Wim van Ackooij

According to our database1, Wim van Ackooij authored at least 28 papers between 2010 and 2021.

Collaborative distances:



In proceedings 
PhD thesis 



On csauthors.net:


Constraint generation for risk averse two-stage stochastic programs.
Eur. J. Oper. Res., 2021

Some brief observations in minimizing the sum of locally Lipschitzian functions.
Optim. Lett., 2020

Gradient Formulae for Nonlinear Probabilistic Constraints with Non-convex Quadratic Forms.
J. Optim. Theory Appl., 2020

On conditional cuts for stochastic dual dynamic programming.
EURO J. Comput. Optim., 2020

Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints.
SIAM J. Optim., 2019

Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies.
Optim. Methods Softw., 2019

Eventual convexity of probability constraints with elliptical distributions.
Math. Program., 2019

Nonsmooth and Nonconvex Optimization via Approximate Difference-of-Convex Decompositions.
J. Optim. Theory Appl., 2019

On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems.
Comput. Optim. Appl., 2019

Incremental Bundle Methods using Upper Models.
SIAM J. Optim., 2018

Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse.
INFORMS J. Comput., 2018

Optimizing power generation in the presence of micro-grids.
Eur. J. Oper. Res., 2018

Shortest Path Problem variants for the Hydro Unit Commitment Problem.
Electron. Notes Discret. Math., 2018

Large-scale unit commitment under uncertainty: an updated literature survey.
Ann. Oper. Res., 2018

Second-order differentiability of probability functions.
Optim. Lett., 2017

(Sub-)Gradient Formulae for Probability Functions of Random Inequality Systems under Gaussian Distribution.
SIAM/ASA J. Uncertain. Quantification, 2017

A comparison of four approaches from stochastic programming for large-scale unit-commitment.
EURO J. Comput. Optim., 2017

Probabilistic optimization via approximate p-efficient points and bundle methods.
Comput. Oper. Res., 2017

Regularized decomposition of large scale block-structured robust optimization problems.
Comput. Manag. Sci., 2017

Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support.
Comput. Optim. Appl., 2016

Decomposition algorithm for large-scale two-stage unit-commitment.
Ann. Oper. Res., 2016

Large-scale Unit Commitment under uncertainty.
4OR, 2015

Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems.
SIAM J. Optim., 2014

Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions.
SIAM J. Optim., 2014

Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment.
Math. Methods Oper. Res., 2014

Level bundle methods for constrained convex optimization with various oracles.
Comput. Optim. Appl., 2014

On joint probabilistic constraints with Gaussian coefficient matrix.
Oper. Res. Lett., 2011

On probabilistic constraints induced by rectangular sets and multivariate normal distributions.
Math. Methods Oper. Res., 2010