Gradient Formulae for Nonlinear Probabilistic Constraints with Non-convex Quadratic Forms.

Wim van Ackooij Pedro Pérez-Aros

Published in: J. Optim. Theory Appl. (2020)

Keyphrases

convex quadratic
inequality constraints
constrained optimization
probabilistic model
nonlinear programming
equality constraints
bayesian networks
interior point methods
neural network
sufficient conditions
constraint programming
linear systems