Inner Moreau envelope of nonsmooth conic chance-constrained optimization problems
Wim van Ackooij, Pedro Pérez-Aros, Claudia Soto, Emilio Vilches
| Year of publication: |
2024
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|---|---|
| Authors: | Ackooij, Wim van ; Pérez-Aros, Pedro ; Soto, Claudia ; Vilches, Emilio |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 49.2024, 3, p. 1419-1451
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| Subject: | convex optimization | chance-constrained optimization | Moreau envelope | probability functions | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Dynamische Optimierung | Dynamic programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2021.0338 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015047584