An augmented lagrangian decomposition method for chance-constrained optimization problems
Xiaodi Bai, Jie Sun, Xiaojin Zheng
| Year of publication: |
2021
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|---|---|
| Authors: | Bai, Xiaodi ; Sun, Jie ; Zheng, Xiaojin |
| Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 33.2021, 3, p. 1056-1069
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| Subject: | chance-constrained optimization problem | finite discrete distribution | alternating direction method of multipliers | augmented Lagrangian algorithm | first-order stationary point | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Dekompositionsverfahren | Decomposition method | Algorithmus | Algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2020.1001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012631647