403 search results - page 4 / 81 » Sampling Bounds for Stochastic Optimization |
MP
2008
13 years 9 months ago
2008
In this paper we discuss computational complexity and risk averse approaches to two and multistage stochastic programming problems. We argue that two stage (say linear) stochastic ...
WSC
2007
14 years 3 days ago
2007
We develop a sequential sampling procedure for solving a class of stochastic programs. A sequence of feasible solutions, with at least one optimal limit point, is given as input t...
SLS
2009
Springer
14 years 4 months ago
2009
Springer
Stochastic local search algorithms can now successfully solve MAXSAT problems with thousands of variables or more. A key to this success is how effectively the search can navigate...
CP
2004
Springer
14 years 3 months ago
2004
Springer
The success of stochastic algorithms is often due to their ability to effectively amplify the performance of search heuristics. This is certainly the case with stochastic sampling ...
ANOR
2006
13 years 10 months ago
2006
Abstract. We investigate the quality of solutions obtained from sample-average approximations to two-stage stochastic linear programs with recourse. We use a recently developed sof...