Augmented Lagrangian method for probabilistic optimization (Q1931647): Difference between revisions

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Latest revision as of 02:59, 6 July 2024

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Augmented Lagrangian method for probabilistic optimization
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    Augmented Lagrangian method for probabilistic optimization (English)
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    15 January 2013
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    stochastic programming
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    probabilistic constraints
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    chance constraints
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    second-order optimality conditions
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    \(p\)-efficient points
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