A Kinship Function Approach to Robust and Probabilistic Optimization Under Polynomial Uncertainty.
Chao FengFabrizio DabbeneConstantino M. LagoaPublished in: IEEE Trans. Autom. Control. (2011)
Keyphrases
- robust optimization
- uncertain data
- optimization algorithm
- probability theory
- stochastic programming
- discrete optimization
- decision theory
- probabilistic model
- least squares
- optimization problems
- generative model
- computationally efficient
- combinatorial optimization
- conditional probabilities
- probability measure
- optimization model
- constrained optimization
- optimization process
- optimization methods
- data sets
- global optimization
- evolutionary algorithm
- data streams
- objective function