Nonlinear stochastic programming-with a case study in continuous switching

DOI10.1016/J.EJOR.2016.01.007MaRDI QIDQ322923zbMATH OpenOpenAlexFDO

Authors Alois Pichler, Asgeir Tomasgard

Publication date 7 October 2016

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2016.01.007

zbMATH Keywords

nonlinear programmingstochastic optimizationrisk measuresrobust optimizationWasserstein metrics

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31)

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Cited in

(3)

• Interval differential evolution with dimension-reduction interval analysis method for uncertain optimization problems
• A data mining transmission switching heuristic for post-contingency AC power flow violation reduction in real-world, large-scale systems
• Correlation propagation for uncertainty analysis of structures based on a non-probabilistic ellipsoidal model

Describes a project that uses

Uses Software

• MATPOWER
• L-BFGS

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