Robust optimization approximation for joint chance constrained optimization problem
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Publication:522276
DOI10.1007/S10898-016-0438-0zbMATH Open1369.90116OpenAlexW2396268331MaRDI QIDQ522276FDOQ522276
Authors: Zukui Li, Biao Huang, Yuan Yuan 
Publication date: 28 April 2017
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-016-0438-0
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Cites Work
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- Goal-driven optimization
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- Convex Approximations of Chance Constrained Programs
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- Robust Solutions to Uncertain Semidefinite Programs
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- An integer programming approach for linear programs with probabilistic constraints
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- Sequential convex approximations to joint chance constrained programs: A Monte Carlo approach
- Scenario approximations of chance constraints
- Optimizing Call Center Staffing Using Simulation and Analytic Center Cutting-Plane Methods
Cited In (14)
- Distributionally robust chance constraints for non-linear uncertainties
- From CVaR to uncertainty set: implications in joint chance-constrained optimization
- Distributionally robust joint chance constraints with second-order moment information
- An implementor-adversary approach for uncertain and time-correlated service times in the nurse-to-patient assignment problem
- A cutting plane method for risk-constrained traveling salesman problem with random arc costs
- Affinely adjustable robust optimization for a multi‐period inventory problem with capital constraints and demand uncertainties
- Ambiguous chance constrained problems and robust optimization
- Robust approximation of chance constrained optimization with polynomial perturbation
- Optimizing decisions for a dual-channel retailer with service level requirements and demand uncertainties: a Wasserstein metric-based distributionally robust optimization approach
- Distributionally robust joint chance constrained problem under moment uncertainty
- New safe approximation of ambiguous probabilistic constraints for financial optimization problem
- Robust optimization of an imperfect process when the mean and variance are jointly monitored under dependent multiple assignable causes
- Algorithm developments for optimization problems with joint reliability constraints
- Radial duality. II: Applications and algorithms
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