Minimising the maximum relative regret for linear programmes with interval objective function coefficients.
Helmut E. MausserManuel LagunaPublished in: J. Oper. Res. Soc. (1999)
Keyphrases
- objective function
- lower bound
- square loss
- loss bounds
- reconstruction error
- optimization problems
- online learning
- linear prediction
- steepest descent method
- linear combination
- optimal solution
- cost function
- loss function
- worst case
- dynamic programming
- linear programming
- step size
- constrained optimization
- expert advice
- multiscale
- quadratic function
- error minimization
- closed form
- wavelet coefficients