Finding normal solutions in piecewise linear programming
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Publication:1900115
DOI10.1007/BF01187901zbMath0838.90094OpenAlexW2080180802MaRDI QIDQ1900115
Publication date: 30 May 1996
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01187901
sensitivity analysisLagrange multipliernondifferentiable optimizationactive set methodconvex polyhedral function
Numerical mathematical programming methods (65K05) Convex programming (90C25) Sensitivity, stability, well-posedness (49K40) Quadratic programming (90C20)
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Tuning strategy for the proximity parameter in convex minimization, Iterative schemes for the least 2-norm solution of piecewise linear programs, Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities, An inexact bundle variant suited to column generation, On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems
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