A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints

Curtis, Frank E.; Wächter, Andreas; Zavala, Victor M.

doi:10.1137/16m109003x

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A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints

Curtis, Frank E.·Wächter, Andreas·Zavala, Victor M.

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Curtis, Frank E., Wächter, Andreas, Zavala, Victor M.. 2018-01-01. A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints. https://doi.org/10.1137/16m109003x

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