Wim van Ackooij

Publication Activity (10 Years)

Years Active: 2010-2024
Publications (10 Years): 32

Top Topics

Probability Function

Robust Optimization

Unit Commitment

Top Venues

Comput. Optim. Appl.

Eur. J. Oper. Res.

Comput. Manag. Sci.

Publications

Yassine Laguel, Jérôme Malick, Wim van Ackooij
Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective. Comput. Optim. Appl. 88 (3) (2024)
Quentin Jacquet, Wim van Ackooij, Clémence Alasseur, Stéphane Gaubert
Quadratic regularization of bilevel pricing problems and application to electricity retail markets. Eur. J. Oper. Res. 313 (3) (2024)
Quentin Jacquet, Wim van Ackooij, Clémence Alasseur, Stéphane Gaubert
A Quantization Procedure for Nonlinear Pricing with an Application to Electricity Markets. CDC (2023)
Quentin Jacquet, Wim van Ackooij, Clémence Alasseur, Stéphane Gaubert
Ergodic control of a heterogeneous population and application to electricity pricing. CDC (2022)
Wim van Ackooij, Welington de Oliveira
Addendum to the paper 'Nonsmooth DC-constrained optimization: constraint qualification and minimizing methodologies'. Optim. Methods Softw. 37 (6) (2022)
Wim van Ackooij, Pedro Pérez-Aros
Gradient formulae for probability functions depending on a heterogenous family of constraints. Open J. Math. Optim. 2 (2021)
Roberto Mínguez, Wim van Ackooij, Raquel García-Bertrand
Constraint generation for risk averse two-stage stochastic programs. Eur. J. Oper. Res. 288 (1) (2021)
Wim van Ackooij, Sophie Demassey, Paul Javal, Hugo Morais, Welington de Oliveira, Bhargav Swaminathan
A bundle method for nonsmooth DC programming with application to chance-constrained problems. Comput. Optim. Appl. 78 (2) (2021)
Wim van Ackooij, Claudia D'Ambrosio, Dimitri Thomopulos, Renan Spencer Trindade
Decomposition and shortest path problem formulation for solving the hydro unit commitment and scheduling in a hydro valley. Eur. J. Oper. Res. 291 (3) (2021)
Wim van Ackooij, Debora Daniela Escobar, Martin Glanzer, Georg Ch. Pflug
Correction to: Distributionally robust optimization with multiple time scales: valuation of a thermal power plant. Comput. Manag. Sci. 17 (3) (2020)
Wim van Ackooij, Welington de Oliveira
Some brief observations in minimizing the sum of locally Lipschitzian functions. Optim. Lett. 14 (3) (2020)
Wim van Ackooij, Pedro Pérez-Aros
Gradient Formulae for Nonlinear Probabilistic Constraints with Non-convex Quadratic Forms. J. Optim. Theory Appl. 185 (1) (2020)
Wim van Ackooij, Xavier Warin
On conditional cuts for stochastic dual dynamic programming. EURO J. Comput. Optim. 8 (2) (2020)
Wim van Ackooij, Debora Daniela Escobar, Martin Glanzer, Georg Ch. Pflug
Distributionally robust optimization with multiple time scales: valuation of a thermal power plant. Comput. Manag. Sci. 17 (3) (2020)
Wim van Ackooij, Pedro Pérez-Aros
Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints. SIAM J. Optim. 29 (3) (2019)
Wim van Ackooij, Welington de Oliveira
Nonsmooth and Nonconvex Optimization via Approximate Difference-of-Convex Decompositions. J. Optim. Theory Appl. 182 (1) (2019)
Wim van Ackooij, Welington de Oliveira
Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies. Optim. Methods Softw. 34 (4) (2019)
Wim van Ackooij, Welington de Oliveira, Yongjia Song
On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems. Comput. Optim. Appl. 74 (1) (2019)
Wim van Ackooij, Jérôme Malick
Eventual convexity of probability constraints with elliptical distributions. Math. Program. 175 (1-2) (2019)
Wim van Ackooij, Jérôme De Boeck, Boris Detienne, Stefania Pan, Michael Poss
Optimizing power generation in the presence of micro-grids. Eur. J. Oper. Res. 271 (2) (2018)
Wim van Ackooij, Claudia D'Ambrosio, Leo Liberti, Raouia Taktak, Dimitri Thomopulos, Sonia Toubaline
Shortest Path Problem variants for the Hydro Unit Commitment Problem. Electron. Notes Discret. Math. 69 (2018)
Wim van Ackooij, I. Danti Lopez, Antonio Frangioni, Fabrizio Lacalandra, Milad Tahanan
Large-scale unit commitment under uncertainty: an updated literature survey. Ann. Oper. Res. 271 (1) (2018)
Wim van Ackooij, Welington de Oliveira, Yongjia Song
Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse. INFORMS J. Comput. 30 (1) (2018)
Wim van Ackooij, Antonio Frangioni
Incremental Bundle Methods using Upper Models. SIAM J. Optim. 28 (1) (2018)
Wim van Ackooij, V. Berge, Welington de Oliveira, Claudia A. Sagastizábal
Probabilistic optimization via approximate p-efficient points and bundle methods. Comput. Oper. Res. 77 (2017)
Wim van Ackooij, Jérôme Malick
Second-order differentiability of probability functions. Optim. Lett. 11 (1) (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)
Wim van Ackooij, Nicolas Lebbe, Jérôme Malick
Regularized decomposition of large scale block-structured robust optimization problems. Comput. Manag. Sci. 14 (3) (2017)
Wim van Ackooij
A comparison of four approaches from stochastic programming for large-scale unit-commitment. EURO J. Comput. Optim. 5 (1-2) (2017)
Wim van Ackooij, Jérôme Malick
Decomposition algorithm for large-scale two-stage unit-commitment. Ann. Oper. Res. 238 (1-2) (2016)
Wim van Ackooij, Antonio Frangioni, Welington de Oliveira
Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support. Comput. Optim. Appl. 65 (3) (2016)
Milad Tahanan, Wim van Ackooij, Antonio Frangioni, Fabrizio Lacalandra
Large-scale Unit Commitment under uncertainty. 4OR 13 (2) (2015)
Wim van Ackooij
Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment. Math. Methods Oper. Res. 80 (3) (2014)
Wim van Ackooij, Welington de Oliveira
Level bundle methods for constrained convex optimization with various oracles. Comput. Optim. Appl. 57 (3) (2014)
Wim van Ackooij, Claudia A. Sagastizábal
Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems. SIAM J. Optim. 24 (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)
Wim van Ackooij, René Henrion, Andris Möller, Riadh Zorgati
On joint probabilistic constraints with Gaussian coefficient matrix. Oper. Res. Lett. 39 (2) (2011)
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)