Piecewise convex programs

DOI10.1007/BF01608999MaRDI QIDQ4180143zbMATH OpenOpenAlexFDO

Authors François V. Louveaux

Publication date 1978

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01608999

zbMATH Keywords

Convex ProgrammingCutting Hyperplane MethodStochastic Quadratic Programming

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

Cites work

• scientific article; zbMATH DE number 3169929 (Why is no real title available?)
• scientific article; zbMATH DE number 3543799 (Why is no real title available?)
• scientific article; zbMATH DE number 3417264 (Why is no real title available?)
• L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
• Convex Analysis
• Distribution functions in stochastic programs with recourse: A parametric analysis
• On decision rules in stochastic programming
• Partitioning procedures for solving mixed-variables programming problems
• Programming Under Uncertainty: The Equivalent Convex Program
• Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
• Stochastic Programs with Recourse

Cited in

(5)

• Approximate dynamic programming for constrained linear systems: a piecewise quadratic approximation approach
• Two-stage non-cooperative games with risk-averse players
• L-shaped algorithm for two stage problems of stochastic convex programming
• Convex parametric piecewise quadratic optimization: theory and algorithms
• Moving horizon estimation for discrete-time linear systems with binary sensors: algorithms and stability results

This page was built for publication: Piecewise convex programs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4180143)