A bundle method for nonsmooth DC programming with application to chance-constrained problems
Wim van Ackooij, Sophie Demassey, Paul Javal, Hugo Morais, Welington de Oliveira, Bhargav Prasanna Swaminathan
Topics & Concepts
MathematicsMathematical optimizationClass (philosophy)BundleQuadratic equationQuadratic programmingConvex optimizationConstrained optimizationConstraint (computer-aided design)Regular polygonConvex functionSequential quadratic programmingOptimization problemComputer scienceArtificial intelligenceGeometryMaterials scienceComposite materialAdvanced Optimization Algorithms ResearchOptimization and Variational AnalysisRisk and Portfolio Optimization