A smooth approximation approach for optimization with probabilistic constraints based on sigmoid function
Many practical problems, such as computer science, communications network, product design, system control, statistics and finance, etc.,can be formulated as a probabilistic constrained optimization problem (PCOP) which is challenging to solve since it is usually nonconvex and nonsmooth. Effective me...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer Science and Business Media Deutschland GmbH
2022
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |