Fast Dual Subgradient Optimization of the Integrated Transportation Distance Between Stochastic Kernels.
Zhengqi LinAndrzej RuszczynskiPublished in: CoRR (2023)
Keyphrases
- stochastic optimization
- optimization methods
- optimization procedure
- optimization problems
- optimization algorithm
- stochastic search
- kernel machines
- global optimization
- convex optimization
- logistics distribution
- optimization method
- support vector
- optimization process
- transportation systems
- constrained optimization
- distance measure
- kernel function
- kernel methods
- column generation
- monte carlo
- multiple kernel learning
- euclidean distance
- vehicle routing
- linear combination
- stochastic programming
- distribution network
- dual formulation
- optimal control problems
- dynamic programming