A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming

Author:

Borges Pedro,Sagastizábal ClaudiaORCID,Solodov Mikhail

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference44 articles.

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3. Bank, B., Guddat, J., Klatte, D., Kummer, B., Tammer, K.: Non-linear Parametric Optimization. Springer, Berlin (1983)

4. Bonnans, J., Gilbert, J., Lemaréchal, C., Sagastizábal, C.: Numerical Optimization. Springer-Verlag, Theoretical and Practical Aspects. Universitext, Berlin (2006)

5. Burke, J., Hoheisel, T.: Epi-convergent smoothing with applications to convex composite functions. SIAM J. Optim. 23(3), 1457–1479 (2013)

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