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Chance Constrained Programming with Joint Constraints

Citations

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Cited by:

  1. Growe, Nicole, 1997. "Estimated stochastic programs with chance constraints," European Journal of Operational Research, Elsevier, vol. 101(2), pages 285-305, September.
  2. Aigner, Kevin-Martin & Clarner, Jan-Patrick & Liers, Frauke & Martin, Alexander, 2022. "Robust approximation of chance constrained DC optimal power flow under decision-dependent uncertainty," European Journal of Operational Research, Elsevier, vol. 301(1), pages 318-333.
  3. Robert F. Bordley & Stephen M. Pollock, 2009. "A Decision-Analytic Approach to Reliability-Based Design Optimization," Operations Research, INFORMS, vol. 57(5), pages 1262-1270, October.
  4. Zare M., Yahia & Daneshmand, Ahmad, 1995. "A linear approximation method for solving a special class of the chance constrained programming problem," European Journal of Operational Research, Elsevier, vol. 80(1), pages 213-225, January.
  5. Minjiao Zhang & Simge Küçükyavuz & Saumya Goel, 2014. "A Branch-and-Cut Method for Dynamic Decision Making Under Joint Chance Constraints," Management Science, INFORMS, vol. 60(5), pages 1317-1333, May.
  6. Yuichi Takano & Jun-ya Gotoh, 2010. "α-Conservative approximation for probabilistically constrained convex programs," Computational Optimization and Applications, Springer, vol. 46(1), pages 113-133, May.
  7. Huan Xu & Constantine Caramanis & Shie Mannor, 2012. "Optimization Under Probabilistic Envelope Constraints," Operations Research, INFORMS, vol. 60(3), pages 682-699, June.
  8. Zhiping Chen & Shen Peng & Jia Liu, 2018. "Data-Driven Robust Chance Constrained Problems: A Mixture Model Approach," Journal of Optimization Theory and Applications, Springer, vol. 179(3), pages 1065-1085, December.
  9. Wang, Yanxia & Gan, Shaojun & Li, Kang & Chen, Yanyan, 2022. "Planning for low-carbon energy-transportation system at metropolitan scale: A case study of Beijing, China," Energy, Elsevier, vol. 246(C).
  10. Miguel A. Lejeune, 2012. "Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems," Operations Research, INFORMS, vol. 60(6), pages 1356-1372, December.
  11. Borodin, Valeria & Dolgui, Alexandre & Hnaien, Faicel & Labadie, Nacima, 2016. "Component replenishment planning for a single-level assembly system under random lead times: A chance constrained programming approach," International Journal of Production Economics, Elsevier, vol. 181(PA), pages 79-86.
  12. Xiaodi Bai & Jie Sun & Xiaojin Zheng, 2021. "An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems," INFORMS Journal on Computing, INFORMS, vol. 33(3), pages 1056-1069, July.
  13. Marla, Lavanya & Rikun, Alexander & Stauffer, Gautier & Pratsini, Eleni, 2020. "Robust modeling and planning: Insights from three industrial applications," Operations Research Perspectives, Elsevier, vol. 7(C).
  14. Yanikoglu, I. & den Hertog, D., 2011. "Safe Approximations of Chance Constraints Using Historical Data," Other publications TiSEM ab77f6f2-248a-42f1-bde1-0, Tilburg University, School of Economics and Management.
  15. İhsan Yanıkoğlu & Dick den Hertog, 2013. "Safe Approximations of Ambiguous Chance Constraints Using Historical Data," INFORMS Journal on Computing, INFORMS, vol. 25(4), pages 666-681, November.
  16. Kampas, Athanasios & White, Ben, 2003. "Probabilistic programming for nitrate pollution control: Comparing different probabilistic constraint approximations," European Journal of Operational Research, Elsevier, vol. 147(1), pages 217-228, May.
  17. SakallI, Ümit Sami & Baykoç, Ömer Faruk, 2011. "An optimization approach for brass casting blending problem under aletory and epistemic uncertainties," International Journal of Production Economics, Elsevier, vol. 133(2), pages 708-718, October.
  18. Xiao Liu & Simge Küçükyavuz, 2018. "A polyhedral study of the static probabilistic lot-sizing problem," Annals of Operations Research, Springer, vol. 261(1), pages 233-254, February.
  19. Cooper, W. W. & Hemphill, H. & Huang, Z. & Li, S. & Lelas, V. & Sullivan, D. W., 1997. "Survey of mathematical programming models in air pollution management," European Journal of Operational Research, Elsevier, vol. 96(1), pages 1-35, January.
  20. Mehdi Karimi & Somayeh Moazeni & Levent Tunçel, 2018. "A Utility Theory Based Interactive Approach to Robustness in Linear Optimization," Journal of Global Optimization, Springer, vol. 70(4), pages 811-842, April.
  21. Yanikoglu, I. & den Hertog, D., 2011. "Safe Approximations of Chance Constraints Using Historical Data," Discussion Paper 2011-137, Tilburg University, Center for Economic Research.
  22. L. Jeff Hong & Zhiyuan Huang & Henry Lam, 2021. "Learning-Based Robust Optimization: Procedures and Statistical Guarantees," Management Science, INFORMS, vol. 67(6), pages 3447-3467, June.
  23. Álvaro Porras & Concepción Domínguez & Juan Miguel Morales & Salvador Pineda, 2023. "Tight and Compact Sample Average Approximation for Joint Chance-Constrained Problems with Applications to Optimal Power Flow," INFORMS Journal on Computing, INFORMS, vol. 35(6), pages 1454-1469, November.
  24. Fengmin Xu & Meihua Wang & Yu-Hong Dai & Dachuan Xu, 2018. "A sparse enhanced indexation model with chance and cardinality constraints," Journal of Global Optimization, Springer, vol. 70(1), pages 5-25, January.
  25. Mahboubeh Farid & Hampus Hallman & Mikael Palmblad & Johannes Vänngård, 2021. "Multi-Objective Pharmaceutical Portfolio Optimization under Uncertainty of Cost and Return," Mathematics, MDPI, vol. 9(18), pages 1-11, September.
  26. Bruni, M.E. & Conforti, D. & Beraldi, P. & Tundis, E., 2009. "Probabilistically constrained models for efficiency and dominance in DEA," International Journal of Production Economics, Elsevier, vol. 117(1), pages 219-228, January.
  27. Feng Shan & Liwei Zhang & Xiantao Xiao, 2014. "A Smoothing Function Approach to Joint Chance-Constrained Programs," Journal of Optimization Theory and Applications, Springer, vol. 163(1), pages 181-199, October.
  28. Bowen Li & Ruiwei Jiang & Johanna L. Mathieu, 2022. "Integrating unimodality into distributionally robust optimal power flow," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 594-617, October.
  29. D. K. Mohanty & Avik Pradhan & M. P. Biswal, 2020. "Chance constrained programming with some non-normal continuous random variables," OPSEARCH, Springer;Operational Research Society of India, vol. 57(4), pages 1281-1298, December.
  30. Wang, Tingsong & Meng, Qiang & Wang, Shuaian & Tan, Zhijia, 2013. "Risk management in liner ship fleet deployment: A joint chance constrained programming model," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 60(C), pages 1-12.
  31. Michel Minoux & Riadh Zorgati, 2019. "Sharp upper and lower bounds for maximum likelihood solutions to random Gaussian bilateral inequality systems," Journal of Global Optimization, Springer, vol. 75(3), pages 735-766, November.
  32. Guanglei Wang & Hassan Hijazi, 2018. "Mathematical programming methods for microgrid design and operations: a survey on deterministic and stochastic approaches," Computational Optimization and Applications, Springer, vol. 71(2), pages 553-608, November.
  33. Nemirovski, Arkadi, 2012. "On safe tractable approximations of chance constraints," European Journal of Operational Research, Elsevier, vol. 219(3), pages 707-718.
  34. Gaustad, Gabrielle & Li, Preston & Kirchain, Randolph, 2007. "Modeling methods for managing raw material compositional uncertainty in alloy production," Resources, Conservation & Recycling, Elsevier, vol. 52(2), pages 180-207.
  35. L. Jeff Hong & Jun Luo & Barry L. Nelson, 2015. "Chance Constrained Selection of the Best," INFORMS Journal on Computing, INFORMS, vol. 27(2), pages 317-334, May.
  36. L. Jeff Hong & Yi Yang & Liwei Zhang, 2011. "Sequential Convex Approximations to Joint Chance Constrained Programs: A Monte Carlo Approach," Operations Research, INFORMS, vol. 59(3), pages 617-630, June.
  37. Diglio, Antonio & Peiró, Juanjo & Piccolo, Carmela & Saldanha-da-Gama, Francisco, 2023. "Approximation schemes for districting problems with probabilistic constraints," European Journal of Operational Research, Elsevier, vol. 307(1), pages 233-248.
  38. Patrice Gaillardetz & Saeb Hachem, 2019. "Risk-Control Strategies," Papers 1908.02228, arXiv.org.
  39. Maji, Chandi Charan, 1975. "Intertemporal allocation of irrigation water in the Mayurakshi Project (India): an application of deterministic and chance-constrained linear programming," ISU General Staff Papers 197501010800006381, Iowa State University, Department of Economics.
  40. Ahmed Khassiba & Fabian Bastin & Sonia Cafieri & Bernard Gendron & Marcel Mongeau, 2020. "Two-Stage Stochastic Mixed-Integer Programming with Chance Constraints for Extended Aircraft Arrival Management," Transportation Science, INFORMS, vol. 54(4), pages 897-919, July.
  41. Shao-Wei Lam & Tsan Sheng Ng & Melvyn Sim & Jin-Hwa Song, 2013. "Multiple Objectives Satisficing Under Uncertainty," Operations Research, INFORMS, vol. 61(1), pages 214-227, February.
  42. Rashed Khanjani Shiraz & Madjid Tavana & Hirofumi Fukuyama, 2021. "A joint chance-constrained data envelopment analysis model with random output data," Operational Research, Springer, vol. 21(2), pages 1255-1277, June.
  43. Xide Zhu & Peijun Guo, 2020. "Bilevel programming approaches to production planning for multiple products with short life cycles," 4OR, Springer, vol. 18(2), pages 151-175, June.
  44. Qiushi Chen & Lei Zhao & Jan C. Fransoo & Zhe Li, 2019. "Dual-mode inventory management under a chance credit constraint," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 41(1), pages 147-178, March.
  45. Zheng, Xiaojin & Wu, Baiyi & Cui, Xueting, 2017. "Cell-and-bound algorithm for chance constrained programs with discrete distributions," European Journal of Operational Research, Elsevier, vol. 260(2), pages 421-431.
  46. Bordley, Robert F. & Pollock, Stephen M., 2012. "Assigning resources and targets to an organization’s activities," European Journal of Operational Research, Elsevier, vol. 220(3), pages 752-761.
  47. Rocchetta, Roberto & Crespo, Luis G., 2021. "A scenario optimization approach to reliability-based and risk-based design: Soft-constrained modulation of failure probability bounds," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
  48. Zahra Mashayekhi Zadeh & Esmaile Khorram, 2012. "Convexity of chance constrained programming problems with respect to a new generalized concavity notion," Annals of Operations Research, Springer, vol. 196(1), pages 651-662, July.
  49. Bilsel, R. Ufuk & Ravindran, A., 2011. "A multiobjective chance constrained programming model for supplier selection under uncertainty," Transportation Research Part B: Methodological, Elsevier, vol. 45(8), pages 1284-1300, September.
  50. C. Ren & P. Guo & M. Li & J. Gu, 2013. "Optimization of Industrial Structure Considering the Uncertainty of Water Resources," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 27(11), pages 3885-3898, September.
  51. Zhu, Y. & Wei, Z. & Li, Y.X. & Du, H.X. & Guo, Y., 2022. "Energy and atmosphere system planning of coal-dependent cities based on an interval minimax-regret coupled joint-probabilistic cost-benefit approach," Energy, Elsevier, vol. 239(PB).
  52. Beraldi, P. & Bruni, M.E., 2009. "A probabilistic model applied to emergency service vehicle location," European Journal of Operational Research, Elsevier, vol. 196(1), pages 323-331, July.
  53. O. Olesen, 2006. "Comparing and Combining Two Approaches for Chance Constrained DEA," Journal of Productivity Analysis, Springer, vol. 26(2), pages 103-119, October.
  54. Ümit Sakallı & Ömer Baykoç & Burak Birgören, 2011. "Stochastic optimization for blending problem in brass casting industry," Annals of Operations Research, Springer, vol. 186(1), pages 141-157, June.
  55. Kaan Ozbay & Cem Iyigun & Melike Baykal-Gursoy & Weihua Xiao, 2013. "Probabilistic programming models for traffic incident management operations planning," Annals of Operations Research, Springer, vol. 203(1), pages 389-406, March.
  56. Dawen Yan & Xiaohui Zhang & Mingzheng Wang, 2021. "A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations," Annals of Operations Research, Springer, vol. 299(1), pages 659-710, April.
  57. Rashed Khanjani-Shiraz & Salman Khodayifar & Panos M. Pardalos, 2021. "Copula theory approach to stochastic geometric programming," Journal of Global Optimization, Springer, vol. 81(2), pages 435-468, October.
  58. M. C. Campi & S. Garatti, 2011. "A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality," Journal of Optimization Theory and Applications, Springer, vol. 148(2), pages 257-280, February.
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