Online Weakly DR-Submodular Optimization with Stochastic Long-Term Constraints.

Junkai Feng Ruiqi Yang Yapu Zhang Zhenning Zhang

Published in: TAMC (2022)

Keyphrases

long term
stochastic optimization
constrained optimization
chance constraints
short term
online learning
optimization algorithm
stochastic search
greedy algorithm

objective function
stochastic programming
np hard optimization problems
decision variables
constraint satisfaction
stochastic programming problems
optimization process
lagrange multipliers
optimization criteria

mathematical programming
global optimization
constraint programming
combinatorial optimization
optimization method
optimization problems
stochastic dynamic programming
monte carlo sampling

mathematical program
energy minimization
penalty function
genetic algorithm
high order
np hard
social networks
search engine