A smooth approximation approach for optimization with probabilistic constraints based on sigmoid function

DOI10.1186/s13660-022-02774-4zbMath1506.90183OpenAlexW4226135300MaRDI QIDQ2129136

Yanyan Li

Publication date: 22 April 2022

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-022-02774-4

zbMATH Keywords

sigmoid functionsequential convex approximationprobabilistic constrained optimization problemsmooth approximation approach

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Nonsmooth analysis (49J52) Stochastic programming (90C15)

Cites Work

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