An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems (Q5085476)
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scientific article; zbMATH DE number 7548825
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| English | An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems |
scientific article; zbMATH DE number 7548825 |
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An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems (English)
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27 June 2022
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chance-constrained optimization problem
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finite discrete distribution
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alternating direction method of multipliers
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augmented Lagrangian algorithm
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first-order stationary point
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0.7753791213035583
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0.7582635283470154
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0.7411185503005981
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0.7401028871536255
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