Convex relaxations of chance constrained optimization problems
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Cites work
- scientific article; zbMATH DE number 3700586 (Why is no real title available?)
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- A genetic algorithm for chance constrained programming
- An Integer Programming Approach for Linear Programs with Probabilistic Constraints
- Convex Approximations of Chance Constrained Programs
- Deterministic approximations of probability inequalities
- Lectures on Stochastic Programming
- Sample average approximation method for chance constrained programming: Theory and applications
- Uncertain convex programs: randomized solutions and confidence levels
Cited in
(29)- Solving joint chance constrained problems using regularization and Benders' decomposition
- A robust approach to warped Gaussian process-constrained optimization
- Probability estimation via policy restrictions, convexification, and approximate sampling
- Special issue: Global solution of integer, stochastic and nonconvex optimization problems
- Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour
- Tighter reformulations using classical Dawson and Sankoff bounds for approximating two-stage chance-constrained programs
- \(\alpha \)-conservative approximation for probabilistically constrained convex programs
- Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective
- The probabilistic and reliable connected power dominating set problems
- Joint chance constrained programming with dependent parameters
- Analytic approximation and differentiability of joint chance constraints
- Convexity and optimization with copulæ structured probabilistic constraints
- Beyond Chance-Constrained Convex Mixed-Integer Optimization: A Generalized Calafiore-Campi Algorithm and the notion of $S$-optimization
- An inner-outer approximation approach to chance constrained optimization
- A limited-memory BFGS-based differential evolution algorithm for optimal control of nonlinear systems with mixed control variables and probability constraints
- Bicriteria approximation of chance-constrained covering problems
- Statistical performance of subgradient step-size update rules in Lagrangian relaxations of chance-constrained optimization models
- Data-driven chance constrained stochastic program
- Relaxations and approximations of chance constraints under finite distributions
- Robust optimization for spread quality and shortfall in guaranteed targeted display advertising planning
- Convex relaxation for IMSE optimal design in random-field models
- Optimal control of nonlinear systems with integer‐valued control inputs and stochastic constraints
- Computational and statistical tradeoffs via convex relaxation
- Relaxation schemes for the joint linear chance constraint based on probability inequalities
- Robust approximation of chance constrained optimization with polynomial perturbation
- Optimized Bonferroni approximations of distributionally robust joint chance constraints
- Distributionally robust chance constrained problem under interval distribution information
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
- Eventual convexity of chance constrained feasible sets
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