Pages that link to "Item:Q3109866"
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The following pages link to Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach (Q3109866):
Displayed 50 items.
- Nonlinear chance constrained problems: optimality conditions, regularization and solvers (Q306384) (← links)
- Some symmetry results for optimal solutions in structural optimization (Q381877) (← links)
- A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support (Q403644) (← links)
- A smoothing function approach to joint chance-constrained programs (Q467479) (← links)
- Robust optimization approximation for joint chance constrained optimization problem (Q522276) (← links)
- Sparse and constrained stochastic predictive control for networked systems (Q680489) (← links)
- Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312) (← links)
- A sparse chance constrained portfolio selection model with multiple constraints (Q785634) (← links)
- A discussion of probability functions and constraints from a variational perspective (Q829489) (← links)
- A polyhedral study on chance constrained program with random right-hand side (Q1683680) (← links)
- Gradient and Hessian of joint probability function with applications on chance-constrained programs (Q1689060) (← links)
- Combining revenue and equity in capacity allocation of imaging facilities (Q1752240) (← links)
- Proximal point algorithms for vector DC programming with applications to probabilistic lot sizing with service levels (Q1784885) (← links)
- On quantile cuts and their closure for chance constrained optimization problems (Q1801023) (← links)
- Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs (Q1926817) (← links)
- A bundle method for nonsmooth DC programming with application to chance-constrained problems (Q2028493) (← links)
- A vehicle routing problem with distribution uncertainty in deadlines (Q2030574) (← links)
- Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches (Q2044575) (← links)
- A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs (Q2063194) (← links)
- Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets (Q2115132) (← links)
- A smooth approximation approach for optimization with probabilistic constraints based on sigmoid function (Q2129136) (← links)
- A mental account-based portfolio selection model with an application for data with smaller dimensions (Q2147082) (← links)
- Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs (Q2158841) (← links)
- Relaxation schemes for the joint linear chance constraint based on probability inequalities (Q2165806) (← links)
- On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints (Q2168046) (← links)
- A distributionally robust optimization approach for two-stage facility location problems (Q2195563) (← links)
- Asymptotic analysis of sample average approximation for stochastic optimization problems with joint chance constraints via conditional value at risk and difference of convex functions (Q2247927) (← links)
- Proximal bundle methods for nonsmooth DC programming (Q2274891) (← links)
- A subgradient-based convex approximations method for DC programming and its applications (Q2358301) (← links)
- A comparison of four approaches from stochastic programming for large-scale unit-commitment (Q2397759) (← links)
- Eventual convexity of probability constraints with elliptical distributions (Q2414898) (← links)
- Derivatives of probability functions: unions of polyhedra and elliptical distributions (Q2670977) (← links)
- Convergence analysis on a smoothing approach to joint chance constrained programs (Q2836097) (← links)
- AN IMPROVED CONVEX 0-1 QUADRATIC PROGRAM REFORMULATION FOR CHANCE-CONSTRAINED QUADRATIC KNAPSACK PROBLEMS (Q2846489) (← links)
- FAST—Fast Algorithm for the Scenario Technique (Q2935307) (← links)
- Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs: A Remedy via Monte Carlo (Q2962566) (← links)
- Chance Constrained Selection of the Best (Q3466776) (← links)
- A smooth non-parametric estimation framework for safety-first portfolio optimization (Q4619492) (← links)
- A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints (Q4637499) (← links)
- A polynomial approximation-based approach for chance-constrained optimization (Q4646676) (← links)
- Bi-level multi-objective optimization model for last mile delivery using a discrete approach (Q4978254) (← links)
- Adaptive sampling immune algorithm solving joint chance-constrained programming (Q4980283) (← links)
- Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems (Q5010048) (← links)
- ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs (Q5060524) (← links)
- On the Convexity of Level-sets of Probability Functions (Q5074513) (← links)
- Optimization under Rare Chance Constraints (Q5081097) (← links)
- A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs (Q5085474) (← links)
- An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems (Q5085476) (← links)
- Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation (Q5116556) (← links)
- Chance constrained optimization of elliptic PDE systems with a smoothing convex approximation (Q5126413) (← links)