A smooth D.C. approximation of probabilistic constrained optimization problems

MaRDI QIDQ4688436zbMATH OpenFDO

Authors Yonghong Ren, Lina Cao

Publication date 22 October 2018

zbMATH Keywords

Pinar-Zenios smooth plus functionsprobabilistic constraintsequential convex approximation algorithmsmooth D.C. approximation

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

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• A smoothing function approach to joint chance-constrained programs
• Application of the smooth approximation of the probability function in some applied stochastic programming problems
• A smooth D.C. approximation of function \(1_{(0, +\infty)}(z)\)
• Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies
• A D.C. approximation approach for optimization with probabilistic constraints based on Chen-Harker-Kanzow-Smale smooth plus function

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