4 papers
Presolve techniques for quasi-convex chance constraints with finite-support low-dimensional uncertainty
Guillaume Van Dessel, François Glineur
Chance-constrained programs (CCP) represent a trade-off between conservatism and robustness in optimization. In many CCPs, one optimizes an objective under a probabilistic constrai…
Global and local approaches for the minimization of a sum of pointwise minima of convex functions
Guillaume Van Dessel, François Glineur
Numerous machine learning and industrial problems can be modeled as the minimization of a sum of so-called clipped convex functions (SCC), i.e. each term of the sum stems as th…
Global minimization of a minimum of a finite collection of functions
Guillaume Van Dessel, François Glineur
We consider the global minimization of a particular type of minimum structured optimization problems wherein the variables must belong to some basic set, the feasible domain is des…
Optimal inexactness schedules for Tunable Oracle based Methods
Guillaume Van Dessel, François Glineur
Several recent works address the impact of inexact oracles in the convergence analysis of modern first-order optimization techniques, e.g. Bregman Proximal Gradient and Prox-Linear…