Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs
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Cites work
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- Duality gaps in nonconvex stochastic optimization
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- scientific article; zbMATH DE number 3588383 (Why is no real title available?)
- scientific article; zbMATH DE number 772850 (Why is no real title available?)
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Cited in
(37)- Relaxations and approximations of chance constraints under finite distributions
- Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
- On quantile cuts and their closure for chance constrained optimization problems
- A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting
- Soft clustering-based scenario bundling for a progressive hedging heuristic in stochastic service network design
- Lagrangian relaxation based heuristics for a chance-constrained optimization model of a hybrid solar-battery storage system
- Data-driven tuning for chance constrained optimization: analysis and extensions
- Joint chance-constrained programs and the intersection of mixing sets through a submodularity lens
- Special issue: Global solution of integer, stochastic and nonconvex optimization problems
- Optimized Bonferroni approximations of distributionally robust joint chance constraints
- On distributionally robust chance constrained programs with Wasserstein distance
- Lagrange dual bound computation for stochastic service network design
- Solving chance-constrained optimization problems with stochastic quadratic inequalities
- Scalable heuristics for a class of chance-constrained stochastic programs
- Decomposition algorithms for optimizing multi-server appointment scheduling with chance constraints
- Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming
- On the quantile cut closure of chance-constrained problems
- Optimization-Driven Scenario Grouping
- Non-anticipative strategies in guarantee optimization problems under functional constraints on disturbances
- Scenario Grouping and Decomposition Algorithms for Chance-Constrained Programs
- ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs
- Chance-Constrained Multiple Bin Packing Problem with an Application to Operating Room Planning
- An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems
- Multiproduct Newsvendor Problem with Customer-Driven Demand Substitution: A Stochastic Integer Program Perspective
- Bicriteria approximation of chance-constrained covering problems
- Parallel Scenario Decomposition of Risk-Averse 0-1 Stochastic Programs
- Scalable algorithms for the sparse ridge regression
- Probability maximization via Minkowski functionals: convex representations and tractable resolution
- On approximations of data-driven chance constrained programs over Wasserstein balls
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
- A D.C. approximation approach for optimization with probabilistic constraints based on Chen-Harker-Kanzow-Smale smooth plus function
- Statistical performance of subgradient step-size update rules in Lagrangian relaxations of chance-constrained optimization models
- A note on valid inequalities for PageRank optimization with edge selection constraints
- ROBIST: robust optimization by iterative scenario sampling and statistical testing
- ALSO-X \#: better convex approximations for distributionally robust chance constrained programs
- Adaptive partitioning for chance-constrained problems with finite support
- Nonanticipativity in stochastic programming
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