Wim van Ackooij

Orcid: 0000-0002-9943-3572

Affiliations:
  • OSIRIS, EDF R&D, France


According to our database1, Wim van Ackooij authored at least 41 papers between 2010 and 2024.

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Bibliography

2024
On supply and network investment in power systems.
4OR, December, 2024

Weak Convexity and Approximate Subdifferentials.
J. Optim. Theory Appl., November, 2024

Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective.
Comput. Optim. Appl., July, 2024

Quadratic regularization of bilevel pricing problems and application to electricity retail markets.
Eur. J. Oper. Res., March, 2024

Inner Moreau Envelope of Nonsmooth Conic Chance-Constrained Optimization Problems.
Math. Oper. Res., 2024

2023
A Quantization Procedure for Nonlinear Pricing with an Application to Electricity Markets.
Proceedings of the 62nd IEEE Conference on Decision and Control, 2023

2022
Addendum to the paper 'Nonsmooth DC-constrained optimization: constraint qualification and minimizing methodologies'.
Optim. Methods Softw., 2022

Ergodic control of a heterogeneous population and application to electricity pricing.
Proceedings of the 61st IEEE Conference on Decision and Control, 2022

2021
Gradient formulae for probability functions depending on a heterogenous family of constraints.
Open J. Math. Optim., 2021

Constraint generation for risk averse two-stage stochastic programs.
Eur. J. Oper. Res., 2021

Decomposition and shortest path problem formulation for solving the hydro unit commitment and scheduling in a hydro valley.
Eur. J. Oper. Res., 2021

A bundle method for nonsmooth DC programming with application to chance-constrained problems.
Comput. Optim. Appl., 2021

2020
Some brief observations in minimizing the sum of locally Lipschitzian functions.
Optim. Lett., 2020

Gradient Formulae for Nonlinear Probabilistic Constraints with Non-convex Quadratic Forms.
J. Optim. Theory Appl., 2020

On conditional cuts for stochastic dual dynamic programming.
EURO J. Comput. Optim., 2020

Correction to: Distributionally robust optimization with multiple time scales: valuation of a thermal power plant.
Comput. Manag. Sci., 2020

Distributionally robust optimization with multiple time scales: valuation of a thermal power plant.
Comput. Manag. Sci., 2020

2019
Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints.
SIAM J. Optim., 2019

Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies.
Optim. Methods Softw., 2019

Eventual convexity of probability constraints with elliptical distributions.
Math. Program., 2019

Nonsmooth and Nonconvex Optimization via Approximate Difference-of-Convex Decompositions.
J. Optim. Theory Appl., 2019

On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems.
Comput. Optim. Appl., 2019

2018
Incremental Bundle Methods using Upper Models.
SIAM J. Optim., 2018

Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse.
INFORMS J. Comput., 2018

Optimizing power generation in the presence of micro-grids.
Eur. J. Oper. Res., 2018

Shortest Path Problem variants for the Hydro Unit Commitment Problem.
Electron. Notes Discret. Math., 2018

Large-scale unit commitment under uncertainty: an updated literature survey.
Ann. Oper. Res., 2018

2017
Second-order differentiability of probability functions.
Optim. Lett., 2017

(Sub-)Gradient Formulae for Probability Functions of Random Inequality Systems under Gaussian Distribution.
SIAM/ASA J. Uncertain. Quantification, 2017

A comparison of four approaches from stochastic programming for large-scale unit-commitment.
EURO J. Comput. Optim., 2017

Probabilistic optimization via approximate p-efficient points and bundle methods.
Comput. Oper. Res., 2017

Regularized decomposition of large scale block-structured robust optimization problems.
Comput. Manag. Sci., 2017

2016
Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support.
Comput. Optim. Appl., 2016

Decomposition algorithm for large-scale two-stage unit-commitment.
Ann. Oper. Res., 2016

2015
Large-scale Unit Commitment under uncertainty.
4OR, 2015

2014
Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems.
SIAM J. Optim., 2014

Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions.
SIAM J. Optim., 2014

Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment.
Math. Methods Oper. Res., 2014

Level bundle methods for constrained convex optimization with various oracles.
Comput. Optim. Appl., 2014

2011
On joint probabilistic constraints with Gaussian coefficient matrix.
Oper. Res. Lett., 2011

2010
On probabilistic constraints induced by rectangular sets and multivariate normal distributions.
Math. Methods Oper. Res., 2010


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