Solving joint chance constrained problems using regularization and Benders’ decomposition
Solving joint chance constrained problems using regularization and Benders’ decomposition is a scholarly work, published in 2018 in ''Annals of Operations Research''. The main subjects of the publication include convergence, optimization problem, regularization, Stochastic programming, multivariate probability distribution, Benders' decomposition, mathematical optimization, theory of computation, robust optimization, Real options valuation, set, mathematics, process optimization, and computer science. The authors reformulate the problem by adding auxiliary variables.