Constrained bundle methods for upper inexact oracles with application to joint chance constrained energy problems

DOI10.1137/120903099zbMATH Open1297.49057OpenAlexW2008685729MaRDI QIDQ3192102FDOQ3192102

Authors: Wim van Ackooij, Claudia Sagastizábal 

Publication date: 26 September 2014

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/bab4c3274da72753746e2c18147d19f46afe9791

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zbMATH Keywords

bundle methodsjoint chance constraintsinexact oracleshydroreservoir management

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Numerical methods based on nonlinear programming (49M37) Stochastic programming (90C15) Stochastic scheduling theory in operations research (90B36)

Cited In (42)

• A discussion of probability functions and constraints from a variational perspective
• Optimality conditions and a method of centers for minimax fractional programs with difference of convex functions
• A sharp augmented Lagrangian-based method in constrained non-convex optimization
• Convergence analysis on a smoothing approach to joint chance constrained programs
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• A polyhedral study on chance constrained program with random right-hand side
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• A proximal bundle method for constrained nonsmooth nonconvex optimization with inexact information
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• Constrained incremental bundle method with partial inexact oracle for nonsmooth convex semi-infinite programming problems
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• A feasible point method with bundle modification for nonsmooth convex constrained optimization
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• Solving chance-constrained problems via a smooth sample-based nonlinear approximation
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• Eventual convexity of probability constraints with elliptical distributions
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• Proximal bundle methods for nonsmooth DC programming
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• Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization
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• Probabilistic optimization via approximate \(p\)-efficient points and bundle methods
• A characterization of the subdifferential of singular Gaussian distribution functions
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• Generalized differentiation of probability functions acting on an infinite system of constraints
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• A polyhedral study of the static probabilistic lot-sizing problem
• On solving the convex semi-infinite minimax problems via superlinear \(\mathcal{VU}\) incremental bundle technique with partial inexact oracle
• Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies
• Essentials of numerical nonsmooth optimization

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