A Sample Approximation Approach for Optimization with Probabilistic Constraints
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Cited in
(only showing first 100 items - show all)- Sample average approximation method for chance constrained programming: Theory and applications
- Cutting plane algorithms for solving a stochastic edge-partition problem
- A joint chance-constrained programming approach for the single-item capacitated lot-sizing problem with stochastic demand
- Chance-constrained economic dispatch with renewable energy and storage
- On the convergence of sample approximations for stochastic programming problems with probabilistic criteria
- Expected improvement based infill sampling for global robust optimization of constrained problems
- Relaxations and approximations of chance constraints under finite distributions
- Vehicle routing with probabilistic capacity constraints
- Probabilistic optimization via approximate \(p\)-efficient points and bundle methods
- A polyhedral study of the static probabilistic lot-sizing problem
- (Sub-)differentiability of probability functions with elliptical distributions
- Large-scale unit commitment under uncertainty: an updated literature survey
- Cell-and-bound algorithm for chance constrained programs with discrete distributions
- Flow-based formulations for operational fixed interval scheduling problems with random delays
- Solving equilibrium standby redundancy optimization problem by hybrid PSO algorithm
- Exact algorithms for the chance-constrained vehicle routing problem
- A successive approximation method for solving probabilistic constrained programs
- A provisioning problem with stochastic payments
- Approximation and contamination bounds for probabilistic programs
- Multi-resource allocation in stochastic project scheduling
- Risk-return trade-off with the scenario approach in practice: a case study in portfolio selection
- A survey on probabilistically constrained optimization problems
- Distributionally robust joint chance constraints with second-order moment information
- Analysis of a chance-constrained new product risk model with multiple customer classes
- Sharp upper and lower bounds for maximum likelihood solutions to random Gaussian bilateral inequality systems
- Statistical learning for probability-constrained stochastic optimal control
- A vehicle routing problem with distribution uncertainty in deadlines
- Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches
- Bounds for probabilistic programming with application to a blend planning problem
- Multi-cover inequalities for totally-ordered multiple knapsack sets
- A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs
- Chance-constrained sets approximation: a probabilistic scaling approach
- A derivative-free trust-region algorithm with copula-based models for probability maximization problems
- Data-driven tuning for chance constrained optimization: analysis and extensions
- Joint chance-constrained programs and the intersection of mixing sets through a submodularity lens
- Special issue: Global solution of integer, stochastic and nonconvex optimization problems
- Probability estimation via policy restrictions, convexification, and approximate sampling
- 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
- A robust approach to warped Gaussian process-constrained optimization
- Dynamic probabilistic constraints under continuous random distributions
- Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets
- Optimized Bonferroni approximations of distributionally robust joint chance constraints
- Risk and complexity in scenario optimization
- Nonlinear chance-constrained problems with applications to hydro scheduling
- Optimization models for integrated biorefinery operations
- Robust calibration of numerical models based on relative regret
- A smooth approximation approach for optimization with probabilistic constraints based on sigmoid function
- Adaptive primal-dual stochastic gradient method for expectation-constrained convex stochastic programs
- Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs
- Frameworks and results in distributionally robust optimization
- On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints
- Estimation of the necessary sample size for approximation of stochastic optimization problems with probabilistic criteria
- Approximating combinatorial optimization problems with the ordered weighted averaging criterion
- Goal scoring, coherent loss and applications to machine learning
- On distributionally robust chance constrained programs with Wasserstein distance
- Construction of confidence absorbing sets using statistical methods
- Emergency logistics for disaster management under spatio-temporal demand correlation: the earthquakes case
- Benchmarking non-first-come-first-served component allocation in an assemble-to-order system
- Exact penalization in stochastic programming -- calmness and constraint qualification
- A cutting plane method for risk-constrained traveling salesman problem with random arc costs
- Stochastic project scheduling with hierarchical alternatives
- New safe approximation of ambiguous probabilistic constraints for financial optimization problem
- Partial sample average approximation method for chance constrained problems
- Approximating two-stage chance-constrained programs with classical probability bounds
- Optimal capacity design under \(k\)-out-of-\(n\) and consecutive \(k\)-out-of-\(n\) type probabilistic constraints
- Randomized methods for design of uncertain systems: sample complexity and sequential algorithms
- Large-scale unit commitment under uncertainty
- Probabilistic constraints via SQP solver: application to a renewable energy management problem
- A linear programming approach for linear programs with probabilistic constraints
- Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support
- On relations between chance constrained and penalty function problems under discrete distributions
- Optimality conditions in optimization problems with convex feasible set using convexificators
- Eventual convexity of probability constraints with elliptical distributions
- An algorithm for binary linear chance-constrained problems using IIS
- A composite risk measure framework for decision making under uncertainty
- Variable neighborhood search for stochastic linear programming problem with quantile criterion
- On mixing sets arising in chance-constrained programming
- CVaR proxies for minimizing scenario-based value-at-risk
- Convex relaxations of chance constrained optimization problems
- Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints
- 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
- When can we improve on sample average approximation for stochastic optimization?
- Logarithmic sample bounds for sample average approximation with capacity- or budget-constraints
- Derivatives of probability functions: unions of polyhedra and elliptical distributions
- Stochastic assembly line balancing: general bounds and reliability-based branch-and-bound algorithm
- An integrated approach for a new flexible multi-product disassembly line balancing problem
- Chance-constrained set covering with Wasserstein ambiguity
- Multi-cover inequalities for totally-ordered multiple knapsack sets: theory and computation
- Single commodity stochastic network design under probabilistic constraint with discrete random variables
- Convergence analysis on a smoothing approach to joint chance constrained programs
- Chance constrained problems: penalty reformulation and performance of sample approximation technique
- 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
- Optimization approaches to multiplicative tariff of rates estimation in non-life insurance
- FAST—Fast Algorithm for the Scenario Technique
- Chance-Constrained Binary Packing Problems
- Covering linear programming with violations
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