Gradient-based simulation optimization under probability constraints.
Laetitia AndrieuGuy CohenFelisa J. Vázquez-AbadPublished in: Eur. J. Oper. Res. (2011)
Keyphrases
- constrained optimization
- chance constraints
- optimization problems
- simulation models
- np hard optimization problems
- mathematical program
- optimization methods
- global optimization
- mathematical model
- probability distribution
- evolution strategy
- optimization algorithm
- combinatorial optimization
- constraint satisfaction
- simulation environment
- linear constraints
- optimization strategies
- multi agent