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]

Authors

Xiaodi Bai

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Jie Sun 0001

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Xiaojin Zheng

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