The Cutting-Plane Method for Solving Convex Programs
From MaRDI portal
Publication:3277806
DOI10.1137/0108053zbMath0098.12104OpenAlexW2069808690WikidataQ97724518 ScholiaQ97724518MaRDI QIDQ3277806
Publication date: 1961
Published in: Journal of the Society for Industrial and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0108053
Related Items (only showing first 100 items - show all)
Indefinite cubic programming with standard errors in objective function ⋮ An Algorithm to Construct Subsolutions of Convex Optimal Control Problems ⋮ Learning Optimized Risk Scores ⋮ A new Lagrangian-Benders approach for a concave cost supply chain network design problem ⋮ On Generalized Surrogate Duality in Mixed-Integer Nonlinear Programming ⋮ Convergent Algorithms for a Class of Convex Semi-infinite Programs ⋮ A Benson-type algorithm for bounded convex vector optimization problems with vertex selection ⋮ Cutting Plane Methods Based on the Analytic Barrier for Minimization of a Convex Function Subject to Box-Constraints ⋮ Using projected cutting planes in the extended cutting plane method ⋮ DYNAMICAL ADJUSTMENT OF THE PROX-PARAMETER IN BUNDLE METHODS ⋮ Mixed-Projection Conic Optimization: A New Paradigm for Modeling Rank Constraints ⋮ Programming with a special class of nonlinear functionals ⋮ Single Allocation Hub Location with Heterogeneous Economies of Scale ⋮ ?-Subgradient mapping and the problem of convex optimization ⋮ A Scalable Algorithm for Sparse Portfolio Selection ⋮ An algorithm for linear optimal control systems with state-space constraints† ⋮ An outer-approximation algorithm for a class of mixed-integer nonlinear programs ⋮ A computational study of perspective cuts ⋮ Lagrangian bounds for large‐scale multicommodity network design: a comparison between Volume and Bundle methods ⋮ A conflict-directed approach to chance-constrained mixed logical linear programming ⋮ Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with conditional value-at-risk (CVaR) constraint ⋮ On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs ⋮ Risk budgeting portfolios from simulations ⋮ Nonconvex sensitivity-based generalized Benders decomposition ⋮ A survey on mixed-integer programming techniques in bilevel optimization ⋮ Penalty function versus non-penalty function methods for constrained nonlinear programming problems ⋮ A solution algorithm for chance-constrained problems with integer second-stage recourse decisions ⋮ Scenario decomposable subgradient projection method for two-stage stochastic programming with convex risk measures ⋮ Nota sobre programacion lineal estocastica: Evolucion y estado actual. (I) ⋮ A study of auction mechanisms for multilateral procurement based on subgradient and bundle methods ⋮ A chance-constrained programming algorithm ⋮ An Optimal First Order Method Based on Optimal Quadratic Averaging ⋮ Linear Programming on the Stiefel Manifold ⋮ ALGORITHMS FOR OPTIMIZATION OF POWER SYSTEMS SCHEDULES BASED ON THE SIMPLEX METHOD ⋮ On the application of deterministic and stochastic programming methods to problems of economics;Mathematische Programmierung und ihre Anwendung auf die Wirtschaft ⋮ Deux algorithmes de programmation mathématique ⋮ Regularized Decomposition of High-Dimensional Multistage Stochastic Programs with Markov Uncertainty ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete ⋮ A central cutting plane algorithm for the convex programming problem ⋮ Unnamed Item ⋮ A modified version of Tuy's method for solving d.c. programing problem ⋮ A cutting-plane method for quadratic semi infinite programming problems ⋮ A Unified Approach to Mixed-Integer Optimization Problems With Logical Constraints ⋮ Generating Feasible Points for Mixed-Integer Convex Optimization Problems by Inner Parallel Cuts ⋮ Unnamed Item ⋮ Layout optimization of large‐scale pin‐jointed frames ⋮ Level function method for quasiconvex programming. ⋮ Approximate cutting planes in nonlinear programming ⋮ Logarithmic Barrier Decomposition Methods for Semi-infinite Programming ⋮ Improving parameter estimation using constrained optimization methods ⋮ Outer-approximation algorithms for nonsmooth convex MINLP problems ⋮ Simplicial decomposition in nonlinear programming algorithms ⋮ An extended model and a column generation algorithm for the planar multicommodity flow problem ⋮ Bundle-based relaxation methods for multicommodity capacitated fixed charge network design ⋮ Approximation of reachable sets by direct solution methods for optimal control problems ⋮ Computational aspects of cutting-plane algorithms for geometric programming problems ⋮ Fast computation of the leastcore and prenucleolus of cooperative games ⋮ Algorithms for non-convexS n -games ⋮ Trust-Region Methods for the Derivative-Free Optimization of Nonsmooth Black-Box Functions ⋮ A method for globally minimizing concave functions over convex sets ⋮ Two stage linear programming under uncertainty with 0–1 integer first stage variables ⋮ Capacity expansion under a service-level constraint for uncertain demand with lead times ⋮ Essentials of numerical nonsmooth optimization ⋮ Discrete Approximation and Quantification in Distributionally Robust Optimization ⋮ Interior point methods, a decade after Karmarkar—a survey, with application to the smallest eigenvalue problem ⋮ Modeling and Managing Uncertainty in Process Planning and Scheduling ⋮ Convergence of a truncation method with deletion at each step ⋮ Sparse Inverse Problems over Measures: Equivalence of the Conditional Gradient and Exchange Methods ⋮ Stochastic (Approximate) Proximal Point Methods: Convergence, Optimality, and Adaptivity ⋮ On the generalization of ECP and OA methods to nonsmooth convex MINLP problems ⋮ Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties ⋮ Sparse Convex Regression ⋮ Bicriteria Data Compression ⋮ Global and superlinear convergence of an algorithm for one-dimensional minimization of convex functions ⋮ Parallel bucket sorting on graphics processing units based on convex optimization ⋮ A splitting bundle approach for non-smooth non-convex minimization ⋮ An aggregate homotopy method for solving unconstrained minimax problems ⋮ Rapidly convergent modification of the method of chebyshev centers ⋮ Unnamed Item ⋮ Algorithms for Simple Bilevel Programming ⋮ Essentials of numerical nonsmooth optimization ⋮ Zum heutigen Stand der nichtlinearen Optimierungstheorie ⋮ Large-scale optimization with the primal-dual column generation method ⋮ An alternating linearization bundle method for a class of nonconvex nonsmooth optimization problems ⋮ Cutting-plane method based on epigraph approximation with discarding the cutting planes ⋮ Solving general continuous single facility location problems by cutting planes ⋮ BoxStep methods for crew pairing problems ⋮ A cross-decomposition scheme with integrated primal-dual multi-cuts for two-stage stochastic programming investment planning problems ⋮ The minimization of lower subdifferentiable functions under nonlinear constraints: An all feasible cutting plane algorithm ⋮ A subgradient selection method for minimizing convex functions subject to linear constraints ⋮ A robust optimization approach to energy and reserve dispatch in electricity markets ⋮ A constraint linearization method for nondifferentiable convex minimization ⋮ Benders decomposition without separability: a computational study for capacitated facility location problems ⋮ Outer approximation by polyhedral convex sets ⋮ Solving the \(p\)-median problem with a semi-Lagrangian relaxation ⋮ An optimal variant of Kelley's cutting-plane method ⋮ Metabolic cost of neuronal information in an empirical stimulus-response model ⋮ Robust capacity assignment in telecommunications
This page was built for publication: The Cutting-Plane Method for Solving Convex Programs
