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  • Search: subject:"chance-constrained optimization problem"
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Algorithm 1 Algorithmus 1 Decomposition method 1 Dekompositionsverfahren 1 Mathematical programming 1 Mathematische Optimierung 1 Theorie 1 Theory 1 alternating direction method of multipliers 1 augmented Lagrangian algorithm 1 chance-constrained optimization problem 1 finite discrete distribution 1 first-order stationary point 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Bai, Xiaodi 1 Sun, Jie 1 Zheng, Xiaojin 1
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INFORMS journal on computing : JOC 1
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ECONIS (ZBW) 1
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An augmented lagrangian decomposition method for chance-constrained optimization problems
Bai, Xiaodi; Sun, Jie; Zheng, Xiaojin - In: INFORMS journal on computing : JOC 33 (2021) 3, pp. 1056-1069
Persistent link: https://www.econbiz.de/10012631647
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