Polyhedral Approximations in Convex Optimization
published: Dec. 20, 2008, recorded: December 2008, views: 2236
Report a problem or upload filesIf you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
We propose a unifying framework for solution of convex programs by polyhedral approximation. It includes classical methods, such as cutting plane, Dantzig-Wolfe decomposition, bundle, and simplicial de- composition, but also includes refinements of these methods, as well as new methods that are well-suited for important large-scale types of problems, arising for example in network optimization.
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !