Duality gaps in nonconvex stochastic optimization.

Darinka Dentcheva Werner Römisch

Published in: Math. Program. (2004)

Keyphrases

stochastic optimization
multistage
linear programming
convex optimization
optimization problems
global optimization
objective function
nonlinear programming
duality gap
support vector
dynamic programming
metaheuristic
cost function
lower bound
optimal solution
artificial intelligence
learning algorithm