The Stochastic Steepest Descent Method for Robust Optimization in Banach Spaces.
Neil K. ChadaPhilip J. HerbertPublished in: CoRR (2023)
Keyphrases
- robust optimization
- steepest descent method
- chance constrained
- stochastic programming
- stochastic optimization
- chance constraints
- step size
- mathematical programming
- convergence speed
- lot sizing
- back propagation
- risk measures
- semidefinite programming
- global optimization
- multistage
- linear programming
- expert systems
- learning algorithm
- machine learning