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]

@article{AckooijDJMOS21,
  title = {A bundle method for nonsmooth DC programming with application to chance-constrained problems},
  author = {Wim van Ackooij and Sophie Demassey and Paul Javal and Hugo Morais and Welington de Oliveira 0001 and Bhargav Swaminathan},
  year = {2021},
  doi = {10.1007/s10589-020-00241-8},
  url = {https://doi.org/10.1007/s10589-020-00241-8},
  researchr = {https://researchr.org/publication/AckooijDJMOS21},
  cites = {0},
  citedby = {0},
  journal = {Comp. Opt. and Appl.},
  volume = {78},
  number = {2},
  pages = {451-490},
}