Wim van Ackooij
Orcid: 0000-0002-9943-3572Affiliations:
- OSIRIS, EDF R&D, France
According to our database1,
Wim van Ackooij
authored at least 37 papers
between 2010 and 2024.
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Bibliography
2024
Quadratic regularization of bilevel pricing problems and application to electricity retail markets.
Eur. J. Oper. Res., March, 2024
2023
A Quantization Procedure for Nonlinear Pricing with an Application to Electricity Markets.
Proceedings of the 62nd IEEE Conference on Decision and Control, 2023
2022
Addendum to the paper 'Nonsmooth DC-constrained optimization: constraint qualification and minimizing methodologies'.
Optim. Methods Softw., 2022
Ergodic control of a heterogeneous population and application to electricity pricing.
Proceedings of the 61st IEEE Conference on Decision and Control, 2022
2021
Gradient formulae for probability functions depending on a heterogenous family of constraints.
Open J. Math. Optim., 2021
Eur. J. Oper. Res., 2021
Decomposition and shortest path problem formulation for solving the hydro unit commitment and scheduling in a hydro valley.
Eur. J. Oper. Res., 2021
A bundle method for nonsmooth DC programming with application to chance-constrained problems.
Comput. Optim. Appl., 2021
2020
Optim. Lett., 2020
Gradient Formulae for Nonlinear Probabilistic Constraints with Non-convex Quadratic Forms.
J. Optim. Theory Appl., 2020
EURO J. Comput. Optim., 2020
Correction to: Distributionally robust optimization with multiple time scales: valuation of a thermal power plant.
Comput. Manag. Sci., 2020
Distributionally robust optimization with multiple time scales: valuation of a thermal power plant.
Comput. Manag. Sci., 2020
2019
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
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
2018
Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse.
INFORMS J. Comput., 2018
Electron. Notes Discret. Math., 2018
Ann. Oper. Res., 2018
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
Comput. Oper. Res., 2017
Regularized decomposition of large scale block-structured robust optimization problems.
Comput. Manag. Sci., 2017
2016
Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support.
Comput. Optim. Appl., 2016
Ann. Oper. Res., 2016
2015
2014
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
Comput. Optim. Appl., 2014
2011
Oper. Res. Lett., 2011
2010
On probabilistic constraints induced by rectangular sets and multivariate normal distributions.
Math. Methods Oper. Res., 2010