Stochastic geometric optimization with joint probabilistic constraints

DOI10.1016/j.orl.2016.08.002zbMath1408.90212OpenAlexW2512237322MaRDI QIDQ1755848

Zhiping Chen, Abdel Lisser, Jia Liu

Publication date: 11 January 2019

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2016.08.002

zbMATH Keywords

geometric optimizationpiecewise linear approximationjoint probabilistic constraintsequential convex approximation

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

Related Items (11)

Data-driven robust chance constrained problems: a mixture model approach ⋮ Robust chance-constrained geometric programming with application to demand risk mitigation ⋮ Copula theory approach to stochastic geometric programming ⋮ Chance-constrained games with mixture distributions ⋮ General sum games with joint chance constraints ⋮ An exact decomposition algorithm for a chance-constrained new product risk model ⋮ Games with distributionally robust joint chance constraints ⋮ Bounds for probabilistic programming with application to a blend planning problem ⋮ Rectangular chance constrained geometric optimization ⋮ A neural network approach to solve geometric programs with joint probabilistic constraints ⋮ Distributionally Robust Chance Constrained Geometric Optimization

Uses Software

• CVX

Cites Work

• A heuristic for optimizing stochastic activity networks with applications to statistical digital circuit sizing
• A tutorial on geometric programming
• Geometric programming. Method and applications
• A second-order cone programming approach for linear programs with joint probabilistic constraints
• Biconvex sets and optimization with biconvex functions: a survey and extensions
• Geometric Programming Duals of Channel Capacity and Rate Distortion
• Geometric Programming: Methods, Computations and Applications
• Geometric Programming
• Optimal Engineering Design Under Uncertainty by Geometric Programming
• Chance Constrained Programming with Joint Constraints
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