Probabilistic Constrained Optimization on Flow Networks.
Michael SchusterElisa StrauchMartin GugatJens LangPublished in: CoRR (2020)
Keyphrases
- constrained optimization
- constrained optimization problems
- objective function
- penalty function
- unconstrained optimization
- probabilistic networks
- constraint handling
- social networks
- probabilistic model
- neural network
- augmented lagrangian
- inequality constraints
- closed form solutions
- lagrange multipliers
- interval analysis
- penalty functions
- stationary points
- pattern search
- iterative methods
- evolutionary strategy
- genetic algorithm