An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse.
Dimitri DrapkinRüdiger SchultzPublished in: Discret. Appl. Math. (2010)
Keyphrases
- dynamic programming
- improved algorithm
- detection algorithm
- multiple constraints
- linear complexity
- times faster
- learning algorithm
- experimental evaluation
- high accuracy
- significant improvement
- k means
- objective function
- np hard
- computational cost
- optimal solution
- theoretical analysis
- feature selection
- cost function
- piecewise linear
- convergence rate
- computational complexity
- constraint satisfaction
- matching algorithm
- preprocessing
- particle swarm optimization
- linear programming
- search space
- higher order
- worst case
- optimization algorithm
- constraint satisfaction problems
- segmentation algorithm
- linear constraints