Extensions of stochastic optimization results to problems with system failure probability functions
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- Implementable algorithm for stochastic optimization using sample average approximations
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Cited in
(33)- (Sub-)differentiability of probability functions with elliptical distributions
- The new nonprobabilistic criterion of failure for dynamical systems based on convex models
- Gradient formulae for nonlinear probabilistic constraints with non-convex quadratic forms
- Stochastic optimization of a reinforced concrete element with regard to ultimate and serviceability limit states
- Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets
- Gradient formulae for probability functions depending on a heterogenous family of constraints
- Convexity and starshapedness of feasible sets in stationary flow networks
- Probabilistic constraints via SQP solver: application to a renewable energy management problem
- On sample size control in sample average approximations for solving smooth stochastic programs
- Eventual convexity of probability constraints with elliptical distributions
- Gradients and subgradients of buffered failure probability
- Derivatives of probability functions: unions of polyhedra and elliptical distributions
- Stochastic Modeling and Optimization of Complex Infrastructure Systems
- Computation of probabilities of survival/failure of technical economic systems/structures by means of piecewise linearization of the performance function
- Gradient-based simulation optimization under probability constraints
- scientific article; zbMATH DE number 1568995 (Why is no real title available?)
- On the convexity of level-sets of probability functions
- Generalized gradients for probabilistic/robust (probust) constraints
- Generalized differentiation of probability functions acting on an infinite system of constraints
- (Sub-)gradient formulae for probability functions of random inequality systems under Gaussian distribution
- Necessary conditions for optimality of stochastic systems with uncontrollable flow of failures and constraints of the equality and inequality type
- Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization
- Probability maximization via Minkowski functionals: convex representations and tractable resolution
- A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions
- Probability functions generated by set-valued mappings: a study of first order information
- Differentiability of probability functions involving star-shaped valued set-valued maps
- Optimality functions in stochastic programming
- Approximating inequality systems within probability functions: studying implications for problems and consistency of first-order information
- Probability functions, differentiability, arbitrary laws and mixtures of ellipticals
- Solving joint chance constrained problems using regularization and Benders' decomposition
- A discussion of probability functions and constraints from a variational perspective
- Implementable algorithm for stochastic optimization using sample average approximations
- Efficient sample sizes in stochastic nonlinear programming
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