Computational aspects of column generation for nonlinear and conic optimization: classical and linearized schemes

DOI10.1007/s10589-022-00445-0OpenAlexW4301366785MaRDI QIDQ2696926

Renaud Chicoisne

Publication date: 17 April 2023

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-022-00445-0

zbMATH Keywords

column generationnonlinear optimizationportfolio optimizationconic programmingLagrangean duality

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Uses Software

• PLCP
• Ipopt
• SQPlab
• sIPOPT
• Decogo

Cites Work

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