A D.C. approximation approach for optimization with probabilistic constraints based on Chen-Harker-Kanzow-Smale smooth plus function
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Publication:6540478
DOI10.1007/S00186-024-00859-YzbMATH Open1546.90094MaRDI QIDQ6540478FDOQ6540478
Authors: Yonghong Ren, Yuchao Sun, Dachen Li, Fangfang Guo 
Publication date: 15 May 2024
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
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sample average approximationsequential convex approximationprobabilistic constrained optimization problemD.C. approximationChen-Harker-Kanzow-Smale smooth plus function
Cites Work
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- Robust solutions of linear programming problems contaminated with uncertain data
- Uncertain convex programs: randomized solutions and confidence levels
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- Lectures on Stochastic Programming
- The Scenario Approach to Robust Control Design
- A class of smoothing functions for nonlinear and mixed complementarity problems
- Chance Constrained Programming with Joint Constraints
- Sample average approximation method for chance constrained programming: Theory and applications
- Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs
- 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
- ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs
- Solving chance-constrained problems via a smooth sample-based nonlinear approximation
- A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs
- A smooth approximation approach for optimization with probabilistic constraints based on sigmoid function
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