383 citations · 1.2k across the 29 of their papers we have counts for
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math.OC2022★ 1 cited
An Empirical Quantile Estimation Approach to Nonlinear Optimization Problems with Chance Constraints
Fengqiao Luo, Jeffrey Larson
We investigate an empirical quantile estimation approach to solve chance-constrained nonlinear optimization problems. Our approach is based on the reformulation of the chance const…
math.OC2022★ 6 cited
Structure-Aware Methods for Expensive Derivative-Free Nonsmooth Composite Optimization
Jeffrey Larson, Matt Menickelly
We present new methods for solving a broad class of bound-constrained nonsmooth composite minimization problems. These methods are specially designed for objectives that are some k…
math.OC2022
Modeling Approaches for Addressing Simple Unrelaxable Constraints with Unconstrained Optimization Methods
Misha Padidar, Jeffrey Larson, Stefan M. Wild
We explore novel approaches for solving nonlinear optimization problems with unrelaxable bound constraints, which must be satisfied before the objective function can be evaluated.…