A Frank-Wolfe Progressive Hedging Algorithm for Improved Lower Bounds in Stochastic SCUC.
Ananth M. PalaniHongyu WuMedhat M. MorcosPublished in: IEEE Access (2019)
Keyphrases
- learning algorithm
- np hard
- lower bound
- improved algorithm
- matching algorithm
- k means
- detection algorithm
- computational complexity
- objective function
- preprocessing
- search space
- times faster
- monte carlo
- probabilistic model
- bayesian networks
- worst case
- simulated annealing
- linear programming
- expectation maximization
- stochastic approximation
- computational cost
- optimal solution
- particle swarm optimization
- dynamic programming
- cost function
- search algorithm
- lower and upper bounds
- running times
- neural network