An ADMM algorithm for two-stage stochastic programming problems.
Sebastián ArpónTito Homem-de-MelloBernardo K. PagnoncelliPublished in: Ann. Oper. Res. (2020)
Keyphrases
- detection algorithm
- learning algorithm
- dynamic programming
- experimental evaluation
- computational cost
- times faster
- cost function
- k means
- theoretical analysis
- significant improvement
- optimal solution
- objective function
- high accuracy
- linear programming
- matching algorithm
- multiscale
- globally optimal
- search space
- constrained optimization
- convergence rate
- decision trees
- optimization algorithm
- segmentation algorithm
- input data
- probabilistic model
- data sets
- video sequences