A general algorithm for solving two-stage stochastic mixed 0-1 first-stage problems.
Laureano F. EscuderoMaría Araceli GarínMaría MerinoGloria PérezPublished in: Comput. Oper. Res. (2009)
Keyphrases
- stochastic optimization
- benchmark problems
- learning algorithm
- combinatorial optimization
- detection algorithm
- computational complexity
- search space
- optimization algorithm
- dynamic programming
- np hard
- quadratic optimization problems
- convex quadratic programming
- simulated annealing
- solving problems
- special case
- matching algorithm
- expectation maximization
- preprocessing
- optimal solution
- knapsack problem
- linear programming problems
- constrained problems
- algebraic equations
- combinatorial optimisation
- gradient projection
- efficient algorithms for solving
- linear systems
- convergence rate
- k means
- neural network
- np complete
- optimization problems
- probabilistic model
- computational cost
- cost function