Mathematical programming approaches for generating p-efficient points
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Publication:992653
DOI10.1016/J.EJOR.2010.05.025zbMATH Open1205.90210OpenAlexW2095564588MaRDI QIDQ992653FDOQ992653
Authors: Nilay Noyan, Miguel A. Lejeune 
Publication date: 9 September 2010
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2010.05.025
Recommendations
- Probabilistic optimization via approximate \(p\)-efficient points and bundle methods
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- Pattern definition of the \(p\)-efficiency concept
- scientific article; zbMATH DE number 1187131
- Dual methods for probabilistic optimization problems.
outer approximationstochastic programmingvalid inequalitiesprobabilistic constraints\(p\)-efficiency
Approximation methods and heuristics in mathematical programming (90C59) Stochastic programming (90C15) Mixed integer programming (90C11)
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Cited In (24)
- Solving joint chance constrained problems using regularization and Benders' decomposition
- Construction of confidence absorbing set for analysis of static stochastic systems
- An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems
- Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets
- Construction of confidence absorbing sets using statistical methods
- A polyhedral study on chance constrained program with random right-hand side
- Regularization methods for optimization problems with probabilistic constraints
- Eventual convexity of probability constraints with elliptical distributions
- On the convexity of level-sets of probability functions
- Concavity and efficient points of discrete distributions in probabilistic programming.
- Augmented Lagrangian method for probabilistic optimization
- Single commodity stochastic network design under probabilistic constraint with discrete random variables
- Chance-constrained stochastic programming under variable reliability levels with an application to humanitarian relief network design
- An algorithm for binary linear chance-constrained problems using IIS
- Chance constrained unit commitment approximation under stochastic wind energy
- Title not available (Why is that?)
- Pattern definition of the \(p\)-efficiency concept
- Probabilistic optimization via approximate \(p\)-efficient points and bundle methods
- Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
- Optimization approaches to multiplicative tariff of rates estimation in non-life insurance
- Derivatives of probability functions: unions of polyhedra and elliptical distributions
- An improved convex 0-1 quadratic program reformulation for chance-constrained quadratic knapsack problems
- Generalized differentiation of probability functions acting on an infinite system of constraints
- Probabilistic modeling of multiperiod service levels
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