optimal solution

Gradient Tracking Methods for Distributed Stochastic Optimization Problems with Decision-dependent Distributions

  • Licheng Deng
  • Yongchao Liu
    • Categories Stochastic Programming Tags , , , ,

    This paper aims to seek the performative stable solution and the optimal solution of the distributed stochastic optimization problem with decision-dependent distributions, which is a finite-sum stochastic optimization problem over a network and the distribution depends on the decision variables. For the performative stable solution, we provide an algorithm, DSGTD-GD, which combines the distributed stochastic … Read more

    Genetic Algorithm for Solving Convex Quadratic Bilevel Programming Problem

  • Zhong-Hua An
  • Zhong-Ping Wan
  • Guang-Min Wang
  • Xian-Jia Wang
    • Categories Nonlinear Optimization Tags , ,

    This paper presents a genetic algorithm method for solving convex quadratic bilevel programming problem. Bilevel programming problems arise when one optimization problem, the upper problem, is constrained by another optimization, the lower problem. In this paper, the bilevel convex quadratic problem is transformed into a single level problem by applying Kuhn-Tucker conditions, and then an … Read more