Statistical performance of subgradient step-size update rules in Lagrangian relaxations of chance-constrained optimization models (Q6588762)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Statistical performance of subgradient step-size update rules in Lagrangian relaxations of chance-constrained optimization models |
scientific article; zbMATH DE number 7897929
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical performance of subgradient step-size update rules in Lagrangian relaxations of chance-constrained optimization models |
scientific article; zbMATH DE number 7897929 |
Statements
Statistical performance of subgradient step-size update rules in Lagrangian relaxations of chance-constrained optimization models (English)
0 references
16 August 2024
0 references
chance constraints
0 references
statistical guarantees
0 references
Lagrangian decomposition
0 references
subgradient
0 references
progressive hedging
0 references
0 references
0 references
0 references
0 references
0 references
