Wim van Ackooij
Wim van Ackooij
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TitreCitée parAnnée
Large-scale unit commitment under uncertainty
M Tahanan, W Van Ackooij, A Frangioni, F Lacalandra
4OR 13 (2), 115-171, 2015
Joint chance constrained programming for hydro reservoir management
W van Ackooij, R Henrion, A Möller, R Zorgati
Optimization and Engineering 15 (2), 509-531, 2014
Gradient formulae for nonlinear probabilistic constraints with Gaussian and Gaussian-like distributions
W Van Ackooij, R Henrion
SIAM Journal on Optimization 24 (4), 1864-1889, 2014
Constrained bundle methods for upper inexact oracles with application to joint chance constrained energy problems
W van Ackooij, C Sagastizábal
SIAM Journal on Optimization 24 (2), 733-765, 2014
On probabilistic constraints induced by rectangular sets and multivariate normal distributions
W Van Ackooij, R Henrion, A Möller, R Zorgati
Mathematical Methods of Operations Research 71 (3), 535-549, 2010
On joint probabilistic constraints with Gaussian coefficient matrix
W van Ackooij, R Henrion, A Möller, R Zorgati
Operations Research Letters 39 (2), 99-102, 2011
Level bundle methods for constrained convex optimization with various oracles
W van Ackooij, W de Oliveira
Computational Optimization and Applications 57 (3), 555-597, 2014
Inexact stabilized Benders’ decomposition approaches with application to chance-constrained problems with finite support
W van Ackooij, A Frangioni, W de Oliveira
Computational Optimization and Applications 65 (3), 637-669, 2016
(Sub-) Gradient formulae for probability functions of random inequality systems under Gaussian distribution
W van Ackooij, R Henrion
SIAM/ASA Journal on Uncertainty Quantification 5 (1), 63-87, 2017
Dynamic constraints for aggregated units: Formulation and application
N Langrene, W van Ackooij, F Bréant
IEEE transactions on Power Systems 26 (3), 1349-1356, 2010
Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment
W van Ackooij
Mathematical Methods of Operations Research 80 (3), 227-253, 2014
Decomposition algorithm for large-scale two-stage unit-commitment
W van Ackooij, J Malick
Annals of Operations Research 238 (1-2), 587-613, 2016
Eventual convexity of chance constrained feasible sets
W Van Ackooij
Optimization 64 (5), 1263-1284, 2015
Chance constrained programming and its applications to energy management
W Van Ackooij, R Zorgati, R Henrion, A Möller
Stochastic Optimization—Seeing the Optimal for the Uncertain, 291-320, 2011
Large-scale unit commitment under uncertainty: an updated literature survey
W van Ackooij, ID Lopez, A Frangioni, F Lacalandra, M Tahanan
Annals of Operations Research 271 (1), 11-85, 2018
Probabilistic optimization via approximate p-efficient points and bundle methods
W van Ackooij, V Berge, W de Oliveira, C Sagastizábal
Computers & Operations Research 77, 177-193, 2017
Adaptive partition-based level decomposition methods for solving two-stage stochastic programs with fixed recourse
W van Ackooij, W de Oliveira, Y Song
Informs Journal on Computing 30 (1), 57-70, 2017
A comparison of four approaches from stochastic programming for large-scale unit-commitment
W van Ackooij
EURO Journal on Computational Optimization 5 (1-2), 119-147, 2017
A characterization of the subdifferential of singular Gaussian distribution functions
W Van Ackooij, M Minoux
Set-Valued and Variational Analysis 23 (3), 465-483, 2015
Supply shortage hedging: estimating the electrical power margin for optimizing financial and physical assets with chance-constrained programming
R Zorgati, W van Ackooij, R Apparigliato
IEEE Transactions on Power Systems 24 (2), 533-540, 2009
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