CVaR minimization by the SRA algorithm.
Kolos Csaba ÁgostonPublished in: Central Eur. J. Oper. Res. (2012)
Keyphrases
- times faster
- optimal solution
- experimental evaluation
- improved algorithm
- probabilistic model
- objective function
- preprocessing
- k means
- np hard
- worst case
- learning algorithm
- classification algorithm
- detection algorithm
- high accuracy
- cost function
- bayesian networks
- genetic algorithm
- simulated annealing
- clustering method
- tree structure
- evolutionary algorithm
- decision trees
- convergence rate
- computational complexity