Fast Computation of Superquantile-Constrained Optimization Through Implicit Scenario Reduction.

Jake Roth Ying Cui

Published in: CoRR (2024)

Keyphrases

constrained optimization
constrained optimization problems
constraint handling
objective function
penalty function
augmented lagrangian
interval analysis
penalty functions
unconstrained optimization
inequality constraints
evolutionary strategy
lagrange multiplier method
search algorithm