A smooth approximation approach for optimization with probabilistic constraints based on sigmoid function

DOI10.1186/S13660-022-02774-4zbMATH Open1506.90183OpenAlexW4226135300MaRDI QIDQ2129136FDOQ2129136

Yanyan Li

Publication date: 22 April 2022

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-022-02774-4

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zbMATH Keywords

sigmoid functionsequential convex approximationprobabilistic constrained optimization problemsmooth approximation approach

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Stochastic programming (90C15) Nonsmooth analysis (49J52)

Cites Work

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• Lectures on Stochastic Programming
• The Scenario Approach to Robust Control Design
• Convex Approximations of Chance Constrained Programs
• Chance Constrained Programming with Joint Constraints
• On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming
• Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach
• A smoothing function approach to joint chance-constrained programs
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• Quantitative stability analysis for distributionally robust optimization with moment constraints
• Quantitative stability analysis of stochastic quasi-variational inequality problems and applications
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• A projected subgradient method for nondifferentiable quasiconvex multiobjective optimization problems

Cited In (1)

• A D.C. approximation approach for optimization with probabilistic constraints based on Chen-Harker-Kanzow-Smale smooth plus function

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