Bilevel Optimization with Coupled Decision-Dependent Distributions.
Songtao LuPublished in: ICML (2023)
Keyphrases
- decision making
- probability distribution
- optimization problems
- optimization algorithm
- statistically independent
- decision variables
- optimization process
- global optimization
- influence diagrams
- independent and identically distributed
- decision problems
- decision rules
- random variables
- quadratic programming
- exponential distributions
- mathematical program
- support vector
- em algorithm
- convex programming
- discrete optimization
- decision processes
- optimization method
- normal distribution
- multiple objectives
- constrained optimization
- real time
- combinatorial optimization