Stochastic geometric optimization with joint probabilistic constraints.
Jia LiuAbdel LisserZhiping ChenPublished in: Oper. Res. Lett. (2016)
Keyphrases
- constrained optimization
- geometric constraints
- stochastic optimization
- joint optimization
- chance constraints
- bayesian networks
- global optimization
- probabilistic model
- stochastic dynamic programming
- optimization process
- optimization problems
- stochastic context free grammars
- constraint satisfaction
- global constraints
- stochastic search
- monte carlo
- geometric primitives
- budget constraints
- stochastic programming
- optimization algorithm
- constraint programming
- optimization methods
- belief networks
- penalty function
- learning automata
- stochastic model
- linear constraints
- joint probability
- conditional probabilities
- monte carlo sampling
- markov chain