A robust approach to warped Gaussian process-constrained optimization
From MaRDI portal
Publication:2097663
DOI10.1007/s10107-021-01762-8zbMath1506.90188arXiv2006.08222OpenAlexW3035069654MaRDI QIDQ2097663
Publication date: 14 November 2022
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.08222
Related Items (2)
Special issue: Global solution of integer, stochastic and nonconvex optimization problems ⋮ ROmodel: modeling robust optimization problems in pyomo
Uses Software
Cites Work
- Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO
- SO-MI: a surrogate model algorithm for computationally expensive nonlinear mixed-integer black-box global optimization problems
- Constrained global optimization of expensive black box functions using radial basis functions
- Global solution of bilevel programs with a nonconvex inner program
- Sample average approximation method for chance constrained programming: Theory and applications
- Practical bilevel optimization. Algorithms and applications
- Lipschitzian optimization without the Lipschitz constant
- Robust solutions of linear programming problems contaminated with uncertain data
- On safe tractable approximations of chance constraints
- ARGONAUT: algorithms for global optimization of constrained grey-box computational problems
- Convex relaxations of chance constrained optimization problems
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- Deriving robust counterparts of nonlinear uncertain inequalities
- Nonconvex Robust Optimization for Problems with Constraints
- Introduction to Stochastic Programming
- Robust Optimization for Unconstrained Simulation-Based Problems
- Theory and Applications of Robust Optimization
- A Sample Approximation Approach for Optimization with Probabilistic Constraints
- The Price of Robustness
- Deterministic approximations of probability inequalities
- Convex Approximations of Chance Constrained Programs
- Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
- Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints
- Pyomo -- optimization modeling in Python
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: A robust approach to warped Gaussian process-constrained optimization