Stochastic Dynamic Cutting Plane for Multistage Stochastic Convex Programs.
Vincent GuiguesRenato D. C. MonteiroPublished in: J. Optim. Theory Appl. (2021)
Keyphrases
- cutting plane
- convex programs
- stochastic dynamic
- multistage stochastic
- integer program
- integer programming
- lower bound
- mixed integer
- column generation
- knapsack problem
- convex functions
- linear program
- convex hull
- problems in computer vision
- probabilistic model
- evolutionary algorithm
- constraint programming
- support vector
- upper bound