Optimal robust expensive optimization is tractable.
Philippe RoletMichèle SebagOlivier TeytaudPublished in: GECCO (2009)
Keyphrases
- optimal design
- simultaneous optimization
- optimal selection
- joint optimization
- global optimization
- robust optimization
- finding optimal
- approximately optimal
- dynamic programming
- optimization model
- optimization algorithm
- data sets
- computationally tractable
- max min
- multiscale
- np complete
- optimal solution
- worst case
- np hard
- database
- computationally expensive
- optimal kernel
- reinforcement learning
- norm minimization
- bounded treewidth
- stochastic gradient
- objective function
- computational complexity
- optimization problems
- robust estimation
- parameter tuning
- constrained optimization
- mathematical programming
- estimation error
- optimal control
- optimization methods
- partial occlusion