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math.OC2019★ 1 cited
Mixed Spatial and Temporal Decompositions for Large Scale Multistage Stochastic Optimization Problems
Pierre Carpentier, Jean-Philippe Chancelier, Michel de Lara +1
We consider multistage stochastic optimization problems involving multiple units. Each unit is a (small) control system. Static constraints couple units at each stage. We present a…
math.OC2019★ 9 cited
Hidden Convexity in the l0 Pseudonorm
Jean-Philippe Chancelier, Michel de Lara
The so-called l0 pseudonorm counts the number of nonzero components of a vector of a Euclidian space. It is well-known that the l0 pseudonorm is not convex, as its Fenchel biconjug…