Statistical Performance of Subgradient Step-Size Update Rules in Lagrangian Relaxations of Chance-Constrained Optimization Models.
Charlotte RitterBismark SinghPublished in: OPTIMA (2023)
Keyphrases
- step size
- update rules
- chance constrained
- faster convergence
- stochastic programming
- cost function
- optimization problems
- robust optimization
- convergence speed
- combinatorial optimization
- global optimization
- convergence rate
- optimization procedure
- similarity measure
- loss function
- mathematical programming
- optimization algorithm
- genetic programming
- dynamic programming
- lower bound