Rectangular chance constrained geometric optimization

DOI10.1007/S11081-019-09460-3zbMATH Open1447.90025OpenAlexW2968616957MaRDI QIDQ779767FDOQ779767

Jia Liu, Shen Peng, Abdel Lisser, Zhiping Chen

Publication date: 14 July 2020

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11081-019-09460-3

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zbMATH Keywords

elliptical distributionspiecewise linear approximationjoint chance constraintjoint probabilistic constraintvariable transformationstochastic geometric optimization

Mathematics Subject Classification ID

Convex programming (90C25) Applications of mathematical programming (90C90) Stochastic programming (90C15)

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Cited In (5)

• Distributionally Robust Chance Constrained Geometric Optimization
• Copula theory approach to stochastic geometric programming
• Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball
• Geometric programming problems with triangular and trapezoidal twofold uncertainty distributions
• Robust chance-constrained geometric programming with application to demand risk mitigation

Uses Software

• CVX

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