Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities
From MaRDI portal
Publication:2830767
DOI10.1287/opre.2016.1493zbMath1348.90504OpenAlexW2375159103MaRDI QIDQ2830767
Margot, François, Miguel A. Lejeune
Publication date: 31 October 2016
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/8b33dd2e50f9f97e9949a39fc95841a2cb2463ec
stochastic programmingfacility locationBoolean programmingepidemiologymixed-integer nonlinear programmingjoint probabilistic constraintrandom technology matrixnonlinear branch-and-bound algorithmquadratic stochastic inequality
Mixed integer programming (90C11) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15)
Related Items
Nonlinear chance constrained problems: optimality conditions, regularization and solvers, Data-driven project portfolio selection: decision-dependent stochastic programming formulations with reliability and time to market requirements, ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs, Relaxations and approximations of chance constraints under finite distributions, Chance constrained programming with some non-normal continuous random variables, A Framework for Solving Chance-Constrained Linear Matrix Inequality Programs, An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems, Derivatives of probability functions: unions of polyhedra and elliptical distributions, Eventual convexity of probability constraints with elliptical distributions, A polyhedral study on chance constrained program with random right-hand side, Integrated optimization model for distribution network design: a case study of the clothing industry, Chance-constrained optimization under limited distributional information: a review of reformulations based on sampling and distributional robustness, A polyhedral study of the static probabilistic lot-sizing problem, Recent advances in the theory and practice of logical analysis of data, Technical Note—Waterfall and Agile Product Development Approaches: Disjunctive Stochastic Programming Formulations, Copula theory approach to stochastic geometric programming, On Deterministic Reformulations of Distributionally Robust Joint Chance Constrained Optimization Problems, On the Convexity of Level-sets of Probability Functions, A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting, Cell-and-bound algorithm for chance constrained programs with discrete distributions, Erratum to: ``Threshold Boolean form for joint probabilistic constraints with random technology matrix, Consistency and consensus modeling of linear uncertain preference relations, Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints, Chance-constrained sets approximation: a probabilistic scaling approach, Rectangular chance constrained geometric optimization, Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets, Nonlinear chance-constrained problems with applications to hydro scheduling
Uses Software
Cites Work
- Unnamed Item
- Multi-objective probabilistically constrained programs with variable risk: models for multi-portfolio financial optimization
- Optimal link removal for epidemic mitigation: A two-way partitioning approach
- Threshold Boolean form for joint probabilistic constraints with random technology matrix
- On \(n\)-facility median problem with facilities subject to failure facing uniform demand
- IIS branch-and-cut for joint chance-constrained stochastic programs and application to optimal vaccine allocation
- Single facility collection depots location problem in the plane
- Convexity of chance constraints with independent random variables
- Exact and heuristic solutions of the global supply chain problem with transfer pricing
- Relaxations for probabilistically constrained programs with discrete random variables
- Logical analysis of numerical data
- Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra
- Facility location problems with uncertainty on the plane
- Convexification and global optimization in continuous and mixed-integer nonlinear programming. Theory, algorithms, software, and applications
- Review of nonlinear mixed-integer and disjunctive programming techniques
- On convex probabilistic programming with discrete distributions.
- Global optimization of mixed-integer nonlinear programs: a theoretical and computational study
- Branching rules revisited
- BARON: A general purpose global optimization software package
- Decomposition strategy for the stochastic pooling problem
- Pattern definition of the \(p\)-efficiency concept
- An exact approach for solving integer problems under probabilistic constraints with random technology matrix
- On joint probabilistic constraints with Gaussian coefficient matrix
- The equitable location problem on the plane
- On mixing sets arising in chance-constrained programming
- A local relaxation approach for the siting of electrical substations
- Advances and applications of chance-constrained approaches to systems optimisation under uncertainty
- A Gradient Formula for Linear Chance Constraints Under Gaussian Distribution
- An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints
- Branching and bounds tighteningtechniques for non-convex MINLP
- Facility Locations with the Manhattan Metric in the Presence of Barriers to Travel
- Computational development of a lagrangian dual approach for quadratic networks
- Global optimization using special ordered sets
- Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
- Exact Solution to a Location Problem with Stochastic Demands
- Optimal response to epidemics and cyber attacks in networks
- Public Facilities Location Under Stochastic Demand
- Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems
- Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
- A Stochastic Programming Model
- Mixed-integer nonlinear optimization
