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Probabilistic Constrained Optimization pp 220–235Cite as

On the Numerical Solution of Jointly Chance Constrained Problems

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Part of the book series: Nonconvex Optimization and Its Applications ((NOIA,volume 49))

Abstract

This paper considers jointly chance constrained problems from the numerical point of view. The main numerical difficulties as well as techniques for overcoming these difficulties are discussed. The efficiency of the approach is illustrated by presenting computational results for large-scale jointly chance constrained test problems.

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Author information

Authors and Affiliations

  1. IOR University of Zurich, Zurich, Switzerland

    János Mayer

Authors
  1. János Mayer
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Editor information

Editors and Affiliations

  1. University of Florida, Gainesville, Florida, USA

    Stanislav P. Uryasev

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© 2000 Springer Science+Business Media Dordrecht

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Mayer, J. (2000). On the Numerical Solution of Jointly Chance Constrained Problems. In: Uryasev, S.P. (eds) Probabilistic Constrained Optimization. Nonconvex Optimization and Its Applications, vol 49. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-3150-7_12

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  • DOI: https://doi.org/10.1007/978-1-4757-3150-7_12

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4419-4840-3

  • Online ISBN: 978-1-4757-3150-7

  • eBook Packages: Springer Book Archive

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