Mathematical programming approaches for generating p-efficient points
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Mathematical programming approaches for generating \(p\)-efficient points
Recommendations
- Probabilistic optimization via approximate \(p\)-efficient points and bundle methods
- Concavity and efficient points of discrete distributions in probabilistic programming.
- Pattern definition of the \(p\)-efficiency concept
- scientific article; zbMATH DE number 1187131
- Dual methods for probabilistic optimization problems.
Cites work
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- Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution
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- Facet of regular 0–1 polytopes
- scientific article; zbMATH DE number 1187131 (Why is no real title available?)
- scientific article; zbMATH DE number 2121076 (Why is no real title available?)
- scientific article; zbMATH DE number 772850 (Why is no real title available?)
- scientific article; zbMATH DE number 3365056 (Why is no real title available?)
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- The minmax multidimensional knapsack problem with application to a chance‐constrained problem
- The Probabilistic Set-Covering Problem
- Uncertain convex programs: randomized solutions and confidence levels
Cited in
(25)- Probabilistic optimization via approximate \(p\)-efficient points and bundle methods
- Chance-constrained stochastic programming under variable reliability levels with an application to humanitarian relief network design
- A polyhedral study on chance constrained program with random right-hand side
- Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
- Pattern definition of the \(p\)-efficiency concept
- Augmented Lagrangian method for probabilistic optimization
- Regularization methods for optimization problems with probabilistic constraints
- Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets
- Construction of confidence absorbing sets using statistical methods
- Probabilistic modeling of multiperiod service levels
- Eventual convexity of probability constraints with elliptical distributions
- An algorithm for binary linear chance-constrained problems using IIS
- Chance constrained unit commitment approximation under stochastic wind energy
- Derivatives of probability functions: unions of polyhedra and elliptical distributions
- Single commodity stochastic network design under probabilistic constraint with discrete random variables
- An improved convex 0-1 quadratic program reformulation for chance-constrained quadratic knapsack problems
- Optimization approaches to multiplicative tariff of rates estimation in non-life insurance
- scientific article; zbMATH DE number 5349007 (Why is no real title available?)
- On the convexity of level-sets of probability functions
- An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems
- Generalized differentiation of probability functions acting on an infinite system of constraints
- Concavity and efficient points of discrete distributions in probabilistic programming.
- Relaxations for probabilistically constrained stochastic programming problems: review and extensions
- Solving joint chance constrained problems using regularization and Benders' decomposition
- Construction of confidence absorbing set for analysis of static stochastic systems
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