Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems

DOI10.1137/120903099zbMath1297.49057OpenAlexW2008685729MaRDI QIDQ3192102

Wim van Ackooij, Claudia A. Sagastizábal

Publication date: 26 September 2014

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/bab4c3274da72753746e2c18147d19f46afe9791

zbMATH Keywords

bundle methodsjoint chance constraintsinexact oracleshydroreservoir management

Mathematics Subject Classification ID

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