A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality

Journal of Optimization Theory and Applications

Volumn 148, Issue 2, 2011, Pages 257-280

  Campi, M C ^a   Garatti, S ^b  

^a UNIVERSITY OF BRESCIA   (Italy)

^b POLITECNICO DI MILANO   (Italy)

Author keywords

Chance constrained optimization; Convex optimization; Randomized methods; Sample based optimization; Stochastic optimization

Indexed keywords

CONSTRAINED OPTIMIZATION; COST FUNCTIONS; COSTS; PROBLEM SOLVING;

CHANCE CONSTRAINED OPTIMIZATION PROBLEMS; CHANCE-CONSTRAINED; CHANCE-CONSTRAINED OPTIMIZATIONS; CONVEX OPTIMISATION; COST IMPROVEMENTS; OPTIMALITY; OPTIMISATIONS; RANDOMIZED METHOD; SAMPLE-BASED OPTIMIZATION; STOCHASTIC OPTIMIZATIONS;

CONVEX OPTIMIZATION;

EID: 79952249240     PISSN: 00223239     EISSN: 15732878     Source Type: Journal    
DOI: 10.1007/s10957-010-9754-6     Document Type: Article

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