An integer programming approach for linear programs with probabilistic constraints
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Cites work
- scientific article; zbMATH DE number 1688594 (Why is no real title available?)
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- A branch and bound method for stochastic integer problems under probabilistic constraints
- A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs
- An Efficient Trajectory Method for Probabilistic Production-Inventory-Distribution Problems
- An Integer Programming Approach for Linear Programs with Probabilistic Constraints
- Call center staffing with simulation and cutting plane methods
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- Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints
- Improved bounds and simulation procedures on the value of the multivariate normal probability distribution function
- Metric regularity and quantitative stability in stochastic programs with probabilistic constraints.
- Mixing mixed-integer inequalities
- Optimization of a continuous distillation process under random inflow rate.
- Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra
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- Subroutines for computing normal probabilities of sets -- computer experiences
- The Continuous Mixing Polyhedron
- The Scenario Approach to Robust Control Design
- The mixed vertex packing problem.
- Tight formulations for some simple mixed integer programs and convex objective integer programs
Cited in
(only showing first 100 items - show all)- On mixing sets arising in chance-constrained programming
- Optimized Bonferroni approximations of distributionally robust joint chance constraints
- A goal programming approach for solving the random interval linear programming problem
- An exact approach for solving integer problems under probabilistic constraints with random technology matrix
- Derivatives of probability functions: unions of polyhedra and elliptical distributions
- A sparse chance constrained portfolio selection model with multiple constraints
- A second-order cone programming approach for linear programs with joint probabilistic constraints
- Risk-averse shortest path interdiction
- Bounds for probabilistic integer programming problems
- Partial sample average approximation method for chance constrained problems
- An improved convex 0-1 quadratic program reformulation for chance-constrained quadratic knapsack problems
- A derivative-free trust-region algorithm with copula-based models for probability maximization problems
- Derivative-free approaches for chance-constrained problems with right-hand side uncertainty
- A polyhedral study of the static probabilistic lot-sizing problem
- Generalized differentiation of probability functions acting on an infinite system of constraints
- Chance-Constrained Binary Packing Problems
- Problem-based optimal scenario generation and reduction in stochastic programming
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
- A linear programming approach for linear programs with probabilistic constraints
- Joint chance-constrained programs and the intersection of mixing sets through a submodularity lens
- Data-driven robust chance constrained problems: a mixture model approach
- Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information
- Optimization models of anti-terrorist protection
- ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs
- Chance-Constrained Multiple Bin Packing Problem with an Application to Operating Room Planning
- Sharp upper and lower bounds for maximum likelihood solutions to random Gaussian bilateral inequality systems
- Wait-and-judge scenario optimization
- Joint chance-constrained Markov decision processes
- Robust optimization approximation for joint chance constrained optimization problem
- A conflict-directed approach to chance-constrained mixed logical linear programming
- A completely positive representation of \(0\)-\(1\) linear programs with joint probabilistic constraints
- Solving joint chance constrained problems using regularization and Benders' decomposition
- Algorithm to optimize the quantile criterion for the polyhedral loss function and discrete distribution of random parameters
- On intersection of two mixing sets with applications to joint chance-constrained programs
- A solution algorithm for chance-constrained problems with integer second-stage recourse decisions
- Stochastic programming problems with generalized integrated chance constraints
- Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity
- Special issue: Global solution of integer, stochastic and nonconvex optimization problems
- Minimum costs paths in intermodal transportation networks with stochastic travel times and overbookings
- Mathematical programming approaches for generating p-efficient points
- Strong formulations for multistage stochastic self-scheduling unit commitment
- Alternate risk measures for emergency medical service system design
- A discussion of probability functions and constraints from a variational perspective
- Analysis of a chance-constrained new product risk model with multiple customer classes
- An Integer Programming Approach for Linear Programs with Probabilistic Constraints
- Scenario Grouping and Decomposition Algorithms for Chance-Constrained Programs
- Design of survivable wireless backhaul networks with reliability considerations
- Copula theory approach to stochastic geometric programming
- Robust decision making using a general utility set
- Risk and complexity in scenario optimization
- An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems
- Approximate methods for solving chance-constrained linear programs in probability measure space
- Nonunique lifting of integer variables in minimal inequalities
- scientific article; zbMATH DE number 433035 (Why is no real title available?)
- On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem
- Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets
- A polyhedral study on chance constrained program with random right-hand side
- New valid inequalities and formulations for the static joint chance-constrained lot-sizing problem
- A purely proactive scheduling procedure for the resource-constrained project scheduling problem with stochastic activity durations
- Convexity and optimization with copulæ structured probabilistic constraints
- A linear approximation method for solving a special class of the chance constrained programming problem
- On quantile cuts and their closure for chance constrained optimization problems
- Convergence conditions for the observed mean method in stochastic programming
- General properties of two-stage stochastic programming problems with probabilistic criteria
- Scenario MIN-MAX optimization and the risk of empirical costs
- A provisioning problem with stochastic payments
- Chance-constrained optimization of reliable fixed broadband wireless networks
- A sequential algorithm for solving nonlinear optimization problems with chance constraints
- Bicriteria approximation of chance-constrained covering problems
- Mixed integer programming for the 0--1 maximum probability model.
- Decomposition algorithms for two-stage chance-constrained programs
- Decomposition algorithms for optimizing multi-server appointment scheduling with chance constraints
- On the mixing set with a knapsack constraint
- Pontryagin's principle for some probabilistic control problems
- 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
- Stochastic nonlinear resource allocation problem
- New reformulations for probabilistically constrained quadratic programs
- A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
- Probabilistic partial set covering with an oracle for chance constraints
- 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
- Nonlinear chance constrained problems: optimality conditions, regularization and solvers
- Optimization under rare chance constraints
- Regularization methods for optimization problems with probabilistic constraints
- Branch-and-cut approaches for chance-constrained formulations of reliable network design problems
- Solving chance-constrained problems via a smooth sample-based nonlinear approximation
- Capital rationing problems under uncertainty and risk
- Bi-objective autonomous vehicle repositioning problem with travel time uncertainty
- Multi-stage stochastic programming models for provisioning cloud computing resources
- Multiple kernel learning-aided robust optimization: learning algorithm, computational tractability, and usage in multi-stage decision-making
- On the convexity of level-sets of probability functions
- Approximating two-stage chance-constrained programs with classical probability bounds
- Augmented Lagrangian method for probabilistic optimization
- Integer linear programming approaches for non-unique probe selection
- Incremental and encoding formulations for mixed integer programming
- On integrated chance constraints in ALM for pension funds
- IIS branch-and-cut for joint chance-constrained stochastic programs and application to optimal vaccine allocation
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