A dual method for probabilistic constrained problems

DOI10.1007/BFB0121127zbMath0606.90100OpenAlexW16018340MaRDI QIDQ3745629

É. Komáromi

Publication date: 1986

Published in: Mathematical Programming Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bfb0121127

zbMATH Keywords

dual problemdeterministic equivalentprobabilistic constrained linear programmingFrank-Wolfe type algorithmSTABIL model

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Stochastic programming (90C15)

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