Near-optimal solutions of convex semi-infinite programs via targeted sampling
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Publication:2095909
DOI10.1007/s10479-022-04810-4OpenAlexW4286218477MaRDI QIDQ2095909
Souvik Das, Debasish Chatterjee, Ashwin Aravind, Ashish Cherukuri
Publication date: 15 November 2022
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-022-04810-4
Convex programming (90C25) Monte Carlo methods (65C05) Numerical optimization and variational techniques (65K10) Semi-infinite programming (90C34) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)
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