A polynomial approximation-based approach for chance-constrained optimization

DOI10.1080/10556788.2017.1364737MaRDI QIDQ4646676zbMATH OpenOpenAlexFDO

Authors Lijian Chen

Publication date 14 January 2019

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556788.2017.1364737

zbMATH Keywords

simulationconvex optimizationchance-constrained optimization

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

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Cites work

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• Chance constrained programming models for refinery short-term crude oil scheduling problem
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• Log-concavity and strong log-concavity: a review
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• Sequential convex approximations to joint chance constrained programs: A Monte Carlo approach

Cited in

(4)

• Probabilistic Algorithm for Polynomial Optimization over a Real Algebraic Set
• Stochastic polynomial optimization
• Robust approximation of chance constrained optimization with polynomial perturbation
• An approximation-based approach for chance-constrained vehicle routing and air traffic control problems

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