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Mathematical Programming, Volume 148
Volume 148, Numbers 1-2, December 2014
- Patrick L. Combettes
, Jean-Baptiste Hiriart-Urruty, Michel Théra
:
Preface. 1-4 - Samir Adly, Tahar Haddad
, Lionel Thibault:
Convex sweeping process in the framework of measure differential inclusions and evolution variational inequalities. 5-47 - Francisco J. Aragón Artacho
, Jonathan M. Borwein, Victoria Martín-Márquez
, Liangjin Yao:
Applications of convex analysis within mathematics. 49-88 - Alexandre d'Aspremont, Francis R. Bach, Laurent El Ghaoui:
Approximation bounds for sparse principal component analysis. 89-110 - Guy Bouchitté, Ilaria Fragalà, Ilaria Lucardesi
:
Shape derivatives for minima of integral functionals. 111-142 - Bruce Cox, Anatoli B. Juditsky, Arkadi Nemirovski
:
Dual subgradient algorithms for large-scale nonsmooth learning problems. 143-180 - Darinka Dentcheva, Andrzej Ruszczynski:
Risk preferences on the space of quantile functions. 181-200 - Konstantin Emich, René Henrion, Werner Römisch:
Conditioning of linear-quadratic two-stage stochastic optimization problems. 201-221 - Alejandro Jofré, R. Tyrrell Rockafellar
, Roger J.-B. Wets:
Convex analysis and financial equilibrium. 223-239 - Welington de Oliveira, Claudia A. Sagastizábal
, Claude Lemaréchal:
Convex proximal bundle methods in depth: a unified analysis for inexact oracles. 241-277 - Teemu Pennanen
:
Convex duality in optimal investment under illiquidity. 279-295 - R. Tyrrell Rockafellar
, Johannes O. Royset:
Random variables, monotone relations, and convex analysis. 297-331
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