Level bundle methods for constrained convex optimization with various oracles

Level bundle-like algorithms for convex optimization

(2013) J. Y. Bello Cruz et al.   JOURNAL OF GLOBAL OPTIMIZATION

Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse

(2011) Darinka Dentcheva et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Validation analysis of mirror descent stochastic approximation method

(2011) Guanghui Lan et al.   MATHEMATICAL PROGRAMMING

Inexact Bundle Methods for Two-Stage Stochastic Programming

(2011) Welington Oliveira et al.   SIAM JOURNAL ON OPTIMIZATION

On probabilistic constraints induced by rectangular sets and multivariate normal distributions

(2010) Wim Van Ackooij et al.   MATHEMATICAL METHODS OF OPERATIONS RESEARCH

Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions

(2009) René Henrion et al.   ANNALS OF OPERATIONS RESEARCH

Mixed $H_2/H_\infty$ Control via Nonsmooth Optimization

(2008) P. Apkarian et al.   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

A Method of Centers with Approximate Subgradient Linearizations for Nonsmooth Convex Optimization

(2008) Krzysztof C. Kiwiel   SIAM JOURNAL ON OPTIMIZATION