Stochastic geometric optimization with joint probabilistic constraints
Year of publication: |
September 2016
|
---|---|
Authors: | Liu, Jia ; Lisser, Abdel ; Chen, Zhiping |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 44.2016, 5, p. 687-691
|
Subject: | Geometric optimization | Joint probabilistic constraint | Piecewise linear approximation | Sequential convex approximation | Wahrscheinlichkeitsrechnung | Probability theory | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Nichtlineare Optimierung | Nonlinear programming |
-
Solving chance-constrained optimization problems with stochastic quadraric inequalities
Lejeune, Miguel A., (2016)
-
Probabilistic constrained optimization : methodology and applications
Uryasev, Stan, (2000)
-
Uprety, Indu, (2016)
- More ...
-
Distributionally robust chance constrained geometric optimization
Liu, Jia, (2022)
-
Notoriously hard (mixed-)binary QPs : empirical evidence on new completely positive approaches
Bomze, Immanuel M., (2019)
-
Distributionally robust chance constrained games under Wasserstein ball
Xia, Tian, (2023)
- More ...