Gradient Formulae for Nonlinear Probabilistic Constraints with Non-convex Quadratic Forms
van Ackooij, Wim, Pérez-Aros, PedroJournal:
Journal of Optimization Theory and Applications
DOI:
10.1007/s10957-020-01634-9
Date:
February, 2020
File:
PDF, 528 KB
2020