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Wenqing Chen
Researcher at National University of Singapore
Publications - 2
Citations - 383
Wenqing Chen is an academic researcher from National University of Singapore. The author has contributed to research in topics: Stochastic programming & Robust optimization. The author has an hindex of 2, co-authored 2 publications receiving 329 citations.
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From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization
TL;DR: The approach builds on a classical worst-case bound for order statistics problems and is applicable even if the constraints are correlated, and provides an application of the model on a network resource allocation problem with uncertain demand.
Journal ArticleDOI
Goal-Driven Optimization
Wenqing Chen,Melvyn Sim +1 more
TL;DR: A decision-rule-based deterministic approximation of the goal-driven optimization problem by solving subproblems whose number is a polynomial with respect to the accuracy, with each subproblem being a second-order cone optimization problem (SOCP).