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]

@article{GeletuHKL17,
  title = {An Inner-Outer Approximation Approach to Chance Constrained Optimization},
  author = {Abebe Geletu and Armin Hoffmann and Michael Klöppel and Pu Li},
  year = {2017},
  doi = {10.1137/15M1049750},
  url = {https://doi.org/10.1137/15M1049750},
  researchr = {https://researchr.org/publication/GeletuHKL17},
  cites = {0},
  citedby = {0},
  journal = {SIAM Journal on Optimization},
  volume = {27},
  number = {3},
  pages = {1834-1857},
}