Global probability maximization for a Gaussian bilateral inequality in polynomial time

DOI10.1007/s10898-017-0501-5zbMath1408.90245OpenAlexW2590718840MaRDI QIDQ1675587

Riadh Zorgati, Michel Minoux

Publication date: 2 November 2017

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-017-0501-5

zbMATH Keywords

global optimizationpolynomial-time algorithmjoint probability maximizationbilateral chance constraintsrandom Gaussian inequalities

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

Related Items

A discussion of probability functions and constraints from a variational perspective, Sharp upper and lower bounds for maximum likelihood solutions to random Gaussian bilateral inequality systems, Rectangular chance constrained geometric optimization

Uses Software

• CVX

Cites Work

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