A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints (Q4637499)
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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 |
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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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