Solving joint chance constrained problems using regularization and Benders' decomposition
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Publication:827143
DOI10.1007/s10479-018-3091-9zbMath1451.90103OpenAlexW2899648531MaRDI QIDQ827143
Lukáš Adam, René Henrion, Holger Heitsch, Martin Branda
Publication date: 6 January 2021
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-018-3091-9
stochastic programmingregularizationoptimality conditionschance constrained programmingBenders' decompositiongas networks
Nonconvex programming, global optimization (90C26) Numerical methods based on necessary conditions (49M05) Stochastic programming (90C15)
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