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math.OC2022
A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse
Hanyang Li, Ying Cui
In this paper, we have studied a decomposition method for solving a class of nonconvex two-stage stochastic programs, where both the objective and constraints of the second-stage p…
math.OC2022
Nonconvex and Nonsmooth Approaches for Affine Chance-Constrained Stochastic Programs
Ying Cui, Junyi Liu, Jong-Shi Pang
Chance-constrained programs (CCPs) constitute a difficult class of stochastic programs due to its possible nondifferentiability and nonconvexity even with simple linear random func…