free matlab codes

Nonlinear chance constrained problems: optimality conditions, regularization and solvers

  • Lukáš Adam
  • Martin Branda
    • Categories Stochastic Programming Tags , , ,

    We deal with chance constrained problems (CCP) with differentiable nonlinear random functions and discrete distribution. We allow nonconvex functions both in the constraints and in the objective. We reformulate the problem as a mixed-integer nonlinear program, and relax the integer variables into continuous ones. We approach the relaxed problem as a mathematical problem with complementarity … Read more

    Sparse optimization for inverse problems in atmospheric modelling

  • Lukáš Adam
  • Martin Branda
    • Categories 0-1 Programming, Civil and Environmental Engineering Tags , , , , ,

    We consider inverse problems in atmospheric modelling. Instead of using the ordinary least squares, we add a weighting matrix based on the topology of measurement points and show the connection with Bayesian modelling. Since the source–receptor sensitivity matrix is usually ill-conditioned, the problem is often regularized, either by perturbing the objective function or by modifying … Read more