2 papers
math.OC2026
Complexity and numerical experiments of a new adaptive generic proximal bundle method
Vincent Guigues, Renato Monteiro, Benoit Tran
This paper develops an adaptive generic proximal bundle method, shows its complexity, and presents numerical experiments comparing this method with two bundle methods on a set of o…
math.OC2026
Stability of Two-Stage Stochastic Programs Under Problem-Dependent Costs
Nils Peyrousset, Benoît Tran
Classical stability theory for stochastic programming relies on the Wasserstein-Fortet-Mourier duality, which requires the ground cost to be a distance. When using problem-dependen…