Copertina

Decision-Scaled Scenario Approach for Rare Chance-Constrained Optimization

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Choi, Jaeseok, Deo, Anand, Lagoa, Constantino, Subramanyam, Anirudh
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Optimization and Control 90C15, 60F10, 65C05
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Reduced Sample Complexity in Scenario-Based Control System Design via Constraint Scaling
di: Choi, Jaeseok, et al.
Pubblicazione: (2024)

Stochastic Approach for Price Optimization Problems with Decision-dependent Uncertainty
di: Hikima, Yuya, et al.
Pubblicazione: (2023)

A Two Stepsize SQP Method for Nonlinear Equality Constrained Stochastic Optimization
di: O'Neill, Michael J.
Pubblicazione: (2024)

A Particle Algorithm for Mean-Field Variational Inference
di: Du, Qiang, et al.
Pubblicazione: (2024)

Stochastic optimization over proximally smooth sets
di: Davis, Damek, et al.
Pubblicazione: (2020)

Oracle complexities of augmented Lagrangian methods for nonsmooth manifold optimization
di: Deng, Kangkang, et al.
Pubblicazione: (2024)

Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization
di: Carlon, Andre, et al.
Pubblicazione: (2022)

ASPEN: An Additional Sampling Penalty Method for Finite-Sum Optimization Problems with Nonlinear Equality Constraints
di: Krejić, Nataša, et al.
Pubblicazione: (2025)

A Proximal-Gradient Method for Constrained Optimization
di: Dai, Yutong, et al.
Pubblicazione: (2024)

Asymptotic behaviour of stochastic inertial dynamics incorporating a Tikhonov regularization term
di: Schindler, Chiara
Pubblicazione: (2025)

A Representation Optimization Dichotomy, Lie-Algebraic Policy Optimization
di: KC, Sooraj, et al.
Pubblicazione: (2026)

Constructive approaches to concentration inequalities with independent random variables
di: Moucer, Celine, et al.
Pubblicazione: (2024)

Boosted Stochastic Frank-Wolfe for Constrained Nonconvex Optimization
di: Nandhan, Navil, et al.
Pubblicazione: (2026)

EnKSGD: A Class Of Preconditioned Black Box Optimization And Inversion Algorithms
di: Irwin, Brian, et al.
Pubblicazione: (2023)

Inexact Riemannian Gradient Descent Method for Nonconvex Optimization
di: Zhou, Juan, et al.
Pubblicazione: (2024)

Constrained Consensus-Based Optimization and Numerical Heuristics for the Few Particle Regime
di: Beddrich, Jonas, et al.
Pubblicazione: (2024)

Criticality measure-based error estimates for infinite dimensional optimization
di: Li, Danlin, et al.
Pubblicazione: (2024)

Strong Global Convergence of the Consensus-Based Optimization Algorithm
di: Bonandin, Sabrina, et al.
Pubblicazione: (2025)

A Single-Loop Stochastic Proximal Quasi-Newton Method for Large-Scale Nonsmooth Convex Optimization
di: Song, Yongcun, et al.
Pubblicazione: (2024)

A Regression-Based Prediction-Correction Method for Stochastic Time-Varying Optimization Problems
di: Kamijima, Tomoya, et al.
Pubblicazione: (2025)

Randomized quasi-Monte Carlo methods for risk-averse stochastic optimization
di: Melnikov, Olena, et al.
Pubblicazione: (2024)

The SCIP Optimization Suite 9.0
di: Bolusani, Suresh, et al.
Pubblicazione: (2024)

The SCIP Optimization Suite 10.0
di: Hojny, Christopher, et al.
Pubblicazione: (2025)

Infinity norm bounds for the inverse of Nekrasov matrices using scaling matrices
di: Orera, Héctor, et al.
Pubblicazione: (2025)

MoSSP: A Momentum-Based Single-Loop Stochastic Penalty Method for Nonconvex Constrained DC-Regularized Optimization
di: Li, Luxuan, et al.
Pubblicazione: (2026)

Nonsmooth Projection-Free Optimization with Functional Constraints
di: Asgari, Kamiar, et al.
Pubblicazione: (2023)

Complexity of an inexact stochastic SQP algorithm for equality constrained optimization
di: O'Neill, Michael J., et al.
Pubblicazione: (2026)

cuHALLaR: A GPU Accelerated Low-Rank Augmented Lagrangian Method for Large-Scale Semidefinite Programming
di: Aguirre, Jacob M., et al.
Pubblicazione: (2025)

A Sequential Quadratic Programming Method for Optimization with Stochastic Objective Functions, Deterministic Inequality Constraints and Robust Subproblems
di: Qiu, Songqiang, et al.
Pubblicazione: (2023)

Strong Convergence of Relaxed Inertial Inexact Progressive Hedging Algorithm for Multi-stage Stochastic Variational Inequality Problems
di: Chen, Jiaxin, et al.
Pubblicazione: (2024)

Useful Compact Representations for Data-Fitting
di: Brust, Johannes J.
Pubblicazione: (2024)

Adaptive Stochastic Gradient Descent Ascent Algorithm for Nonconvex Minimax Problems with Decision-Dependent Distributions
di: Gao, Yan, et al.
Pubblicazione: (2025)

Large-Scale Minimization of the Pseudospectral Abscissa
di: Aliyev, Nicat, et al.
Pubblicazione: (2022)

An efficient topology optimization algorithm for large-scale three-dimensional structures
di: Vitorino, Alfredo, et al.
Pubblicazione: (2023)

Parameter-Free Accelerated Quasi-Newton Method for Nonconvex Optimization
di: Marumo, Naoki
Pubblicazione: (2025)

Multi-Iteration Stochastic Optimizers
di: Carlon, Andre, et al.
Pubblicazione: (2020)

Efficient parameter-free restarted accelerated gradient methods for convex and strongly convex optimization
di: Sujanani, Arnesh, et al.
Pubblicazione: (2024)

A Theory of the NEPv Approach for Optimization On the Stiefel Manifold
di: Li, Ren-Cang
Pubblicazione: (2023)

Global optimality conditions for sensor placement, with extensions to binary low-rank A-optimal designs
di: Aarset, Christian
Pubblicazione: (2024)

Splitting Algorithms for Distributionally Robust Optimization
di: Briceño-Arias, Luis, et al.
Pubblicazione: (2024)