A Unifying Polyhedral Approximation Framework for Convex Optimization
We propose a unifying framework for polyhedral approximation in convex optimization. It subsumes classical methods, such as cutting plane and simplicial decomposition, but also includes new methods and new versions/extensions of old methods, such as a simplicial decomposition method for nondifferent...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Society for Industrial and Applied Mathematics
2011
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| Online Access: | http://hdl.handle.net/1721.1/66974 https://orcid.org/0000-0001-6909-7208 |