A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints (Q4637499): Difference between revisions

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Revision as of 12:56, 15 July 2024

scientific article; zbMATH DE number 6863994
Language Label Description Also known as
English
A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints
scientific article; zbMATH DE number 6863994

    Statements

    A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints (English)
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    24 April 2018
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    nonlinear optimization
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    chance constraints
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    cardinality constraints
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    sample average approximation
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    exact penalization
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    sequential quadratic optimization
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    trust region methods
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