A smoothing function approach to joint chance-constrained programs

DOI10.1007/s10957-013-0513-3zbMath1333.90085OpenAlexW2038521854MaRDI QIDQ467479

Feng Shan, Xiantao Xiao, Li-wei Zhang

Publication date: 3 November 2014

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

Full work available at URL: https://doi.org/10.1007/s10957-013-0513-3

zbMATH Keywords

stochastic optimizationDC optimizationjoint-constrained programssequential convex approximation

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Stochastic programming (90C15)

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