Monique Laurent

affiliation not provided to SSRN

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Hidden Convexity in Partially Separable Optimization

CentER Working Paper Series No. 2011-070
Number of pages: 25 Posted: 15 Jun 2011
Aharon Ben-Tal, Dick den Hertog and Monique Laurent
Technion-Israel Institute of Technology, Tilburg University - Department of Econometrics & Operations Research and affiliation not provided to SSRN
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Abstract:

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convex relaxation of nonconvex problems, hidden convexity, partially separable functions, robust optimization