Browsing by Author "Möller, A."

Now showing items 1-3 of 3

2013-05-14Buch

A mixed-integer stochastic nonlinear optimization problem with joint probabilistic constraints

Arnold, T.; Henrion, R.; Möller, A.; Vigerske, S.

We illustrate the solution of a mixed-integer stochastic nonlinear optimization problem in an application of power management. In this application, a coupled system consisting of a hydro power station and a wind farm is ...
2010-10-19Buch

On joint probabilistic constraints with Gaussian coefficient matrix

Ackooij, W. Van; Henrion, R.; Möller, A.; Zorgati, R.

The paper deals with joint probabilistic constraints defined by a Gaussiancoefficient matrix. It is shown how to explicitly reduce the computation ofvalues and gradients of the underlying probability function to that of ...
2009-10-16Buch

On probabilistic constraints induced by rectangular sets and multivariate normal distributions

Ackooij, W. Van; Henrion, R.; Möller, A.; Zorgati, R.

In this paper, we consider optimization problems under probabilistic constraints which aredeﬁned by two-sided inequalities for the underlying normally distributed random vector. Asa main step for an algorithmic solution ...