Solving joint chance constrained problems using regularization and Benders' decomposition
From MaRDI portal
Recommendations
- Nonlinear chance constrained problems: optimality conditions, regularization and solvers
- On the numerical solution of jointly chance constrained problems
- A smoothing function approach to joint chance-constrained programs
- Sequential convex approximations to joint chance constrained programs: A Monte Carlo approach
- scientific article; zbMATH DE number 686898
Cites work
- scientific article; zbMATH DE number 5797591 (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 4189474 (Why is no real title available?)
- (Sub-)gradient formulae for probability functions of random inequality systems under Gaussian distribution
- 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 critical note on empirical (Sample average, Monte Carlo) approximation of solutions to chance constrained programs
- A difference of convex formulation of value-at-risk constrained optimization
- A gradient formula for linear chance constraints under Gaussian distribution
- A joint model of probabilistic/robust constraints for gas transport management in stationary networks
- A mixed integer nonlinear optimization model for gas sale company
- A polyhedral study on chance constrained program with random right-hand side
- A second-order cone programming approach for linear programs with joint probabilistic constraints
- A sequential algorithm for solving nonlinear optimization problems with chance constraints
- A smoothing function approach to joint chance-constrained programs
- A stochastic optimization model for gas retail with temperature scenarios and oil price parameters
- An exact approach for solving integer problems under probabilistic constraints with random technology matrix
- An inner-outer approximation approach to chance constrained optimization
- An integer programming approach for linear programs with probabilistic constraints
- Approximation and contamination bounds for probabilistic programs
- Asymptotic analysis of sample average approximation for stochastic optimization problems with joint chance constraints via conditional value at risk and difference of convex functions
- Augmented Lagrangian method for probabilistic optimization
- Chance-constrained problems and rare events: an importance sampling approach
- Computation of multivariate normal and \(t\) probabilities
- Concavity and efficient points of discrete distributions in probabilistic programming.
- Convergence properties of a regularization scheme for mathematical programs with complementarity constraints
- Convex Approximations of Chance Constrained Programs
- Convex relaxations of chance constrained optimization problems
- Convexity of chance constraints with independent random variables
- Distributionally robust joint chance constraints with second-order moment information
- Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution
- Evaluating Gas Network Capacities
- 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
- From CVaR to uncertainty set: implications in joint chance-constrained optimization
- Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
- Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints
- Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support
- Integrated chance constraints: reduced forms and an algorithm
- Introduction to stochastic programming.
- Lectures on Stochastic Programming
- Mathematical programming approaches for generating p-efficient points
- Nonlinear chance constrained problems: optimality conditions, regularization and solvers
- On metric and calmness qualification conditions in subdifferential calculus
- On mixing sets arising in chance-constrained programming
- On quantile cuts and their closure for chance constrained optimization problems
- On the quantification of nomination feasibility in stationary gas networks with random load
- Pattern definition of the \(p\)-efficiency concept
- Probabilistic optimization via approximate \(p\)-efficient points and bundle methods
- Regularization methods for optimization problems with probabilistic constraints
- Robust convex optimization
- Subroutines for computing normal probabilities of sets -- computer experiences
- The Benders decomposition algorithm: a literature review
- The elements of statistical learning. Data mining, inference, and prediction
- Variational Analysis
Cited in
(10)- Robust approximation of chance constrained DC optimal power flow under decision-dependent uncertainty
- Large-scale unit commitment under uncertainty: an updated literature survey
- On probabilistic capacity maximization in a stationary gas network
- Nonlinear chance constrained problems: optimality conditions, regularization and solvers
- Optimization under rare chance constraints
- Value at risk approach to producer's best response in an electricity market with uncertain demand
- A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic
- On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints
- A stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs
- Derivative-free approaches for chance-constrained problems with right-hand side uncertainty
This page was built for publication: Solving joint chance constrained problems using regularization and Benders' decomposition
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q827143)
