A Gradient Formula for Linear Chance Constraints Under Gaussian Distribution.

René Henrion Andris Möller

Published in: Math. Oper. Res. (2012)

Keyphrases

gaussian distribution
chance constraints
chance constrained
maximum likelihood
robust optimization
gaussian mixture model
expectation maximization
stochastic programming
training data
mixture model
image segmentation
lower bound
special case
em algorithm
knapsack problem
computationally tractable