Hidden Convexity in Partially Separable Optimization

A. Ben-Tal, Dick Den Hertog and M. Laurent
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A. Ben-Tal: Tilburg University, Center For Economic Research
M. Laurent: Tilburg University, Center For Economic Research

No 2011-070, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: convex relaxation of nonconvex problems; hidden convexity; partially separable functions; robust optimization (search for similar items in EconPapers)
Date: 2011
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