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Sample-Based Neural Approximation Approach for Probabilistic Constrained Programs

delete2023-02-01
delete33
PRE
AI
X
Xun Shen *
T
Tinghui Ouyang
杨楠 (Nan Yang)
J
Jiancang Zhuang
DOI:10.1109/TNNLS.2021.3102323delete
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摘要

摘要

En 中文
This article introduces a neural approximation-based method for solving continuous optimization problems with probabilistic constraints. After reformulating the probabilistic constraints as the quantile function, a sample-based neural network model is used to approximate the quantile function. The statistical guarantees of the neural approximation are discussed by showing the convergence and feasibility analysis. Then, by introducing the neural approximation, a simulated annealing-based algorithm is revised to solve the probabilistic constrained programs. An interval predictor model (IPM) of wind power is investigated to validate the proposed method.
Keyword:
Probabilistic logic
Random variables
Convergence
Approximation algorithms
Wind power generation
Optimization
Neural networks
Neural network model
nonlinear optimization
probabilistic constraints
quantile function
sample average approximation

期刊

IEEE Transactions on Neural Networks and Learning Systems 封面图
IEEE Transactions on Neural Networks and Learning Systems
IF:
8.9
论文数:
7.5K
被引数:
7.2W

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G
graduate university for advanced studies - japan
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3.4K
论文数: 2.6K
被引数: 0
C
china three gorges university
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1.1W
论文数: 6.1K
被引数: 114
R
research organization of information & systems (rois)
学者数:
2.8K
论文数: 3.2K
被引数: 2
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