The Sample Average Approximation Method for Stochastic Discrete Optimization.

Anton J. Kleywegt Alexander Shapiro Tito Homem-de-Mello

Published in: SIAM J. Optim. (2002)

Keyphrases

sample average approximation
stochastic model
objective function
cost function
discrete optimization
genetic algorithm
computer vision
pairwise
optimization method
similarity measure
optimization problems
optimality conditions