christian Kanzow, Alexandra Schwartz

Comput. Optim. Appl., 2014

2013

A New Regularization Method for Mathematical Programs with Complementarity Constraints with Strong Convergence Properties.

Christian Kanzow, Alexandra Schwartz

SIAM J. Optim., 2013

Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints.

Tim Hoheisel, Christian Kanzow, Alexandra Schwartz

Math. Program., 2013

2012

Convergence of a local regularization approach for mathematical programmes with complementarity or vanishing constraints.

Tim Hoheisel, Christian Kanzow, Alexandra Schwartz

Optim. Methods Softw., 2012

2010

Mathematical Programs with Equilibrium Constraints: Enhanced Fritz John-conditions, New Constraint Qualifications, and Improved Exact Penalty Results.

Christian Kanzow, Alexandra Schwartz

SIAM J. Optim., 2010