A derivative-free trust-region algorithm with copula-based models for probability maximization problems
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Publication:2076911
DOI10.1016/j.ejor.2021.09.040zbMath1490.65114OpenAlexW3205343541MaRDI QIDQ2076911
Elizabeth W. Karas, Welington de Oliveira, Emerson Butyn
Publication date: 22 February 2022
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2021.09.040
stochastic programmingnonlinear programmingderivative-free optimizationprobability maximization problem
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Stochastic programming (90C15)
Uses Software
Cites Work
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