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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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
Level bundle methods for constrained convex optimization with various oracles
Regularized decomposition of large scale block-structured robust optimization problems
Convex proximal bundle methods in depth: a unified analysis for inexact oracles
Outer-approximation algorithms for nonsmooth convex MINLP problems
Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment
A polyhedral study on chance constrained program with random right-hand side
Convexity and optimization with copulæ structured probabilistic constraints
Essentials of numerical nonsmooth optimization
A proximal bundle method for constrained nonsmooth nonconvex optimization with inexact information
A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes
Constrained incremental bundle method with partial inexact oracle for nonsmooth convex semi-infinite programming problems
A comparison of four approaches from stochastic programming for large-scale unit-commitment
A feasible point method with bundle modification for nonsmooth convex constrained optimization
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Nonlinear chance constrained problems: optimality conditions, regularization and solvers
Eventual convexity of probability constraints with elliptical distributions
Proximal bundle methods for nonsmooth DC programming
A bundle method for nonsmooth DC programming with application to chance-constrained problems
Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support
Second-order differentiability of probability functions
Fast bundle-level methods for unconstrained and ball-constrained convex optimization
Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints
On Solving the Convex Semi-Infinite Minimax Problems via Superlinear 𝒱𝒰 Incremental Bundle Technique with Partial Inexact Oracle
Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization
Probability maximization via Minkowski functionals: convex representations and tractable resolution
Probabilistic optimization via approximate \(p\)-efficient points and bundle methods
Incremental Bundle Methods using Upper Models
A characterization of the subdifferential of singular Gaussian distribution functions
An incremental bundle method for portfolio selection problem under second-order stochastic dominance
Probabilistic Partial Set Covering with an Oracle for Chance Constraints
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Robot Dance: a mathematical optimization platform for intervention against COVID-19 in a complex network
A polyhedral study of the static probabilistic lot-sizing problem
Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies
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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