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Improving convergence of the stochastic decomposition algorithm by using an efficient sampling technique.
José María Ponce-Ortega
Vicente Rico-Ramírez
Salvador Hernández-Castro
Urmila M. Diwekar
Published in:
Comput. Chem. Eng. (2004)
Keyphrases
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decomposition algorithm
working set
decomposition method
stochastic approximation
equality constraints
number of iterations required
databases
monte carlo
spatio temporal
convergence rate
working set selection
low level
markov chain
np complete
convergence speed
iterative algorithms