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Decomposition algorithms for two-stage chance-constrained programs · Study

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ArticleDecomposition algorithms for two-stage chance-constrained programs

Xiao Liu2014

Article2014

Decomposition algorithms for two-stage chance-constrained programs

Xiao Liu · Si̇mge Küçükyavuz · James Luedtke

92 citations·0/0 files stored·Mathematical Programming

No readable copy stored yet — this record is metadata only.

Risk and Portfolio Optimization Electric Power System Optimization Advanced Optimization Algorithms Research

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 92 citations exist upstream.

References

1963Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints 2004Uncertain convex programs: randomized solutions and confidence levels 2008A Sample Approximation Approach for Optimization with Probabilistic Constraints 1965Chance Constrained Programming with Joint Constraints 2011Risk-averse two-stage stochastic programming with an application to disaster management 2010A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality 2009Constructing Uncertainty Sets for Robust Linear Optimization 2008An integer programming approach for linear programs with probabilistic constraints

Cited by

2018Ambiguous Chance-Constrained Binary Programs under Mean-Covariance Information 2016Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs 2017An Introduction to Two-Stage Stochastic Mixed-Integer Programming 2022Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness 2021Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity 2020Probabilistic Envelope Constrained Multiperiod Stochastic Emergency Medical Services Location Model and Decomposition Scheme 2019Achieving High Individual Service Levels Without Safety Stock? Optimal Rationing Policy of Pooled Resources 2024Fourth-party logistics network design with demand surge: A greedy scenario-reduction and scenario-price based decomposition algorithm

Details

Year2014

Typearticle

Published2014-10-27

VenueMathematical Programming

ISSN-L0025-5610

Languageen

Citations92

Files0 public / 0

ShelfRisk and Portfolio Optimization

Identifiers

doi10.1007/s10107-014-0832-7

openalex_workW2056940756

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