21 citations · 25 across the 6 of their papers we have counts for
4 papers · 1 filter
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…
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…
Convex Chance-Constrained Programs with Wasserstein Ambiguity
Haoming Shen, Ruiwei Jiang
Chance constraints yield non-convex feasible regions in general. In particular, when the uncertain parameters are modeled by a Wasserstein ball, arXiv:1806.07418 and arXiv:1809.002…
Chance-Constrained Set Covering with Wasserstein Ambiguity
Haoming Shen, Ruiwei Jiang
We study a generalized distributionally robust chance-constrained set covering problem (DRC) with a Wasserstein ambiguity set, where both decisions and uncertainty are binary-value…