Gradient formulae for nonlinear probabilistic constraints with non-convex quadratic forms
type: Item
instance of: scholarly article
title: Gradient formulae for nonlinear probabilistic constraints with non-convex quadratic forms
zbMATH Open document ID: 1437.90118
author: Wim van Ackooij
author: Pedro Pérez-Aros
published in: Journal of Optimization Theory and Applications
publication date: 2020-04-07T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C20
Mathematics Subject Classification ID: 90C26
zbMATH DE Number: 7187333
zbMATH Keywords: stochastic optimization
zbMATH Keywords: probabilistic constraints
zbMATH Keywords: chance constraints
zbMATH Keywords: gradients of probability functions
describes a project that uses: GloptiPoly
MaRDI profile type: Publication
full work available at URL: s10957-020-01634-9
OpenAlex ID: W3006398378
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DOI: 10.1007/S10957-020-01634-9
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description: scientific article; zbMATH DE number 7187333