René Henrion

Publication Activity (10 Years)

Years Active: 1995-2022
Publications (10 Years): 17

Top Venues

Math. Program.

Comput. Manag. Sci.

J. Optim. Theory Appl.

Math. Methods Oper. Res.

Humboldt University of Berlin, Unter den Linden, Germany (PHD)

Education History

Humboldt University of Berlin, Unter den Linden, Germany

PHD

Publications

René Henrion, Werner Römisch
Problem-based optimal scenario generation and reduction in stochastic programming. Math. Program. 191 (1) (2022)
T. González Grandón, René Henrion, Pedro Pérez-Aros
Dynamic probabilistic constraints under continuous random distributions. Math. Program. 196 (1) (2022)
Holger Berthold, Holger Heitsch, René Henrion, Jan Schwientek
On the algorithmic solution of optimization problems subject to probabilistic/robust (probust) constraints. Math. Methods Oper. Res. 96 (1) (2022)
Kawtar El Karfi, René Henrion, Driss Mentagui
An agricultural investment problem subject to probabilistic constraints. Comput. Manag. Sci. 19 (4) (2022)
Holger Heitsch, René Henrion, Thomas Kleinert, Martin Schmidt
On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraints. J. Glob. Optim. 84 (3) (2022)
Holger Heitsch, René Henrion
An enumerative formula for the spherical cap discrepancy. J. Comput. Appl. Math. 390 (2021)
M. Hassan Farshbaf-Shaker, Martin Gugat, Holger Heitsch, René Henrion
Optimal Neumann Boundary Control of a Vibrating String with Uncertain Initial Data and Probabilistic Terminal Constraints. SIAM J. Control. Optim. 58 (4) (2020)
Holger Heitsch, René Henrion
An enumerative formula for the spherical cap discrepancy. CoRR (2020)
Lukás Adam, Martin Branda, Holger Heitsch, René Henrion
Solving joint chance constrained problems using regularization and Benders' decomposition. Ann. Oper. Res. 292 (2) (2020)
René Henrion
Boris S. Mordukhovich: Variational analysis and applications - Springer, Cham, 2018, 622 pp. Optim. Lett. 13 (5) (2019)
Abderrahim Hantoute, René Henrion, Pedro Pérez-Aros
Subdifferential characterization of probability functions under Gaussian distribution. Math. Program. 174 (1-2) (2019)
Lukás Adam, René Henrion, Jirí V. Outrata
On M-stationarity conditions in MPECs and the associated qualification conditions. Math. Program. 168 (1-2) (2018)
T. González Grandón, Holger Heitsch, René Henrion
A joint model of probabilistic/robust constraints for gas transport management in stationary networks. Comput. Manag. Sci. 14 (3) (2017)
Wim van Ackooij, René Henrion
(Sub-)Gradient Formulae for Probability Functions of Random Inequality Systems under Gaussian Distribution. SIAM/ASA J. Uncertain. Quantification 5 (1) (2017)
Vincent Guigues, René Henrion
Joint dynamic probabilistic constraints with projected linear decision rules. Optim. Methods Softw. 32 (5) (2017)
Claudia Gotzes, Holger Heitsch, René Henrion, Rüdiger Schultz
On the quantification of nomination feasibility in stationary gas networks with random load. Math. Methods Oper. Res. 84 (2) (2016)
María J. Cánovas, René Henrion, Marco A. López, Juan Parra
Outer Limit of Subdifferentials and Calmness Moduli in Linear and Nonlinear Programming. J. Optim. Theory Appl. 169 (3) (2016)
Ingo Bremer, René Henrion, Andris Möller
Probabilistic constraints via SQP solver: application to a renewable energy management problem. Comput. Manag. Sci. 12 (3) (2015)
Konstantin Emich, René Henrion, Werner Römisch
Conditioning of linear-quadratic two-stage stochastic optimization problems. Math. Program. 148 (1-2) (2014)
Wim van Ackooij, René Henrion
Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions. SIAM J. Optim. 24 (4) (2014)
Chantal Landry, René Henrion, Dietmar Hömberg, Martin Skutella, Wolfgang Welz
Task assignment, sequencing and path-planning in robotic welding cells. MMAR (2013)
René Henrion, Alexander Y. Kruger, Jirí V. Outrata
Some Remarks on Stability of Generalized Equations. J. Optim. Theory Appl. 159 (3) (2013)
René Henrion, Jirí V. Outrata, Thomas M. Surowiec
On regular coderivatives in parametric equilibria with non-unique multipliers. Math. Program. 136 (1) (2012)
René Henrion, Andris Möller
A Gradient Formula for Linear Chance Constraints Under Gaussian Distribution. Math. Oper. Res. 37 (3) (2012)
Marian J. Fabian, René Henrion, Alexander Y. Kruger, Jirí V. Outrata
About error bounds in metric spaces. OR (2011)
Chantal Landry, Matthias Gerdts, René Henrion, Dietmar Hömberg
Path-Planning with Collision Avoidance in Automotive Industry. System Modelling and Optimization (2011)
René Henrion
A Critical Note on Empirical (Sample Average, Monte Carlo) Approximation of Solutions to Chance Constrained Programs. System Modelling and Optimization (2011)
Wim van Ackooij, René Henrion, Andris Möller, Riadh Zorgati
On joint probabilistic constraints with Gaussian coefficient matrix. Oper. Res. Lett. 39 (2) (2011)
René Henrion, Werner Römisch
Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions. Ann. Oper. Res. 177 (1) (2010)
Wim van Ackooij, René Henrion, Andris Möller, Riadh Zorgati
On probabilistic constraints induced by rectangular sets and multivariate normal distributions. Math. Methods Oper. Res. 71 (3) (2010)
L. Andrieu, René Henrion, Werner Römisch
A model for dynamic chance constraints in hydro power reservoir management. Eur. J. Oper. Res. 207 (2) (2010)
René Henrion, Jirí V. Outrata, Thomas M. Surowiec
A Note on the Relation Between Strong and M-Stationarity for a Class of Mathematical Programs with Equilibrium Constraints. Kybernetika 46 (3) (2010)
René Henrion, Boris S. Mordukhovich, Nguyen Mau Nam
Second-Order Analysis of Polyhedral Systems in Finite and Infinite Dimensions with Applications to Robust Stability of Variational Inequalities. SIAM J. Optim. 20 (5) (2010)
René Henrion, Christian Küchler, Werner Römisch
Scenario reduction in stochastic programming with respect to discrepancy distances. Comput. Optim. Appl. 43 (1) (2009)
René Henrion, Cyrille Strugarek
Convexity of chance constraints with independent random variables. Comput. Optim. Appl. 41 (2) (2008)
Darinka Dentcheva, René Henrion, Andrzej Ruszczynski
Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints. SIAM J. Optim. 18 (1) (2007)
René Henrion
Book review. Oper. Res. Lett. 35 (4) (2007)
Adrian S. Lewis, René Henrion, Alberto Seeger
Distance to Uncontrollability for Convex Processes. SIAM J. Control. Optim. 45 (1) (2006)
René Henrion, Tamás Szántai
Properties and Calculation of Singular Normal Distributions. Algorithms for Optimization with Incomplete Information (2005)
René Henrion, Jirí V. Outrata
Calmness of constraint systems with applications. Math. Program. 104 (2-3) (2005)
René Henrion
Book Review. Math. Methods Oper. Res. 61 (2) (2005)
René Henrion, Werner Römisch
Hölder and Lipschitz stability of solution sets in programs with probabilistic constraints. Math. Program. 100 (3) (2004)
René Henrion, Abderrahim Jourani, Jirí V. Outrata
On the Calmness of a Class of Multifunctions. SIAM J. Optim. 13 (2) (2002)
René Henrion, Abderrahim Jourani
Subdifferential Conditions for Calmness of Convex Constraints. SIAM J. Optim. 13 (2) (2002)
René Henrion, Werner Römisch
Metric regularity and quantitative stability in stochastic programs with probabilistic constraints. Math. Program. 84 (1) (1999)
René Henrion
Topological characterization of the approximate subdifferential in the finite-dimensional case. Math. Methods Oper. Res. 41 (2) (1995)

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Publication Activity (10 Years)

Top Topics

Top Venues

René Henrion