Solving semi-infinite programs by smoothing projected gradient method
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Cited in
(18)- Optimality conditions for semi-infinite programming problems involving generalized convexity
- The CoMirror algorithm with random constraint sampling for convex semi-infinite programming
- Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models
- A feasible proximal bundle algorithm with convexification for nonsmooth, nonconvex semi-infinite programming
- A noninterior point homotopy method for semi-infinite programming problems
- A combined descent gradient method and discretization method for convex SIP
- Constrained incremental bundle method with partial inexact oracle for nonsmooth convex semi-infinite programming problems
- Primal-dual path following method for nonlinear semi-infinite programs with semi-definite constraints
- Decomposition algorithms for some deterministic and two-stage stochastic single-leader multi-follower games
- A smoothing projected Newton-type algorithm for semi-infinite programming
- A smoothing approach for semi-infinite programming with projected Newton-type algorithm
- Finite-sum smooth optimization with SARAH
- An entropy based central cutting plane algorithm for convex min-Max semi-infinite programming problems
- An incremental bundle method for portfolio selection problem under second-order stochastic dominance
- Distributionally robust optimization. A review on theory and applications
- Gradient-based solution algorithms for a class of bilevel optimization and optimal control problems with a nonsmooth lower level
- Frameworks and results in distributionally robust optimization
- On solving the convex semi-infinite minimax problems via superlinear \(\mathcal{VU}\) incremental bundle technique with partial inexact oracle
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