An augmented lagrangian decomposition method for chance-constrained optimization problems
Year of publication: |
2021
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Authors: | Bai, Xiaodi ; Sun, Jie ; Zheng, Xiaojin |
Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 33.2021, 3, p. 1056-1069
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Subject: | chance-constrained optimization problem | finite discrete distribution | alternating direction method of multipliers | augmented Lagrangian algorithm | first-order stationary point | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
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