2 papers
math.OC2026
Stochastic Quadratic Dynamic Programming
Vincent Guigues, Adriana Washington
We introduce an algorithm called SQDP (Stochastic Quadratic Dynamic Programming) to solve some multistage stochastic optimization problems having strongly convex recourse functions…
math.OC2024
Bundle methods with quadratic cuts for deterministic and stochastic strongly convex optimization problems
Vincent Guigues, Adriana Washington
We introduce two new methods for deterministic convex optimization problems: QCC (Quadratic Cuts for Convex optimization) and QB (Quadratic Bundle method). We prove the complexity…