Uncontrolled inexact information within bundle methods
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Publication:2397754
DOI10.1007/s13675-015-0060-9zbMath1366.65063OpenAlexW2210434322MaRDI QIDQ2397754
Sofia Zaourar, Jérôme Malick, Welington de Oliveira
Publication date: 23 May 2017
Published in: EURO Journal on Computational Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13675-015-0060-9
algorithmconvergencenumerical experimentbundle methodsnon-smooth optimizationinexact oracleenergy optimizationchance-constrained problemstwo-stage stochastic problems
Numerical mathematical programming methods (65K05) Convex programming (90C25) Stochastic programming (90C15) Combinatorial optimization (90C27)
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Decomposition algorithm for large-scale two-stage unit-commitment, Adaptive Bundle Methods for Nonlinear Robust Optimization, Asynchronous level bundle methods, Regularized decomposition of large scale block-structured robust optimization problems, Benders decomposition with adaptive oracles for large scale optimization, Stochastic hydro-thermal unit commitment via multi-level scenario trees and bundle regularization
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