Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems

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 (41)

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On the Convexity of Level-sets of Probability Functions
Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation
Essentials of numerical nonsmooth optimization

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