Inner Moreau envelope of nonsmooth conic chance-constrained optimization problems

DOI10.1287/MOOR.2021.0338MaRDI QIDQ6634238zbMATH OpenFDO

Authors Wim van Ackooij, Pedro Pérez-Aros, Claudia Soto, E. Vilches

Publication date 7 November 2024

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/MOOR.2021.0338

zbMATH Keywords

chance-constrained optimizationconvex optimizationMoreau envelopeprobability functions

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Stochastic programming (90C15) Convex programming (90C25) Semi-infinite programming (90C34)

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