Augmented Lagrangian method for probabilistic optimization
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Publication:1931647
DOI10.1007/s10479-011-0884-5zbMath1255.90087MaRDI QIDQ1931647
Gabriela Martinez, Dentcheva, Darinka
Publication date: 15 January 2013
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-011-0884-5
stochastic programming; second-order optimality conditions; chance constraints; probabilistic constraints; \(p\)-efficient points
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