Convergence analysis on a smoothing approach to joint chance constrained programs

DOI10.1080/02331934.2016.1233551zbMATH Open1383.90022OpenAlexW2520090441MaRDI QIDQ2836097FDOQ2836097

Authors: Feng Shan, Xiantao Xiao, Liwei Zhang 

Publication date: 7 December 2016

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2016.1233551

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zbMATH Keywords

convergence analysissmooth approximationchance constraintjoint chance constrained programs

Mathematics Subject Classification ID

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

Cites Work

• Variational Analysis
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• A joint chance-constrained programming model with row dependence
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• Estimating Security Price Derivatives Using Simulation
• Regularization methods for optimization problems with probabilistic constraints
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• A Screening Technique for Joint Chance-Constrained Programming for Air-Quality Management
• Technical Note—A Class of Nonlinear Chance-Constrained Programming Models with Joint Constraints
• A sequential convex program method to DC program with joint chance constraints

Cited In (2)

• A smoothing function approach to joint chance-constrained programs
• A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs

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