An empirical quantile estimation approach for chance-constrained nonlinear optimization problems

DOI10.1007/s10957-024-02532-0MaRDI QIDQ6636810

Fengqiao Luo, Jeffrey Larson

Publication date: 12 November 2024

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

zbMATH Keywords

finite-difference approximationchance constraintsempirical quantile processquantile constraintsprobabilistic augmented Lagrangian method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Mathematical programming (90C99)

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