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Decomposition algorithms for two-stage chance-constrained programs.

Xiao LiuSimge KüçükyavuzJames R. Luedtke
Published in: Math. Program. (2016)
Keyphrases
  • chance constrained
  • optimization problems
  • stochastic programming
  • convergence rate
  • computationally tractable
  • computational complexity
  • evolutionary algorithm
  • benchmark problems