A Hybrid Stochastic Optimization Framework for Stochastic Composite Nonconvex Optimization.

Quoc Tran-Dinh Nhan H. Pham Dzung T. Phan Lam M. Nguyen

Published in: CoRR (2019)

Keyphrases

stochastic optimization
multistage
robust optimization
global optimization
theoretical framework
utility function
stochastic programming
np hard
probability distribution
support vector machine