An Inner-Outer Approximation Approach to Chance Constrained Optimization

Abebe Geletu, Armin Hoffmann, Michael Klöppel, Pu Li. An Inner-Outer Approximation Approach to Chance Constrained Optimization. SIAM Journal on Optimization, 27(3):1834-1857, 2017. [doi]

Authors

Abebe Geletu

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Armin Hoffmann

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Michael Klöppel

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Pu Li

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