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Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems
4 references·4 citing·17 second hop
Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems (2014)Constrained Bundle Methods for Upper Inex…Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions (2014)Gradient Formulae for Nonline…Probabilistic constrained optimization : methodology and applications (2000)Probabilistic constrained opt…Stochastic Programming (1995)Stochastic ProgrammingChance-Constrained Programming (1959)Chance-Constrained ProgrammingA Discussion of Probability Functions and Constraints from a Variational Perspective (2020)A Discussion of Probability F…Eventual convexity of probability constraints with elliptical distributions (2018)Eventual convexity of probabi…Probabilistic optimization via approximate p-efficient points and bundle methods (2016)Probabilistic optimization vi…A polyhedral study on chance constrained program with random right-hand side (2016)A polyhedral study on chance …Structural Reliability Methods (1996)Robust solutions of Linear Programming problems contaminated with uncertain data (2000)Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities (2016)An Inner-Outer Approximation Approach to Chance Constrained Optimization (2017)Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation (2020)Lectures on Stochastic Programming (2009)Lectures on Stochastic Programming: Modeling and Theory (2009)Optimization of conditional value-at-risk (2000)Convex Approximations of Chance Constrained Programs (2006)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Different Approaches to Risk Estimation in Portfolio Theory (2004)Minimizing CVaR and VaR for a portfolio of derivatives (2005)Coherent Approaches to Risk in Optimization Under Uncertainty (2007)Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Optimization under uncertainty: state-of-the-art and opportunities (2003)Stochastic Programming (2010)Adjustable robust solutions of uncertain linear programs (2004)
this work references cited by second hop

References

  • 1959Chance-Constrained Programming2,748 cited
  • 1995Stochastic Programming1,539 cited
  • 2000Probabilistic constrained optimization : methodology and applications257 cited
  • 2014Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions92 cited

Cited by

  • 2016Probabilistic optimization via approximate p-efficient points and bundle methods40 cited
  • 2018Eventual convexity of probability constraints with elliptical distributions36 cited
  • 2016A polyhedral study on chance constrained program with random right-hand side30 cited
  • 2020A Discussion of Probability Functions and Constraints from a Variational Perspective29 cited

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