Online Weakly DR-Submodular Optimization with Stochastic Long-Term Constraints.
Junkai FengRuiqi YangYapu ZhangZhenning ZhangPublished 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