A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs (Q2063194): Difference between revisions

@@ Property / author @@
+James R. Luedtke
@@ Property / author: James R. Luedtke / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Julia
@@ Property / describes a project that uses: Julia / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+SCIP
@@ Property / describes a project that uses: SCIP / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Gurobi
@@ Property / describes a project that uses: Gurobi / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+MUMPS
@@ Property / describes a project that uses: MUMPS / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Ipopt
@@ Property / describes a project that uses: Ipopt / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+JuMP
@@ Property / describes a project that uses: JuMP / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3124036821
@@ Property / OpenAlex ID: W3124036821 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.07066
@@ Property / arXiv ID: 1812.07066 / rank @@
+Normal rank
@@ Property / cites work @@
+Solving joint chance constrained problems using regularization and Benders' decomposition
+Normal rank
@@ Property / cites work @@
+Nonlinear chance constrained problems: optimality conditions, regularization and solvers
+Normal rank
@@ Property / cites work @@
+Partitioning procedures for solving mixed-variables programming problems
+Normal rank
@@ Property / cites work @@
+Q3182207
@@ Property / cites work: Q3182207 / rank @@
+Normal rank
@@ Property / cites work @@
+Julia: A Fresh Approach to Numerical Computing
@@ Property / cites work: Julia: A Fresh Approach to Numerical Computing / rank @@
+Normal rank
@@ Property / cites work @@
+Chance-Constrained Optimal Power Flow: Risk-Aware Network Control under Uncertainty
+Normal rank
@@ Property / cites work @@
+Uncertain convex programs: randomized solutions and confidence levels
+Normal rank
@@ Property / cites work @@
+Research on probabilistic methods for control system design
+Normal rank
@@ Property / cites work @@
+A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality
+Normal rank
@@ Property / cites work @@
+On the effectiveness of projection methods for convex feasibility problems with linear inequality constraints
+Normal rank
@@ Property / cites work @@
+From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization
+Normal rank
@@ Property / cites work @@
+Q3996569
@@ Property / cites work: Q3996569 / rank @@
+Normal rank
@@ Property / cites work @@
+Fast projection onto the simplex and the \(l_1\) ball
+Normal rank
@@ Property / cites work @@
+A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints
+Normal rank
@@ Property / cites work @@
+Stochastic subgradient method converges on tame functions
+Normal rank
@@ Property / cites work @@
+Regularization methods for optimization problems with probabilistic constraints
+Normal rank
@@ Property / cites work @@
+Efficiency of minimizing compositions of convex functions and smooth maps
+Normal rank
@@ Property / cites work @@
+JuMP: A Modeling Language for Mathematical Optimization
+Normal rank
@@ Property / cites work @@
+Q4040713
@@ Property / cites work: Q4040713 / rank @@
+Normal rank
@@ Property / cites work @@
+On nonsmooth and discontinuous problems of stochastic systems optimization
+Normal rank
@@ Property / cites work @@
+Stochastic generalized gradient method for nonconvex nonsmooth stochastic optimization
+Normal rank
@@ Property / cites work @@
+The Minimization of Semicontinuous Functions: Mollifier Subgradients
+Normal rank
@@ Property / cites work @@
+An Inner-Outer Approximation Approach to Chance Constrained Optimization
+Normal rank
@@ Property / cites work @@
+Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization
+Normal rank
@@ Property / cites work @@
+On the quantification of nomination feasibility in stationary gas networks with random load
+Normal rank
@@ Property / cites work @@
+Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach
+Normal rank
@@ Property / cites work @@
+Data-driven chance constrained stochastic program
@@ Property / cites work: Data-driven chance constrained stochastic program / rank @@
+Normal rank
@@ Property / cites work @@
+Probabilistically Constrained Linear Programs and Risk-Adjusted Controller Design
+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 @@
+A Sample Approximation Approach for Optimization with Probabilistic Constraints
+Normal rank
@@ Property / cites work @@
+Chance Constrained Programming with Joint Constraints
+Normal rank
@@ Property / cites work @@
+Convex Approximations of Chance Constrained Programs
+Normal rank
@@ Property / cites work @@
+Robust Stochastic Approximation Approach to Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Q3967358
@@ Property / cites work: Q3967358 / rank @@
+Normal rank
@@ Property / cites work @@
+Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation
+Normal rank
@@ Property / cites work @@
+Q5638126
@@ Property / cites work: Q5638126 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3126752
@@ Property / cites work: Q3126752 / rank @@
+Normal rank
@@ Property / cites work @@
+Variational Analysis
@@ Property / cites work: Variational Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables
+Normal rank
@@ Property / cites work @@
+A smoothing function approach to joint chance-constrained programs
+Normal rank
@@ Property / cites work @@
+Convergence analysis on a smoothing approach to joint chance constrained programs
+Normal rank
@@ Property / cites work @@
+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
+Normal rank
@@ Property / cites work @@
+(Sub-)Gradient Formulae for Probability Functions of Random Inequality Systems under Gaussian Distribution
+Normal rank
@@ Property / cites work @@
+Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support
+Normal rank
@@ Property / cites work @@
+Probabilistic optimization via approximate \(p\)-efficient points and bundle methods
+Normal rank
@@ Property / cites work @@
+On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
+Normal rank