The impact of sampling methods on bias and variance in stochastic linear programs.
Michael FreimerJeffrey T. LinderothDouglas J. ThomasPublished in: Comput. Optim. Appl. (2012)
Keyphrases
- semi supervised learning
- linear program
- sampling methods
- stochastic programming
- linear programming
- random sampling
- optimal solution
- class imbalance
- dynamic programming
- simplex method
- sampling algorithm
- objective function
- np hard
- extreme points
- monte carlo
- simulated annealing
- high dimensionality
- lower bound
- simplex algorithm