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Adaptive Sampling line search for local stochastic optimization with integer variables.

Prasanna K. RagavanSusan R. HunterRaghu PasupathyMichael R. Taaffe
Published in: Math. Program. (2022)
Keyphrases
  • stochastic optimization
  • adaptive sampling
  • continuous variables
  • random sampling
  • multistage
  • convergence rate
  • knapsack problem
  • primal dual
  • training data
  • robust optimization
  • pairwise