Bilevel derivative-free optimization and its application to robust optimization.
Andrew R. ConnLuís Nunes VicentePublished in: Optim. Methods Softw. (2012)
Keyphrases
- robust optimization
- derivative free
- mathematical programming
- unconstrained optimization
- neural learning
- stochastic programming
- gradient method
- optimization methods
- linear programming
- optimization problems
- constrained optimization
- multi layered
- semidefinite programming
- chance constraints
- neural network
- lot sizing
- lower bound
- genetic algorithm
- decision theory
- nonlinear optimization
- trust region
- special case