An improved penalty algorithm using model order reduction for MIPDECO problems with partial observations.
Dominik GarmatterMargherita PorcelliFrancesco RinaldiMartin StollPublished in: Comput. Optim. Appl. (2023)
Keyphrases
- objective function
- mathematical model
- probabilistic model
- computational complexity
- energy function
- em algorithm
- learning algorithm
- decision problems
- parameter estimation
- expectation maximization
- probability distribution
- dynamic programming
- np hard
- spatio temporal
- optimal solution
- state variables
- approximate solutions
- linear programming
- state space