Level bundle methods for constrained convex optimization with various oracles

Computational Optimization and Applications

Volumn 57, Issue 3, 2014, Pages 555-597

  Van Ackooij, Wim ^a,b   De Oliveira, Welington ^c  

^a EDF R AND D   (France)

^b ECOLE CENTRALE PARIS   (France)

^c IMPA   (Brazil)

Author keywords

Chance constrained programming; Level bundle method; Nonsmooth optimization; Stochastic optimization

Indexed keywords

COMPUTER PROGRAMMING; CONVEX OPTIMIZATION; LINEARIZATION;

BUNDLE METHODS; CHANCE-CONSTRAINED PROGRAMMING; CONSTRAINED CONVEX OPTIMIZATIONS; CONSTRAINT FUNCTIONS; NONSMOOTH OPTIMIZATION; NONSMOOTH OPTIMIZATION PROBLEMS; STOCHASTIC OPTIMIZATIONS; TWO-STAGE STOCHASTIC PROGRAMS;

CONSTRAINED OPTIMIZATION;

EID: 84897435093     PISSN: 09266003     EISSN: 15732894     Source Type: Journal    
DOI: 10.1007/s10589-013-9610-3     Document Type: Article

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