A Functional Model Method for Nonconvex Nonsmooth Conditional Stochastic Optimization.
Andrzej RuszczynskiShangzhe YangPublished in: CoRR (2024)
Keyphrases
- objective function
- mathematical model
- cost function
- stochastic optimization
- sensitivity analysis
- probabilistic model
- prediction model
- high order
- similarity measure
- robust optimization
- energy function
- random field model
- optimization model
- optimization method
- linear program
- machine learning
- metaheuristic
- model selection
- optimization problems
- support vector machine
- learning algorithm