Structural properties of the progressive hedging algorithm.
Stein W. WallaceThorkell HelgasonPublished in: Ann. Oper. Res. (1991)
Keyphrases
- structural properties
- improved algorithm
- segmentation algorithm
- learning algorithm
- computational complexity
- preprocessing
- detection algorithm
- experimental evaluation
- dynamic programming
- worst case
- objective function
- tree structure
- expectation maximization
- particle swarm optimization
- probabilistic model
- np hard
- cost function
- k means
- scheduling problem
- linear programming
- computational cost
- computationally efficient
- theoretical analysis
- optimization algorithm
- significant improvement
- combinatorial optimization
- optimal solution