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 0001, Bhargav Swaminathan. A bundle method for nonsmooth DC programming with application to chance-constrained problems. Comp. Opt. and Appl., 78(2):451-490, 2021. [doi]

Abstract

Abstract is missing.