Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
481433 | European Journal of Operational Research | 2009 | 11 Pages |
Abstract
These tools are implemented in penalized optimization routines adapted to stochastic optimization, and are shown to reduce the computational cost of chance constrained programming substantially.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Josselin Garnier, Abdennebi Omrane, Youssef Rouchdy,