A discussion of probability functions and constraints from a variational perspective
From MaRDI portal
(Redirected from Publication:829489)
Recommendations
- Generalized differentiation of probability functions acting on an infinite system of constraints
- Gradient formulae for probability functions depending on a heterogenous family of constraints
- Generalized gradients for probabilistic/robust (probust) constraints
- Dynamic probabilistic constraints under continuous random distributions
- Convexity and optimization with copulæ structured probabilistic constraints
Cites work
- scientific article; zbMATH DE number 3159112 (Why is no real title available?)
- scientific article; zbMATH DE number 4083369 (Why is no real title available?)
- scientific article; zbMATH DE number 3743019 (Why is no real title available?)
- scientific article; zbMATH DE number 45785 (Why is no real title available?)
- scientific article; zbMATH DE number 3514806 (Why is no real title available?)
- scientific article; zbMATH DE number 3599817 (Why is no real title available?)
- scientific article; zbMATH DE number 2121076 (Why is no real title available?)
- scientific article; zbMATH DE number 772850 (Why is no real title available?)
- scientific article; zbMATH DE number 3365056 (Why is no real title available?)
- scientific article; zbMATH DE number 3417266 (Why is no real title available?)
- (Sub-)differentiability of probability functions with elliptical distributions
- (Sub-)gradient formulae for probability functions of random inequality systems under Gaussian distribution
- A Barrier Method for Large-Scale Constrained Optimization
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
- A characterization of the subdifferential of singular Gaussian distribution functions
- A class of stochastic programming decision problems
- A differentiation formula for integrals overseas given by inclusion
- A distributionally robust perspective on uncertainty quantification and chance constrained programming
- A gradient formula for linear chance constraints under Gaussian distribution
- A mixed-integer stochastic nonlinear optimization problem with joint probabilistic constraints
- A proximal bundle method for nonsmooth nonconvex functions with inexact information
- An inner-outer approximation approach to chance constrained optimization
- An integer programming and decomposition approach to general chance-constrained mathematical programs
- An integer programming approach for linear programs with probabilistic constraints
- Approximate volume and integration for basic semialgebraic sets
- Approximations for Probability Distributions and Stochastic Optimization Problems
- Bundle method for non-convex minimization with inexact subgradients and function values
- Constrained bundle methods for upper inexact oracles with application to joint chance constrained energy problems
- Convergence analysis for mathematical programs with distributionally robust chance constraint
- Convex proximal bundle methods in depth: a unified analysis for inexact oracles
- Convex set functions in \(d\)-space
- Convexity and optimization with copulæ structured probabilistic constraints
- Convexity of Gaussian chance constraints and of related probability maximization problems
- Convexity of chance constraints with independent random variables
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Decomposition algorithms for two-stage chance-constrained programs
- Derivatives of probability functions and integrals over sets given by inequalities
- Derivatives of probability functions and some applications
- Differentiability of probability function
- Differentiation formulas for probability functions: The transformation method
- Differentiation of probability functions: The transformation method
- Distributionally Robust Convex Optimization
- Distributionally robust joint chance constraints with second-order moment information
- Eventual convexity of chance constrained feasible sets
- Eventual convexity of probability constraints with elliptical distributions
- Extensions of stochastic optimization results to problems with system failure probability functions
- Global probability maximization for a Gaussian bilateral inequality in polynomial time
- GloptiPoly 3: moments, optimization and semidefinite programming
- Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
- Gradient formulae for nonlinear probabilistic constraints with non-convex quadratic forms
- Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints
- Implementable algorithm for stochastic optimization using sample average approximations
- Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support
- Introduction to the theory of probabilistic functions and percentiles (value-at-risk)
- Joint chance constrained programming for hydro reservoir management
- Lectures on Stochastic Programming
- Level bundle methods for constrained convex optimization with various oracles
- Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions
- Metric regularity and quantitative stability in stochastic programs with probabilistic constraints.
- Nonlinear chance constrained problems: optimality conditions, regularization and solvers
- Nonsmooth and nonconvex optimization via approximate difference-of-convex decompositions
- Numerical optimization. Theoretical and practical aspects. Transl. from the French
- On extensions of the Brunn-Minkowski and Prekopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
- On mixing sets arising in chance-constrained programming
- On shape optimization with stochastic loadings
- On the Convergence of Some Feasible Direction Algorithms for Nonlinear Programming
- On the quantification of nomination feasibility in stationary gas networks with random load
- Probabilistic constraints via SQP solver: application to a renewable energy management problem
- Probabilistic partial set covering with an oracle for chance constraints
- Properties of chance constraints in infinite dimensions with an application to PDE constrained optimization
- Proximal bundle methods for nonsmooth DC programming
- Second-order differentiability of probability functions
- Sequential convex approximations to joint chance constrained programs: A Monte Carlo approach
- Stability analysis for stochastic programs
- Stochastic linear programming. Models, theory, and computation
- Subdifferential characterization of probability functions under Gaussian distribution
- Tail Conditional Expectations for Elliptical Distributions
- The Benders decomposition algorithm: a literature review
- The Supporting Hyperplane Method for Unimodal Programming
Cited in
(15)- Gradient formulae for probability functions depending on a heterogenous family of constraints
- Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective
- Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets
- Enhanced branch-and-bound algorithm for chance constrained programs with Gaussian mixture models
- Pontryagin's principle for some probabilistic control problems
- On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints
- Probability maximization via Minkowski functionals: convex representations and tractable resolution
- Generalized gradients for probabilistic/robust (probust) constraints
- Probability functions generated by set-valued mappings: a study of first order information
- Optimization under constraints in probability
- Numerical solution of an optimal control problem with probabilistic and almost sure state constraints
- A derivative-free trust-region algorithm with copula-based models for probability maximization problems
- Derivative-free approaches for chance-constrained problems with right-hand side uncertainty
- Generalized differentiation of probability functions acting on an infinite system of constraints
- Dynamic probabilistic constraints under continuous random distributions
This page was built for publication: A discussion of probability functions and constraints from a variational perspective
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q829489)
