Linearly Constrained Global Optimization and Stochastic Differential Equations.
Panos ParpasBerç RustemEfstratios N. PistikopoulosPublished in: J. Glob. Optim. (2006)
Keyphrases
- global optimization
- linearly constrained
- stochastic differential equations
- linear constraints
- maximum a posteriori estimation
- brownian motion
- variational inequalities
- particle swarm optimization
- additive gaussian noise
- fractional brownian motion
- stochastic process
- optimal control
- stochastic processes
- diffusion process
- neural network
- denoising
- probabilistic model
- heavy traffic
- fixed point
- graphical models
- edge detection
- special case
- image processing