Global probability maximization for a Gaussian bilateral inequality in polynomial time

DOI10.1007/S10898-017-0501-5MaRDI QIDQ1675587zbMATH OpenOpenAlexFDO

Authors Michel Minoux, Riadh Zorgati

Publication date 2 November 2017

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

Full work available at URL https://doi.org/10.1007/s10898-017-0501-5

zbMATH Keywords

global optimizationpolynomial-time algorithmjoint probability maximizationbilateral chance constraintsrandom Gaussian inequalities

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

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Cited in

(4)

• A discussion of probability functions and constraints from a variational perspective
• Convexity of Gaussian chance constraints and of related probability maximization problems
• Rectangular chance constrained geometric optimization
• Sharp upper and lower bounds for maximum likelihood solutions to random Gaussian bilateral inequality systems

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