Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming (Q2330643)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming |
scientific article; zbMATH DE number 7121175
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Sample average approximation with sparsity-inducing penalty for high-dimensional stochastic programming |
scientific article; zbMATH DE number 7121175 |
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
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8414852023124695
0 references
0.7731984853744507
0 references
0.7584479451179504
0 references
0.7533196806907654
0 references
0.7461110949516296
0 references