Convexity of Gaussian chance constraints and of related probability maximization problems
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Publication:736601
DOI10.1007/S00180-015-0580-ZzbMATH Open1342.65051OpenAlexW2046340894MaRDI QIDQ736601FDOQ736601
Authors: Michel Minoux, Riadh Zorgati 
Publication date: 4 August 2016
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-015-0580-z
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- Eventual convexity of chance constrained feasible sets
Gaussian mixtureslinear discriminant analysischance constraintsconvexityjoint probability maximization
Cites Work
- Computing a Trust Region Step
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- A unified approach to global convergence of trust region methods for nonsmooth optimization
- Chance-constrained programming
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- Convexity of chance constraints with independent random variables
- Structural properties of linear probabilistic constraints
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- Convexity of Chance Constraints with Dependent Random Variables: The Use of Copulae
Cited In (10)
- Convexity of Chance Constraints with Dependent Random Variables: The Use of Copulae
- A discussion of probability functions and constraints from a variational perspective
- Convexity and optimization with copulæ structured probabilistic constraints
- Relaxations and approximations of chance constraints under finite distributions
- Probability maximization via Minkowski functionals: convex representations and tractable resolution
- On the tightness of Gaussian concentration for convex functions
- Global probability maximization for a Gaussian bilateral inequality in polynomial time
- Eventual convexity of chance constrained feasible sets
- Sharp upper and lower bounds for maximum likelihood solutions to random Gaussian bilateral inequality systems
- On the Convexity of Level-sets of Probability Functions
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