An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems (Q5085476)

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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instance of

scholarly article

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title

An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems (English)

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DOI

10.1287/ijoc.2020.1001

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INFORMS Journal on Computing

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publication date

27 June 2022

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Mathematics Subject Classification ID

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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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describes a project that uses

SNOPT

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LMaFit

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1287/ijoc.2020.1001

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OpenAlex ID

W3097945250

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Sitelinks

Mathematics(1 entry)

mardi Publication:5085476