Augmented Lagrangian method for probabilistic optimization (Q1931647): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10479-011-0884-5 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1997808314 / rank | |||
Normal rank |
Revision as of 21:54, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Augmented Lagrangian method for probabilistic optimization |
scientific article |
Statements
Augmented Lagrangian method for probabilistic optimization (English)
0 references
15 January 2013
0 references
stochastic programming
0 references
probabilistic constraints
0 references
chance constraints
0 references
second-order optimality conditions
0 references
\(p\)-efficient points
0 references