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math.OC2025
Sequential Quadratic Optimization for Solving Expectation Equality Constrained Stochastic Optimization Problems
Haoming Shen, Yang Zeng, Baoyu Zhou
A sequential quadratic programming method is designed for solving general smooth nonlinear stochastic optimization problems subject to expectation equality constraints. We consider…
math.OC2022
Wasserstein Two-Sided Chance Constraints with An Application to Optimal Power Flow
Haoming Shen, Ruiwei Jiang
As a natural approach to modeling system safety conditions, chance constraint (CC) seeks to satisfy a set of uncertain inequalities individually or jointly with high probability. A…