A mixed-integer stochastic nonlinear optimization problem with joint probabilistic constraints
From MaRDI portal
Recommendations
- Probabilistic constraints via SQP solver: application to a renewable energy management problem
- A solution approach for two-stage stochastic nonlinear mixed integer programs
- scientific article; zbMATH DE number 1187196
- A model for dynamic chance constraints in hydro power reservoir management
- A constraint generation scheme to probabilistic linear problems with an application to power system expansion planning
Cited in
(11)- A discussion of probability functions and constraints from a variational perspective
- Large-scale unit commitment under uncertainty: an updated literature survey
- On the relation between the extended supporting hyperplane algorithm and Kelley's cutting plane algorithm
- (Sub-)differentiability of probability functions with elliptical distributions
- Eventual convexity of probability constraints with elliptical distributions
- On the Glivenko-Cantelli problem in stochastic programming: mixed-integer linear recourse.
- Probabilistic constraints via SQP solver: application to a renewable energy management problem
- Second-order differentiability of probability functions
- Method for solving generalized convex nonsmooth mixed-integer nonlinear programming problems
- A probability constrained dynamic switching optimization method for the energy dispatch strategy of hybrid power systems with renewable energy resources and uncertainty
- Regularized optimization methods for convex MINLP problems
This page was built for publication: A mixed-integer stochastic nonlinear optimization problem with joint probabilistic constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5402621)