New Second-Order Bounds on the Expectation of Saddle Functions with Applications to Stochastic Linear Programming.
N. C. P. EdirisinghePublished in: Oper. Res. (1996)
Keyphrases
- linear programming
- linear program
- stage stochastic programs
- upper bound
- optimal solution
- lower bound
- stochastic programming
- np hard
- worst case
- feasible solution
- error bounds
- differential operators
- stochastic optimization
- network flow
- quadratic programming
- critical points
- constraint propagation
- neural network
- search algorithm
- column generation
- upper and lower bounds
- model selection
- higher order
- nonlinear programming
- artificial neural networks
- generalization bounds
- objective function