Cesarone, Francesco; Lampariello, Lorenzo; Merolla, Davide; Ricci, Jacopo Maria; Sagratella, Simone; Sasso, Valerio Giuseppe A bilevel approach to ESG multi-portfolio selection. (English) Zbl 07778027 Comput. Manag. Sci. 20, Paper No. 24, 23 p. (2023). MSC: 90Bxx 90C33 90C30 90C26 65K15 65K10 91G10 PDFBibTeX XMLCite \textit{F. Cesarone} et al., Comput. Manag. Sci. 20, Paper No. 24, 23 p. (2023; Zbl 07778027) Full Text: DOI
Bigi, Giancarlo; Lampariello, Lorenzo; Sagratella, Simone Combining approximation and exact penalty in hierarchical programming. (English) Zbl 1492.65174 Optimization 71, No. 8, 2403-2419 (2022). MSC: 65K15 90C30 90C33 90C25 PDFBibTeX XMLCite \textit{G. Bigi} et al., Optimization 71, No. 8, 2403--2419 (2022; Zbl 1492.65174) Full Text: DOI
Lampariello, Lorenzo; Neumann, Christoph; Ricci, Jacopo M.; Sagratella, Simone; Stein, Oliver Equilibrium selection for multi-portfolio optimization. (English) Zbl 1487.91120 Eur. J. Oper. Res. 295, No. 1, 363-373 (2021). MSC: 91G10 91A10 90C33 PDFBibTeX XMLCite \textit{L. Lampariello} et al., Eur. J. Oper. Res. 295, No. 1, 363--373 (2021; Zbl 1487.91120) Full Text: DOI
Lampariello, Lorenzo; Sagratella, Simone; Shikhman, Vladimir; Stein, Oliver Interactions between bilevel optimization and Nash games. (English) Zbl 1479.91014 Dempe, Stephan (ed.) et al., Bilevel optimization. Advances and next challenges. Cham: Springer. Springer Optim. Appl. 161, 3-26 (2020). MSC: 91A10 90C34 PDFBibTeX XMLCite \textit{L. Lampariello} et al., Springer Optim. Appl. 161, 3--26 (2020; Zbl 1479.91014) Full Text: DOI
Lampariello, Lorenzo; Sagratella, Simone Numerically tractable optimistic bilevel problems. (English) Zbl 1443.90312 Comput. Optim. Appl. 76, No. 2, 277-303 (2020). MSC: 90C30 91A24 PDFBibTeX XMLCite \textit{L. Lampariello} and \textit{S. Sagratella}, Comput. Optim. Appl. 76, No. 2, 277--303 (2020; Zbl 1443.90312) Full Text: DOI
Lampariello, Lorenzo; Sagratella, Simone; Stein, Oliver The standard pessimistic bilevel problem. (English) Zbl 1427.90263 SIAM J. Optim. 29, No. 2, 1634-1656 (2019). MSC: 90C30 91A10 91A40 65K10 90C26 PDFBibTeX XMLCite \textit{L. Lampariello} et al., SIAM J. Optim. 29, No. 2, 1634--1656 (2019; Zbl 1427.90263) Full Text: DOI
Lampariello, Lorenzo; Sagratella, Simone A bridge between bilevel programs and Nash games. (English) Zbl 1373.90152 J. Optim. Theory Appl. 174, No. 2, 613-635 (2017). MSC: 90C30 90C26 91A65 91A10 91A40 65K10 PDFBibTeX XMLCite \textit{L. Lampariello} and \textit{S. Sagratella}, J. Optim. Theory Appl. 174, No. 2, 613--635 (2017; Zbl 1373.90152) Full Text: DOI arXiv