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SIAMJO
2011
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Software Engineering
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SIAMJO 2011
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A Unifying Polyhedral Approximation Framework for Convex Optimization
13 years 7 months ago
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web.mit.edu
Abstract. We propose a unifying framework for polyhedral approximation in convex optimization. It subsumes classical methods, such as cutting plane and simplicial decomposition, bu...
Dimitri P. Bertsekas, Huizhen Yu
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