Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation (Q5116556)

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scientific article; zbMATH DE number 7236505
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Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation
scientific article; zbMATH DE number 7236505

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    Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation (English)
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    18 August 2020
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    chance constraints
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    nonlinear optimization
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    quantile function
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    sample average approximation
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    smoothing
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    sequential quadratic programming
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    trust region
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