Global optimization of robust chance constrained problems
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Cited in
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- Convergence analysis of a global optimization algorithm using stochastic differential equations
- Globalized Robust Optimization for Nonlinear Uncertain Inequalities
- A sequential algorithm for solving nonlinear optimization problems with chance constraints
- A review of recent advances in global optimization
- A utility theory based interactive approach to robustness in linear optimization
- Robust analysis and global optimization
- Global optimization with orthogonality constraints via stochastic diffusion on manifold
- Ambiguous chance constrained problems and robust optimization
- The robust binomial approach to chance-constrained optimization problems with application to stochastic partitioning of large process networks
- Gamma distribution approach in chance-constrained stochastic programming model
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- Expected improvement based infill sampling for global robust optimization of constrained problems
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