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» A branch and bound method for stochastic global optimization
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CP
2006
Springer
15 years 1 months ago
Global Optimization of Probabilistically Constrained Linear Programs
We consider probabilistic constrained linear programs with general distributions for the uncertain parameters. These problems generally involve non-convex feasible sets. We develo...
Shabbir Ahmed
MP
2006
75views more  MP 2006»
14 years 9 months ago
A Class of stochastic programs with decision dependent uncertainty
We address a class of problems where decisions have to be optimized over a time horizon given that the future is uncertain and that the optimization decisions influence the time o...
Vikas Goel, Ignacio E. Grossmann
ICML
2009
IEEE
15 years 10 months ago
Structure learning of Bayesian networks using constraints
This paper addresses exact learning of Bayesian network structure from data and expert's knowledge based on score functions that are decomposable. First, it describes useful ...
Cassio Polpo de Campos, Zhi Zeng, Qiang Ji
APPROX
2005
Springer
111views Algorithms» more  APPROX 2005»
15 years 3 months ago
Sampling Bounds for Stochastic Optimization
A large class of stochastic optimization problems can be modeled as minimizing an objective function f that depends on a choice of a vector x ∈ X, as well as on a random external...
Moses Charikar, Chandra Chekuri, Martin Pál
SIAMJO
2002
107views more  SIAMJO 2002»
14 years 9 months ago
A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds
We give a pattern search method for nonlinearly constrained optimization that is an adaption of a bound constrained augmented Lagrangian method first proposed by Conn, Gould, and T...
Robert Michael Lewis, Virginia Torczon