Convergence analysis on a smoothing approach to joint chance constrained programs (Q2836097): Difference between revisions

@@ Property / author @@
+Li-wei Zhang
@@ Property / author: Li-wei Zhang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/02331934.2016.1233551
+Normal rank
@@ Property / OpenAlex ID @@
+W2520090441
@@ Property / OpenAlex ID: W2520090441 / rank @@
+Normal rank
@@ Property / cites work @@
+Dual methods for probabilistic optimization problems.
+Normal rank
@@ Property / cites work @@
+Chance-Constrained Optimal Power Flow: Risk-Aware Network Control under Uncertainty
+Normal rank
@@ Property / cites work @@
+Chance Constrained Programming with Joint Constraints
+Normal rank
@@ Property / cites work @@
+Technical Note—A Class of Nonlinear Chance-Constrained Programming Models with Joint Constraints
+Normal rank
@@ Property / cites work @@
+Chance-Constrained Programming with Joint Constraints
+Normal rank
@@ Property / cites work @@
+A joint chance-constrained programming model with row dependence
+Normal rank
@@ Property / cites work @@
+A Screening Technique for Joint Chance-Constrained Programming for Air-Quality Management
+Normal rank
@@ Property / cites work @@
+A Sample Approximation Approach for Optimization with Probabilistic Constraints
+Normal rank
@@ Property / cites work @@
+From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization
+Normal rank
@@ Property / cites work @@
+Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach
+Normal rank
@@ Property / cites work @@
+Distributionally robust joint chance constraints with second-order moment information
+Normal rank
@@ Property / cites work @@
+A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
+Normal rank
@@ Property / cites work @@
+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertain convex programs: randomized solutions and confidence levels
+Normal rank
@@ Property / cites work @@
+The Scenario Approach to Robust Control Design
@@ Property / cites work: The Scenario Approach to Robust Control Design / rank @@
+Normal rank
@@ Property / cites work @@
+Regularization methods for optimization problems with probabilistic constraints
+Normal rank
@@ Property / cites work @@
+Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems
+Normal rank
@@ Property / cites work @@
+A difference of convex formulation of value-at-risk constrained optimization
+Normal rank
@@ Property / cites work @@
+Value-at-risk optimization using the difference of convex algorithm
+Normal rank
@@ Property / cites work @@
+A sequential convex program method to DC program with joint chance constraints
+Normal rank
@@ Property / cites work @@
+A smoothing function approach to joint chance-constrained programs
+Normal rank
@@ Property / cites work @@
+Estimating Security Price Derivatives Using Simulation
+Normal rank
@@ Property / cites work @@
+Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions
+Normal rank
@@ Property / cites work @@
+A characterization of the subdifferential of singular Gaussian distribution functions
+Normal rank
@@ Property / cites work @@
+Variational Analysis
@@ Property / cites work: Variational Analysis / rank @@
+Normal rank