Piecewise convex programs

DOI10.1007/BF01608999zbMath0396.90069OpenAlexW2085611513MaRDI QIDQ4180143

François V. Louveaux

Publication date: 1978

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01608999

zbMATH Keywords

Convex ProgrammingCutting Hyperplane MethodStochastic Quadratic Programming

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

Related Items

Moving horizon estimation for discrete-time linear systems with binary sensors: algorithms and stability results ⋮ Two-stage non-cooperative games with risk-averse players ⋮ Approximate dynamic programming for constrained linear systems: a piecewise quadratic approximation approach ⋮ Convex parametric piecewise quadratic optimization: theory and algorithms ⋮ \(L\)-shaped algorithm for two stage problems of stochastic convex programming

Cites Work

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