Level bundle methods for constrained convex optimization with various oracles
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- repec:spr:isorms:978-1-4419-1642-6 is not listed on IDEAS
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- Dentcheva, Darinka & Martinez, Gabriela, 2012. "Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse," European Journal of Operational Research, Elsevier, vol. 219(1), pages 1-8.
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- W. Ackooij & A. Frangioni & W. Oliveira, 2016. "Inexact stabilized Benders’ decomposition approaches with application to chance-constrained problems with finite support," Computational Optimization and Applications, Springer, vol. 65(3), pages 637-669, December.
- X. J. Tong & H. Xu & F. F. Wu & Z. Zhao, 2016. "Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system," Computational Management Science, Springer, vol. 13(3), pages 393-422, July.
- Wim Ackooij, 2017. "A comparison of four approaches from stochastic programming for large-scale unit-commitment," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 5(1), pages 119-147, March.
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- Jérôme Malick & Welington Oliveira & Sofia Zaourar, 2017. "Uncontrolled inexact information within bundle methods," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 5(1), pages 5-29, March.
- Welington Oliveira, 2016. "Regularized optimization methods for convex MINLP problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(3), pages 665-692, October.
- Wim Ackooij, 2014. "Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 80(3), pages 227-253, December.
- Wolf, Christian & Fábián, Csaba I. & Koberstein, Achim & Suhl, Leena, 2014. "Applying oracles of on-demand accuracy in two-stage stochastic programming – A computational study," European Journal of Operational Research, Elsevier, vol. 239(2), pages 437-448.
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KeywordsNonsmooth optimization; Stochastic optimization; Level bundle method; Chance constrained programming;
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