9 citations · 33 across the 49 of their papers we have counts for
8 papers · 1 filter
Constant Along Primal Rays Conjugacies and Generalized Convexity for Functions of the Support
Jean-Philippe Chancelier, Michel de Lara
The support of a vector in R d is the set of indices with nonzero entries. Functions of the support have the property to be 0-homogeneous and, because of that, the Fenchel conjugac…
Tropical Dynamic Programming for Lipschitz Multistage Stochastic Programming
Marianne Akian, Jean-Philippe Chancelier, Benoît Tran
We present an algorithm called Tropical Dynamic Programming (TDP) which builds upper and lower approximations of the Bellman value functions in risk-neutral Multistage Stochastic P…
Kuhn's Equivalence Theorem for Games in Intrinsic Form
Benjamin Heymann, Michel de Lara, Jean-Philippe Chancelier
We state and prove Kuhn's equivalence theorem for a new representation of games, the intrinsic form. First, we introduce games in intrinsic form where information is represented by…
A Decomposition Method by Interaction Prediction for the Optimization of Maintenance Scheduling
Jean-Philippe Chancelier, Thomas Bittar, Pierre Carpentier +2
Optimizing maintenance scheduling is a major issue to improve the performance of hydropower plants. We study a system of several physical components of the same family: either a se…
Capra-Convexity, Convex Factorization and Variational Formulations for the l0 Pseudonorm
Jean-Philippe Chancelier, Michel de Lara
The so-called l0 pseudonorm, or cardinality function, counts the number of nonzero components of a vector. In this paper, we analyze the l0 pseudonorm by means of so-called Capra (…
Constant Along Primal Rays Conjugacies and the l0 Pseudonorm
Jean-Philippe Chancelier, Michel de Lara
The so-called l0 pseudonorm on Rd counts the number of nonzero components of a vector. It is used in sparse optimization, either as criterion or in the constraints, to obtain solut…