Publications
- R. Henrion, A. Kruger u. J. Outrata,
Some remarks on stability of generalized equations, submitted.
- R. Henrion, Gradient
estimates for Gaussian distribution functions: Application
to probabilistically constrained optimization problems,
submitted.
- W. Van
Ackooij, R. Zorgati, R. Henrion u. A. Möller,
Joint Chance Constrained Programming for Hydro Reservoir
Management, submitted.
- R.
Henrion u. A. Möller, A
gradient formula for linear chance constraints under Gaussian
distribution, Stochastic Programming E-Print Series 2,
2011, to appear in: Mathematics of
Operations Research.
- M.
Gerdts, R. Henrion, D Hömberg u. C. Landry, Path
planning and collision avoidance for robots, Matheon
Preprint 823, 2011, to appear in: Numerical
Algebra, Control and Optimization.
- R. Henrion, J. Outrata u. T. Surowiec, On regular coderivatives in
parametric equilibria with non-unique multiplier, to appear in: Mathematical
Programming.
- R. Henrion, J. Outrata u. T. Surowiec, Analysis
of M-stationary points to an EPEC modeling oligopolistic
competition in an electricity spot market,
Preprint No. 1433, Weierstrass Institute Berlin, 2009, to
appear in: ESAIM: Control, Optimization and Calculus
of Variations.
- G. Colombo, R. Henrion, N.D. Hoang u. B.S.
Mordukhovich, Optimal
control of the sweeping process, Dynamics of Continuous, Discrete and
Impulsive Systems (Ser. B), 19 (2012) 117-159.
- M. Fabian, R. Henrion, A. Kruger u. J.
Outrata, About
error bounds in metric spaces, to appear in: Proceedings
Int. Conf. on Operations, Zurich 2011.
- R. Henrion u. A. Seeger, Condition
number and eccentricity of a closed convex cone, Mathematica
Scandinavica, 109
(2011) 285-308.
- R. Henrion u. C. Strugarek, Convexity
of Chance Constraints with Dependent Random Variables: the
Use of Copulae, in M. Bertocchi, G.
Consigli, and M. Dempster (eds.): Stochastic Optimization
Methods in Finance and Energy, International Series in Operations
Research and Management Science, Vol. 163, Springer,
2011, pp. 427-439.
- R. Henrion u. T. Surowiec, On
calmness conditions in convex bilevel programming, Applicable
Analysis, 90 (2011) 951-970.
- W. Van
Ackooij, R. Henrion, A. Möller u. R. Zorgati, On
joint probabilistic constraints with Gaussian coefficient
matrix,
Operations Research Letters, 39 (2011)
99-102.
- R. Henrion,
Probabilistically Constrained Programming - Models and Basic
Properties, entry in: Wiley Encyclopedia of Operations
Research and Management Science (EORMS), Wiley, 2011.
- W. Van
Ackooij, R. Zorgati, R. Henrion u. A. Möller,
Chance Constrained Programming and Its Applications to Energy
Management, in I. Dritsas (ed.): Stochastic Optimization - Seeing the Optimal for the
Uncertain, Intech, Rijeka, 2011, pp. 291-320.
- R. Henrion u. A. Seeger, Inradius
and circumradius of various convex cones arising in
applications, Set-Valued and
Variational Analysis, 18
(2010) 483-511.
- L. Andrieu, R. Henrion u. W. Römisch, A
model for dynamic chance constraints in hydro power
reservoir management, European
Journal of Operations Research, 207
(2010) 579-589.
- W. Van
Ackooij, R. Henrion, A. Möller u. R. Zorgati, On
probabilistic
constraints induced by rectangular sets and multivariate
normal distributions, Mathematical
Methods
of Operations Research, 71 (2010) 535-549.
- R. Henrion, J. Outrata u. T. Surowiec, A
note on the relation between strong and M-stationarity for
a class of mathematical programs with equilibrium
constraints, Kybernetika, 46 (2010)
423-434.
- R. Henrion u. W. Römisch, Lipschitz
and
differentiability properties of quasi-concave and singular
normal distribution functions, Annals
of Operations Research, 177 (2010) 115-125.
- M. Fabian, R. Henrion, A. Kruger u. J.
Outrata, Error
bounds:
necessary and sufficient conditions, Set-Valued and Variational Analysis, 18 (2010) 121-149.
- R. Henrion, B.S. Mordukhovich u. N.M. Nam, Second-order
analysis of polyhedral systems in finite and infinite
dimensions with applications to robust stability of
variational inequalities, SIAM
Journal on Optimization, 20 (2010) 2199-2227.
- R. Henrion u. A. Seeger, On
properties
of different notions of centers for convex cones, Set-Valued and
Variational Analysis, 18 (2010) 205-231.
- H. Heitsch, R. Henrion, C. Küchler u.
W. Römisch, Generierung
von Szenariobäumen und Szenarioreduktion für stochastische
Optimierungsprobleme in der Energiewirtschaft, in:
Dezentrale regenerative Energieversorgung: Innovative
Modellierung und Optimierung (R. Schultz, H.-J. Wagner eds.),
LIT Verlag, Berlin, 2009, pp. 227-254.
- R. Henrion, J. Outrata u. T. Surowiec, On
the
Co-Derivative of Normal Cone Mappings to Inequality
Systems, Nonlinear
Analysis:
Theory, Methods & Applications, 71 (2009) 1213-1226.
- R. Henrion, C. Küchler u. W. Römisch, Scenario
reduction
in stochastic programming with respect to discrepancy
distances, Computational
Optimization
and Applications, 43 (2009) 67-93.
- R. Henrion u. C. Strugarek, Convexity
of Chance Constraints with Independent Random Variables,
Computational Optimization and
Applications, 41
(2008) 263-276.
- R. Henrion u. A. Seeger, Uniform
Boundedness
of norms of convex and nonconvex processes, Numerical Functional Analysis and
Optimization, 29 (2008) 551-573.
- R. Henrion, C. Küchler u. W. Römisch, Discrepancy
distances and scenario reduction in two-stage stochastic
integer programming, Journal
of Industrial and Management Optimization, 4
(2008) 363-384.
- R. Henrion u. J. Outrata,
On
calculating
the normal cone to a finite union of convex polyhedra, Optimization, 57 (2008) 57-78.
- R. Henrion u. W. Römisch, On
M-stationary points for a stochastic equilibrium problem
under equilibrium constraints in electricity spot market
modeling, Applications
of Mathematics, 52 (2007)
473-494.
- R. Henrion, Structural
Properties of Linear Probabilistic Constraints, Optimization, 56
(2007) 425-440.
- D. Dentcheva, R. Henrion u. A.
Ruszczynski, Stability
and Sensitivity of Optimization Problems with First Order
Stochastic Dominance Constraints, SIAM Journal on Optimization, 18 (2007) 322-337.
- R. Henrion, Some
remarks
on value-at-risk optimization, Management
Science and Engineering Management, 1 (2006)
111-118.
- R. Henrion, A. Lewis u. A. Seeger,
Distance
to Uncontrollability for Convex Processes, SIAM Journal on Control and Optimization,
45 (2006) 26-50.
- R. Henrion u. J. Outrata,
Calmness
of
Constraint Systems with Applications, Mathematical Programming, 104
(2005) 437-464.
- R. Henrion u. T. Szantai, Properties
and Calculation of Singular Normal Distributions, in S.
Albers et al. (eds.): Algorithms for Optimization
with Incomplete Information, Dagstuhl Seminar Proceedings,
05031, (2005) (electronic proceedings,
http://drops.dagstuhl.de/opus/volltexte/2005/109)
- A. Sachse, R. Henrion, J. Gelbrecht
u. C. Steinberg, Classification of dissolved
organic carbon (DOC) in river systems: Influence of catchment
characteristics and autochthonous processes, Organic Geochemistry, 36
(2005) 923-935.
- J. Bukszár, R. Henrion, M. Hujter u.
T. Szántai, Polyhedral
Inclusion-Exclusion, Preprint No. 913,
Weierstrass Institute Berlin, 2004.
- R. Henrion, Introduction
to Chance-Constrained Programming, Tutorial paper for
the Stochastic Programming
Community Home Page, 2004.
- P. Bosch, A. Jourani u. R. Henrion,
Sufficient
Conditions for Error Bounds and Applications, Applied Mathematics and Optimization, 50
(2004) 161-181.
- R. Henrion u. W. Römisch,
Hölder
and Lipschitz Stability of Solution Sets in Programs with
Probabilistic Constraints, Mathematical
Programming, 100 (2004) 589-611.
- R. Henrion, Perturbation
Analysis of Chance-Constrained Programs under variation of all
constraint data, in K. Marti et al. (eds.): Dynamic
Stochastic Optimization, (Lect. Notes in Economics and
Mathematical Systems, Vol. 532, Springer, Heidelberg, 2004), pp.
257-274.
- R. Henrion u. A. Möller,
Optimization of a Continuous Distillation Process under Random
Inflow Rate. Computers &
Mathematics with Applications, 45 (2003)
247-262.
- R. Henrion, A. Jourani u. J. Outrata,
On
the
calmness of a class of multifunctions, SIAM Journal on Optimization, 13 (2002)
603-618.
- R. Henrion u. A. Jourani,
Subdifferential
Conditions for Calmness of Convex Constraints, SIAM Journal on Optimization, 13 (2002)
520-534.
- R. Henrion, Structure
and
Stability of Probabilistic Storage Level Constraints, in
K. Marti (ed.): Stochastic Optimization Techniques,
(Lect. Notes in Economics and Mathematical Systems, Vol. 513,
Springer, Heidelberg, 2002), pp. 3-20.
- R. Henrion, On
the Connectedness of Probabilistic Constraint Sets, Journal of Optimization Theory and
Applications, 112 (2002) 657-663.
- R. Henrion, P. Li, A. Möller, M.C.
Steinbach, M. Wendt u. G. Wozny, Stochastic
Optimization
for Operating Chemical Processes under Uncertainty. In: M.
Grötschel, S. Krumke, J. Rambau (eds.): Online Optimization
of Large Scale Systems, Springer, Berlin, 2001, pp.
457-478.
- R. Henrion, P. Li, A. Möller, M.
Wendt u. G. Wozny, Optimal
control
of a continuous distillation process under probabilistic
constraints. In: M. Grötschel, S. Krumke, J. Rambau
(eds.): Online Optimization of Large Scale Systems,
Springer, Berlin, 2001, pp. 499-517.
- R. Henrion u. J. Outrata,
A
Subdifferential Criterion for Calmness of Multifunctions ,
Journal of Mathematical Analysis
and Applications, 258 (2001) 110-130.
- R. Henrion, Einführung in
Methoden der stochastischen Optimierung, Kurshandbuch zum
DECHEMA-Weiterbildungskurs Optimierung verfahrenstechnischer
Prozesse, TU Berlin, 4.-6.9. 2000 (G. Wozny Hrsg.), pp.
8-1 to 8-49.
- R. Henrion, On global,
local and stationary solutions in three-way data analysis. Journal of Chemometrics, 14 (2000)
261-274.
- R. Henrion, Qualitative
stability of convex programs with probabilistic constraints
, in V.H. Nguyen, J.-J. Strodiot and P. Tossings (eds.): Optimization
(Lect. Notes in Economics and Mathematical Systems, Vol. 481,
Springer, Berlin, 2000), pp. 164-180.
- R. Henrion u. W. Römisch,
Stability
of solutions to chance constrained stochastic programs ,
in J. Guddat, R. Hirabayashi, H.Th. Jongen and F. Twilt (eds.):
Parametric Optimization and Related Topics V, Peter Lang,
Frankfurt a.M. 2000, pp. 95-114.
- C. Andersson u. R. Henrion,
A
general algorithm for obtaining simple structure of core
arrays in N-way PCA with application to fluorimetric data
, Computational Statistics&Data
Analysis, 31 (1999) 255-278.
- R. Henrion u. W. Römisch,
Metric
regularity
and quantitative stability in stochastic programs with
probabilistic constraints , Mathematical
Programming, 84 (1999) 55-88.
- R. Henrion u. C. Andersson,
A new criterion for simple-structure transformations of core
arrays in N-way PCA, Chemometrics and
Intelligent Laboratory Systems, 47 (1999)
189-204.
- D. Klatte u. R. Henrion, Regularity
and
stability in nonlinear semi-infinite optimization , in: R.
Reemtsen u. J. Rückmann (eds.): Semi-Infinite Programming,
Kluwer, Dordrecht, 1998, 69-102.
- R. Henrion, Simultaneous
simplification of loading and core matrices in N-way PCA:
Application to chemometric data arrays, Fresenius
Journal of Analytical Chemistry, 361 (1998)
15-22.
- H. Arellano Garcia, R. Henrion, P.
Li, A. Möller, W. Römisch, M. Wendt, G. Wozny, A
model for the online optimization of integrated distillation
columns under stochastic constraints , Preprint No. 98-32
des DFG-Schwerpunktprogramms 'Echtzeit-Optimierung großer
Systeme', Berlin, 1998.
- R. Henrion, Characterization
of stability for cone increasing mappings , Set-Valued Analysis, 5 (1997)
323-349.
- C. Andersson, L. Munck, R. Henrion u.
G. Henrion, Analysis of N- dimensional data
arrays from fluorescence spectroscopy of an intermediary sugar
product, Fresenius Journal of
Analytical Chemistry, 359 (1997) 138-142.
- R. Henrion, The
Approximate Subdifferential and Parametric Optimization, Habilitation
Thesis, Humboldt University Berlin, 1997.
- R. Henrion, Topological
properties
of the approximate subdifferential , Journal of Mathematical Analysis and
Applications, 207 (1997) 345-360.
- R. Henrion, Topological
Characterization
of the Approximate Subdifferential in the Finite-Dimensional
Case, ZOR - Mathematical Methods
of Operations Research, 41 (1995) 161-173.
- K. Doerffel, G. Henrion u. R. Henrion,
Chemometrics, in: Ullmann's Encyclopedia of Industrial
Chemistry, VCH Verlagsgesellschaft, Weinheim, 1994.
- R. Henrion, N-way
Principal Components Analysis - Theory, Algorithms and
Applications, Chemometrics and
Intelligent Laboratory Systems, 25 (1994) 1-23.
- R. Henrion u. D. Klatte, Metric
Regularity
of the Feasible Set Mapping in Semi-Infinite Optimization,
Applied Mathematics and Optimization,
30 (1994) 103-109.
- R. Henrion u. G. Henrion,
Methoden zur Interpretation multivariater Daten mit
Beispielen aus der analytischen Chemie, Springer, Berlin,
1994.
- R. Henrion, Body
Diagonalization of Core Matrices in Three-Way Principal
Components Analysis: Theoretical Bounds and Simulation, Journal of Chemometrics, 7
(1993), 477-494.
- R. Henrion, On
maximum functions with a dense set of points of
non-differentiability, in: J. Guddat et al. (eds.): Parametric
Optimization and Related Topics III, Peter Lang, Frankfurt
a.M. , 1993, 271-280.
- R. Henrion, On
Constraint Qualifications, Journal
of Optimization Theory and Applications, 72
(1992), 187-197.
- A. Henrion, G. Henrion, R. Henrion u.
F. Scholz, Application of Partial Least Squares
Regression for Signal Resolution in Differential Pulse Anodic
Stripping Voltammetry of Thallium and Lead, Electroanalysis, 2 (1990),
309-312.
- R. Henrion,
Strukturanalyse zum parametrischen Teilproblem in semi-infiniten
Optimierungsaufgaben, PhD thesis, Humboldt-University, Berlin,
1989.