A D.C. approximation approach for optimization with probabilistic constraints based on Chen-Harker-Kanzow-Smale smooth plus function.
Yonghong RenYuchao SunDachen LiFangfang GuoPublished in: Math. Methods Oper. Res. (2024)
Keyphrases
- constrained optimization
- piecewise constant
- penalty function
- approximation error
- optimization problems
- approximation algorithms
- series expansion
- continuous functions
- optimization method
- pointwise
- bayesian networks
- lagrange multipliers
- generative model
- optimization algorithm
- smoothness constraint
- uncertain data
- posterior probability
- global optimization
- constraint programming
- optimization methods
- constraint satisfaction
- efficient computation
- closed form
- error bounds
- decision variables
- probabilistic model
- multi objective
- probability mass