On the quantile cut closure of chance-constrained problems
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Recommendations
- On quantile cuts and their closure for chance constrained optimization problems
- On intersection of two mixing sets with applications to joint chance-constrained programs
- On mixing sets arising in chance-constrained programming
- Relaxations and approximations of chance constraints under finite distributions
- Solving chance-constrained combinatorial problems to optimality
Cites work
- A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
- An integer programming and decomposition approach to general chance-constrained mathematical programs
- An integer programming approach for linear programs with probabilistic constraints
- Chance-Constrained Binary Packing Problems
- Convex Bodies The Brunn-MinkowskiTheory
- Covering linear programming with violations
- Generalized disjunctive programming: a framework for formulation and alternative algorithms for MINLP optimization
- Mixing mixed-integer inequalities
- Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs
- On mixing sets arising in chance-constrained programming
- On the Convergence of Sequences of Convex Sets in Finite Dimensions
- On the mixing set with a knapsack constraint
- The mixed vertex packing problem.
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