Dual methods for probabilistic optimization problems.
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(35)- Probabilistic version of the method of feasible directions.
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- Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets
- Optimization models with probabilistic constraints
- Duality for linear chance-constrained optimization problems
- Scenario MIN-MAX optimization and the risk of empirical costs
- A sequential algorithm for solving nonlinear optimization problems with chance constraints
- Gradient and Hessian of joint probability function with applications on chance-constrained programs
- Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs
- A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality
- Mixed integer linear programming formulations for probabilistic constraints
- Regularization methods for optimization problems with probabilistic constraints
- A smoothing function approach to joint chance-constrained programs
- Linearization methods for optimization of functionals which depend on probability measures
- Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support
- Augmented Lagrangian method for probabilistic optimization
- scientific article; zbMATH DE number 3980965 (Why is no real title available?)
- Concavity and efficient points of discrete distributions in probabilistic programming.
- IIS branch-and-cut for joint chance-constrained stochastic programs and application to optimal vaccine allocation
- Gaining traction: on the convergence of an inner approximation scheme for probability maximization
- Chance constrained unit commitment approximation under stochastic wind energy
- A polynomial approximation-based approach for chance-constrained optimization
- Pattern definition of the \(p\)-efficiency concept
- Probabilistic optimization via approximate \(p\)-efficient points and bundle methods
- On risk evaluation and control of distributed multi-agent systems
- Derivatives of probability functions: unions of polyhedra and elliptical distributions
- Chance-constrained sets approximation: a probabilistic scaling approach
- New sufficient conditions for strong unimodality of multivariate discrete distributions
- Generalized differentiation of probability functions acting on an infinite system of constraints
- A class of mix design problems: formulation, solution methods and applications
- A gradient formula for linear chance constraints under Gaussian distribution
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