276 search results - page 1 / 56 » Global Optimization of Probabilistically Constrained Linear ... |
CP
2006
Springer
13 years 8 months ago
2006
Springer
We consider probabilistic constrained linear programs with general distributions for the uncertain parameters. These problems generally involve non-convex feasible sets. We develo...
MP
2011
12 years 11 months ago
2011
Abstract: We propose a first-order interior-point method for linearly constrained smooth optimization that unifies and extends first-order affine-scaling method and replicator d...
SIAMJO
2008
13 years 4 months ago
2008
We present an algorithm for large-scale equality constrained optimization. The method is based on a characterization of inexact sequential quadratic programming (SQP) steps that ca...
CP
2000
Springer
13 years 9 months ago
2000
Springer
Abstract. In this paper we propose an optimal anytime version of constrained simulated annealing (CSA) for solving constrained nonlinear programming problems (NLPs). One of the goa...
COR
2010
13 years 4 months ago
2010
