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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
Bhargav Swaminathan
Published in:
Comput. Optim. Appl. (2021)
Keyphrases
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cost function
dynamic programming
kernel function
branch and bound
exact penalty