Pages that link to "Item:Q1931647"
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The following pages link to Augmented Lagrangian method for probabilistic optimization (Q1931647):
Displaying 15 items.
- Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour (Q262452) (← links)
- New reformulations for probabilistically constrained quadratic programs (Q296982) (← links)
- Nonlinear chance constrained problems: optimality conditions, regularization and solvers (Q306384) (← links)
- Solving joint chance constrained problems using regularization and Benders' decomposition (Q827143) (← links)
- Probabilistic optimization via approximate \(p\)-efficient points and bundle methods (Q1652036) (← links)
- Flow-based formulations for operational fixed interval scheduling problems with random delays (Q1789616) (← links)
- Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets (Q2115132) (← links)
- Exact penalization in stochastic programming -- calmness and constraint qualification (Q2260525) (← links)
- Derivatives of probability functions: unions of polyhedra and elliptical distributions (Q2670977) (← links)
- Fuzzy Chance-Constrained Project Portfolio Selection Model Based on Credibility Theory (Q2963717) (← links)
- On the Convexity of Level-sets of Probability Functions (Q5074513) (← links)
- An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems (Q5085476) (← links)
- Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints (Q5233103) (← links)
- An Inner-Outer Approximation Approach to Chance Constrained Optimization (Q5355201) (← links)
- Joint chance-constrained multi-objective multi-commodity minimum cost network flow problem with copula theory (Q6164636) (← links)