ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs
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Publication:5060524
DOI10.1287/opre.2021.2225OpenAlexW4225753946WikidataQ114058135 ScholiaQ114058135MaRDI QIDQ5060524
Publication date: 10 January 2023
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2012.04763
Related Items (3)
On approximations of data-driven chance constrained programs over Wasserstein balls ⋮ Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness ⋮ Data-driven tuning for chance constrained optimization: analysis and extensions
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