Rectangular chance constrained geometric optimization

Liu, J; Peng, S; Lisser, A; Chen, ZP

Lisser, A (corresponding author), Univ Paris Sud XI, Lab Rech Informat LRI, Bat 650, F-91405 Orsay, France.

OPTIMIZATION AND ENGINEERING, 2020; 21 (2): 537

Abstract

This paper discusses joint rectangular chance or probabilistic constrained geometric programs. We present a new reformulation of the joint rectangular......

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