Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective.
Yassine LaguelJérôme MalickWim van AckooijPublished in: Comput. Optim. Appl. (2024)
Keyphrases
- convex optimization
- chance constrained
- convex programming
- stochastic programming
- interior point methods
- convex relaxation
- convex formulation
- total variation
- low rank
- primal dual
- convex optimization problems
- convex sets
- robust optimization
- knapsack problem
- norm minimization
- computationally tractable
- alternating direction method of multipliers
- linear programming
- multistage
- convex constraints
- convex functions
- semi definite programming
- linear program
- dynamic programming
- image processing