On the convergence of the decoupling algorithm for multiperiod equilibrium models.
J. David FullerFrederic H. MurphyPublished in: Oper. Res. Lett. (1998)
Keyphrases
- iterative algorithms
- detection algorithm
- probabilistic model
- experimental evaluation
- dynamic programming
- similarity measure
- times faster
- clustering method
- np hard
- preprocessing
- learning algorithm
- computational cost
- worst case
- high accuracy
- segmentation algorithm
- significant improvement
- primal dual
- cost function
- parameter estimation
- optimization algorithm
- input output
- objective function
- convergence rate
- parametric models