Level bundle methods for constrained convex optimization with various oracles
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Publication:404512
DOI10.1007/S10589-013-9610-3zbMATH Open1329.90109OpenAlexW1982661895MaRDI QIDQ404512FDOQ404512
Welington de Oliveira, Wim van Ackooij
Publication date: 4 September 2014
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-013-9610-3
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- The Supporting Hyperplane Method for Unimodal Programming
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Cited In (32)
- A doubly stabilized bundle method for nonsmooth convex optimization
- A discussion of probability functions and constraints from a variational perspective
- Constraint relaxation for the discrete ordered median problem
- Regularized decomposition of large scale block-structured robust optimization problems
- Outer-approximation algorithms for nonsmooth convex MINLP problems
- Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment
- Stabilized Benders decomposition for energy planning under climate uncertainty
- Convexity and optimization with copulæ structured probabilistic constraints
- A comparison of four approaches from stochastic programming for large-scale unit-commitment
- Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study
- Acceleration techniques for level bundle methods in weakly smooth convex constrained optimization
- Eventual convexity of probability constraints with elliptical distributions
- Proximal bundle methods for nonsmooth DC programming
- A bundle method for nonsmooth DC programming with application to chance-constrained problems
- Constraint generation for risk averse two-stage stochastic programs
- Nonsmooth and nonconvex optimization via approximate difference-of-convex decompositions
- Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support
- Second-order differentiability of probability functions
- Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints
- Uncontrolled inexact information within bundle methods
- Probabilistic optimization via approximate \(p\)-efficient points and bundle methods
- Incremental Bundle Methods using Upper Models
- A characterization of the subdifferential of singular Gaussian distribution functions
- Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse
- Derivative-free approaches for chance-constrained problems with right-hand side uncertainty
- A derivative-free trust-region algorithm with copula-based models for probability maximization problems
- A new restricted memory level bundle method for constrained convex nonsmooth optimization
- An Inner-Outer Approximation Approach to Chance Constrained Optimization
- A derivative-free 𝒱𝒰-algorithm for convex finite-max problems
- Regularized optimization methods for convex MINLP problems
- Asynchronous level bundle methods
- Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies
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