Methods of Nonsmooth Optimization in Stochastic Programming

Wim Stefanus van Ackooij () and Welington Luis de Oliveira ()
Additional contact information
Wim Stefanus van Ackooij: Électricité de France (EDF R&D)
Welington Luis de Oliveira: Mines Paris - PSL

in International Series in Operations Research and Management Science from Springer, currently edited by Camille C. Price, Joe Zhu and Frederick S. Hillier

Date: 2025
ISBN: 978-3-031-84837-7
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Chapters in this book:

Ch Chapter 1 Introduction

Wim Stefanus Ackooij and Welington Luis de Oliveira

Ch Chapter 10 Cutting-Plane Algorithms for Non-smooth Convex Optimization Over Simple Domains

Wim Stefanus Ackooij and Welington Luis Oliveira

Ch Chapter 11 Bundle Methods for Non-smooth Convex Optimization over Simple Domains

Wim Stefanus van Ackooij and Welington Luis de Oliveira

Ch Chapter 12 Methods for Non-linearly Constrained Non-smooth Optimization Problems

Wim Stefanus Ackooij and Welington Luis de Oliveira

Ch Chapter 13 Methods for Non-smooth Optimization with Mixed-Integer Variables

Wim Stefanus Ackooij and Welington Luis de Oliveira

Ch Chapter 14 Methods for Non-smooth Non-convex Optimization

Wim Stefanus Ackooij and Welington Luis de Oliveira

Ch Chapter 15 Two-Stage Stochastic Programs

Wim Stefanus Ackooij and Welington Luis de Oliveira

Ch Chapter 16 Progressive Decoupling in Multistage Stochastic Programming

Wim Stefanus Ackooij and Welington Luis de Oliveira

Ch Chapter 17 Scenario Decomposition with Alternating Projections

Wim Stefanus Ackooij and Welington Luis de Oliveira

Ch Chapter 18 Methods for Multistage Stochastic Linear Programs

Wim Stefanus Ackooij and Welington Luis de Oliveira

Ch Chapter 19 Methods for Handling Probability Constraints

Wim Stefanus Ackooij and Welington Luis de Oliveira

Ch Chapter 2 Primer of Convex Analysis

Wim Stefanus Ackooij and Welington Luis de Oliveira

Ch Chapter 3 Variational Analysis

Wim Stefanus Ackooij and Welington Luis Oliveira

Ch Chapter 4 Linear and Non-linear Optimization Problems

Wim Stefanus Ackooij and Welington Luis de Oliveira

Ch Chapter 5 Probability and Statistics

Wim Stefanus Ackooij and Welington Luis de Oliveira

Ch Chapter 6 Fundamental Modelling Questions in Stochastic Programming

Wim Stefanus Ackooij and Welington Luis de Oliveira

Ch Chapter 7 Adjusting to Uncertainty: Modelling Recourse

Wim Stefanus Ackooij and Welington Luis de Oliveira

Ch Chapter 8 Probability Constraints

Wim Stefanus Ackooij and Welington Luis de Oliveira

Ch Chapter 9 Proximal Point Algorithms for Problems with Structure

Wim Stefanus Ackooij and Welington Luis de Oliveira

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DOI: 10.1007/978-3-031-84837-7

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