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Computational Optimization and Applications(1)
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scopus(5)
Clustering-based preconditioning for stochastic programs
ArticleAbstract: We present a clustering-based preconditioning strategy for KKT systems arising in stochastic programPalabras claves:Clustering, Interior-point, Large-scale, preconditioning, stochasticAutores:Cao Y., Laird C.D., Víctor M. ZavalaFuentes:scopusA Chance-Constrained Nonlinear Programming Approach for Equipment Design Under Uncertainty
Book PartAbstract: In this work there are shown different strategies to cope uncertainty in large-scale chance-constraiPalabras claves:design, flares, sigmoid conditional value at risk, UNCERTAINTYAutores:Cao Y., Ponce-Ortega J.M., Tovar-Facio J., Víctor M. ZavalaFuentes:scopusA scalable global optimization algorithm for stochastic nonlinear programs
ArticleAbstract: We present a global optimization algorithm for two-stage stochastic nonlinear programs (NLPs). The aPalabras claves:Global optimization, Scalable, Stochastic NLPAutores:Cao Y., Víctor M. ZavalaFuentes:scopusScalable Solution Strategies for Chance-Constrained Nonlinear Programs
ArticleAbstract: Probabilistic (chance) constraints are a powerful modeling paradigm that helps decision-makers contrPalabras claves:Autores:Cao Y., Ponce-Ortega J.M., Tovar-Facio J., Víctor M. ZavalaFuentes:scopusScalable modeling and solution of stochastic multiobjective optimization problems
ArticleAbstract: We present a scalable computing framework for the solution stochastic multiobjective optimization prPalabras claves:CVaR, large scale, Multiobjective, Optimization, stochasticAutores:Cao Y., Chen S., Fuentes-Cortés L.F., Víctor M. ZavalaFuentes:scopus