A smoothing function approach to joint chance constrained programs

MaRDI QIDQ5399306zbMATH OpenFDO

Authors Yonghong Ren, Zhenchuan Feng, Yanni Ma

Publication date 28 February 2014

zbMATH Keywords

convergence analysisD.C. functionjoint chance constraintssmoothing function

Mathematics Subject Classification ID

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

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(11)

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• Sequential convex approximations to joint chance constrained programs: A Monte Carlo approach
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• A smooth D.C. approximation of probabilistic constrained optimization problems
• A log-sigmoid approximation to chance constrained programs
• Chance constrained optimization of elliptic PDE systems with a smoothing convex approximation
• Analytic approximation and differentiability of joint chance constraints
• A smooth D.C. approximation of function \(1_{(0, +\infty)}(z)\)
• A D.C. approximation approach for optimization with probabilistic constraints based on Chen-Harker-Kanzow-Smale smooth plus function

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