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Algorithmic differentiation for piecewise smooth functions: a case study for robust optimization.
Sabrina Fiege
Andrea Walther
Kshitij Kulshreshtha
Andreas Griewank
Published in:
Optim. Methods Softw. (2018)
Keyphrases
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smooth functions
robust optimization
closely related
basis functions
receptive fields
mathematical programming
input space
critical points
decision theory
lot sizing
mumford shah functional
semidefinite programming
multistage
biologically inspired