Wim van Ackooij

45 papers Journal 42Unranked 3
YearRankTypeTitle / Venue / Authors
2026 J jnl
Probability functions, differentiability, arbitrary laws and mixtures of ellipticals.
Comput. Manag. Sci.
Wim van Ackooij, Pedro Pérez-Aros
2025 J jnl
Differentiability of Probability Functions Involving Star-Shaped Valued Set-Valued Maps.
SIAM J. Optim.
Wim van Ackooij, Pedro Pérez-Aros, Claudia Soto
2025 — conf
Duality between polyhedral approximation of value functions and optimal quantization of measures.
CDC
Abdellah Bulaich Mehamdi, Wim van Ackooij, Luce Brotcorne, Stéphane Gaubert, Quentin Jacquet
2025 J jnl
Ergodic Control of a Heterogeneous Population and Application to Electricity Pricing.
IEEE Trans. Autom. Control.
Quentin Jacquet, Wim van Ackooij, Clémence Alasseur, Stéphane Gaubert
2024 J jnl
Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective.
Comput. Optim. Appl.
Yassine Laguel, Jérôme Malick, Wim van Ackooij
2024 J jnl
Inner Moreau Envelope of Nonsmooth Conic Chance-Constrained Optimization Problems.
Math. Oper. Res.
Wim van Ackooij, Pedro Pérez-Aros, Claudia Soto, Emilio Vilches
2024 J jnl
On supply and network investment in power systems.
4OR
Wim van Ackooij, Nadia Oudjane
2024 J jnl
Quadratic regularization of bilevel pricing problems and application to electricity retail markets.
Eur. J. Oper. Res.
Quentin Jacquet, Wim van Ackooij, Clémence Alasseur, Stéphane Gaubert
2024 J jnl
Weak Convexity and Approximate Subdifferentials.
J. Optim. Theory Appl.
Wim van Ackooij, Felipe Atenas, Claudia A. Sagastizábal
2023 — conf
A Quantization Procedure for Nonlinear Pricing with an Application to Electricity Markets.
CDC
Quentin Jacquet, Wim van Ackooij, Clémence Alasseur, Stéphane Gaubert
2022 J jnl
Addendum to the paper 'Nonsmooth DC-constrained optimization: constraint qualification and minimizing methodologies'.
Optim. Methods Softw.
Wim van Ackooij, Welington de Oliveira
2022 — conf
Ergodic control of a heterogeneous population and application to electricity pricing.
CDC
Quentin Jacquet, Wim van Ackooij, Clémence Alasseur, Stéphane Gaubert
2021 J jnl
A bundle method for nonsmooth DC programming with application to chance-constrained problems.
Comput. Optim. Appl.
Wim van Ackooij, Sophie Demassey, Paul Javal, Hugo Morais, Welington de Oliveira, Bhargav Swaminathan
2021 J jnl
Constraint generation for risk averse two-stage stochastic programs.
Eur. J. Oper. Res.
Roberto Mínguez, Wim van Ackooij, Raquel García-Bertrand
2021 J jnl
Decomposition and shortest path problem formulation for solving the hydro unit commitment and scheduling in a hydro valley.
Eur. J. Oper. Res.
Wim van Ackooij, Claudia D'Ambrosio, Dimitri Thomopulos, Renan Spencer Trindade
2021 J jnl
Gradient formulae for probability functions depending on a heterogenous family of constraints.
Open J. Math. Optim.
Wim van Ackooij, Pedro Pérez-Aros
2020 J jnl
Correction to: Distributionally robust optimization with multiple time scales: valuation of a thermal power plant.
Comput. Manag. Sci.
Wim van Ackooij, Debora Daniela Escobar, Martin Glanzer, Georg Ch. Pflug
2020 J jnl
Distributionally robust optimization with multiple time scales: valuation of a thermal power plant.
Comput. Manag. Sci.
Wim van Ackooij, Debora Daniela Escobar, Martin Glanzer, Georg Ch. Pflug
2020 J jnl
Gradient Formulae for Nonlinear Probabilistic Constraints with Non-convex Quadratic Forms.
J. Optim. Theory Appl.
Wim van Ackooij, Pedro Pérez-Aros
2020 J jnl
On conditional cuts for stochastic dual dynamic programming.
EURO J. Comput. Optim.
Wim van Ackooij, Xavier Warin
2020 J jnl
Some brief observations in minimizing the sum of locally Lipschitzian functions.
Optim. Lett.
Wim van Ackooij, Welington de Oliveira
2019 J jnl
Eventual convexity of probability constraints with elliptical distributions.
Math. Program.
Wim van Ackooij, Jérôme Malick
2019 J jnl
Generalized Differentiation of Probability Functions Acting on an Infinite System of Constraints.
SIAM J. Optim.
Wim van Ackooij, Pedro Pérez-Aros
2019 J jnl
Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies.
Optim. Methods Softw.
Wim van Ackooij, Welington de Oliveira
2019 J jnl
Nonsmooth and Nonconvex Optimization via Approximate Difference-of-Convex Decompositions.
J. Optim. Theory Appl.
Wim van Ackooij, Welington de Oliveira
2019 J jnl
On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems.
Comput. Optim. Appl.
Wim van Ackooij, Welington de Oliveira, Yongjia Song
2018 J jnl
Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse.
INFORMS J. Comput.
Wim van Ackooij, Welington de Oliveira, Yongjia Song
2018 J jnl
Incremental Bundle Methods using Upper Models.
SIAM J. Optim.
Wim van Ackooij, Antonio Frangioni
2018 J jnl
Large-scale unit commitment under uncertainty: an updated literature survey.
Ann. Oper. Res.
Wim van Ackooij, I. Danti Lopez, Antonio Frangioni, Fabrizio Lacalandra, Milad Tahanan
2018 J jnl
Optimizing power generation in the presence of micro-grids.
Eur. J. Oper. Res.
Wim van Ackooij, Jérôme De Boeck, Boris Detienne, Stefania Pan, Michael Poss
2018 J jnl
Shortest Path Problem variants for the Hydro Unit Commitment Problem.
Electron. Notes Discret. Math.
Wim van Ackooij, Claudia D'Ambrosio, Leo Liberti, Raouia Taktak, Dimitri Thomopulos, Sonia Toubaline
2017 J jnl
(Sub-)Gradient Formulae for Probability Functions of Random Inequality Systems under Gaussian Distribution.
SIAM/ASA J. Uncertain. Quantification
Wim van Ackooij, René Henrion
2017 J jnl
A comparison of four approaches from stochastic programming for large-scale unit-commitment.
EURO J. Comput. Optim.
Wim van Ackooij
2017 J jnl
Probabilistic optimization via approximate p-efficient points and bundle methods.
Comput. Oper. Res.
Wim van Ackooij, V. Berge, Welington de Oliveira, Claudia A. Sagastizábal
2017 J jnl
Regularized decomposition of large scale block-structured robust optimization problems.
Comput. Manag. Sci.
Wim van Ackooij, Nicolas Lebbe, Jérôme Malick
2017 J jnl
Second-order differentiability of probability functions.
Optim. Lett.
Wim van Ackooij, Jérôme Malick
2016 J jnl
Decomposition algorithm for large-scale two-stage unit-commitment.
Ann. Oper. Res.
Wim van Ackooij, Jérôme Malick
2016 J jnl
Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support.
Comput. Optim. Appl.
Wim van Ackooij, Antonio Frangioni, Welington de Oliveira
2015 J jnl
Large-scale Unit Commitment under uncertainty.
4OR
Milad Tahanan, Wim van Ackooij, Antonio Frangioni, Fabrizio Lacalandra
2014 J jnl
Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems.
SIAM J. Optim.
Wim van Ackooij, Claudia A. Sagastizábal
2014 J jnl
Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment.
Math. Methods Oper. Res.
Wim van Ackooij
2014 J jnl
Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions.
SIAM J. Optim.
Wim van Ackooij, René Henrion
2014 J jnl
Level bundle methods for constrained convex optimization with various oracles.
Comput. Optim. Appl.
Wim van Ackooij, Welington de Oliveira
2011 J jnl
On joint probabilistic constraints with Gaussian coefficient matrix.
Oper. Res. Lett.
Wim van Ackooij, René Henrion, Andris Möller, Riadh Zorgati
2010 J jnl
On probabilistic constraints induced by rectangular sets and multivariate normal distributions.
Math. Methods Oper. Res.
Wim van Ackooij, René Henrion, Andris Möller, Riadh Zorgati