We consider nonlinear stochastic optimization problems with probabilistic constraints. The concept of a p-efficient point of a probability distribution is used to derive equivalent problem formulations, and necessary and sufficient optimality conditions. We analyze the dual functional and its...

Conjugate function theory is used to develop dual programs for nonseparable convex programs involving the square root function. This function arises naturally in finance when one measures the risk of a portfolio by its variance–covariance matrix, in stochastic programming under chance...

The floorplanning (or facility layout) problem consists in finding the optimal positions for a given set of modules of fixed area (but perhaps varying height and width) within a facility such that the distances between pairs of modules that have a positive connection cost are minimized. This is...

In this paper we study the (Berge) upper semicontinuity of a generic multifunction assigning to each parameter, in a metric space, a closed convex subset of the n-dimensional Euclidean space. A relevant particular case arises when we consider the feasible set mapping associated with a parametric...

For an optimization problem with a composed objective function and composed constraint functions we determine, by means of the conjugacy approach based on the perturbation theory, some dual problems to it. The relations between the optimal objective values of these duals are studied. Moreover,...

The main thrust of this study is the operational scheduling of the continuous coal handling and blending processes when considering multiple, and sometimes conflicting, objectives. A widely applicable generic goal programming model is proposed. Furthermore, assumptions regarding the certainty of...

The mean-risk stochastic mixed-integer programs can better model complex decision problems under uncertainty than usual stochastic (integer) programming models. In order to derive theoretical results in a numerically tractable way, the contamination technique is adopted in this paper for the...

We propose a new scenario tree reduction algorithm for multistage stochastic programs, which integrates the reduction of a scenario tree into the solution process of the stochastic program. This allows to construct a scenario tree that is highly adapted on the optimization problem. The algorithm...

Papers deals with multicriterion reliability-oriented optimization of truss structures by stochastic programming. Deterministic approach to structural optimization appears to be insufficient when loads acting upon a structure and material properties of the structure elements have a random...

We consider a dynamic planning problem for paratransit transportation. The focus is on a decision to take one day ahead: which requests to serve with own vehicles, and which requests to subcontract to taxis? We call this problem the day-ahead paratransit planning problem. The developed model is...