Constrained stochastic blackbox optimization using a progressive barrier and probabilistic estimates.
Kwassi Joseph DzahiniMichael KokkolarasSébastien Le DigabelPublished in: Math. Program. (2023)
Keyphrases
- stochastic optimization
- concave convex procedure
- learned from training data
- stochastic programming
- optimization problems
- optimization algorithm
- probabilistic model
- optimization process
- global optimization
- constrained optimization
- stochastic context free grammars
- neural network
- optimal control problems
- saddle point
- optimization strategies
- stochastic search
- optimization approaches
- lagrange multipliers
- monte carlo sampling
- optimization methods
- graphical models
- data sets