A Sample Approximation Approach for Optimization with Probabilistic Constraints
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Cited in
(only showing first 100 items - show all)- Solving joint chance constrained problems using regularization and Benders' decomposition
- Adaptive sequential sample average approximation for solving two-stage stochastic linear programs
- A solution algorithm for chance-constrained problems with integer second-stage recourse decisions
- Stochastic programming problems with generalized integrated chance constraints
- A robust approach to warped Gaussian process-constrained optimization
- Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity
- On sample average approximation for two-stage stochastic programs without relatively complete recourse
- Probability estimation via policy restrictions, convexification, and approximate sampling
- Special issue: Global solution of integer, stochastic and nonconvex optimization problems
- Data-Driven Approximation of Contextual Chance-Constrained Stochastic Programs
- Chance constrained problems: penalty reformulation and performance of sample approximation technique
- Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour
- Dynamic traffic assignment under uncertainty: a distributional robust chance-constrained approach
- Risk-averse two-stage stochastic program with distributional ambiguity
- Measuring and optimizing system reliability: a stochastic programming approach
- A discussion of probability functions and constraints from a variational perspective
- Multi-cover inequalities for totally-ordered multiple knapsack sets: theory and computation
- Analysis of a chance-constrained new product risk model with multiple customer classes
- Deterministic approximations of probability inequalities
- Stochastic polynomial optimization
- Vehicle routing with probabilistic capacity constraints
- Scenario Grouping and Decomposition Algorithms for Chance-Constrained Programs
- Convergence analysis on a smoothing approach to joint chance constrained programs
- An exact algorithm for the maximum probabilistic clique problem
- Large-scale unit commitment under uncertainty: an updated literature survey
- Stochastic project scheduling with hierarchical alternatives
- Fair machine learning through constrained stochastic optimization and an -constraint method
- Risk and complexity in scenario optimization
- A chance-constrained optimization approach integrating project scheduling and material ordering to manage the uncertain material supply
- Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective
- scientific article; zbMATH DE number 3915532 (Why is no real title available?)
- An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems
- A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs
- Approximate methods for solving chance-constrained linear programs in probability measure space
- Integer programming approaches for distributionally robust chance constraints with adjustable risks
- Capacity planning to cope with demand surges in fourth-party logistics networks under chance-constrained service levels
- A vehicle routing problem with distribution uncertainty in deadlines
- Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets
- Nonlinear chance-constrained problems with applications to hydro scheduling
- An algorithm to solve a quantile optimization problem with loss function having a separable structure, and its application to an aerospace problem
- Sampling methods for multi-stage robust optimization problems
- Construction of confidence absorbing sets using statistical methods
- scientific article; zbMATH DE number 4174153 (Why is no real title available?)
- Analytic approximation and differentiability of joint chance constraints
- Estimation of the necessary sample size for approximation of stochastic optimization problems with probabilistic criteria
- Optimization models with probabilistic constraints
- A purely proactive scheduling procedure for the resource-constrained project scheduling problem with stochastic activity durations
- Branch and Price for Chance-Constrained Bin Packing
- Beyond Chance-Constrained Convex Mixed-Integer Optimization: A Generalized Calafiore-Campi Algorithm and the notion of $S$-optimization
- A critical note on empirical (Sample average, Monte Carlo) approximation of solutions to chance constrained programs
- Probabilistic guarantees in robust optimization
- Probabilistic reachable sets of stochastic nonlinear systems with contextual uncertainties
- Scenario MIN-MAX optimization and the risk of empirical costs
- A provisioning problem with stochastic payments
- (Sub-)differentiability of probability functions with elliptical distributions
- A sequential algorithm for solving nonlinear optimization problems with chance constraints
- An inner-outer approximation approach to chance constrained optimization
- Monte Carlo methods for value-at-risk and conditional value-at-risk: a review
- Finding search directions in quasi-Newton methods for minimizing a quadratic function subject to uncertainty
- Robust calibration of numerical models based on relative regret
- A smooth approximation approach for optimization with probabilistic constraints based on sigmoid function
- Chance-constrained problems and rare events: an importance sampling approach
- Decomposition algorithms for two-stage chance-constrained programs
- Decomposition algorithms for optimizing multi-server appointment scheduling with chance constraints
- Cell-and-bound algorithm for chance constrained programs with discrete distributions
- Data-driven chance constrained stochastic program
- Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs
- A survey on the probabilistically constrained optimization problem
- A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
- scientific article; zbMATH DE number 1568995 (Why is no real title available?)
- Safe approximations for distributionally robust joint chance constrained program
- Convergence analysis for mathematical programs with distributionally robust chance constraint
- Probabilistic partial set covering with an oracle for chance constraints
- Adaptive partitioning for chance-constrained problems with finite support
- Emergency logistics for disaster management under spatio-temporal demand correlation: the earthquakes case
- Probabilistic maximization of time-dependent capacities in a gas network
- Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs
- A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality
- Mixed integer linear programming formulations for probabilistic constraints
- Threshold Boolean form for joint probabilistic constraints with random technology matrix
- Optimization models for integrated biorefinery operations
- Nonlinear chance constrained problems: optimality conditions, regularization and solvers
- Optimization under rare chance constraints
- Chance-constrained economic dispatch with renewable energy and storage
- Eventual convexity of probability constraints with elliptical distributions
- Branch-and-cut approaches for chance-constrained formulations of reliable network design problems
- Parametric scenario optimization under limited data: a distributionally robust optimization view
- Solving chance-constrained problems via a smooth sample-based nonlinear approximation
- Capital rationing problems under uncertainty and risk
- Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints
- On distributionally robust chance constrained programs with Wasserstein distance
- Statistical learning for probability-constrained stochastic optimal control
- On the convexity of level-sets of probability functions
- A smoothing function approach to joint chance-constrained programs
- Optimization under probabilistic envelope constraints
- An integer programming approach for linear programs with probabilistic constraints
- Approximating two-stage chance-constrained programs with classical probability bounds
- Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support
- Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency
- Distributionally robust joint chance constraints with second-order moment information
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