Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation (Q5116556)
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scientific article; zbMATH DE number 7236505
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation |
scientific article; zbMATH DE number 7236505 |
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Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation (English)
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18 August 2020
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chance constraints
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nonlinear optimization
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quantile function
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sample average approximation
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smoothing
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sequential quadratic programming
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trust region
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