Derivative-free robust optimization by outer approximations.
Matt MenickellyStefan M. WildPublished in: Math. Program. (2020)
Keyphrases
- robust optimization
- derivative free
- neural learning
- unconstrained optimization
- gradient method
- mathematical programming
- optimization methods
- fan beam
- constrained optimization
- linear programming
- nonlinear optimization
- penalty function
- semidefinite programming
- lot sizing
- neural network
- incremental learning
- multi layered
- integer programming
- trust region
- semi supervised
- search algorithm
- objective function
- genetic algorithm