返回
Sample-Based Neural Approximation Approach for Probabilistic Constrained Programs
DOI:10.1109/TNNLS.2021.3102323.png)
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
IF:
8.9
论文数:
7.5K
被引数:
7.2W
机构
引用论文
Real-time and offline techniques for identifying obstructive sleep apnea patients用于识别阻塞性睡眠呼吸暂停患者的实时和离线技术
Analysis of prognostic factors in male breast cancer: a report of 72 cases from a single institution
Spark advance self-optimization with knock probability threshold for lean-burn operation mode of SI engineSI发动机稀燃运行模式的爆震概率阈值点火提前自优化
ENERGY
IF9.4

