"[9661DB4FC39B]" . "Weak Structural Dependence in Chance-Constrained Programming"@en . "6"^^ . "RIV/60076658:12510/08:00012268!RIV11-MSM-12510___" . . "Liberec" . . "Liberec" . "RIV/60076658:12510/08:00012268" . . . . . "2008-01-01+01:00"^^ . . . "1"^^ . "Technick\u00E1 univerzita v Liberci" . "12510" . . "Weak Structural Dependence in Chance-Constrained Programming"@en . "405586" . . "V" . . "1"^^ . "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 . "978-80-7372-387-3" . . "Weak Structural Dependence in Chance-Constrained Programming" . "Houda, Michal" . "Weak Structural Dependence in Chance-Constrained Programming" . "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." . "chance-constrained programming; convexity; structural dependence"@en . . . "000260962300024" . . "Proceedings of 26th International conference Mathematical Methods in Economics 2008" .