Papers in refereed Journals



18 W. van Ackooij and M. Minoux ; A characterization of the subdifferential of singular Gaussian distribution functions ; Set-Valued and Variational Analysis ; DOI 10.1007/s11228-015-0317-8 ; 2015
17 W. van Ackooij and J.Y. Bello Cruz and W. de Oliveira ; A strongly convergent proximal bundle method for convex minimization in Hilbert spaces ; Optimization: A Journal of Mathematical Programming and Operations Research ; DOI 10.1080/02331934.2015.1004549 ; 2015
16 W. van Ackooij ; Eventual convexity of chance constrained feasible sets ; Optimization: A Journal of Mathematical Programming and Operations Research 64 (5) 1263-1284 ; 2015
15 M. Tahanan and W. van Ackooij and A. Frangioni and F. Lacalandra ; Survey: Large-scale Unit Commitment under uncertainty ; 4OR 13 (2) 115-171 ; 2015
14 W. van Ackooij ; Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit-commitment ; Mathematical Methods of Operations Research 80 (3) 227-253 ; 2014
13 W. van Ackooij and R. Henrion; Gradient formulae for nonlinear probabilistic constraints with Gaussian and Gaussian-like distributions ; SIAM Journal on Optimization 24 (4) 1864-1889 ; 2014
12 W. van Ackooij and R. Henrion and A. Möller and R. Zorgati ; Joint Chance Constrained Programming for Hydro Reservoir Management ; Optimization and Engineering 15 ; 509-531 ; 2014
11 W. van Ackooij and C. Sagastizabal ; Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems ; SIAM Journal on Optimization 24 (2) 733-765 ; 2014
10 W. van Ackooij and W. de Oliveira ; Level Bundle Methods for Constrained Convex Optimization with various Oracles ; Computational Optimization and Applications ; 57 (3) 555-597 ; 2014
9 N. Langrene, W. van Ackooij and F. Bréant ; Dynamic Constraints for aggregated units : Formulation and Application. ; IEEE Transactions on Power Systems ; Vol 26 (3) ; p 1349-1356 ; August 2011
8 W. van Ackooij and R. Henrion and A. Möller and R. Zorgati ; On joint probabilistic constraints with Gaussian coefficient matrix ; Operations Research Letters ; Volume 39 ; p 99-102 ; 2011
7 R. Zorgati and W. van Ackooij ; Optimizing Financial and Physical Assets With Chance- Chance constrained Programming in the Electrical Industry ; Optimization and Engineering, Volume 12 Issue 1 p 237-255 ; 2011
6 Chance Constrained Programming and Its Applications to Energy Management ; Wim van Ackooij, René Henrion, Andris Möller and Riadh Zorgati ; Chapter in Stochastic Optimization - Seeing the Optimal for the Uncertain (Eds. Ioannis Dritsas) ; INTECH open acces published ; pages 291-320 ; ISBN 978-953-307-829-8
5 W. van Ackooij, R. Henrion, A. Möller and R. Zorgati ; On probabilistic constraints induced by rectangular sets on multivariate normal distributions; Mathematical Methods of Operations Research 71 (3) ; 2010 ; p 535-549
4 R. Zorgati, W. van Ackooij and A. Gorge ; Uncertainties on Power Systems. Probabilistic Approach and Conic Approximation ; PMAPS2010, 11th international Conference on Probabilistic Methods applied to Power systems; Singapore 2010 ; pages 672-676 ; ISBN 978-1-4244-5720-5
3 R. Zorgati, W. van Ackooij and R. Apparigliato ; Supply shortage hedging : Estimating the electrical power margin for optimizing financial and physical assets with chance constrained programming. IEEE Transactions on Power Systems.; Vol 24 (2) ; p 533-540 ; May 2009
2 R. Zorgati, W. van Ackooij and M. Lambert. Stochastic Matrice and Lp norms : New Algorithms for solving Ill-conditioned linear system of Equations. European Series in Applied and Industrial Mathematics (ESAIM) proc vol 18 ; 70-86. 2007.
1 W. van Ackooij, B. de Pagter and F.A. Sukochev. Domains of infinitesimal generators of automorphism flows. J. Funct. Anal. 218; 409-424, 2005.






Papers in Proceedings

7 W. van Ackooij and R. Zorgati ; Estimating the probabilistic contents of Gaussian rectangles faster in Joint Chance Constrained Programming for Hydro Reservoir management ; EngOpt 2012 3rd International Conference on Engineering optimization. Rio 2012 ; ISBN- 978-8576503439
6 W. van Ackooij, R. Henrion, A. Möller and R. Zorgati ; Joint Chance Constrained Programming for Hydro Reservoir Management ; EngOpt 2010 2nd International Conference on Engineering optimization. Lisbon 2010
5 A. Gorge, W. van Ackooij and R. Zorgati ; Approximation conique d’une contrainte en probabilité et optimisation de la production d’éléctricité ; International Conférence on Operations Research (CIRO10) 2010 ; Marakech
4 R. Zorgati and W. van Ackooij Optimizing Financial and Physical Assets With Chance constrained Programming in the Electrical Industry; EngOpt 2008 International Conference on Engineering optimization. RIO 2008
3 R. Zorgati and W. van Ackooij. Short-Term management of a hydraulic valley. From deterministic to Stochastic Optimization. Séminaire du printemps de Recherche Opérationnelle ; Zinal. 2006.
2 W. van Ackooij and B. Vignal. EXODE : A practitioner’s spot price model for generating electricity price scenarios. 38ième Journées de Statistique, Clamart. 2006
1 R. Zorgati, W. van Ackooij, J.M. Luel, P. Thomas, M. Uchanski and K. Shea. LEA : A cluster-intensive simulation software for unit commitment. LCI Internation Conference on High-Performance clustered computing, Norman, Oklahoma 2006