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

DOI10.1186/S13660-022-02774-4MaRDI QIDQ2129136zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 22 April 2022

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

Copyright license Creative Commons Attribution 4.0 International

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

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)

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Cites work

• scientific article; zbMATH DE number 1667417 (Why is no real title available?)
• scientific article; zbMATH DE number 7533281 (Why is no real title available?)
• A Sample Approximation Approach for Optimization with Probabilistic Constraints
• A projected subgradient method for nondifferentiable quasiconvex multiobjective optimization problems
• A smoothing function approach to joint chance-constrained programs
• Chance Constrained Programming with Joint Constraints
• Convex Approximations of Chance Constrained Programs
• Exponential penalty function with MOMA-plus for the multiobjective optimization problems
• Lectures on Stochastic Programming
• On Constraint Sampling in the Linear Programming Approach to Approximate Dynamic Programming
• Optimization and nonsmooth analysis
• Quantitative stability analysis for distributionally robust optimization with moment constraints
• Quantitative stability analysis of stochastic quasi-variational inequality problems and applications
• Robust solutions of linear programming problems contaminated with uncertain data
• Sequential convex approximations to joint chance constrained programs: A Monte Carlo approach
• The Scenario Approach to Robust Control Design
• Uncertain convex programs: randomized solutions and confidence levels
• Variational Analysis

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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