Nonlinear chance constrained problems: optimality conditions, regularization and solvers
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Publication:306384
DOI10.1007/S10957-016-0943-9zbMATH Open1346.90634OpenAlexW2345735065MaRDI QIDQ306384FDOQ306384
Authors: Lukáš Adam, Martin Branda 
Publication date: 31 August 2016
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-016-0943-9
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Nonconvex programming, global optimization (90C26) Stochastic programming (90C15) Numerical methods based on necessary conditions (49M05)
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Cited In (16)
- Solving joint chance constrained problems using regularization and Benders' decomposition
- A discussion of probability functions and constraints from a variational perspective
- Large-scale unit commitment under uncertainty: an updated literature survey
- An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems
- A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs
- Nonlinear chance-constrained problems with applications to hydro scheduling
- A polyhedral study on chance constrained program with random right-hand side
- Second-order optimality conditions and improved convergence results for regularization methods for cardinality-constrained optimization problems
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization
- Value at risk approach to producer's best response in an electricity market with uncertain demand
- Chance constrained programming with some non-normal continuous random variables
- Sufficient conditions for metric subregularity of constraint systems with applications to disjunctive and ortho-disjunctive programs
- Title not available (Why is that?)
- A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs
- Constrained integer fractional programming problem with box constraints
- Robot Dance: a mathematical optimization platform for intervention against COVID-19 in a complex network
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