An inner-outer approximation approach to chance constrained optimization
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Publication:5355201
DOI10.1137/15M1049750zbMATH Open1387.90170OpenAlexW2750408863MaRDI QIDQ5355201FDOQ5355201
Armin Hoffmann, Pu Li, Abebe Geletu, Michael Klöppel
Publication date: 7 September 2017
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/15m1049750
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Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Stochastic programming (90C15)
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Cited In (18)
- Solving joint chance constrained problems using regularization and Benders' decomposition
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- A discussion of probability functions and constraints from a variational perspective
- Approximate methods for solving chance-constrained linear programs in probability measure space
- Analytic approximation and differentiability of joint chance constraints
- Pontryagin's principle for some probabilistic control problems
- Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs
- Joint chance-constrained multi-objective multi-commodity minimum cost network flow problem with copula theory
- Optimal Neumann Boundary Control of a Vibrating String with Uncertain Initial Data and Probabilistic Terminal Constraints
- Chance constrained optimization of elliptic PDE systems with a smoothing convex approximation
- On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints
- An empirical quantile estimation approach for chance-constrained nonlinear optimization problems
- A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
- ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs
- Optimization under Rare Chance Constraints
- Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation
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