Sharp upper and lower bounds for maximum likelihood solutions to random Gaussian bilateral inequality systems

DOI10.1007/s10898-019-00756-3zbMath1433.90094OpenAlexW2920957089MaRDI QIDQ2010090

Riadh Zorgati, Michel Minoux

Publication date: 3 December 2019

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-019-00756-3

zbMATH Keywords

global optimizationconcave envelopesjoint probability maximizationFenchel transformrandom Gaussian inequalities

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)

Related Items (1)

Rectangular chance constrained geometric optimization

Uses Software

• CVX
• alphaBB
• QDES

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