Stochastic geometric optimization with joint probabilistic constraints

DOI10.1016/J.ORL.2016.08.002MaRDI QIDQ1755848zbMATH OpenOpenAlexFDO

Authors Jia Liu, Abdel Lisser, Zhiping Chen

Publication date 11 January 2019

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2016.08.002

zbMATH Keywords

piecewise linear approximationgeometric optimizationjoint probabilistic constraintsequential convex approximation

Mathematics Subject Classification ID

Convex programming (90C25) Stochastic programming (90C15)

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Cites work

• scientific article; zbMATH DE number 995813 (Why is no real title available?)
• scientific article; zbMATH DE number 176195 (Why is no real title available?)
• scientific article; zbMATH DE number 3272827 (Why is no real title available?)
• A heuristic for optimizing stochastic activity networks with applications to statistical digital circuit sizing
• A second-order cone programming approach for linear programs with joint probabilistic constraints
• A tutorial on geometric programming
• Biconvex sets and optimization with biconvex functions: a survey and extensions
• Chance Constrained Programming with Joint Constraints
• Geometric Programming
• Geometric Programming Duals of Channel Capacity and Rate Distortion
• Geometric Programming: Methods, Computations and Applications
• Geometric programming. Method and applications
• Optimal Engineering Design Under Uncertainty by Geometric Programming

Cited in

(13)

• A neural network approach to solve geometric programs with joint probabilistic constraints
• Copula theory approach to stochastic geometric programming
• Distributionally Robust Chance Constrained Geometric Optimization
• A dynamical neural network approach for distributionally robust chance-constrained Markov decision process
• Robust chance-constrained geometric programming with application to demand risk mitigation
• Games with distributionally robust joint chance constraints
• General sum games with joint chance constraints
• Rectangular chance constrained geometric optimization
• Bounds for probabilistic programming with application to a blend planning problem
• An exact decomposition algorithm for a chance-constrained new product risk model
• Stochastic geometric programming with joint probabilistic constraints
• Chance-constrained games with mixture distributions
• Data-driven robust chance constrained problems: a mixture model approach

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Uses Software

• CVX

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