Diffusion approximation for two time-scale stochastic approximation algorithms with constant step sizes.
Vladislav B. TadicPublished in: CDC (2004)
Keyphrases
- approximation algorithms
- step size
- approximation schemes
- constant factor
- np hard
- special case
- evolutionary programming
- convergence rate
- convergence speed
- worst case
- cost function
- minimum cost
- faster convergence
- vertex cover
- approximation ratio
- undirected graph
- set cover
- primal dual
- open shop
- precedence constraints
- lower bound
- combinatorial auctions
- image compression
- randomized algorithms
- image quality
- disjoint paths