Augmented Lagrangian method for probabilistic optimization (Q1931647)
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scientific article; zbMATH DE number 6125690
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Augmented Lagrangian method for probabilistic optimization |
scientific article; zbMATH DE number 6125690 |
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Augmented Lagrangian method for probabilistic optimization (English)
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15 January 2013
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stochastic programming
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probabilistic constraints
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chance constraints
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second-order optimality conditions
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\(p\)-efficient points
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