A bundle method for nonsmooth DC programming with application to chance-constrained problems.

Fri, 01 Jan 2021 00:00:00 +0100

Wim van Ackooij , Sophie Demassey, Paul Javal , Hugo Morais , Welington de Oliveira, Bhargav Swaminathan :
A bundle method for nonsmooth DC programming with application to chance-constrained problems. Comput. Optim. Appl. 78(2): 451-490 (2021)