An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems

Xiaodi Bai, Jie Sun 0001, Xiaojin Zheng. An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems. INFORMS Journal on Computing, 33(3):1056-1069, 2021. [doi]

Abstract

Abstract is missing.