164 search results - page 7 / 33 » Stochastic MINLP optimization using simplicial approximation |
CDC
2010
IEEE
13 years 3 months ago
2010
IEEE
The Markov chain approximation method is an effective and widely used approach for computing optimal values and controls for stochastic systems. It was extended to nonlinear (and p...
FOCS
2005
IEEE
14 years 2 months ago
2005
IEEE
Stochastic optimization problems provide a means to model uncertainty in the input data where the uncertainty is modeled by a probability distribution over the possible realizatio...
GECCO
2010
Springer
14 years 6 days ago
2010
Springer
This paper presents the result for Simultaneous Perturbation Stochastic Approximation (SPSA) on the BBOB 2010 noisy testbed. SPSA is a stochastic gradient approximation strategy w...
CP
2005
Springer
14 years 2 months ago
2005
Springer
Abstract. The sub-optimality approximation problem considers an optimization problem O, its optimal solution σ∗ , and a variable x with domain {d1, . . . , dm} and returns appro...
PE
2010
Springer
13 years 3 months ago
2010
Springer
Fluid modelling is a next-generation technique for analysing massive performance models. Passive cooperation is a popular cooperation mechanism frequently used by performance engi...