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A Bundle of Method for Minimizing a Sum of Convex Functions with Smooth Weights

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  • K. Kiwiel

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  • K. Kiwiel, 1994. "A Bundle of Method for Minimizing a Sum of Convex Functions with Smooth Weights," Working Papers wp94013, International Institute for Applied Systems Analysis.
    • Handle: RePEc:wop:iasawp:wp94013
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    1. R. T. Rockafellar & Roger J.-B. Wets, 1991. "Scenarios and Policy Aggregation in Optimization Under Uncertainty," Mathematics of Operations Research, INFORMS, vol. 16(1), pages 119-147, February.
    2. Robert Mifflin, 1977. "An Algorithm for Constrained Optimization with Semismooth Functions," Mathematics of Operations Research, INFORMS, vol. 2(2), pages 191-207, May.
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