Wim van Ackooij

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Person:271984

Available identifiers

zbMath Open van-ackooij.wimMaRDI QIDQ271984

List of research outcomes

PublicationDate of PublicationType
Generating hydro unit commitment instances2024-04-09Paper
Probability functions generated by set-valued mappings: a study of first order information2024-03-25Paper
A Quantization Procedure for Nonlinear Pricing with an Application to Electricity Markets2023-03-30Paper
Inner Moreau envelope of nonsmooth conic chance constrained optimization problems2023-01-23Paper
Addendum to the paper ‘Nonsmooth DC-constrained optimization: constraint qualification and minimizing methodologies’2022-12-20Paper
Gradient formulae for probability functions depending on a heterogenous family of constraints2022-08-20Paper
Derivatives of probability functions: unions of polyhedra and elliptical distributions2022-06-03Paper
On the Convexity of Level-sets of Probability Functions2022-05-09Paper
Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets2022-03-15Paper
Quadratic Regularization of Bilevel Pricing Problems and Application to Electricity Retail Markets2021-10-06Paper
Multi-stage Stochastic Alternating Current Optimal Power Flow with Storage: Bounding the Relaxation Gap2021-09-30Paper
Demand response versus storage flexibility in energy: multi-objective programming considerations2021-08-19Paper
Decomposition and shortest path problem formulation for solving the hydro unit commitment and scheduling in a hydro valley2021-06-07Paper
Constraint generation for risk averse two-stage stochastic programs2021-06-03Paper
A bundle method for nonsmooth DC programming with application to chance-constrained problems2021-06-01Paper
A discussion of probability functions and constraints from a variational perspective2021-05-06Paper
Distributionally robust optimization with multiple time scales: valuation of a thermal power plant2021-02-02Paper
Correction to: ``Distributionally robust optimization with multiple time scales: valuation of a thermal power plant2021-02-02Paper
Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse2020-11-09Paper
Generalized gradients for probabilistic/robust (probust) constraints2020-11-09Paper
On conditional cuts for stochastic dual dynamic programming2020-08-26Paper
Some brief observations in minimizing the sum of locally Lipschitzian functions2020-04-27Paper
Gradient formulae for nonlinear probabilistic constraints with non-convex quadratic forms2020-04-07Paper
Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints2019-09-16Paper
On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems2019-09-04Paper
Nonsmooth and nonconvex optimization via approximate difference-of-convex decompositions2019-08-02Paper
Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies2019-06-12Paper
Eventual convexity of probability constraints with elliptical distributions2019-05-17Paper
Large-scale unit commitment under uncertainty: an updated literature survey2019-03-06Paper
(Sub-)differentiability of probability functions with elliptical distributions2019-01-16Paper
Regularized decomposition of large scale block-structured robust optimization problems2018-10-10Paper
Optimizing power generation in the presence of micro-grids2018-07-25Paper
Probabilistic optimization via approximate \(p\)-efficient points and bundle methods2018-07-11Paper
Incremental Bundle Methods using Upper Models2018-02-14Paper
Second-order differentiability of probability functions2017-06-29Paper
(Sub-)Gradient Formulae for Probability Functions of Random Inequality Systems under Gaussian Distribution2017-06-28Paper
Joint chance constrained programming for hydro reservoir management2017-06-19Paper
A comparison of four approaches from stochastic programming for large-scale unit-commitment2017-05-23Paper
Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support2016-12-15Paper
Convexity and optimization with copulæ structured probabilistic constraints2016-08-29Paper
Decomposition algorithm for large-scale two-stage unit-commitment2016-04-20Paper
A strongly convergent proximal bundle method for convex minimization in Hilbert spaces2016-03-08Paper
A characterization of the subdifferential of singular Gaussian distribution functions2015-09-02Paper
Large-scale unit commitment under uncertainty2015-06-23Paper
Eventual convexity of chance constrained feasible sets2015-04-28Paper
Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions2015-04-08Paper
Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment2015-01-19Paper
Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems2014-09-26Paper
Level bundle methods for constrained convex optimization with various oracles2014-09-04Paper
On joint probabilistic constraints with Gaussian coefficient matrix2011-08-09Paper
Optimizing financial and physical assets with chance-constrained programming in the electrical industry2011-05-13Paper
On probabilistic constraints induced by rectangular sets and multivariate normal distributions2010-09-08Paper
Stochastic Matrices and Lp Norms : New Algorithms for Solving Ill-conditioned Linear Systems of Equations2007-11-20Paper
Domains of infinitesimal generators of automorphism flows2005-02-22Paper

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