Global optimization of robust chance constrained problems

DOI10.1007/s10898-007-9244-zzbMath1190.90113OpenAlexW2124167738MaRDI QIDQ1029686

Efstratios N. Pistikopoulos, Berc Rustem, Panos Parpas

Publication date: 13 July 2009

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-007-9244-z

zbMATH Keywords

discretizationnonlinear programming problemweak* convergence

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)

Related Items (5)

A review of recent advances in global optimization ⋮ Convergence analysis of a global optimization algorithm using stochastic differential equations ⋮ Gamma distribution approach in chance-constrained stochastic programming model ⋮ A utility theory based interactive approach to robustness in linear optimization ⋮ Global optimization with orthogonality constraints via stochastic diffusion on manifold

Uses Software

• GloptiPoly

Cites Work

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