Solving chance-constrained optimization problems with stochastic quadratic inequalities
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Publication:2830767
DOI10.1287/OPRE.2016.1493zbMATH Open1348.90504OpenAlexW2375159103MaRDI QIDQ2830767FDOQ2830767
Authors: Miguel A. Lejeune, François Margot 
Publication date: 31 October 2016
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/8b33dd2e50f9f97e9949a39fc95841a2cb2463ec
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Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15) Mixed integer programming (90C11)
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Cited In (31)
- Technical Note—Waterfall and Agile Product Development Approaches: Disjunctive Stochastic Programming Formulations
- Copula theory approach to stochastic geometric programming
- An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems
- A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs
- Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets
- Nonlinear chance-constrained problems with applications to hydro scheduling
- A polyhedral study on chance constrained program with random right-hand side
- Cell-and-bound algorithm for chance constrained programs with discrete distributions
- A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting
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- Eventual convexity of probability constraints with elliptical distributions
- On the convexity of level-sets of probability functions
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- Erratum to: ``Threshold Boolean form for joint probabilistic constraints with random technology matrix
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- Chance-constrained sets approximation: a probabilistic scaling approach
- An improved convex 0-1 quadratic program reformulation for chance-constrained quadratic knapsack problems
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