Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming (Q2330643): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 07:45, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming |
scientific article |
Statements
Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming (English)
0 references
22 October 2019
0 references
sample average approximation
0 references
folded concave penalty
0 references
second order necessary condition
0 references
stochastic programming
0 references