A D.C. approximation approach for optimization with probabilistic constraints based on Chen-Harker-Kanzow-Smale smooth plus function
Yonghong Ren, Yuchao Sun, Dachen Li, Fangfang Guo
| Year of publication: |
2024
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|---|---|
| Authors: | Ren, Yonghong ; Sun, Yuchao ; Li, Dachen ; Guo, Fangfang |
| Published in: |
Mathematical methods of operations research : ZOR. - Berlin : Springer, ISSN 1432-5217, ZDB-ID 1459420-1. - Vol. 99.2024, 1/2, p. 179-203
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| Subject: | D.C. approximation | Probabilistic constrained optimization problem | Sample average approximation | Sequential convex approximation | Mathematische Optimierung | Mathematical programming | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00186-024-00859-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015125538