A finite ϵ -convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables.
Can LiIgnacio E. GrossmannPublished in: J. Glob. Optim. (2019)
Keyphrases
- convex hull
- learning algorithm
- worst case
- optimization algorithm
- iterative algorithms
- piecewise linear
- objective function
- computational complexity
- convex relaxation
- simulated annealing
- neural network
- convergence rate
- detection algorithm
- continuous variables
- expectation maximization
- hamming distance
- stochastic optimization
- dual variables
- segmentation algorithm
- particle swarm optimization
- linear programming
- probabilistic model
- k means
- search space
- bayesian networks
- genetic algorithm