Probabilistic constraints via SQP solver: application to a renewable energy management problem
From MaRDI portal
Publication:2355720
Recommendations
- A mixed-integer stochastic nonlinear optimization problem with joint probabilistic constraints
- On joint probabilistic constraints with Gaussian coefficient matrix
- scientific article; zbMATH DE number 124612
- SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
- On probabilistic constraints induced by rectangular sets and multivariate normal distributions
Cites work
- scientific article; zbMATH DE number 995813 (Why is no real title available?)
- scientific article; zbMATH DE number 3599817 (Why is no real title available?)
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- A gradient formula for linear chance constraints under Gaussian distribution
- A mixed-integer stochastic nonlinear optimization problem with joint probabilistic constraints
- A model for dynamic chance constraints in hydro power reservoir management
- Computation of multivariate normal and \(t\) probabilities
- Convex Approximations of Chance Constrained Programs
- Estimation method of multivariate exponential probabilities based on a simplex coordinates transform
- Evaluation of a special multivariate gamma distribution function
- Extensions of stochastic optimization results to problems with system failure probability functions
- Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
- Gradient estimates for Gaussian distribution functions: application to probabilistically constrained optimization problems
- Joint chance constrained programming for hydro reservoir management
- Lectures on Stochastic Programming
- On joint probabilistic constraints with Gaussian coefficient matrix
- On probabilistic constraints induced by rectangular sets and multivariate normal distributions
- Regularization methods for optimization problems with probabilistic constraints
- Robust solutions of linear programming problems contaminated with uncertain data
- Sample average approximation method for chance constrained programming: Theory and applications
- Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks
- The Scenario Approach to Robust Control Design
Cited in
(22)- Enhanced branch-and-bound algorithm for chance constrained programs with Gaussian mixture models
- Pontryagin's principle for some probabilistic control problems
- Second-order differentiability of probability functions
- A discussion of probability functions and constraints from a variational perspective
- Minimization of a class of rare event probabilities and buffered probabilities of exceedance
- Probability functions generated by set-valued mappings: a study of first order information
- Probabilistic optimization via approximate \(p\)-efficient points and bundle methods
- A mixed-integer stochastic nonlinear optimization problem with joint probabilistic constraints
- Sharp upper and lower bounds for maximum likelihood solutions to random Gaussian bilateral inequality systems
- Flow-based formulations for operational fixed interval scheduling problems with random delays
- A comparison of four approaches from stochastic programming for large-scale unit-commitment
- Solving chance-constrained problems via a smooth sample-based nonlinear approximation
- Chance-constrained sets approximation: a probabilistic scaling approach
- Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system
- A probability constrained dynamic switching optimization method for the energy dispatch strategy of hybrid power systems with renewable energy resources and uncertainty
- Eventual convexity of probability constraints with elliptical distributions
- Derivative-free approaches for chance-constrained problems with right-hand side uncertainty
- Derivatives of probability functions: unions of polyhedra and elliptical distributions
- On the convexity of level-sets of probability functions
- Generalized differentiation of probability functions acting on an infinite system of constraints
- Gradient formulae for probability functions depending on a heterogenous family of constraints
- On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints
This page was built for publication: Probabilistic constraints via SQP solver: application to a renewable energy management problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2355720)
