Estimation of optimality gap using stratified sampling

DOI10.1016/J.AMC.2005.01.080zbMATH Open1121.90098OpenAlexW1966940754MaRDI QIDQ2490968FDOQ2490968

Authors: Joocheol Kim 

Publication date: 18 May 2006

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2005.01.080

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zbMATH Keywords

stratified samplingsample based optimizationvalidation analysisoptimality gap

Mathematics Subject Classification ID

Stochastic programming (90C15) Sensitivity, stability, parametric optimization (90C31)

Cites Work

• Title not available (Why is that?)
• Duality and statistical tests of optimality for two stage stochastic programs
• Inequalities for stochastic linear programming problems

Cited In (2)

• Stratified filtered sampling in stochastic optimization
• Stratification of Skewed Populations: A Comparison of Optimisation‐based versus Approximate Methods

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