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Sample average approximations
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Stochastic programming
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Algorithm control
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Interior-point method
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Krylov methods
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Anitescu, Mihai
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Royset, Johannes
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Computational Optimization and Applications
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subject:"sample average approximation"
(156 results)
1
On sample size control in
sample
average
approximations
for solving smooth stochastic programs
Royset, Johannes
- In:
Computational Optimization and Applications
55
(
2013
)
2
,
pp. 265-309
sample sizes in a class of algorithms based on variable
sample
average
approximations
(VSAA). The control problem aims to …
Persistent link: https://www.econbiz.de/10010896528
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2
A preconditioning technique for Schur complement systems arising in stochastic optimization
Petra, Cosmin
;
Anitescu, Mihai
- In:
Computational Optimization and Applications
52
(
2012
)
2
,
pp. 315-344
Persistent link: https://www.econbiz.de/10010896534
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