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A. Auslender

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Open access 2010

A Proximal Extension of the Column Generation Method to Nonconvex Conic Optimization Providing Bounds for the Duality Gap

We consider nonconvex conic optimization that covers Standard Nonlinear Programming, Semidefinite Programming, Second Order Cone Programming. To the dual Lagrangian problem, we associate a relaxed primal convex problem, and give bounds for the duality gap. Then we propose a proximal extension of the column generation m...

A. Auslender · 0 citations

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