Chance constrained 0-1 quadratic programs using copulas
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Chance constrained \(0-1\) quadratic programs using copulas
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Cites work
- scientific article; zbMATH DE number 995813 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- scientific article; zbMATH DE number 2121076 (Why is no real title available?)
- A completely positive representation of \(0\)-\(1\) linear programs with joint probabilistic constraints
- A second-order cone programming approach for linear programs with joint probabilistic constraints
- A second-order cone programming approximation to joint chance-constrained linear programs
- An introduction to copulas.
- Applications of semidefinite programming
- Convexity of Chance Constraints with Dependent Random Variables: The Use of Copulae
- Error Analysis for Convex Separable Programs: The Piecewise Linear Approximation and The Bounds on The Optimal Objective Value
- Improved approximation algorithms for maximum cut and satisfiability problems using semidefinite programming
- L’algebre de Boole et ses applications en recherche operationnelle
- On the Shannon capacity of a graph
- On the copositive representation of binary and continuous nonconvex quadratic programs
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
Cited in
(18)- Convexity and optimization with copulæ structured probabilistic constraints
- Joint chance-constrained multi-objective multi-commodity minimum cost network flow problem with copula theory
- Distributionally robust joint chance-constrained programming: Wasserstein metric and second-order moment constraints
- Bounds for probabilistic programming with application to a blend planning problem
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
- Distributionally robust joint chance-constrained support vector machines
- Mixed integer programming for the 0--1 maximum probability model.
- Convexity of Chance Constraints with Dependent Random Variables: The Use of Copulae
- Flow-based formulations for operational fixed interval scheduling problems with random delays
- Joint chance-constrained Markov decision processes
- Nonlinear chance constrained problems: optimality conditions, regularization and solvers
- Distributionally robust maximum probability shortest path problem
- Distributionally Robust Chance Constrained Geometric Optimization
- An improved convex 0-1 quadratic program reformulation for chance-constrained quadratic knapsack problems
- Global probability maximization for a Gaussian bilateral inequality in polynomial time
- Copula theory approach to stochastic geometric programming
- A completely positive representation of \(0\)-\(1\) linear programs with joint probabilistic constraints
- Joint chance constrained shortest path problem with Copula theory
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