227 search results - page 1 / 46 » A splitting method for stochastic programs |
ANOR
2006
13 years 7 months ago
2006
This paper derives a new splitting-based decomposition algorithm for convex stochastic programs. It combines certain attractive features of the progressive hedging algorithm of Roc...
DAGSTUHL
2007
13 years 9 months ago
2007
Iterative aggregation/disaggregation methods (IAD) belong to competitive tools for computation the characteristics of Markov chains as shown in some publications devoted to testing...
ICASSP
2011
IEEE
12 years 11 months ago
2011
IEEE
Stereo matching is an active area of research in image processing. In a recent work, a convex programming approach was developed in order to generate a dense disparity field. In ...
MP
2006
13 years 7 months ago
2006
The vast size of real world stochastic programming instances requires sampling to make them practically solvable. In this paper we extend the understanding of how sampling affects ...
APJOR
2010
13 years 7 months ago
2010
In this paper we apply the well known sample average approximation (SAA) method to solve a class of stochastic variational inequality problems (SVIPs). We investigate the existenc...