A Nonconvex Regularization Scheme for the Stochastic Dual Dynamic Programming Algorithm.
Arnab BhattacharyaJeffrey P. KharoufehBo ZengPublished in: INFORMS J. Comput. (2023)
Keyphrases
- dynamic programming
- objective function
- preprocessing
- cost function
- search space
- monte carlo
- linear programming
- learning algorithm
- simulated annealing
- gradient projection
- polynomial time approximation
- sequence alignment
- global optimization
- worst case
- probabilistic model
- segmentation algorithm
- optimization algorithm
- energy function
- computational cost
- k means
- prior information
- piecewise linear
- parameter selection
- computational complexity
- locally optimal
- optimal solution
- bayesian networks