Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming (Q2330643)

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scientific article; zbMATH DE number 7121175
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    Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming
    scientific article; zbMATH DE number 7121175

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      Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming (English)
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      22 October 2019
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      sample average approximation
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      folded concave penalty
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      second order necessary condition
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      stochastic programming
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