A Proximal Difference-of-Convex Algorithm for Sample Average Approximation of Chance Constrained Programming
Published Online:7 Apr 2025https://doi.org/10.1287/ijoc.2024.0648
- Cited by
- Engineering Applications of Artificial Intelligence, Vol. 175
Volume 38, Issue 1
January-February 2026
Pages iv-xvi, 1-339, iii
Article Information
Supplemental Material
Metrics
Information
- Received:February 26, 2024
- Accepted:February 28, 2025
- Published Online:April 07, 2025
Copyright © 2025, INFORMS
Cite as
Peng Wang, Rujun Jiang, Qingyuan Kong, Laura Balzano (2025) A Proximal Difference-of-Convex Algorithm for Sample Average Approximation of Chance Constrained Programming. INFORMS Journal on Computing 38(1):315-339.
https://doi.org/10.1287/ijoc.2024.0648
Keywords
The authors thank Lai Tian (The Chinese University of Hong Kong) for the fruitful discussion of the theoretical analysis of this work. The authors also thank Professor Ying Cui (University of California, Berkeley) for pointing out a technique error in Lemma 4 and bringing some references to our attention.
