A polynomial-time algorithm for a nonconvex chance-constrained program under the normal approximation

DOI10.1007/s11590-022-01905-6OpenAlexW4285591634WikidataQ114222148 ScholiaQ114222148MaRDI QIDQ2688910

David Mildebrath

Publication date: 6 March 2023

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-022-01905-6

zbMATH Keywords

reverse convex programmingnonlinear optimizationchance-constrained programmingpolynomial-time algorithms

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Cites Work

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• A level set algorithm for a class of reverse convex programs
• A PTAS for the chance-constrained knapsack problem with random item sizes
• Convex programs with an additional reverse convex constraint
• Linear programs with an additional reverse convex constraint
• Reverse convex programming
• A polynomial time algorithm for a chance-constrained single machine scheduling problem
• Chance-Constrained Binary Packing Problems

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