Nonlinear chance constrained problems: optimality conditions, regularization and solvers
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Cites work
- scientific article; zbMATH DE number 2121076 (Why is no real title available?)
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- A difference of convex formulation of value-at-risk constrained optimization
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- A smoothing function approach to joint chance-constrained programs
- An ALM model for pension funds using integrated chance constraints
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- An integer programming approach for linear programs with probabilistic constraints
- Asymptotic analysis of sample average approximation for stochastic optimization problems with joint chance constraints via conditional value at risk and difference of convex functions
- Augmented Lagrangian method for probabilistic optimization
- Chance constrained \(0-1\) quadratic programs using copulas
- Constrained bundle methods for upper inexact oracles with application to joint chance constrained energy problems
- Constraint qualifications and optimality conditions for optimization problems with cardinality constraints
- Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
- Convex Approximations of Chance Constrained Programs
- Dissection Methods for Solutions in Chance Constrained Programming Problems Under Discrete Distributions
- Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution
- Ensuring service levels in routing problems with time windows and stochastic travel times
- Integrated chance constraints: reduced forms and an algorithm
- Joint chance constrained programming for hydro reservoir management
- Lectures on Stochastic Programming
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- On mathematical programming with indicator constraints
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- Variational Analysis
Cited in
(20)- A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs
- Large-scale unit commitment under uncertainty: an updated literature survey
- A discussion of probability functions and constraints from a variational perspective
- Value at risk approach to producer's best response in an electricity market with uncertain demand
- Nonlinear chance-constrained problems with applications to hydro scheduling
- Robot Dance: a mathematical optimization platform for intervention against COVID-19 in a complex network
- An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems
- A sequential algorithm for solving nonlinear optimization problems with chance constraints
- Constrained integer fractional programming problem with box constraints
- Solving joint chance constrained problems using regularization and Benders' decomposition
- A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs
- Chance constrained programming with some non-normal continuous random variables
- Sufficient conditions for metric subregularity of constraint systems with applications to disjunctive and ortho-disjunctive programs
- Solving chance-constrained problems via a smooth sample-based nonlinear approximation
- scientific article; zbMATH DE number 652007 (Why is no real title available?)
- An empirical quantile estimation approach for chance-constrained nonlinear optimization problems
- A polyhedral study on chance constrained program with random right-hand side
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization
- Inner Moreau envelope of nonsmooth conic chance-constrained optimization problems
- Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems
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