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Relaxations for probabilistically constrained programs with discrete random variables
5 references·15 citing·38 second hop
Relaxations for probabilistically constrained programs with discrete random variables (1992)Relaxations for probabilistically constra…Discrete location theory (1991)Discrete location theoryDiscrete Location Theory (1991)Discrete Location TheoryNumerical Techniques for Stochastic Optimization (1988)Numerical Techniques for Stoc…Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse (1986)Designing approximation schem…Stochastic Programming: Solution Techniques and Approximation Schemes (1983)Stochastic Programming: Solut…Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness (2022)Chance-constrained optimizati…An Introduction to Two-Stage Stochastic Mixed-Integer Programming (2017)An Introduction to Two-Stage …Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities (2016)Solving Chance-Constrained Op…On the mixing set with a knapsack constraint (2016)On the mixing set with a knap…A polyhedral study on chance constrained program with random right-hand side (2016)A polyhedral study on chance …A Branch-and-Cut Method for Dynamic Decision Making Under Joint Chance Constraints (2014)A Branch-and-Cut Method for D…On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem (2013)On reducing a quantile optimi…Regularization methods for optimization problems with probabilistic constraints (2012)Regularization methods for op…Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems (2012)Pattern-Based Modeling and So…Mathematical programming approaches for generating p-efficient points (2010)Mathematical programming appr…MIP reformulations of the probabilistic set covering problem (2008)MIP reformulations of the pro…A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs (2006)A branch-reduce-cut algorithm…Bounds for probabilistic integer programming problems (2002)Bounds for probabilistic inte…Stochastic programming (2001)Stochastic programmingSolution of a Product Substitution Problem Using Stochastic Programming (2000)Solution of a Product Substit…Stochastic Programming (1995)Convex Approximations of Chance Constrained Programs (2006)Introduction to Stochastic Programming (2011)Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs (2016)Chance-Constrained Programming (1959)Stochastic Programming (2010)A Stochastic Programming Model (1963)Facility Location: Concepts, Models, Algorithms and Case Studies (2009)Pre-positioning of emergency supplies for disaster response (2009)Probabilistic optimization via approximate p-efficient points and bundle methods (2016)Relaxations and approximations of chance constraints under finite distributions (2018)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Scenarios and Policy Aggregation in Optimization Under Uncertainty (1991)Introduction to Stochastic Programming (1997)An improved L-shaped method for two-stage convex 0–1 mixed integer nonlinear stochastic programs (2018)Stochastic Planning and Scheduling with Logic-Based Benders Decomposition (2022)Coherent Measures of Risk (1999)Optimization of conditional value-at-risk (2000)Conditional value-at-risk for general loss distributions (2002)Stochastic Linear Programming (1976)The value of the stochastic solution in stochastic linear programs with fixed recourse (1982)Monte Carlo (importance) sampling within a benders decomposition algorithm for stochastic linear programs (1992)Minimax analysis of stochastic problems (2002)Stochastic Linear Programming (2010)Robust sample average approximation (2017)Linear Programming under Uncertainty (1955)Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming (1986)Applying the progressive hedging algorithm to stochastic generalized networks (1991)Network planning with random demand (1994)Improvements and Comparison of Heuristics for Solving the Uncapacitated Multisource Weber Problem (2000)Advances in location modeling: GIS linkages and contributions (2010)The Reliable Facility Location Problem: Formulations, Heuristics, and Approximation Algorithms (2010)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)The empirical behavior of sampling methods for stochastic programming (2006)A unified framework for stochastic optimization (2018)Integer programming formulations of discrete hub location problems (1994)Quantitative models for reverse logistics: A review (1997)Green supply‐chain management: A state‐of‐the‐art literature review (2007)
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References

  • 1991Discrete location theory1,284 cited
  • 1988Numerical Techniques for Stochastic Optimization632 cited
  • 1991Discrete Location Theory358 cited
  • 1986Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse252 cited
  • 1983Stochastic Programming: Solution Techniques and Approximation Schemes205 cited

Cited by

  • 2016Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities66 cited
  • 2012Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems65 cited
  • 2017An Introduction to Two-Stage Stochastic Mixed-Integer Programming62 cited
  • 2008MIP reformulations of the probabilistic set covering problem61 cited
  • 2022Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness59 cited
  • 2014A Branch-and-Cut Method for Dynamic Decision Making Under Joint Chance Constraints45 cited
  • 2010Mathematical programming approaches for generating p-efficient points44 cited
  • 2012Regularization methods for optimization problems with probabilistic constraints42 cited
  • 2013On reducing a quantile optimization problem with discrete distribution to a mixed integer programming problem

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40 cited
  • 2006A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs39 cited
  • 2002Bounds for probabilistic integer programming problems37 cited
  • 2000Solution of a Product Substitution Problem Using Stochastic Programming32 cited
  • 2001Stochastic programming31 cited
  • 2016A polyhedral study on chance constrained program with random right-hand side30 cited
  • 2016On the mixing set with a knapsack constraint26 cited