Claude Lemaréchal The last few years have seen the advent ofa new generation of bundle methods, capable to handle inexact oracles, polluted by “noise”. Proving convergence of a bundle method is never simple and coping with inexact oracles substantially increases the technicalities. Besides, several variants exist to deal with noise, each one needing an ad hoc proof … Read more
Using $\eps$-subdifferential calculus for difference-of-convex (d.c.) programming, D\”ur proposed a condition sufficient for local optimality, and showed that this condition is not necessary in general. Here it is proved that whenever the convex part is strongly convex, this condition is also necessary. Strong convexity can always be ensured by changing the given d.c. decomposition slightly. … Read more
Lagrangian relaxation is a tool to find upper bounds on a given (arbitrary) maximization problem. Sometimes, the bound is exact and an optimal solution is found. Our aim in this paper is to review this technique, the theory behind it, its numerical aspects, its relation with other techniques such as column generation. Citation in: Computational … Read more