Pages that link to "Item:Q2926079"

The following pages link to Level bundle methods for oracles with on-demand accuracy (Q2926079):

Displaying 50 items.

• A doubly stabilized bundle method for nonsmooth convex optimization (Q263188) (← links)
• Decomposition algorithm for large-scale two-stage unit-commitment (Q271986) (← links)
• Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study (Q297279) (← links)
• Implementing the simplex method as a cutting-plane method, with a view to regularization (Q377719) (← links)
• Level bundle methods for constrained convex optimization with various oracles (Q404512) (← links)
• Convex proximal bundle methods in depth: a unified analysis for inexact oracles (Q484139) (← links)
• Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment (Q486936) (← links)
• Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs (Q517291) (← links)
• Level bundle-like algorithms for convex optimization (Q743968) (← links)
• Stochastic hydro-thermal unit commitment via multi-level scenario trees and bundle regularization (Q779756) (← links)
• Computational study of decomposition algorithms for mean-risk stochastic linear programs (Q903926) (← links)
• Risk-averse formulations and methods for a virtual power plant (Q1652695) (← links)
• Target radius methods for nonsmooth convex optimization (Q1728379) (← links)
• Large-scale unit commitment under uncertainty: an updated literature survey (Q1730531) (← links)
• A feasible point method with bundle modification for nonsmooth convex constrained optimization (Q1753350) (← links)
• Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system (Q1789576) (← links)
• Regularized decomposition of large scale block-structured robust optimization problems (Q1789623) (← links)
• Visualization of the \(\varepsilon \)-subdifferential of piecewise linear-quadratic functions (Q2013149) (← links)
• Constraint generation for risk averse two-stage stochastic programs (Q2028853) (← links)
• Multi-stage distributionally robust optimization with risk aversion (Q2031326) (← links)
• Gaining traction: on the convergence of an inner approximation scheme for probability maximization (Q2045616) (← links)
• Benders decomposition with adaptive oracles for large scale optimization (Q2063193) (← links)
• Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse (Q2070338) (← links)
• A new restricted memory level bundle method for constrained convex nonsmooth optimization (Q2080833) (← links)
• Outer approximation for mixed-integer nonlinear robust optimization (Q2095574) (← links)
• Revisiting augmented Lagrangian duals (Q2097636) (← links)
• An inexact multiple proximal bundle algorithm for nonsmooth nonconvex multiobjective optimization problems (Q2150773) (← links)
• The \(p\)-Lagrangian relaxation for separable nonconvex MIQCQP problems (Q2162511) (← links)
• A multi-step doubly stabilized bundle method for nonsmooth convex optimization (Q2177698) (← links)
• Asynchronous level bundle methods (Q2205980) (← links)
• A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming (Q2230935) (← links)
• Partition-based decomposition algorithms for two-stage stochastic integer programs with continuous recourse (Q2288987) (← links)
• On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems (Q2322551) (← links)
• Large-scale unit commitment under uncertainty (Q2351161) (← links)
• Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support (Q2374364) (← links)
• Uncontrolled inexact information within bundle methods (Q2397754) (← links)
• A comparison of four approaches from stochastic programming for large-scale unit-commitment (Q2397759) (← links)
• Fast bundle-level methods for unconstrained and ball-constrained convex optimization (Q2419544) (← links)
• Multistage adaptive robust optimization for the unit commitment problem (Q2806056) (← links)
• Incremental Bundle Methods using Upper Models (Q4603045) (← links)
• Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse (Q5131710) (← links)
• Automation and Combination of Linear-Programming Based Stabilization Techniques in Column Generation (Q5131729) (← links)
• Minimizing Piecewise-Concave Functions Over Polyhedra (Q5219555) (← links)
• Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies (Q5379467) (← links)
• An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse (Q5501230) (← links)
• Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs (Q5857298) (← links)
• Survey Descent: A Multipoint Generalization of Gradient Descent for Nonsmooth Optimization (Q5883313) (← links)
• A Bundle Trust Region Algorithm for Minimizing Locally Lipschitz Functions (Q5883328) (← links)
• Constraint relaxation for the discrete ordered median problem (Q6081610) (← links)
• The Benders by batch algorithm: design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs (Q6112748) (← links)