Augmented Lagrangian method for probabilistic optimization
type: Item
instance of: scholarly article
title: Augmented Lagrangian method for probabilistic optimization
zbMATH Open document ID: 1255.90087
author: Gabriela Martinez
author: Darinka Dentcheva
published in: Annals of Operations Research
publication date: 2013-01-15T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C46
zbMATH DE Number: 6125690
zbMATH Keywords: stochastic programming
zbMATH Keywords: probabilistic constraints
zbMATH Keywords: chance constraints
zbMATH Keywords: second-order optimality conditions
zbMATH Keywords: \(p\)-efficient points
MaRDI profile type: Publication
full work available at URL: s10479-011-0884-5
OpenAlex ID: W1997808314
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DOI: 10.1007/S10479-011-0884-5
description: scientific article; zbMATH DE number 6125690