Approximate scenario solutions in the progressive hedging algorithm - A numerical study with an application to fisheries management.
Thorkell HelgasonStein W. WallacePublished in: Ann. Oper. Res. (1991)
Keyphrases
- high accuracy
- cost function
- experimental study
- preprocessing
- approximate solutions
- k means
- optimal solution
- np hard
- benchmark problems
- experimental evaluation
- improved algorithm
- detection algorithm
- expectation maximization
- simulated annealing
- worst case
- probabilistic model
- significant improvement
- exact solution
- information systems
- simulation study
- solution quality
- piecewise linear
- global solution
- learning algorithm
- theoretical analysis
- linear programming
- computational cost
- dynamic programming
- objective function
- optimization algorithm
- matching algorithm
- times faster
- convergence rate
- search space
- recognition algorithm
- computational complexity
- similarity measure
- decision making
- neural network
- optimal or near optimal