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

Computational aspects of column generation for nonlinear and conic optimization: classical and linearized schemes (Q2696926)

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Computational aspects of column generation for nonlinear and conic optimization: classical and linearized schemes
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    Computational aspects of column generation for nonlinear and conic optimization: classical and linearized schemes (English)
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    17 April 2023
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    nonlinear optimization
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    conic programming
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    column generation
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    Lagrangean duality
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    portfolio optimization
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