Applying the progressive hedging algorithm to stochastic generalized networks.
John M. MulveyHercules VladimirouPublished in: Ann. Oper. Res. (1991)
Keyphrases
- improved algorithm
- dynamic programming
- preprocessing
- experimental evaluation
- detection algorithm
- optimization algorithm
- computational complexity
- times faster
- matching algorithm
- monte carlo
- np hard
- learning algorithm
- particle swarm optimization
- theoretical analysis
- convex hull
- worst case
- clustering method
- segmentation algorithm
- high accuracy
- probabilistic model
- optimal solution
- computationally efficient
- computational cost
- cost function
- significant improvement
- search space
- search algorithm