About: Weak Structural Dependence in Chance-Constrained Programming     Goto   Sponge   NotDistinct   Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

AttributesValues
rdf:type
Description
  • In chance -constrained optimization problems, a solution is assumed to be feasible only with certain, sufficiently high probability. For computational and theoretical purposes, the convexity property of the resulting constraint set is treated. It is known, for example, that a suitable combination of a concavity property of the probability distribution and concavity of constraint mappings are sufficient conditions to the convexity of the resulting constraint set. Recently, new concavity condition of the probability distribution - r-decreasing density - has been developed. Henrion and Strugarek (2006) show, under the assumption of independence of connstraint rows, that this condition on marginal densities allows us, on the other side, weaken the concavity of constraint mappings. In this contribution we present a relaxation of the independence assumption in favour of a specific weak-dependence condition. If the independence assumption is not fulfiled, the resulting constraint set is not due to be convex.
  • In chance -constrained optimization problems, a solution is assumed to be feasible only with certain, sufficiently high probability. For computational and theoretical purposes, the convexity property of the resulting constraint set is treated. It is known, for example, that a suitable combination of a concavity property of the probability distribution and concavity of constraint mappings are sufficient conditions to the convexity of the resulting constraint set. Recently, new concavity condition of the probability distribution - r-decreasing density - has been developed. Henrion and Strugarek (2006) show, under the assumption of independence of connstraint rows, that this condition on marginal densities allows us, on the other side, weaken the concavity of constraint mappings. In this contribution we present a relaxation of the independence assumption in favour of a specific weak-dependence condition. If the independence assumption is not fulfiled, the resulting constraint set is not due to be convex. (en)
Title
  • Weak Structural Dependence in Chance-Constrained Programming
  • Weak Structural Dependence in Chance-Constrained Programming (en)
skos:prefLabel
  • Weak Structural Dependence in Chance-Constrained Programming
  • Weak Structural Dependence in Chance-Constrained Programming (en)
skos:notation
  • RIV/60076658:12510/08:00012268!RIV11-MSM-12510___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • V
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 405586
http://linked.open...ai/riv/idVysledku
  • RIV/60076658:12510/08:00012268
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • chance-constrained programming; convexity; structural dependence (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [9661DB4FC39B]
http://linked.open...v/mistoKonaniAkce
  • Liberec
http://linked.open...i/riv/mistoVydani
  • Liberec
http://linked.open...i/riv/nazevZdroje
  • Proceedings of 26th International conference Mathematical Methods in Economics 2008
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Houda, Michal
http://linked.open...vavai/riv/typAkce
http://linked.open...ain/vavai/riv/wos
  • 000260962300024
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • Technická univerzita v Liberci
https://schema.org/isbn
  • 978-80-7372-387-3
http://localhost/t...ganizacniJednotka
  • 12510
Faceted Search & Find service v1.16.118 as of Jun 21 2024


Alternative Linked Data Documents: ODE     Content Formats:   [cxml] [csv]     RDF   [text] [turtle] [ld+json] [rdf+json] [rdf+xml]     ODATA   [atom+xml] [odata+json]     Microdata   [microdata+json] [html]    About   
This material is Open Knowledge   W3C Semantic Web Technology [RDF Data] Valid XHTML + RDFa
OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 48 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software