A Nonlinear Lagrange Algorithm for Stochastic Minimax Problems Based on Sample Average Approximation Method.
Suxiang HeYunyun NieXiaopeng WangPublished in: J. Appl. Math. (2014)
Keyphrases
- cost function
- dynamic programming
- objective function
- computational complexity
- convergence rate
- optimization method
- optimization algorithm
- sample average approximation
- worst case
- learning algorithm
- hybrid algorithm
- combinatorial optimization
- optimal solution
- simulated annealing
- probabilistic model
- heuristic methods
- optimization problems
- particle swarm optimization
- energy function
- np hard
- search space
- sensitivity analysis
- stochastic model
- combinatorial optimization problems
- constrained optimization
- knapsack problem
- semi supervised
- support vector machine
- machine learning