Stochastic Compositional Optimization with Compositional Constraints.
Shuoguang YangZhe ZhangEthan X. FangPublished in: CoRR (2022)
Keyphrases
- constrained optimization
- stochastic optimization
- global optimization
- optimization problems
- chance constraints
- optimization method
- stochastic programming
- case study
- monte carlo
- constraint programming
- optimization process
- stochastic search
- stochastic programming problems
- databases
- optimal control problems
- optimization strategies
- discrete optimization
- constraint satisfaction
- multistage
- information systems