Relaxations for probabilistically constrained programs with discrete random variables
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- A class of convergent primal-dual subgradient algorithms for decomposable convex programs
- Convexity Cuts and Cut Search
- Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse
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Cited in
(42)- Algorithm to optimize the quantile criterion for the polyhedral loss function and discrete distribution of random parameters
- A solution algorithm for chance-constrained problems with integer second-stage recourse decisions
- Mathematical programming approaches for generating p-efficient points
- An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems
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- On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem
- A polyhedral study on chance constrained program with random right-hand side
- A branch and bound method for stochastic integer problems under probabilistic constraints
- Convergence conditions for the observed mean method in stochastic programming
- General properties of two-stage stochastic programming problems with probabilistic criteria
- Decomposition algorithms for two-stage chance-constrained programs
- On the mixing set with a knapsack constraint
- Nonconvex and nonsmooth approaches for affine chance-constrained stochastic programs
- A sampling-and-discarding approach to chance-constrained optimization: feasibility and Optimality
- Mixed integer linear programming formulations for probabilistic constraints
- Regularization methods for optimization problems with probabilistic constraints
- Beam search heuristic to solve stochastic integer problems under probabilistic constraints
- An integer programming approach for linear programs with probabilistic constraints
- MIP reformulations of the probabilistic set covering problem
- Integrated chance constraints: reduced forms and an algorithm
- IIS branch-and-cut for joint chance-constrained stochastic programs and application to optimal vaccine allocation
- Relaxations and approximations of chance constraints under finite distributions
- Disjunctive Cuts for Non-convex Mixed Integer Quadratically Constrained Programs
- Convex relaxations of non-convex mixed integer quadratically constrained programs: projected formulations
- A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs
- Relaxation schemes for the joint linear chance constraint based on probability inequalities
- Estimated stochastic programs with chance constraints
- On the convergence of sample approximations for stochastic programming problems with probabilistic criteria
- Chance constrained unit commitment approximation under stochastic wind energy
- Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
- Bounds for probabilistic programming with application to a blend planning problem
- On mixing sets arising in chance-constrained programming
- An exact approach for solving integer problems under probabilistic constraints with random technology matrix
- Bounds for probabilistic integer programming problems
- An improved convex 0-1 quadratic program reformulation for chance-constrained quadratic knapsack problems
- The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
- Chance constraint programming problems with parameters as exponential random variable
- A polyhedral study of the static probabilistic lot-sizing problem
- Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness
- Convex relaxations of non-convex mixed integer quadratically constrained programs: Extended formulations
- Genetic algorithm based technique for solving chance constrained problems
- Solving chance-constrained optimization problems with stochastic quadratic inequalities
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