A Second-Order Cone Programming Approximation to Joint Chance-Constrained Linear Programs

Jianqiang Cheng, Céline Gicquel, Abdel Lisser. A Second-Order Cone Programming Approximation to Joint Chance-Constrained Linear Programs. In Ali Ridha Mahjoub, Vangelis Markakis, Ioannis Milis, Vangelis Th. Paschos, editors, Combinatorial Optimization - Second International Symposium, ISCO 2012, Athens, Greece, April 19-21, 2012, Revised Selected Papers. Volume 7422 of Lecture Notes in Computer Science, pages 71-80, Springer, 2012. [doi]

Abstract

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