An SQP algorithm for extended linear-quadratic problems in stochastic programming.
Liqun QiRobert S. WomersleyPublished in: Ann. Oper. Res. (1995)
Keyphrases
- benchmark problems
- stochastic programming
- computational complexity
- simulated annealing
- dynamic programming
- learning algorithm
- multistage
- optimization problems
- objective function
- search space
- linear programming
- distance metric
- dynamical systems
- semi supervised
- np hard
- expectation maximization
- em algorithm
- optimal solution
- combinatorial optimization
- kernel methods
- convex optimization
- semidefinite programming
- machine learning